From eac98dbbd69954573bea3671aebc91938639f2f6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Jan 2021 07:29:40 +0100
Subject: [PATCH 0001/1386] Version bump to 2021.1

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index e96e7f530..74c8c412c 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = 'develop'
+__version__ = '2021.1'
 
 if __version__ == 'develop':
 

From 69d62ef38316df7aa33683badbcef6590253ac76 Mon Sep 17 00:00:00 2001
From: Eko Aprili Trisno <eaprilitrisno@gmail.com>
Date: Thu, 4 Feb 2021 01:06:52 +0700
Subject: [PATCH 0002/1386] Add Refresh / Reload Button on rpc/Telegram

---
 freqtrade/rpc/telegram.py | 99 +++++++++++++++++++++++++++++++++------
 1 file changed, 84 insertions(+), 15 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 99f9a8a91..ad72e10e4 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -11,9 +11,9 @@ from typing import Any, Callable, Dict, List, Union
 
 import arrow
 from tabulate import tabulate
-from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update
+from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update, InlineKeyboardButton, InlineKeyboardMarkup
 from telegram.error import NetworkError, TelegramError
-from telegram.ext import CallbackContext, CommandHandler, Updater
+from telegram.ext import CallbackContext, CommandHandler, Updater, CallbackQueryHandler
 from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
@@ -40,9 +40,13 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
         update = kwargs.get('update') or args[0]
 
         # Reject unauthorized messages
+        if update.callback_query:
+            cchat_id = int(update.callback_query.message.chat.id)
+        else:
+            cchat_id = int(update.message.chat_id)
+            
         chat_id = int(self._config['telegram']['chat_id'])
-
-        if int(update.message.chat_id) != chat_id:
+        if cchat_id != chat_id:
             logger.info(
                 'Rejected unauthorized message from: %s',
                 update.message.chat_id
@@ -150,10 +154,22 @@ class Telegram(RPCHandler):
             CommandHandler('logs', self._logs),
             CommandHandler('edge', self._edge),
             CommandHandler('help', self._help),
-            CommandHandler('version', self._version),
+            CommandHandler('version', self._version)
+        ]
+        callbacks = [
+            CallbackQueryHandler(self._status_table, pattern='update_status_table'),
+            CallbackQueryHandler(self._daily, pattern='update_daily'),
+            CallbackQueryHandler(self._profit, pattern='update_profit'),
+            CallbackQueryHandler(self._profit, pattern='update_balance'),
+            CallbackQueryHandler(self._profit, pattern='update_performance'),
+            CallbackQueryHandler(self._profit, pattern='update_count')
         ]
         for handle in handles:
             self._updater.dispatcher.add_handler(handle)
+
+        for handle in callbacks:
+            self._updater.dispatcher.add_handler(handle)
+
         self._updater.start_polling(
             clean=True,
             bootstrap_retries=-1,
@@ -336,9 +352,12 @@ class Telegram(RPCHandler):
         try:
             statlist, head = self._rpc._rpc_status_table(
                 self._config['stake_currency'], self._config.get('fiat_display_currency', ''))
-
             message = tabulate(statlist, headers=head, tablefmt='simple')
-            self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=f"<pre>{message}</pre>", parse_mode=ParseMode.HTML, callback_path="update_status_table", reload_able=True)
+            else:
+                self._send_msg(f"<pre>{message}</pre>", reload_able=True, callback_path="update_status_table", parse_mode=ParseMode.HTML)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -376,7 +395,11 @@ class Telegram(RPCHandler):
                 ],
                 tablefmt='simple')
             message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
-            self._send_msg(message, parse_mode=ParseMode.HTML)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=message, parse_mode=ParseMode.HTML, callback_path="update_daily", reload_able=True)
+            else:
+                self._send_msg(msg=message, parse_mode=ParseMode.HTML, callback_path="update_daily", reload_able=True)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -435,7 +458,11 @@ class Telegram(RPCHandler):
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
-        self._send_msg(markdown_msg)
+        if(update.callback_query):
+            query = update.callback_query
+            self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=markdown_msg, callback_path="update_profit", reload_able=True)
+        else:
+            self._send_msg(msg=markdown_msg, callback_path="update_profit", reload_able=True)
 
     @authorized_only
     def _stats(self, update: Update, context: CallbackContext) -> None:
@@ -514,7 +541,11 @@ class Telegram(RPCHandler):
             output += ("\n*Estimated Value*:\n"
                        "\t`{stake}: {total: .8f}`\n"
                        "\t`{symbol}: {value: .2f}`\n").format(**result)
-            self._send_msg(output)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=output, callback_path="update_balance", reload_able=True)
+            else:
+                self._send_msg(msg=output, callback_path="update_balance", reload_able=True)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -679,7 +710,11 @@ class Telegram(RPCHandler):
                 count=trade['count']
             ) for i, trade in enumerate(trades))
             message = '<b>Performance:</b>\n{}'.format(stats)
-            self._send_msg(message, parse_mode=ParseMode.HTML)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=message, parse_mode=ParseMode.HTML, callback_path="update_performance", reload_able=True)
+            else:
+                self._send_msg(msg=message, parse_mode=ParseMode.HTML, callback_path="update_performance", reload_able=True)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -699,7 +734,11 @@ class Telegram(RPCHandler):
                                tablefmt='simple')
             message = "<pre>{}</pre>".format(message)
             logger.debug(message)
-            self._send_msg(message, parse_mode=ParseMode.HTML)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=message, parse_mode=ParseMode.HTML, callback_path="update_count", reload_able=True)
+            else:
+                self._send_msg(msg=message, parse_mode=ParseMode.HTML, callback_path="update_count", reload_able=True)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -901,8 +940,35 @@ class Telegram(RPCHandler):
             f"*Current state:* `{val['state']}`"
         )
 
-    def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
-                  disable_notification: bool = False) -> None:
+    def _update_msg(self, chat_id: str, message_id: str, msg: str, callback_path: str = "", reload_able: bool = False, parse_mode: str = ParseMode.MARKDOWN) -> None:
+        if reload_able:
+            reply_markup = InlineKeyboardMarkup([[InlineKeyboardButton("Refresh", callback_data=callback_path)]])
+        else:
+            reply_markup = InlineKeyboardMarkup([[]])
+        try:
+            try:
+                self._updater.bot.edit_message_text(
+                    chat_id=chat_id,
+                    message_id=message_id,
+                    text=msg,
+                    parse_mode=parse_mode,
+                    reply_markup=reply_markup
+                )
+            except BadRequest as e:
+                if 'not modified' in e.message.lower():
+                    pass
+                else:
+                    logger.warning(
+                        'TelegramError: %s',
+                        e.message
+                    )
+        except TelegramError as telegram_err:
+            logger.warning(
+                'TelegramError: %s! Giving up on that message.',
+                telegram_err.message
+            )
+
+    def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN, disable_notification: bool = False, callback_path: str = "", reload_able: bool = False) -> None:
         """
         Send given markdown message
         :param msg: message
@@ -910,7 +976,10 @@ class Telegram(RPCHandler):
         :param parse_mode: telegram parse mode
         :return: None
         """
-        reply_markup = ReplyKeyboardMarkup(self._keyboard)
+        if reload_able:
+            reply_markup = InlineKeyboardMarkup([[InlineKeyboardButton("Refresh", callback_data=callback_path)]])
+        else:
+            reply_markup = ReplyKeyboardMarkup(self._keyboard)
         try:
             try:
                 self._updater.bot.send_message(

From 21d3635e8dcf9f41d241cb628534a8376f37fb1c Mon Sep 17 00:00:00 2001
From: Eko Aprili Trisno <eaprilitrisno@gmail.com>
Date: Thu, 4 Feb 2021 01:16:27 +0700
Subject: [PATCH 0003/1386] Update telegram.py

---
 freqtrade/rpc/telegram.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ad72e10e4..32af71a76 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -160,9 +160,9 @@ class Telegram(RPCHandler):
             CallbackQueryHandler(self._status_table, pattern='update_status_table'),
             CallbackQueryHandler(self._daily, pattern='update_daily'),
             CallbackQueryHandler(self._profit, pattern='update_profit'),
-            CallbackQueryHandler(self._profit, pattern='update_balance'),
-            CallbackQueryHandler(self._profit, pattern='update_performance'),
-            CallbackQueryHandler(self._profit, pattern='update_count')
+            CallbackQueryHandler(self._balance, pattern='update_balance'),
+            CallbackQueryHandler(self._performance, pattern='update_performance'),
+            CallbackQueryHandler(self._count, pattern='update_count')
         ]
         for handle in handles:
             self._updater.dispatcher.add_handler(handle)

From 54d0ac9d20d077214c8df3b568b57f5114bb97da Mon Sep 17 00:00:00 2001
From: Eko Aprili Trisno <eaprilitrisno@gmail.com>
Date: Thu, 4 Feb 2021 01:19:23 +0700
Subject: [PATCH 0004/1386] Update telegram.py

---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 32af71a76..7cb05b04a 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -12,7 +12,7 @@ from typing import Any, Callable, Dict, List, Union
 import arrow
 from tabulate import tabulate
 from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update, InlineKeyboardButton, InlineKeyboardMarkup
-from telegram.error import NetworkError, TelegramError
+from telegram.error import NetworkError, TelegramError, BadRequest
 from telegram.ext import CallbackContext, CommandHandler, Updater, CallbackQueryHandler
 from telegram.utils.helpers import escape_markdown
 

From ba32708ed44091b9eb2bc15ac8eeedfce98f3fd1 Mon Sep 17 00:00:00 2001
From: Eko Aprili Trisno <eaprilitrisno@gmail.com>
Date: Sun, 14 Feb 2021 01:40:04 +0700
Subject: [PATCH 0005/1386] Update telegram.py

---
 freqtrade/rpc/telegram.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 7cb05b04a..80d7be60f 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -5,14 +5,14 @@ This module manage Telegram communication
 """
 import json
 import logging
-from datetime import timedelta
+from datetime import timedelta, datetime
 from itertools import chain
 from typing import Any, Callable, Dict, List, Union
 
 import arrow
 from tabulate import tabulate
 from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update, InlineKeyboardButton, InlineKeyboardMarkup
-from telegram.error import NetworkError, TelegramError, BadRequest
+from telegram.error import NetworkError, TelegramError
 from telegram.ext import CallbackContext, CommandHandler, Updater, CallbackQueryHandler
 from telegram.utils.helpers import escape_markdown
 
@@ -154,7 +154,7 @@ class Telegram(RPCHandler):
             CommandHandler('logs', self._logs),
             CommandHandler('edge', self._edge),
             CommandHandler('help', self._help),
-            CommandHandler('version', self._version)
+            CommandHandler('version', self._version),
         ]
         callbacks = [
             CallbackQueryHandler(self._status_table, pattern='update_status_table'),
@@ -945,6 +945,7 @@ class Telegram(RPCHandler):
             reply_markup = InlineKeyboardMarkup([[InlineKeyboardButton("Refresh", callback_data=callback_path)]])
         else:
             reply_markup = InlineKeyboardMarkup([[]])
+        msg+="\nUpdated: {}".format(datetime.now().ctime())
         try:
             try:
                 self._updater.bot.edit_message_text(
@@ -976,10 +977,10 @@ class Telegram(RPCHandler):
         :param parse_mode: telegram parse mode
         :return: None
         """
-        if reload_able:
+        if reload_able and self._config['telegram'].get('reload',True):
             reply_markup = InlineKeyboardMarkup([[InlineKeyboardButton("Refresh", callback_data=callback_path)]])
         else:
-            reply_markup = ReplyKeyboardMarkup(self._keyboard)
+            reply_markup = ReplyKeyboardMarkup(self._keyboard, resize_keyboard=True)
         try:
             try:
                 self._updater.bot.send_message(

From aea8f05d10946ca488a2f1ec2564e92d0922feff Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 24 Feb 2021 06:39:59 +0100
Subject: [PATCH 0006/1386] Version bump 2021.2

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 74c8c412c..2205d284d 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.1'
+__version__ = '2021.2'
 
 if __version__ == 'develop':
 

From 834f00f5803431270f736d3a098eb9c5623cfbe8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 24 Feb 2021 06:46:07 +0100
Subject: [PATCH 0007/1386] Refresh slack link

---
 CONTRIBUTING.md   | 2 +-
 README.md         | 4 ++--
 docs/developer.md | 2 +-
 docs/faq.md       | 2 +-
 docs/index.md     | 2 +-
 5 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index afa41ed33..c29d6e632 100644
--- a/CONTRIBUTING.md
+++ b/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/MA9v74M), on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA) 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/MA9v74M), 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.
 
 ## Getting started
 
diff --git a/README.md b/README.md
index 7ef0d4ce7..c3a665c47 100644
--- a/README.md
+++ b/README.md
@@ -147,7 +147,7 @@ For any questions not covered by the documentation or for further information ab
 
 Please check out our [discord server](https://discord.gg/MA9v74M).
 
-You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA).
+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)
 
@@ -178,7 +178,7 @@ 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/MA9v74M) or [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-k9o2v5ut-jX8Mc4CwNM8CDc2Dyg96YA). 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/MA9v74M) 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.
 
 **Important:** Always create your PR against the `develop` branch, not `stable`.
 
diff --git a/docs/developer.md b/docs/developer.md
index c09e528bf..4b8c64530 100644
--- a/docs/developer.md
+++ b/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/MA9v74M) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA) 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/MA9v74M) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) where you can ask questions.
 
 ## Documentation
 
diff --git a/docs/faq.md b/docs/faq.md
index 87b0893bd..93b806dca 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -142,7 +142,7 @@ 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-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA) - or the Freqtrade [discord community](https://discord.gg/X89cVG). 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 [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) - or the Freqtrade [discord community](https://discord.gg/X89cVG). 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:
 
diff --git a/docs/index.md b/docs/index.md
index db5088707..9d1a1532e 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -81,7 +81,7 @@ For any questions not covered by the documentation or for further information ab
 
 Please check out our [discord server](https://discord.gg/MA9v74M).
 
-You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA).
+You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw).
 
 ## Ready to try?
 

From e92441643157652467eed377a43d057d32c18708 Mon Sep 17 00:00:00 2001
From: Brook Miles <brookmiles@users.noreply.github.com>
Date: Sun, 14 Mar 2021 22:02:53 +0900
Subject: [PATCH 0008/1386] correct math used in examples and clarify some
 terminology regarding custom stoploss functions

---
 docs/strategy-advanced.md | 64 +++++++++++++++++++++++++++------------
 1 file changed, 44 insertions(+), 20 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 56061365e..cda988acd 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -71,12 +71,13 @@ See `custom_stoploss` examples below on how to access the saved dataframe column
 
 ## Custom stoploss
 
-A stoploss can only ever move upwards - so if you set it to an absolute profit of 2%, you can never move it below this price.
-Also, the traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss.
+The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss.
 
 The usage of the custom stoploss method must be enabled by setting `use_custom_stoploss=True` on the strategy object.
-The method must return a stoploss value (float / number) with a relative ratio below the current price.
-E.g. `current_profit = 0.05` (5% profit) - stoploss returns `0.02` - then you "locked in" a profit of 3% (`0.05 - 0.02 = 0.03`).
+The method must return a stoploss value (float / number) as a percentage of the current price.
+E.g. If the `current_rate` is 200 USD, then returning `0.02` will set the stoploss price 2% lower, at 196 USD.
+
+The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price.
 
 To simulate a regular trailing stoploss of 4% (trailing 4% behind the maximum reached price) you would use the following very simple method:
 
@@ -177,16 +178,33 @@ class AwesomeStrategy(IStrategy):
         return -0.15
 ```
 
+
+#### Calculating stoploss relative to open price
+
+Stoploss values returned from `custom_stoploss` always specify a percentage relative to `current_rate`.  In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
+
+This can be calculated as:
+
+``` python
+def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
+    return 1-((1+open_relative_stop)/(1+current_profit))
+
+```
+
+For example, say our open price was $100, and `current_price` is $121 (`current_profit` will be `0.21`).  If we want a stop price at 7% above the open price we can call `stoploss_from_open(0.07, 0.21)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
+
 #### Trailing stoploss with positive offset
 
 Use the initial stoploss until the profit is above 4%, then use a trailing stoploss of 50% of the current profit with a minimum of 2.5% and a maximum of 5%.
 
-Please note that the stoploss can only increase, values lower than the current stoploss are ignored.
 
 ``` python
 from datetime import datetime, timedelta
 from freqtrade.persistence import Trade
 
+def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
+    return 1-((1+open_relative_stop)/(1+current_profit))
+
 class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
@@ -197,28 +215,32 @@ class AwesomeStrategy(IStrategy):
                         current_rate: float, current_profit: float, **kwargs) -> float:
 
         if current_profit < 0.04:
-            return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
+            return 1 # return a value bigger than the inital stoploss to keep using the inital stoploss
 
         # After reaching the desired offset, allow the stoploss to trail by half the profit
-        desired_stoploss = current_profit / 2
-
         # Use a minimum of 2.5% and a maximum of 5%
-        return max(min(desired_stoploss, 0.05), 0.025)
+        desired_stop_from_open = max(min(current_profit / 2, 0.05), 0.025)
+
+        return stoploss_from_open(desired_stop_from_open, current_profit)
 ```
 
-#### Absolute stoploss
+#### Stepped stoploss
 
-The below example sets absolute profit levels based on the current profit.
+Instead of continuously trailing behind the current price, this example sets fixed stoploss price levels based on the current profit.
 
 * Use the regular stoploss until 20% profit is reached
-* Once profit is > 40%, stoploss will be at 25%, locking in at least 25% of the profit.
-* Once profit is > 25% - stoploss will be 15%.
-* Once profit is > 20% - stoploss will be set to 7%.
+* Once profit is > 20% - set stoploss to 7% above open price.
+* Once profit is > 25% - set stoploss to 15% above open price.
+* Once profit is > 40% - set stoploss to 25% above open price.
+
 
 ``` python
 from datetime import datetime
 from freqtrade.persistence import Trade
 
+def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
+    return 1-((1+open_relative_stop)/(1+current_profit))
+
 class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
@@ -228,13 +250,15 @@ class AwesomeStrategy(IStrategy):
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                         current_rate: float, current_profit: float, **kwargs) -> float:
 
-        # Calculate as `-desired_stop_from_open + current_profit` to get the distance between current_profit and initial price
+        # evaluate highest to lowest, so that highest possible stop is used
         if current_profit > 0.40:
-            return (-0.25 + current_profit)
-        if current_profit > 0.25:
-            return (-0.15 + current_profit)
-        if current_profit > 0.20:
-            return (-0.07 + current_profit)
+            return stoploss_from_open(0.25, current_profit)
+        elif current_profit > 0.25:
+            return stoploss_from_open(0.15, current_profit)
+        elif current_profit > 0.20:
+            return stoploss_from_open(0.07, current_profit)
+
+        # return maximum stoploss value, keeping current stoploss price unchanged
         return 1
 ```
 #### Custom stoploss using an indicator from dataframe example

From 79d4585dadf14e7e3749cabb498ef8cfe47f99eb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 16 Mar 2021 19:24:03 +0100
Subject: [PATCH 0009/1386] Add check to ensure close_profit_abs is filled on
 closed trades

Technically, this should not be possible, but #4554 shows it is.

closes #4554
---
 freqtrade/wallets.py      |  3 ++-
 tests/test_persistence.py | 10 ++++++++--
 2 files changed, 10 insertions(+), 3 deletions(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 575fe1b67..f4432e932 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -71,7 +71,8 @@ class Wallets:
         # TODO: potentially remove the ._log workaround to determine backtest mode.
         if self._log:
             closed_trades = Trade.get_trades_proxy(is_open=False)
-            tot_profit = sum([trade.close_profit_abs for trade in closed_trades])
+            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])
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index ab900cbb8..1820250a5 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1066,8 +1066,14 @@ def test_get_trades_proxy(fee, use_db):
 
     assert isinstance(trades[0], Trade)
 
-    assert len(Trade.get_trades_proxy(is_open=True)) == 4
-    assert len(Trade.get_trades_proxy(is_open=False)) == 2
+    trades = Trade.get_trades_proxy(is_open=True)
+    assert len(trades) == 4
+    assert trades[0].is_open
+    trades = Trade.get_trades_proxy(is_open=False)
+
+    assert len(trades) == 2
+    assert not trades[0].is_open
+
     opendate = datetime.now(tz=timezone.utc) - timedelta(minutes=15)
 
     assert len(Trade.get_trades_proxy(open_date=opendate)) == 3

From aee2591490b442a731c8efb039658e8230958cd5 Mon Sep 17 00:00:00 2001
From: Brook Miles <brookmiles@users.noreply.github.com>
Date: Wed, 17 Mar 2021 17:58:23 +0900
Subject: [PATCH 0010/1386] add stoploss_from_open() as a strategy_helper

---
 docs/strategy-customization.md        | 36 +++++++++++++++++++++++++++
 freqtrade/strategy/__init__.py        |  1 +
 freqtrade/strategy/strategy_helper.py | 18 ++++++++++++++
 3 files changed, 55 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index a1708a481..bf086bc0a 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -587,6 +587,42 @@ All columns of the informative dataframe will be available on the returning data
 
 ***
 
+### *stoploss_from_open()*
+
+Stoploss values returned from `custom_stoploss` must specify a percentage relative to `current_rate`, but sometimes you may want to specify a stoploss relative to the open price instead. `stoploss_from_open()` is a helper function to calculate a stoploss value that can be returned from `custom_stoploss` which will be equivalent to the desired percentage above the open price.
+
+??? Example "Returning a stoploss relative to the open price from the custom stoploss function"
+
+    Say the open price was $100, and `current_price` is $121 (`current_profit` will be `0.21`).  
+
+    If we want a stop price at 7% above the open price we can call `stoploss_from_open(0.07, current_profit)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
+
+
+    ``` python
+
+    from freqtrade.strategy import IStrategy, stoploss_from_open
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+
+    class AwesomeStrategy(IStrategy):
+
+        # ... populate_* methods
+
+        use_custom_stoploss = True
+
+        def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                            current_rate: float, current_profit: float, **kwargs) -> float:
+
+            # once the profit has risin above 10%, keep the stoploss at 7% above the open price
+            if current_profit > 0.10:
+                return stoploss_from_open(0.07, current_profit)
+
+            return 1
+
+    ```
+
+
+
 ## Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 662156ae9..3de90666e 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -3,3 +3,4 @@ from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timefr
                                 timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_helper import merge_informative_pair
+from freqtrade.strategy.strategy_helper import stoploss_from_open
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index d7b1327d9..f40fa285d 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -56,3 +56,21 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
         dataframe = dataframe.ffill()
 
     return dataframe
+
+
+def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
+    """
+
+    Given the current profit, and a desired stop loss value relative to the open price,
+    return a stop loss value that is relative to the current price, and which can be
+    returned from `custom_stoploss`.
+
+    :param open_relative_stop: Desired stop loss value relative to open price
+    :param current_profit: The current profit percentage
+    :return: Stop loss value relative to current price
+    """
+
+    if current_profit == -1:
+        return 1
+
+    return 1-((1+open_relative_stop)/(1+current_profit))

From ce1ed76269370862f6f717c4d9ffe98b049d7caa Mon Sep 17 00:00:00 2001
From: Brook Miles <brookmiles@users.noreply.github.com>
Date: Wed, 17 Mar 2021 22:44:10 +0900
Subject: [PATCH 0011/1386] complete stoploss_from_open and associated test

---
 freqtrade/strategy/__init__.py          |  3 +-
 freqtrade/strategy/strategy_helper.py   | 15 ++++++++--
 tests/strategy/test_strategy_helpers.py | 39 ++++++++++++++++++++++++-
 3 files changed, 51 insertions(+), 6 deletions(-)

diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 3de90666e..85148b6ea 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -2,5 +2,4 @@
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.strategy_helper import merge_informative_pair
-from freqtrade.strategy.strategy_helper import stoploss_from_open
+from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index f40fa285d..22b6f0be5 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -65,12 +65,21 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
     return a stop loss value that is relative to the current price, and which can be
     returned from `custom_stoploss`.
 
-    :param open_relative_stop: Desired stop loss value relative to open price
+    The requested stop can be positive for a stop above the open price, or negative for
+    a stop below the open price. The return value is always >= 0.
+
+    Returns 0 if the resulting stop price would be above the current price.
+
+    :param open_relative_stop: Desired stop loss percentage relative to open price
     :param current_profit: The current profit percentage
-    :return: Stop loss value relative to current price
+    :return: Positive stop loss value relative to current price
     """
 
+    # formula is undefined for current_profit -1, return maximum value
     if current_profit == -1:
         return 1
 
-    return 1-((1+open_relative_stop)/(1+current_profit))
+    stoploss = 1-((1+open_relative_stop)/(1+current_profit))
+
+    # negative stoploss values indicate the requested stop price is higher than the current price
+    return max(stoploss, 0.0)
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 252288e2e..3b84fc254 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -1,8 +1,10 @@
+from math import isclose
+
 import numpy as np
 import pandas as pd
 import pytest
 
-from freqtrade.strategy import merge_informative_pair, timeframe_to_minutes
+from freqtrade.strategy import merge_informative_pair, stoploss_from_open, timeframe_to_minutes
 
 
 def generate_test_data(timeframe: str, size: int):
@@ -95,3 +97,38 @@ def test_merge_informative_pair_lower():
 
     with pytest.raises(ValueError, match=r"Tried to merge a faster timeframe .*"):
         merge_informative_pair(data, informative, '1h', '15m', ffill=True)
+
+
+def test_stoploss_from_open():
+    open_price_ranges = [
+        [0.01, 1.00, 30],
+        [1, 100, 30],
+        [100, 10000, 30],
+    ]
+    current_profit_range = [-0.99, 2, 30]
+    desired_stop_range = [-0.50, 0.50, 30]
+
+    for open_range in open_price_ranges:
+        for open_price in np.linspace(*open_range):
+            for desired_stop in np.linspace(*desired_stop_range):
+
+                # -1 is not a valid current_profit, should return 1
+                assert stoploss_from_open(desired_stop, -1) == 1
+
+                for current_profit in np.linspace(*current_profit_range):
+                    current_price = open_price * (1 + current_profit)
+                    expected_stop_price = open_price * (1 + desired_stop)
+
+                    stoploss = stoploss_from_open(desired_stop, current_profit)
+
+                    assert stoploss >= 0
+                    assert stoploss <= 1
+
+                    stop_price = current_price * (1 - stoploss)
+
+                    # there is no correct answer if the expected stop price is above
+                    # the current price
+                    if expected_stop_price > current_price:
+                        assert stoploss == 0
+                    else:
+                        assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)

From 6597055a24f5592057f62ec330e72dda310a606c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 17 Mar 2021 19:36:11 +0100
Subject: [PATCH 0012/1386] Ensure ccxt tests run without dry-run

closes #4566
---
 tests/exchange/test_ccxt_compat.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 03cb30d62..870e6cabd 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -44,6 +44,7 @@ EXCHANGES = {
 def exchange_conf():
     config = get_default_conf((Path(__file__).parent / "testdata").resolve())
     config['exchange']['pair_whitelist'] = []
+    config['dry_run'] = False
     return config
 
 

From b05de6d4687299f5012aec4eeebc0ed8dbebb173 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 17 Mar 2021 19:36:35 +0100
Subject: [PATCH 0013/1386] Move advanced exchange config to exchange page

---
 docs/configuration.md | 20 --------------------
 docs/exchanges.md     | 20 ++++++++++++++++++++
 2 files changed, 20 insertions(+), 20 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 2e8edca2e..ca1e03b0a 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -417,26 +417,6 @@ This configuration enables binance, as well as rate limiting to avoid bans from
     Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
     We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
 
-#### Advanced Freqtrade Exchange configuration
-
-Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behaviours.
-
-Available options are listed in the exchange-class as `_ft_has_default`.
-
-For example, to test the order type `FOK` with Kraken, and modify candle limit to 200 (so you only get 200 candles per API call):
-
-```json
-"exchange": {
-    "name": "kraken",
-    "_ft_has_params": {
-        "order_time_in_force": ["gtc", "fok"],
-        "ohlcv_candle_limit": 200
-        }
-```
-
-!!! Warning
-    Please make sure to fully understand the impacts of these settings before modifying them.
-
 ### What values can be used for fiat_display_currency?
 
 The `fiat_display_currency` configuration parameter sets the base currency to use for the
diff --git a/docs/exchanges.md b/docs/exchanges.md
index 2e5bdfadd..4c7e44b06 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -118,3 +118,23 @@ Whether your exchange returns incomplete candles or not can be checked using [th
 Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle.
 
 However, if it is based on the need for the latest price for your strategy - then this requirement can be acquired using the [data provider](strategy-customization.md#possible-options-for-dataprovider) from within the strategy.
+
+### Advanced Freqtrade Exchange configuration
+
+Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behavior.
+
+Available options are listed in the exchange-class as `_ft_has_default`.
+
+For example, to test the order type `FOK` with Kraken, and modify candle limit to 200 (so you only get 200 candles per API call):
+
+```json
+"exchange": {
+    "name": "kraken",
+    "_ft_has_params": {
+        "order_time_in_force": ["gtc", "fok"],
+        "ohlcv_candle_limit": 200
+        }
+```
+
+!!! Warning
+    Please make sure to fully understand the impacts of these settings before modifying them.

From 76ca3c219f9d7b7ccf8a2723267529acbf54f658 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 17 Mar 2021 20:43:51 +0100
Subject: [PATCH 0014/1386] extract result-printing from hyperopt class

---
 freqtrade/commands/hyperopt_commands.py |  21 +-
 freqtrade/optimize/hyperopt.py          | 290 +----------------------
 freqtrade/optimize/hyperopt_tools.py    | 294 ++++++++++++++++++++++++
 tests/commands/test_commands.py         |   4 +-
 tests/optimize/test_hyperopt.py         |  19 +-
 5 files changed, 324 insertions(+), 304 deletions(-)
 create mode 100644 freqtrade/optimize/hyperopt_tools.py

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index fd8f737f0..268e3eeef 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -17,7 +17,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     """
     List hyperopt epochs previously evaluated
     """
-    from freqtrade.optimize.hyperopt import Hyperopt
+    from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
@@ -47,7 +47,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         config.get('hyperoptexportfilename'))
 
     # Previous evaluations
-    epochs = Hyperopt.load_previous_results(results_file)
+    epochs = HyperoptTools.load_previous_results(results_file)
     total_epochs = len(epochs)
 
     epochs = hyperopt_filter_epochs(epochs, filteroptions)
@@ -57,18 +57,19 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     if not export_csv:
         try:
-            print(Hyperopt.get_result_table(config, epochs, total_epochs,
-                                            not filteroptions['only_best'], print_colorized, 0))
+            print(HyperoptTools.get_result_table(config, epochs, total_epochs,
+                                                 not filteroptions['only_best'],
+                                                 print_colorized, 0))
         except KeyboardInterrupt:
             print('User interrupted..')
 
     if epochs and not no_details:
         sorted_epochs = sorted(epochs, key=itemgetter('loss'))
         results = sorted_epochs[0]
-        Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
+        HyperoptTools.print_epoch_details(results, total_epochs, print_json, no_header)
 
     if epochs and export_csv:
-        Hyperopt.export_csv_file(
+        HyperoptTools.export_csv_file(
             config, epochs, total_epochs, not filteroptions['only_best'], export_csv
         )
 
@@ -77,7 +78,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     """
     Show details of a hyperopt epoch previously evaluated
     """
-    from freqtrade.optimize.hyperopt import Hyperopt
+    from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
@@ -105,7 +106,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     }
 
     # Previous evaluations
-    epochs = Hyperopt.load_previous_results(results_file)
+    epochs = HyperoptTools.load_previous_results(results_file)
     total_epochs = len(epochs)
 
     epochs = hyperopt_filter_epochs(epochs, filteroptions)
@@ -124,8 +125,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     if epochs:
         val = epochs[n]
-        Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
-                                     header_str="Epoch details")
+        HyperoptTools.print_epoch_details(val, total_epochs, print_json, no_header,
+                                          header_str="Epoch details")
 
 
 def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 6b5bc171b..03f34a511 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -4,36 +4,31 @@
 This module contains the hyperopt logic
 """
 
-import io
 import locale
 import logging
 import random
 import warnings
-from collections import OrderedDict
 from datetime import datetime
 from math import ceil
 from operator import itemgetter
 from pathlib import Path
-from pprint import pformat
 from typing import Any, Dict, List, Optional
 
 import progressbar
-import rapidjson
-import tabulate
 from colorama import Fore, Style
 from colorama import init as colorama_init
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
-from pandas import DataFrame, isna, json_normalize
+from pandas import DataFrame
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.history import get_timerange
-from freqtrade.exceptions import OperationalException
-from freqtrade.misc import file_dump_json, plural, round_dict
+from freqtrade.misc import file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
 from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
+from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
 from freqtrade.strategy import IStrategy
 
@@ -169,15 +164,6 @@ class Hyperopt:
             file_dump_json(latest_filename, {'latest_hyperopt': str(self.results_file.name)},
                            log=False)
 
-    @staticmethod
-    def _read_results(results_file: Path) -> List:
-        """
-        Read hyperopt results from file
-        """
-        logger.info("Reading epochs from '%s'", results_file)
-        data = load(results_file)
-        return data
-
     def _get_params_details(self, params: Dict) -> Dict:
         """
         Return the params for each space
@@ -200,102 +186,16 @@ class Hyperopt:
 
         return result
 
-    @staticmethod
-    def print_epoch_details(results, total_epochs: int, print_json: bool,
-                            no_header: bool = False, header_str: str = None) -> None:
-        """
-        Display details of the hyperopt result
-        """
-        params = results.get('params_details', {})
-
-        # Default header string
-        if header_str is None:
-            header_str = "Best result"
-
-        if not no_header:
-            explanation_str = Hyperopt._format_explanation_string(results, total_epochs)
-            print(f"\n{header_str}:\n\n{explanation_str}\n")
-
-        if print_json:
-            result_dict: Dict = {}
-            for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
-                Hyperopt._params_update_for_json(result_dict, params, s)
-            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
-
-        else:
-            Hyperopt._params_pretty_print(params, 'buy', "Buy hyperspace params:")
-            Hyperopt._params_pretty_print(params, 'sell', "Sell hyperspace params:")
-            Hyperopt._params_pretty_print(params, 'roi', "ROI table:")
-            Hyperopt._params_pretty_print(params, 'stoploss', "Stoploss:")
-            Hyperopt._params_pretty_print(params, 'trailing', "Trailing stop:")
-
-    @staticmethod
-    def _params_update_for_json(result_dict, params, space: str) -> None:
-        if space in params:
-            space_params = Hyperopt._space_params(params, space)
-            if space in ['buy', 'sell']:
-                result_dict.setdefault('params', {}).update(space_params)
-            elif space == 'roi':
-                # TODO: get rid of OrderedDict when support for python 3.6 will be
-                # dropped (dicts keep the order as the language feature)
-
-                # Convert keys in min_roi dict to strings because
-                # rapidjson cannot dump dicts with integer keys...
-                # OrderedDict is used to keep the numeric order of the items
-                # in the dict.
-                result_dict['minimal_roi'] = OrderedDict(
-                    (str(k), v) for k, v in space_params.items()
-                )
-            else:  # 'stoploss', 'trailing'
-                result_dict.update(space_params)
-
-    @staticmethod
-    def _params_pretty_print(params, space: str, header: str) -> None:
-        if space in params:
-            space_params = Hyperopt._space_params(params, space, 5)
-            params_result = f"\n# {header}\n"
-            if space == 'stoploss':
-                params_result += f"stoploss = {space_params.get('stoploss')}"
-            elif space == 'roi':
-                # TODO: get rid of OrderedDict when support for python 3.6 will be
-                # dropped (dicts keep the order as the language feature)
-                minimal_roi_result = rapidjson.dumps(
-                    OrderedDict(
-                        (str(k), v) for k, v in space_params.items()
-                    ),
-                    default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
-                params_result += f"minimal_roi = {minimal_roi_result}"
-            elif space == 'trailing':
-
-                for k, v in space_params.items():
-                    params_result += f'{k} = {v}\n'
-
-            else:
-                params_result += f"{space}_params = {pformat(space_params, indent=4)}"
-                params_result = params_result.replace("}", "\n}").replace("{", "{\n ")
-
-            params_result = params_result.replace("\n", "\n    ")
-            print(params_result)
-
-    @staticmethod
-    def _space_params(params, space: str, r: int = None) -> Dict:
-        d = params[space]
-        # Round floats to `r` digits after the decimal point if requested
-        return round_dict(d, r) if r else d
-
-    @staticmethod
-    def is_best_loss(results, current_best_loss: float) -> bool:
-        return results['loss'] < current_best_loss
-
     def print_results(self, results) -> None:
         """
         Log results if it is better than any previous evaluation
+        TODO: this should be moved to HyperoptTools too
         """
         is_best = results['is_best']
 
         if self.print_all or is_best:
             print(
-                self.get_result_table(
+                HyperoptTools.get_result_table(
                     self.config, results, self.total_epochs,
                     self.print_all, self.print_colorized,
                     self.hyperopt_table_header
@@ -303,166 +203,6 @@ class Hyperopt:
             )
             self.hyperopt_table_header = 2
 
-    @staticmethod
-    def _format_explanation_string(results, total_epochs) -> str:
-        return (("*" if results['is_initial_point'] else " ") +
-                f"{results['current_epoch']:5d}/{total_epochs}: " +
-                f"{results['results_explanation']} " +
-                f"Objective: {results['loss']:.5f}")
-
-    @staticmethod
-    def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
-                         print_colorized: bool, remove_header: int) -> str:
-        """
-        Log result table
-        """
-        if not results:
-            return ''
-
-        tabulate.PRESERVE_WHITESPACE = True
-
-        trials = json_normalize(results, max_level=1)
-        trials['Best'] = ''
-        if 'results_metrics.winsdrawslosses' not in trials.columns:
-            # Ensure compatibility with older versions of hyperopt results
-            trials['results_metrics.winsdrawslosses'] = 'N/A'
-
-        trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
-                         'results_metrics.winsdrawslosses',
-                         'results_metrics.avg_profit', 'results_metrics.total_profit',
-                         'results_metrics.profit', 'results_metrics.duration',
-                         'loss', 'is_initial_point', 'is_best']]
-        trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
-                          'Total profit', 'Profit', 'Avg duration', 'Objective',
-                          'is_initial_point', 'is_best']
-        trials['is_profit'] = False
-        trials.loc[trials['is_initial_point'], 'Best'] = '*     '
-        trials.loc[trials['is_best'], 'Best'] = 'Best'
-        trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best'
-        trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
-        trials['Trades'] = trials['Trades'].astype(str)
-
-        trials['Epoch'] = trials['Epoch'].apply(
-            lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs)
-        )
-        trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: '{:,.2f}%'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
-        )
-        trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: '{:,.1f} m'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
-        )
-        trials['Objective'] = trials['Objective'].apply(
-            lambda x: '{:,.5f}'.format(x).rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ')
-        )
-
-        trials['Profit'] = trials.apply(
-            lambda x: '{:,.8f} {} {}'.format(
-                x['Total profit'], config['stake_currency'],
-                '({:,.2f}%)'.format(x['Profit']).rjust(10, ' ')
-            ).rjust(25+len(config['stake_currency']))
-            if x['Total profit'] != 0.0 else '--'.rjust(25+len(config['stake_currency'])),
-            axis=1
-        )
-        trials = trials.drop(columns=['Total profit'])
-
-        if print_colorized:
-            for i in range(len(trials)):
-                if trials.loc[i]['is_profit']:
-                    for j in range(len(trials.loc[i])-3):
-                        trials.iat[i, j] = "{}{}{}".format(Fore.GREEN,
-                                                           str(trials.loc[i][j]), Fore.RESET)
-                if trials.loc[i]['is_best'] and highlight_best:
-                    for j in range(len(trials.loc[i])-3):
-                        trials.iat[i, j] = "{}{}{}".format(Style.BRIGHT,
-                                                           str(trials.loc[i][j]), Style.RESET_ALL)
-
-        trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
-        if remove_header > 0:
-            table = tabulate.tabulate(
-                trials.to_dict(orient='list'), tablefmt='orgtbl',
-                headers='keys', stralign="right"
-            )
-
-            table = table.split("\n", remove_header)[remove_header]
-        elif remove_header < 0:
-            table = tabulate.tabulate(
-                trials.to_dict(orient='list'), tablefmt='psql',
-                headers='keys', stralign="right"
-            )
-            table = "\n".join(table.split("\n")[0:remove_header])
-        else:
-            table = tabulate.tabulate(
-                trials.to_dict(orient='list'), tablefmt='psql',
-                headers='keys', stralign="right"
-            )
-        return table
-
-    @staticmethod
-    def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool,
-                        csv_file: str) -> None:
-        """
-        Log result to csv-file
-        """
-        if not results:
-            return
-
-        # Verification for overwrite
-        if Path(csv_file).is_file():
-            logger.error(f"CSV file already exists: {csv_file}")
-            return
-
-        try:
-            io.open(csv_file, 'w+').close()
-        except IOError:
-            logger.error(f"Failed to create CSV file: {csv_file}")
-            return
-
-        trials = json_normalize(results, max_level=1)
-        trials['Best'] = ''
-        trials['Stake currency'] = config['stake_currency']
-
-        base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count',
-                        'results_metrics.avg_profit', 'results_metrics.median_profit',
-                        'results_metrics.total_profit',
-                        'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
-                        'loss', 'is_initial_point', 'is_best']
-        param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
-        trials = trials[base_metrics + param_metrics]
-
-        base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Median profit', 'Total profit',
-                        'Stake currency', 'Profit', 'Avg duration', 'Objective',
-                        'is_initial_point', 'is_best']
-        param_columns = list(results[0]['params_dict'].keys())
-        trials.columns = base_columns + param_columns
-
-        trials['is_profit'] = False
-        trials.loc[trials['is_initial_point'], 'Best'] = '*'
-        trials.loc[trials['is_best'], 'Best'] = 'Best'
-        trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best'
-        trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
-        trials['Epoch'] = trials['Epoch'].astype(str)
-        trials['Trades'] = trials['Trades'].astype(str)
-
-        trials['Total profit'] = trials['Total profit'].apply(
-            lambda x: '{:,.8f}'.format(x) if x != 0.0 else ""
-        )
-        trials['Profit'] = trials['Profit'].apply(
-            lambda x: '{:,.2f}'.format(x) if not isna(x) else ""
-        )
-        trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: '{:,.2f}%'.format(x) if not isna(x) else ""
-        )
-        trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: '{:,.1f} m'.format(x) if not isna(x) else ""
-        )
-        trials['Objective'] = trials['Objective'].apply(
-            lambda x: '{:,.5f}'.format(x) if x != 100000 else ""
-        )
-
-        trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
-        trials.to_csv(csv_file, index=False, header=True, mode='w', encoding='UTF-8')
-        logger.info(f"CSV file created: {csv_file}")
-
     def has_space(self, space: str) -> bool:
         """
         Tell if the space value is contained in the configuration
@@ -626,22 +366,6 @@ class Hyperopt:
         return parallel(delayed(
                         wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked)
 
-    @staticmethod
-    def load_previous_results(results_file: Path) -> List:
-        """
-        Load data for epochs from the file if we have one
-        """
-        epochs: List = []
-        if results_file.is_file() and results_file.stat().st_size > 0:
-            epochs = Hyperopt._read_results(results_file)
-            # Detection of some old format, without 'is_best' field saved
-            if epochs[0].get('is_best') is None:
-                raise OperationalException(
-                    "The file with Hyperopt results is incompatible with this version "
-                    "of Freqtrade and cannot be loaded.")
-            logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
-        return epochs
-
     def _set_random_state(self, random_state: Optional[int]) -> int:
         return random_state or random.randint(1, 2**16 - 1)
 
@@ -734,7 +458,7 @@ class Hyperopt:
 
                             logger.debug(f"Optimizer epoch evaluated: {val}")
 
-                            is_best = self.is_best_loss(val, self.current_best_loss)
+                            is_best = HyperoptTools.is_best_loss(val, self.current_best_loss)
                             # This value is assigned here and not in the optimization method
                             # to keep proper order in the list of results. That's because
                             # evaluations can take different time. Here they are aligned in the
@@ -762,7 +486,7 @@ class Hyperopt:
         if self.epochs:
             sorted_epochs = sorted(self.epochs, key=itemgetter('loss'))
             best_epoch = sorted_epochs[0]
-            self.print_epoch_details(best_epoch, self.total_epochs, self.print_json)
+            HyperoptTools.print_epoch_details(best_epoch, self.total_epochs, self.print_json)
         else:
             # This is printed when Ctrl+C is pressed quickly, before first epochs have
             # a chance to be evaluated.
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
new file mode 100644
index 000000000..d4c347f80
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -0,0 +1,294 @@
+
+import io
+import logging
+from collections import OrderedDict
+from pathlib import Path
+from pprint import pformat
+from typing import Dict, List
+
+import rapidjson
+import tabulate
+from colorama import Fore, Style
+from joblib import load
+from pandas import isna, json_normalize
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.misc import round_dict
+
+
+logger = logging.getLogger(__name__)
+
+
+class HyperoptTools():
+
+    @staticmethod
+    def _read_results(results_file: Path) -> List:
+        """
+        Read hyperopt results from file
+        """
+        logger.info("Reading epochs from '%s'", results_file)
+        data = load(results_file)
+        return data
+
+    @staticmethod
+    def load_previous_results(results_file: Path) -> List:
+        """
+        Load data for epochs from the file if we have one
+        """
+        epochs: List = []
+        if results_file.is_file() and results_file.stat().st_size > 0:
+            epochs = HyperoptTools._read_results(results_file)
+            # Detection of some old format, without 'is_best' field saved
+            if epochs[0].get('is_best') is None:
+                raise OperationalException(
+                    "The file with HyperoptTools results is incompatible with this version "
+                    "of Freqtrade and cannot be loaded.")
+            logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
+        return epochs
+
+    @staticmethod
+    def print_epoch_details(results, total_epochs: int, print_json: bool,
+                            no_header: bool = False, header_str: str = None) -> None:
+        """
+        Display details of the hyperopt result
+        """
+        params = results.get('params_details', {})
+
+        # Default header string
+        if header_str is None:
+            header_str = "Best result"
+
+        if not no_header:
+            explanation_str = HyperoptTools._format_explanation_string(results, total_epochs)
+            print(f"\n{header_str}:\n\n{explanation_str}\n")
+
+        if print_json:
+            result_dict: Dict = {}
+            for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+                HyperoptTools._params_update_for_json(result_dict, params, s)
+            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
+
+        else:
+            HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:")
+            HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:")
+            HyperoptTools._params_pretty_print(params, 'roi', "ROI table:")
+            HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:")
+            HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:")
+
+    @staticmethod
+    def _params_update_for_json(result_dict, params, space: str) -> None:
+        if space in params:
+            space_params = HyperoptTools._space_params(params, space)
+            if space in ['buy', 'sell']:
+                result_dict.setdefault('params', {}).update(space_params)
+            elif space == 'roi':
+                # TODO: get rid of OrderedDict when support for python 3.6 will be
+                # dropped (dicts keep the order as the language feature)
+
+                # Convert keys in min_roi dict to strings because
+                # rapidjson cannot dump dicts with integer keys...
+                # OrderedDict is used to keep the numeric order of the items
+                # in the dict.
+                result_dict['minimal_roi'] = OrderedDict(
+                    (str(k), v) for k, v in space_params.items()
+                )
+            else:  # 'stoploss', 'trailing'
+                result_dict.update(space_params)
+
+    @staticmethod
+    def _params_pretty_print(params, space: str, header: str) -> None:
+        if space in params:
+            space_params = HyperoptTools._space_params(params, space, 5)
+            params_result = f"\n# {header}\n"
+            if space == 'stoploss':
+                params_result += f"stoploss = {space_params.get('stoploss')}"
+            elif space == 'roi':
+                # TODO: get rid of OrderedDict when support for python 3.6 will be
+                # dropped (dicts keep the order as the language feature)
+                minimal_roi_result = rapidjson.dumps(
+                    OrderedDict(
+                        (str(k), v) for k, v in space_params.items()
+                    ),
+                    default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
+                params_result += f"minimal_roi = {minimal_roi_result}"
+            elif space == 'trailing':
+
+                for k, v in space_params.items():
+                    params_result += f'{k} = {v}\n'
+
+            else:
+                params_result += f"{space}_params = {pformat(space_params, indent=4)}"
+                params_result = params_result.replace("}", "\n}").replace("{", "{\n ")
+
+            params_result = params_result.replace("\n", "\n    ")
+            print(params_result)
+
+    @staticmethod
+    def _space_params(params, space: str, r: int = None) -> Dict:
+        d = params[space]
+        # Round floats to `r` digits after the decimal point if requested
+        return round_dict(d, r) if r else d
+
+    @staticmethod
+    def is_best_loss(results, current_best_loss: float) -> bool:
+        return results['loss'] < current_best_loss
+
+    @staticmethod
+    def _format_explanation_string(results, total_epochs) -> str:
+        return (("*" if results['is_initial_point'] else " ") +
+                f"{results['current_epoch']:5d}/{total_epochs}: " +
+                f"{results['results_explanation']} " +
+                f"Objective: {results['loss']:.5f}")
+
+    @staticmethod
+    def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
+                         print_colorized: bool, remove_header: int) -> str:
+        """
+        Log result table
+        """
+        if not results:
+            return ''
+
+        tabulate.PRESERVE_WHITESPACE = True
+
+        trials = json_normalize(results, max_level=1)
+        trials['Best'] = ''
+        if 'results_metrics.winsdrawslosses' not in trials.columns:
+            # Ensure compatibility with older versions of hyperopt results
+            trials['results_metrics.winsdrawslosses'] = 'N/A'
+
+        trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
+                         'results_metrics.winsdrawslosses',
+                         'results_metrics.avg_profit', 'results_metrics.total_profit',
+                         'results_metrics.profit', 'results_metrics.duration',
+                         'loss', 'is_initial_point', 'is_best']]
+        trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
+                          'Total profit', 'Profit', 'Avg duration', 'Objective',
+                          'is_initial_point', 'is_best']
+        trials['is_profit'] = False
+        trials.loc[trials['is_initial_point'], 'Best'] = '*     '
+        trials.loc[trials['is_best'], 'Best'] = 'Best'
+        trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best'
+        trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
+        trials['Trades'] = trials['Trades'].astype(str)
+
+        trials['Epoch'] = trials['Epoch'].apply(
+            lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs)
+        )
+        trials['Avg profit'] = trials['Avg profit'].apply(
+            lambda x: '{:,.2f}%'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
+        )
+        trials['Avg duration'] = trials['Avg duration'].apply(
+            lambda x: '{:,.1f} m'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
+        )
+        trials['Objective'] = trials['Objective'].apply(
+            lambda x: '{:,.5f}'.format(x).rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ')
+        )
+
+        trials['Profit'] = trials.apply(
+            lambda x: '{:,.8f} {} {}'.format(
+                x['Total profit'], config['stake_currency'],
+                '({:,.2f}%)'.format(x['Profit']).rjust(10, ' ')
+            ).rjust(25+len(config['stake_currency']))
+            if x['Total profit'] != 0.0 else '--'.rjust(25+len(config['stake_currency'])),
+            axis=1
+        )
+        trials = trials.drop(columns=['Total profit'])
+
+        if print_colorized:
+            for i in range(len(trials)):
+                if trials.loc[i]['is_profit']:
+                    for j in range(len(trials.loc[i])-3):
+                        trials.iat[i, j] = "{}{}{}".format(Fore.GREEN,
+                                                           str(trials.loc[i][j]), Fore.RESET)
+                if trials.loc[i]['is_best'] and highlight_best:
+                    for j in range(len(trials.loc[i])-3):
+                        trials.iat[i, j] = "{}{}{}".format(Style.BRIGHT,
+                                                           str(trials.loc[i][j]), Style.RESET_ALL)
+
+        trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
+        if remove_header > 0:
+            table = tabulate.tabulate(
+                trials.to_dict(orient='list'), tablefmt='orgtbl',
+                headers='keys', stralign="right"
+            )
+
+            table = table.split("\n", remove_header)[remove_header]
+        elif remove_header < 0:
+            table = tabulate.tabulate(
+                trials.to_dict(orient='list'), tablefmt='psql',
+                headers='keys', stralign="right"
+            )
+            table = "\n".join(table.split("\n")[0:remove_header])
+        else:
+            table = tabulate.tabulate(
+                trials.to_dict(orient='list'), tablefmt='psql',
+                headers='keys', stralign="right"
+            )
+        return table
+
+    @staticmethod
+    def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool,
+                        csv_file: str) -> None:
+        """
+        Log result to csv-file
+        """
+        if not results:
+            return
+
+        # Verification for overwrite
+        if Path(csv_file).is_file():
+            logger.error(f"CSV file already exists: {csv_file}")
+            return
+
+        try:
+            io.open(csv_file, 'w+').close()
+        except IOError:
+            logger.error(f"Failed to create CSV file: {csv_file}")
+            return
+
+        trials = json_normalize(results, max_level=1)
+        trials['Best'] = ''
+        trials['Stake currency'] = config['stake_currency']
+
+        base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count',
+                        'results_metrics.avg_profit', 'results_metrics.median_profit',
+                        'results_metrics.total_profit',
+                        'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
+                        'loss', 'is_initial_point', 'is_best']
+        param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
+        trials = trials[base_metrics + param_metrics]
+
+        base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Median profit', 'Total profit',
+                        'Stake currency', 'Profit', 'Avg duration', 'Objective',
+                        'is_initial_point', 'is_best']
+        param_columns = list(results[0]['params_dict'].keys())
+        trials.columns = base_columns + param_columns
+
+        trials['is_profit'] = False
+        trials.loc[trials['is_initial_point'], 'Best'] = '*'
+        trials.loc[trials['is_best'], 'Best'] = 'Best'
+        trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best'
+        trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
+        trials['Epoch'] = trials['Epoch'].astype(str)
+        trials['Trades'] = trials['Trades'].astype(str)
+
+        trials['Total profit'] = trials['Total profit'].apply(
+            lambda x: '{:,.8f}'.format(x) if x != 0.0 else ""
+        )
+        trials['Profit'] = trials['Profit'].apply(
+            lambda x: '{:,.2f}'.format(x) if not isna(x) else ""
+        )
+        trials['Avg profit'] = trials['Avg profit'].apply(
+            lambda x: '{:,.2f}%'.format(x) if not isna(x) else ""
+        )
+        trials['Avg duration'] = trials['Avg duration'].apply(
+            lambda x: '{:,.1f} m'.format(x) if not isna(x) else ""
+        )
+        trials['Objective'] = trials['Objective'].apply(
+            lambda x: '{:,.5f}'.format(x) if x != 100000 else ""
+        )
+
+        trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
+        trials.to_csv(csv_file, index=False, header=True, mode='w', encoding='UTF-8')
+        logger.info(f"CSV file created: {csv_file}")
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 27875ac94..e21ef4dd1 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -920,7 +920,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 
 def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     mocker.patch(
-        'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
         MagicMock(return_value=hyperopt_results)
     )
 
@@ -1152,7 +1152,7 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
 
 def test_hyperopt_show(mocker, capsys, hyperopt_results):
     mocker.patch(
-        'freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
         MagicMock(return_value=hyperopt_results)
     )
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 9ebdad2b5..193d997db 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -16,6 +16,7 @@ from freqtrade.commands.optimize_commands import setup_optimize_configuration, s
 from freqtrade.data.history import load_data
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt import Hyperopt
+from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.state import RunMode
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
@@ -336,9 +337,9 @@ def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> Non
 
 def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
     epochs = create_results(mocker, hyperopt, testdatadir)
-    mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs)
+    mock_load = mocker.patch('freqtrade.optimize.hyperopt_tools.load', return_value=epochs)
     results_file = testdatadir / 'optimize' / 'ut_results.pickle'
-    hyperopt_epochs = hyperopt._read_results(results_file)
+    hyperopt_epochs = HyperoptTools._read_results(results_file)
     assert log_has(f"Reading epochs from '{results_file}'", caplog)
     assert hyperopt_epochs == epochs
     mock_load.assert_called_once()
@@ -346,7 +347,7 @@ def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> N
 
 def test_load_previous_results(mocker, hyperopt, testdatadir, caplog) -> None:
     epochs = create_results(mocker, hyperopt, testdatadir)
-    mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs)
+    mock_load = mocker.patch('freqtrade.optimize.hyperopt_tools.load', return_value=epochs)
     mocker.patch.object(Path, 'is_file', MagicMock(return_value=True))
     statmock = MagicMock()
     statmock.st_size = 5
@@ -354,16 +355,16 @@ def test_load_previous_results(mocker, hyperopt, testdatadir, caplog) -> None:
 
     results_file = testdatadir / 'optimize' / 'ut_results.pickle'
 
-    hyperopt_epochs = hyperopt.load_previous_results(results_file)
+    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
 
     assert hyperopt_epochs == epochs
     mock_load.assert_called_once()
 
     del epochs[0]['is_best']
-    mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=epochs)
+    mock_load = mocker.patch('freqtrade.optimize.hyperopt_tools.load', return_value=epochs)
 
     with pytest.raises(OperationalException):
-        hyperopt.load_previous_results(results_file)
+        HyperoptTools.load_previous_results(results_file)
 
 
 def test_roi_table_generation(hyperopt) -> None:
@@ -453,7 +454,7 @@ def test_format_results(hyperopt):
         'is_initial_point': True,
     }
 
-    result = hyperopt._format_explanation_string(results, 1)
+    result = HyperoptTools._format_explanation_string(results, 1)
     assert result.find(' 66.67%')
     assert result.find('Total profit 1.00000000 BTC')
     assert result.find('2.0000Σ %')
@@ -467,7 +468,7 @@ def test_format_results(hyperopt):
     df = pd.DataFrame.from_records(trades, columns=labels)
     results_metrics = hyperopt._calculate_results_metrics(df)
     results['total_profit'] = results_metrics['total_profit']
-    result = hyperopt._format_explanation_string(results, 1)
+    result = HyperoptTools._format_explanation_string(results, 1)
     assert result.find('Total profit 1.00000000 EUR')
 
 
@@ -1076,7 +1077,7 @@ def test_print_epoch_details(capsys):
         'is_best': True
     }
 
-    Hyperopt.print_epoch_details(test_result, 5, False, no_header=True)
+    HyperoptTools.print_epoch_details(test_result, 5, False, no_header=True)
     captured = capsys.readouterr()
     assert '# Trailing stop:' in captured.out
     # re.match(r"Pairs for .*", captured.out)

From 983c0ef118e5ee6a63d91478e051477300616fcf Mon Sep 17 00:00:00 2001
From: Brook Miles <brookmiles@users.noreply.github.com>
Date: Thu, 18 Mar 2021 09:47:03 +0900
Subject: [PATCH 0015/1386] update stoploss_from_open examples to use helper
 function

---
 docs/strategy-advanced.md | 22 +++++-----------------
 1 file changed, 5 insertions(+), 17 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index cda988acd..ddf845fca 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -181,17 +181,9 @@ class AwesomeStrategy(IStrategy):
 
 #### Calculating stoploss relative to open price
 
-Stoploss values returned from `custom_stoploss` always specify a percentage relative to `current_rate`.  In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
+Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`.  In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
 
-This can be calculated as:
-
-``` python
-def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
-    return 1-((1+open_relative_stop)/(1+current_profit))
-
-```
-
-For example, say our open price was $100, and `current_price` is $121 (`current_profit` will be `0.21`).  If we want a stop price at 7% above the open price we can call `stoploss_from_open(0.07, 0.21)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
+The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
 
 #### Trailing stoploss with positive offset
 
@@ -201,9 +193,7 @@ Use the initial stoploss until the profit is above 4%, then use a trailing stopl
 ``` python
 from datetime import datetime, timedelta
 from freqtrade.persistence import Trade
-
-def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
-    return 1-((1+open_relative_stop)/(1+current_profit))
+from freqtrade.strategy import stoploss_from_open
 
 class AwesomeStrategy(IStrategy):
 
@@ -237,9 +227,7 @@ Instead of continuously trailing behind the current price, this example sets fix
 ``` python
 from datetime import datetime
 from freqtrade.persistence import Trade
-
-def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
-    return 1-((1+open_relative_stop)/(1+current_profit))
+from freqtrade.strategy import stoploss_from_open
 
 class AwesomeStrategy(IStrategy):
 
@@ -290,7 +278,7 @@ class AwesomeStrategy(IStrategy):
             # using current_time directly (like below) will only work in backtesting.
             # so check "runmode" to make sure that it's only used in backtesting/hyperopt
             if self.dp and self.dp.runmode.value in ('backtest', 'hyperopt'):
-              relative_sl = self.custom_info[pair].loc[current_time]['atr]
+              relative_sl = self.custom_info[pair].loc[current_time]['atr']
             # in live / dry-run, it'll be really the current time
             else:
               # but we can just use the last entry from an already analyzed dataframe instead

From b6e9e74a8b3eb9c2efcf50350555783da6fe104a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 18 Mar 2021 06:46:08 +0100
Subject: [PATCH 0016/1386] Add link between stoploss_from_open and custom_stop
 documentation

---
 docs/strategy-advanced.md      | 4 +---
 docs/strategy-customization.md | 3 ++-
 2 files changed, 3 insertions(+), 4 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index ddf845fca..4e8ecb67e 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -178,10 +178,9 @@ class AwesomeStrategy(IStrategy):
         return -0.15
 ```
 
-
 #### Calculating stoploss relative to open price
 
-Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`.  In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
+Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
 
 The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
 
@@ -189,7 +188,6 @@ The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_
 
 Use the initial stoploss until the profit is above 4%, then use a trailing stoploss of 50% of the current profit with a minimum of 2.5% and a maximum of 5%.
 
-
 ``` python
 from datetime import datetime, timedelta
 from freqtrade.persistence import Trade
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index bf086bc0a..a00928a67 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -600,9 +600,9 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
 
     ``` python
 
-    from freqtrade.strategy import IStrategy, stoploss_from_open
     from datetime import datetime
     from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, stoploss_from_open
 
     class AwesomeStrategy(IStrategy):
 
@@ -621,6 +621,7 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
 
     ```
 
+    Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
 
 
 ## Additional data (Wallets)

From bf14796d4ceb372545ab9f71844c82c6f6a97ed2 Mon Sep 17 00:00:00 2001
From: Brook Miles <brookmiles@users.noreply.github.com>
Date: Thu, 18 Mar 2021 21:50:54 +0900
Subject: [PATCH 0017/1386] revert "Trailing stoploss with positive offset"
 example as stoploss_from_open() wasn't adding value

---
 docs/strategy-advanced.md | 23 ++++++++++++-----------
 1 file changed, 12 insertions(+), 11 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 4e8ecb67e..962b750b5 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -178,20 +178,15 @@ class AwesomeStrategy(IStrategy):
         return -0.15
 ```
 
-#### Calculating stoploss relative to open price
-
-Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
-
-The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
-
 #### Trailing stoploss with positive offset
 
 Use the initial stoploss until the profit is above 4%, then use a trailing stoploss of 50% of the current profit with a minimum of 2.5% and a maximum of 5%.
 
+Please note that the stoploss can only increase, values lower than the current stoploss are ignored.
+
 ``` python
 from datetime import datetime, timedelta
 from freqtrade.persistence import Trade
-from freqtrade.strategy import stoploss_from_open
 
 class AwesomeStrategy(IStrategy):
 
@@ -203,15 +198,21 @@ class AwesomeStrategy(IStrategy):
                         current_rate: float, current_profit: float, **kwargs) -> float:
 
         if current_profit < 0.04:
-            return 1 # return a value bigger than the inital stoploss to keep using the inital stoploss
+            return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
 
         # After reaching the desired offset, allow the stoploss to trail by half the profit
-        # Use a minimum of 2.5% and a maximum of 5%
-        desired_stop_from_open = max(min(current_profit / 2, 0.05), 0.025)
+        desired_stoploss = current_profit / 2
 
-        return stoploss_from_open(desired_stop_from_open, current_profit)
+        # Use a minimum of 2.5% and a maximum of 5%
+        return max(min(desired_stoploss, 0.05), 0.025
 ```
 
+#### Calculating stoploss relative to open price
+
+Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
+
+The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
+
 #### Stepped stoploss
 
 Instead of continuously trailing behind the current price, this example sets fixed stoploss price levels based on the current profit.

From dd4d1d82d46341f7ee99b18b5f3eb7237051834e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 18 Mar 2021 14:19:33 +0100
Subject: [PATCH 0018/1386] Update docs/strategy-advanced.md

---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 962b750b5..801bc4731 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -204,7 +204,7 @@ class AwesomeStrategy(IStrategy):
         desired_stoploss = current_profit / 2
 
         # Use a minimum of 2.5% and a maximum of 5%
-        return max(min(desired_stoploss, 0.05), 0.025
+        return max(min(desired_stoploss, 0.05), 0.025)
 ```
 
 #### Calculating stoploss relative to open price

From 4d52732d30b8f55ec683de156c3ee87203398a08 Mon Sep 17 00:00:00 2001
From: Patrick Brunier <patrick@brunier.nl>
Date: Thu, 18 Mar 2021 22:38:54 +0100
Subject: [PATCH 0019/1386] Added a small snippet to give users a descent error
 message,  when their start date is afer the stop date. Also updated the
 tests.

---
 freqtrade/configuration/timerange.py | 2 ++
 tests/test_timerange.py              | 3 +++
 2 files changed, 5 insertions(+)

diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py
index 32bbd02a0..2075b38c6 100644
--- a/freqtrade/configuration/timerange.py
+++ b/freqtrade/configuration/timerange.py
@@ -103,5 +103,7 @@ class TimeRange:
                         stop = int(stops) // 1000
                     else:
                         stop = int(stops)
+                if start > stop > 0:
+                    raise Exception('Start date is after stop date for timerange "%s"' % text)
                 return TimeRange(stype[0], stype[1], start, stop)
         raise Exception('Incorrect syntax for timerange "%s"' % text)
diff --git a/tests/test_timerange.py b/tests/test_timerange.py
index 5c35535f0..cd10e219f 100644
--- a/tests/test_timerange.py
+++ b/tests/test_timerange.py
@@ -30,6 +30,9 @@ def test_parse_timerange_incorrect():
     with pytest.raises(Exception, match=r'Incorrect syntax.*'):
         TimeRange.parse_timerange('-')
 
+    with pytest.raises(Exception, match=r'Start date is after stop date for timerange.*'):
+        TimeRange.parse_timerange('20100523-20100522')
+
 
 def test_subtract_start():
     x = TimeRange('date', 'date', 1274486400, 1438214400)

From 0d5833ed9133ff629423143db9c810051f3abf45 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 19 Mar 2021 06:40:04 +0100
Subject: [PATCH 0020/1386] Use OperationalException for TimeRange errors

---
 freqtrade/configuration/timerange.py | 7 +++++--
 tests/test_timerange.py              | 6 ++++--
 2 files changed, 9 insertions(+), 4 deletions(-)

diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py
index 2075b38c6..6072e296c 100644
--- a/freqtrade/configuration/timerange.py
+++ b/freqtrade/configuration/timerange.py
@@ -7,6 +7,8 @@ from typing import Optional
 
 import arrow
 
+from freqtrade.exceptions import OperationalException
+
 
 logger = logging.getLogger(__name__)
 
@@ -104,6 +106,7 @@ class TimeRange:
                     else:
                         stop = int(stops)
                 if start > stop > 0:
-                    raise Exception('Start date is after stop date for timerange "%s"' % text)
+                    raise OperationalException(
+                        f'Start date is after stop date for timerange "{text}"')
                 return TimeRange(stype[0], stype[1], start, stop)
-        raise Exception('Incorrect syntax for timerange "%s"' % text)
+        raise OperationalException(f'Incorrect syntax for timerange "{text}"')
diff --git a/tests/test_timerange.py b/tests/test_timerange.py
index cd10e219f..dcdaad09d 100644
--- a/tests/test_timerange.py
+++ b/tests/test_timerange.py
@@ -3,6 +3,7 @@ import arrow
 import pytest
 
 from freqtrade.configuration import TimeRange
+from freqtrade.exceptions import OperationalException
 
 
 def test_parse_timerange_incorrect():
@@ -27,10 +28,11 @@ def test_parse_timerange_incorrect():
     timerange = TimeRange.parse_timerange('-1231006505000')
     assert TimeRange(None, 'date', 0, 1231006505) == timerange
 
-    with pytest.raises(Exception, match=r'Incorrect syntax.*'):
+    with pytest.raises(OperationalException, match=r'Incorrect syntax.*'):
         TimeRange.parse_timerange('-')
 
-    with pytest.raises(Exception, match=r'Start date is after stop date for timerange.*'):
+    with pytest.raises(OperationalException,
+                       match=r'Start date is after stop date for timerange.*'):
         TimeRange.parse_timerange('20100523-20100522')
 
 

From c1f79922700cd51020cab850905ad6d46599a4f4 Mon Sep 17 00:00:00 2001
From: Maycon Maia Vitali <maycon@hacknroll.com>
Date: Fri, 19 Mar 2021 10:39:45 -0300
Subject: [PATCH 0021/1386] Added slash to fix a broken formatting

On the command table the pipe(|) broke the formatting.
---
 docs/telegram-usage.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 833fae1fe..5ecdf8065 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -146,7 +146,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
 | `/count` | Displays number of trades used and available
 | `/locks` | Show currently locked pairs.
-| `/unlock <pair | lock_id>` | Remove the lock for this pair (or for this lock id).
+| `/unlock <pair \| lock_id>` | Remove the lock for this pair (or for this lock id).
 | `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
 | `/forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
 | `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).

From fb90901bb3408555331d24e1f46a0144e3afbb55 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 19 Mar 2021 20:12:12 +0100
Subject: [PATCH 0022/1386] Fix telegram table for both rendered and github
 markdown

---
 docs/telegram-usage.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 5ecdf8065..377977892 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -146,7 +146,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
 | `/count` | Displays number of trades used and available
 | `/locks` | Show currently locked pairs.
-| `/unlock <pair \| lock_id>` | Remove the lock for this pair (or for this lock id).
+| `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
 | `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
 | `/forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
 | `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).

From 7ffe1fd36a230712a1f0eb19cc9005bf9564e231 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Mar 2021 07:21:22 +0100
Subject: [PATCH 0023/1386] Fix calculation error for min-trade-stake

---
 docs/configuration.md           | 17 +++++++++++++++++
 freqtrade/exchange/exchange.py  |  8 ++++----
 tests/exchange/test_exchange.py | 18 +++++++++++++-----
 3 files changed, 34 insertions(+), 9 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index ca1e03b0a..573cbfba2 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -156,6 +156,23 @@ Values set in the configuration file always overwrite values set in the strategy
 
 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.
 
+#### Minimum trade stake
+
+The minimum stake amount will depend by exchange and pair, and is usually listed in the exchange support pages.
+Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.4$.
+
+The minimum stake amount to buy this pair is therefore `20 * 0.6 ~= 12`.
+This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.
+
+To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).
+
+With a stoploss of 10% - we'd therefore end up with a value of ~13.8$ (`12 * (1 + 0.05 + 0.1)`).
+
+To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
+
+!!! 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
 
 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.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index fdb34eb41..6b8261afc 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -531,16 +531,16 @@ class Exchange:
             return None
 
         # reserve some percent defined in config (5% default) + stoploss
-        amount_reserve_percent = 1.0 - self._config.get('amount_reserve_percent',
+        amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
                                                         DEFAULT_AMOUNT_RESERVE_PERCENT)
-        amount_reserve_percent += stoploss
+        amount_reserve_percent += abs(stoploss)
         # it should not be more than 50%
-        amount_reserve_percent = max(amount_reserve_percent, 0.5)
+        amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
 
         # The value returned should satisfy both limits: for amount (base currency) and
         # for cost (quote, stake currency), so max() is used here.
         # See also #2575 at github.
-        return max(min_stake_amounts) / amount_reserve_percent
+        return max(min_stake_amounts) * amount_reserve_percent
 
     def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
                       rate: float, params: Dict = {}) -> Dict[str, Any]:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 8a8c95a62..942ffd4ab 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1,6 +1,7 @@
 import copy
 import logging
 from datetime import datetime, timedelta, timezone
+from math import isclose
 from random import randint
 from unittest.mock import MagicMock, Mock, PropertyMock, patch
 
@@ -370,7 +371,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
-    assert result == 2 / 0.9
+    assert isclose(result, 2 * 1.1)
 
     # min amount is set
     markets["ETH/BTC"]["limits"] = {
@@ -382,7 +383,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert result == 2 * 2 / 0.9
+    assert isclose(result, 2 * 2 * 1.1)
 
     # min amount and cost are set (cost is minimal)
     markets["ETH/BTC"]["limits"] = {
@@ -394,7 +395,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert result == max(2, 2 * 2) / 0.9
+    assert isclose(result, max(2, 2 * 2) * 1.1)
 
     # min amount and cost are set (amount is minial)
     markets["ETH/BTC"]["limits"] = {
@@ -406,7 +407,14 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert result == max(8, 2 * 2) / 0.9
+    assert isclose(result, max(8, 2 * 2) * 1.1)
+
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
+    assert isclose(result, max(8, 2 * 2) * 1.45)
+
+    # Really big stoploss
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
+    assert isclose(result, max(8, 2 * 2) * 1.5)
 
 
 def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
@@ -424,7 +432,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
-    assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) / 0.9, 8)
+    assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) * 1.1, 8)
 
 
 def test_set_sandbox(default_conf, mocker):

From 69799532a67fc9732e851c71a500e223d4ffb589 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Mar 2021 08:13:10 +0100
Subject: [PATCH 0024/1386] Document usage of open_date_utc

closes #4580
---
 docs/strategy-advanced.md | 18 +++++++++---------
 1 file changed, 9 insertions(+), 9 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 801bc4731..7fa824a5b 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -146,9 +146,9 @@ class AwesomeStrategy(IStrategy):
                         current_rate: float, current_profit: float, **kwargs) -> float:
 
         # Make sure you have the longest interval first - these conditions are evaluated from top to bottom.
-        if current_time - timedelta(minutes=120) > trade.open_date:
+        if current_time - timedelta(minutes=120) > trade.open_date_utc:
             return -0.05
-        elif current_time - timedelta(minutes=60) > trade.open_date:
+        elif current_time - timedelta(minutes=60) > trade.open_date_utc:
             return -0.10
         return 1
 ```
@@ -317,7 +317,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, timezone
 from freqtrade.persistence import Trade
 
 class AwesomeStrategy(IStrategy):
@@ -331,21 +331,21 @@ class AwesomeStrategy(IStrategy):
     }
 
     def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
-        if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5):
+        if trade.open_rate > 100 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=5):
             return True
-        elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3):
+        elif trade.open_rate > 10 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=3):
             return True
-        elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24):
+        elif trade.open_rate < 1 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(hours=24):
            return True
         return False
 
 
     def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
-        if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5):
+        if trade.open_rate > 100 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=5):
             return True
-        elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3):
+        elif trade.open_rate > 10 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=3):
             return True
-        elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24):
+        elif trade.open_rate < 1 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(hours=24):
            return True
         return False
 ```

From 066dd72210889776c06726ee54bbd1ae798d1f20 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Mar 2021 08:34:15 +0100
Subject: [PATCH 0025/1386] add orderbook structure documentation

---
 docs/strategy-customization.md | 20 ++++++++++++++++++++
 1 file changed, 20 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index a00928a67..256b28990 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -436,6 +436,26 @@ if self.dp:
         dataframe['best_ask'] = ob['asks'][0][0]
 ```
 
+The orderbook structure is aligned with the order structure from [ccxt](https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure), so the result will look as follows:
+
+``` js
+{
+    'bids': [
+        [ price, amount ], // [ float, float ]
+        [ price, amount ],
+        ...
+    ],
+    'asks': [
+        [ price, amount ],
+        [ price, amount ],
+        //...
+    ],
+    //...
+}
+```
+
+Therefore, using `ob['bids'][0][0]` as demonstrated above will result in using the best bid price. `ob['bids'][0][1]` would look at the amount at this orderbook position.
+
 !!! Warning "Warning about backtesting"
     The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used, as the method will return uptodate values.
 

From fe7f3d9c37f70983fdb55459528378969c1f3d71 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Mar 2021 11:48:39 +0100
Subject: [PATCH 0026/1386] Add price side validation for market orders

---
 freqtrade/configuration/config_validation.py | 14 +++++++++
 tests/test_configuration.py                  | 32 ++++++++++++++++++++
 2 files changed, 46 insertions(+)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index df9f16f3e..b6029b6a5 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -74,6 +74,7 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
 
     # validating trailing stoploss
     _validate_trailing_stoploss(conf)
+    _validate_price_config(conf)
     _validate_edge(conf)
     _validate_whitelist(conf)
     _validate_protections(conf)
@@ -95,6 +96,19 @@ def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
         raise OperationalException("`max_open_trades` and `stake_amount` cannot both be unlimited.")
 
 
+def _validate_price_config(conf: Dict[str, Any]) -> None:
+    """
+    When using market orders, price sides must be using the "other" side of the price
+    """
+    if (conf['order_types'].get('buy') == 'market'
+            and conf['bid_strategy'].get('price_side') != 'ask'):
+        raise OperationalException('Market buy orders require bid_strategy.price_side = "ask".')
+
+    if (conf['order_types'].get('sell') == 'market'
+            and conf['ask_strategy'].get('price_side') != 'bid'):
+        raise OperationalException('Market sell orders require ask_strategy.price_side = "bid".')
+
+
 def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
 
     if conf.get('stoploss') == 0.0:
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 6b3df392b..a0824e65c 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -790,6 +790,38 @@ def test_validate_max_open_trades(default_conf):
         validate_config_consistency(default_conf)
 
 
+def test_validate_price_side(default_conf):
+    default_conf['order_types'] = {
+        "buy": "limit",
+        "sell": "limit",
+        "stoploss": "limit",
+        "stoploss_on_exchange": False,
+    }
+    # Default should pass
+    validate_config_consistency(default_conf)
+
+    conf = deepcopy(default_conf)
+    conf['order_types']['buy'] = 'market'
+    with pytest.raises(OperationalException,
+                       match='Market buy orders require bid_strategy.price_side = "ask".'):
+        validate_config_consistency(conf)
+
+    conf = deepcopy(default_conf)
+    conf['order_types']['sell'] = 'market'
+    with pytest.raises(OperationalException,
+                       match='Market sell orders require ask_strategy.price_side = "bid".'):
+        validate_config_consistency(conf)
+
+    # Validate inversed case
+    conf = deepcopy(default_conf)
+    conf['order_types']['sell'] = 'market'
+    conf['order_types']['buy'] = 'market'
+    conf['ask_strategy']['price_side'] = 'bid'
+    conf['bid_strategy']['price_side'] = 'ask'
+
+    validate_config_consistency(conf)
+
+
 def test_validate_tsl(default_conf):
     default_conf['stoploss'] = 0.0
     with pytest.raises(OperationalException, match='The config stoploss needs to be different '

From 16a54b3616efa47bd394ddb660a00881d1fda989 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Mar 2021 13:08:02 +0100
Subject: [PATCH 0027/1386] Don't require non-mandatory arguments

---
 freqtrade/configuration/config_validation.py | 8 ++++----
 tests/test_freqtradebot.py                   | 2 ++
 2 files changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index b6029b6a5..c7e49f33d 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -100,12 +100,12 @@ def _validate_price_config(conf: Dict[str, Any]) -> None:
     """
     When using market orders, price sides must be using the "other" side of the price
     """
-    if (conf['order_types'].get('buy') == 'market'
-            and conf['bid_strategy'].get('price_side') != 'ask'):
+    if (conf.get('order_types', {}).get('buy') == 'market'
+            and conf.get('bid_strategy', {}).get('price_side') != 'ask'):
         raise OperationalException('Market buy orders require bid_strategy.price_side = "ask".')
 
-    if (conf['order_types'].get('sell') == 'market'
-            and conf['ask_strategy'].get('price_side') != 'bid'):
+    if (conf.get('order_types', {}).get('sell') == 'market'
+            and conf.get('ask_strategy', {}).get('price_side') != 'bid'):
         raise OperationalException('Market sell orders require ask_strategy.price_side = "bid".')
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d7d2e19f6..5ef9960ab 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -94,6 +94,7 @@ def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
         'stoploss': 'limit',
         'stoploss_on_exchange': True,
     }
+    conf['bid_strategy']['price_side'] = 'ask'
 
     freqtrade = FreqtradeBot(conf)
     assert freqtrade.strategy.order_types['stoploss_on_exchange']
@@ -128,6 +129,7 @@ def test_order_dict_live(default_conf, mocker, caplog) -> None:
         'stoploss': 'limit',
         'stoploss_on_exchange': True,
     }
+    conf['bid_strategy']['price_side'] = 'ask'
 
     freqtrade = FreqtradeBot(conf)
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)

From 73876b61b491b62f1337b9500eb5e926e53247e0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Mar 2021 13:33:49 +0100
Subject: [PATCH 0028/1386] Show potential errors when loading markets

---
 freqtrade/exchange/exchange.py  | 4 ++--
 tests/exchange/test_exchange.py | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 6b8261afc..5b6e2b20d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -311,8 +311,8 @@ class Exchange:
             self._markets = self._api.load_markets()
             self._load_async_markets()
             self._last_markets_refresh = arrow.utcnow().int_timestamp
-        except ccxt.BaseError as e:
-            logger.warning('Unable to initialize markets. Reason: %s', e)
+        except ccxt.BaseError:
+            logger.exception('Unable to initialize markets.')
 
     def reload_markets(self) -> None:
         """Reload markets both sync and async if refresh interval has passed """
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 942ffd4ab..3439c7a09 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -498,7 +498,7 @@ def test__load_markets(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     Exchange(default_conf)
-    assert log_has('Unable to initialize markets. Reason: SomeError', caplog)
+    assert log_has('Unable to initialize markets.', caplog)
 
     expected_return = {'ETH/BTC': 'available'}
     api_mock = MagicMock()

From f4e71c1f145a47c3bd104da5f068b22df902642f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Mar 2021 14:02:13 +0100
Subject: [PATCH 0029/1386] get_buy_rate tests should be sensible

---
 tests/test_freqtradebot.py | 24 ++++++++++++------------
 1 file changed, 12 insertions(+), 12 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5ef9960ab..8f55a8fe6 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -839,17 +839,17 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
     ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
     ('ask', 4, 5, None, 0, 4),  # last not available - uses ask
-    ('bid', 10, 20, 10, 0.0, 20),  # Full bid side
-    ('bid', 10, 20, 10, 1.0, 10),  # Full last side
-    ('bid', 10, 20, 10, 0.5, 15),  # Between bid and last
-    ('bid', 10, 20, 10, 0.7, 13),  # Between bid and last
-    ('bid', 10, 20, 10, 0.3, 17),  # Between bid and last
-    ('bid', 4, 5, 10, 1.0, 5),  # last bigger than bid
-    ('bid', 4, 5, 10, 0.5, 5),  # last bigger than bid
-    ('bid', 10, 20, None, 0.5, 20),  # last not available - uses bid
-    ('bid', 4, 5, None, 0.5, 5),  # last not available - uses bid
-    ('bid', 4, 5, None, 1, 5),  # last not available - uses bid
-    ('bid', 4, 5, None, 0, 5),  # last not available - uses bid
+    ('bid', 21, 20, 10, 0.0, 20),  # Full bid side
+    ('bid', 21, 20, 10, 1.0, 10),  # Full last side
+    ('bid', 21, 20, 10, 0.5, 15),  # Between bid and last
+    ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
+    ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
+    ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
+    ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
+    ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
+    ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
+    ('bid', 6, 5, None, 1, 5),  # last not available - uses bid
+    ('bid', 6, 5, None, 0, 5),  # last not available - uses bid
 ])
 def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
                       last, last_ab, expected) -> None:
@@ -858,7 +858,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     default_conf['bid_strategy']['price_side'] = side
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={'ask': ask, 'last': last, 'bid': bid}))
+                 return_value={'ask': ask, 'last': last, 'bid': bid})
 
     assert freqtrade.get_buy_rate('ETH/BTC', True) == expected
     assert not log_has("Using cached buy rate for ETH/BTC.", caplog)

From 43d7f9ac67a16b10edb63b5e48a0bc23bc7e5bb5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Mar 2021 14:38:26 +0100
Subject: [PATCH 0030/1386] Add bid_last_balance parameter

to interpolate sell prices

closes #3270
---
 docs/configuration.md      |  3 ++-
 docs/includes/pricing.md   |  4 ++++
 freqtrade/constants.py     |  6 ++++++
 freqtrade/freqtradebot.py  | 10 ++++++++--
 tests/test_freqtradebot.py | 39 ++++++++++++++++++++++++--------------
 5 files changed, 45 insertions(+), 17 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 573cbfba2..eb3351b8f 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -62,12 +62,13 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `bid_strategy.price_side` | Select the side of the spread the bot should look at to get the buy rate. [More information below](#buy-price-side).<br> *Defaults to `bid`.* <br> **Datatype:** String (either `ask` or `bid`).
-| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook-enabled).
+| `bid_strategy.ask_last_balance` | **Required.** Interpolate the bidding price. More information [below](#buy-price-without-orderbook-enabled).
 | `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> **Datatype:** Boolean
 | `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> **Datatype:** Positive Integer
 | `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.*  <br> **Datatype:** Float (as ratio)
 | `ask_strategy.price_side` | Select the side of the spread the bot should look at to get the sell rate. [More information below](#sell-price-side).<br> *Defaults to `ask`.* <br> **Datatype:** String (either `ask` or `bid`).
+| `ask_strategy.bid_last_balance` | Interpolate the selling price. More information [below](#sell-price-without-orderbook-enabled).
 | `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
 | `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
diff --git a/docs/includes/pricing.md b/docs/includes/pricing.md
index d8a72cc58..bdf27eb20 100644
--- a/docs/includes/pricing.md
+++ b/docs/includes/pricing.md
@@ -103,6 +103,10 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
 
 When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
 
+When not using orderbook (`ask_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price.
+
+The `ask_strategy.bid_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the last price and values between those interpolate between `side` and last price.
+
 ### Market order pricing
 
 When using market orders, prices should be configured to use the "correct" side of the orderbook to allow realistic pricing detection.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f25f6653d..3a2ed98e9 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -165,6 +165,12 @@ CONF_SCHEMA = {
             'type': 'object',
             'properties': {
                 'price_side': {'type': 'string', 'enum': ORDERBOOK_SIDES, 'default': 'ask'},
+                'bid_last_balance': {
+                    'type': 'number',
+                    'minimum': 0,
+                    'maximum': 1,
+                    'exclusiveMaximum': False,
+                },
                 'use_order_book': {'type': 'boolean'},
                 'order_book_min': {'type': 'integer', 'minimum': 1},
                 'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c60d65f72..73f4c91be 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -432,7 +432,7 @@ class FreqtradeBot(LoggingMixin):
             ticker = self.exchange.fetch_ticker(pair)
             ticker_rate = ticker[bid_strategy['price_side']]
             if ticker['last'] and ticker_rate > ticker['last']:
-                balance = self.config['bid_strategy']['ask_last_balance']
+                balance = bid_strategy['ask_last_balance']
                 ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
             used_rate = ticker_rate
 
@@ -745,7 +745,13 @@ class FreqtradeBot(LoggingMixin):
                 logger.warning("Sell Price at location from orderbook could not be determined.")
                 raise PricingError from e
         else:
-            rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']]
+            ticker = self.exchange.fetch_ticker(pair)
+            ticker_rate = ticker[ask_strategy['price_side']]
+            if ticker['last'] and ticker_rate < ticker['last']:
+                balance = ask_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.")
         self._sell_rate_cache[pair] = rate
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 8f55a8fe6..c1a17164f 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4112,22 +4112,33 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     assert log_has('Sell Price at location 1 from orderbook could not be determined.', caplog)
 
 
-@pytest.mark.parametrize('side,ask,bid,expected', [
-    ('bid', 10.0, 11.0, 11.0),
-    ('bid', 10.0, 11.2, 11.2),
-    ('bid', 10.0, 11.0, 11.0),
-    ('bid', 9.8, 11.0, 11.0),
-    ('bid', 0.0001, 0.002, 0.002),
-    ('ask', 10.0, 11.0, 10.0),
-    ('ask', 10.11, 11.2, 10.11),
-    ('ask', 0.001, 0.002, 0.001),
-    ('ask', 0.006, 1.0, 0.006),
+@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
+    ('bid', 12.0, 11.0, 11.5, 0.0, 11.0),  # full bid side
+    ('bid', 12.0, 11.0, 11.5, 1.0, 11.5),  # full last side
+    ('bid', 12.0, 11.0, 11.5, 0.5, 11.25),  # between bid and lat
+    ('bid', 12.0, 11.2, 10.5, 0.0, 11.2),  # Last smaller than bid
+    ('bid', 12.0, 11.2, 10.5, 1.0, 11.2),  # Last smaller than bid - uses bid
+    ('bid', 12.0, 11.2, 10.5, 0.5, 11.2),  # Last smaller than bid - uses bid
+    ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
+    ('ask', 12.0, 11.0, 12.5, 0.0, 12.0),  # full ask side
+    ('ask', 12.0, 11.0, 12.5, 1.0, 12.5),  # full last side
+    ('ask', 12.0, 11.0, 12.5, 0.5, 12.25),  # between bid and lat
+    ('ask', 12.2, 11.2, 10.5, 0.0, 12.2),  # Last smaller than ask
+    ('ask', 12.0, 11.0, 10.5, 1.0, 12.0),  # Last smaller than ask - uses ask
+    ('ask', 12.0, 11.2, 10.5, 0.5, 12.0),  # Last smaller than ask - uses ask
+    ('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
+    ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
+    ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
+    ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
 ])
-def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask, expected) -> None:
+def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
+                       last, last_ab, expected) -> None:
     caplog.set_level(logging.DEBUG)
 
     default_conf['ask_strategy']['price_side'] = side
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': ask, 'bid': bid})
+    default_conf['ask_strategy']['bid_last_balance'] = last_ab
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': ask, 'bid': bid, 'last': last})
     pair = "ETH/BTC"
 
     # Test regular mode
@@ -4186,7 +4197,7 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog):
     default_conf['ask_strategy']['price_side'] = 'ask'
     pair = "ETH/BTC"
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 return_value={'ask': None, 'bid': 0.12})
+                 return_value={'ask': None, 'bid': 0.12, 'last': None})
     ft = get_patched_freqtradebot(mocker, default_conf)
     with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
         ft.get_sell_rate(pair, True)
@@ -4195,7 +4206,7 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog):
     assert ft.get_sell_rate(pair, True) == 0.12
     # Reverse sides
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 return_value={'ask': 0.13, 'bid': None})
+                 return_value={'ask': 0.13, 'bid': None, 'last': None})
     with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
         ft.get_sell_rate(pair, True)
 

From e315a6a0da4e9e0232f3463f12cff7561a64c32d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 20 Mar 2021 14:58:51 +0100
Subject: [PATCH 0031/1386] assume "last" can miss from a ticker response

closes #4573
---
 freqtrade/plugins/pairlist/PriceFilter.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/PriceFilter.py b/freqtrade/plugins/pairlist/PriceFilter.py
index 6558f196f..a0579b196 100644
--- a/freqtrade/plugins/pairlist/PriceFilter.py
+++ b/freqtrade/plugins/pairlist/PriceFilter.py
@@ -64,7 +64,7 @@ class PriceFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :return: True if the pair can stay, false if it should be removed
         """
-        if ticker['last'] is None or ticker['last'] == 0:
+        if ticker.get('last', None) is None or ticker.get('last') == 0:
             self.log_once(f"Removed {pair} from whitelist, because "
                           "ticker['last'] is empty (Usually no trade in the last 24h).",
                           logger.info)

From 4f5a1e94a7b94c75999404fc06be0d48c7132666 Mon Sep 17 00:00:00 2001
From: shubhendra <withshubh@gmail.com>
Date: Sun, 21 Mar 2021 17:14:30 +0530
Subject: [PATCH 0032/1386] Add .deepsource.toml

Signed-off-by: shubhendra <withshubh@gmail.com>
---
 .deepsource.toml | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)
 create mode 100644 .deepsource.toml

diff --git a/.deepsource.toml b/.deepsource.toml
new file mode 100644
index 000000000..7a00ca8d6
--- /dev/null
+++ b/.deepsource.toml
@@ -0,0 +1,16 @@
+version = 1
+
+test_patterns = ["tests/**/test_*.py"]
+
+exclude_patterns = [
+    "docs/**",
+    "user_data/**",
+    "build/helpers/**"
+]
+
+[[analyzers]]
+name = "python"
+enabled = true
+
+  [analyzers.meta]
+  runtime_version = "3.x.x"

From 62d99a0b7406136f24d51e6d704fcc18969a3f5b Mon Sep 17 00:00:00 2001
From: shubhendra <withshubh@gmail.com>
Date: Sun, 21 Mar 2021 17:14:30 +0530
Subject: [PATCH 0033/1386] Remove unnecessary comprehension

Signed-off-by: shubhendra <withshubh@gmail.com>
---
 freqtrade/resolvers/strategy_resolver.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index b1b66e3ae..19bd014f9 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -196,9 +196,9 @@ class StrategyResolver(IResolver):
             strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
             strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
             strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
-            if any([x == 2 for x in [strategy._populate_fun_len,
+            if any(x == 2 for x in [strategy._populate_fun_len,
                                      strategy._buy_fun_len,
-                                     strategy._sell_fun_len]]):
+                                     strategy._sell_fun_len]):
                 strategy.INTERFACE_VERSION = 1
 
             return strategy

From 537ad059bc3b643eb2d022ddb798ed4d84aa8c78 Mon Sep 17 00:00:00 2001
From: shubhendra <withshubh@gmail.com>
Date: Sun, 21 Mar 2021 17:14:31 +0530
Subject: [PATCH 0034/1386] Remove unnecessary use of comprehension

Signed-off-by: shubhendra <withshubh@gmail.com>
---
 freqtrade/persistence/models.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 78f45de0b..465f3d443 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -611,7 +611,7 @@ class LocalTrade():
 
         else:
             # Not used during backtesting, but might be used by a strategy
-            sel_trades = [trade for trade in LocalTrade.trades + LocalTrade.trades_open]
+            sel_trades = list(LocalTrade.trades + LocalTrade.trades_open)
 
         if pair:
             sel_trades = [trade for trade in sel_trades if trade.pair == pair]

From 6d6ad035d6cf7fcedac7697fd69c8948f2e3fd76 Mon Sep 17 00:00:00 2001
From: shubhendra <withshubh@gmail.com>
Date: Sun, 21 Mar 2021 17:14:32 +0530
Subject: [PATCH 0035/1386] Remove length check in favour of truthiness of the
 object

Signed-off-by: shubhendra <withshubh@gmail.com>
---
 freqtrade/commands/list_commands.py | 2 +-
 freqtrade/exchange/exchange.py      | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 9e6076dfb..5f53fc824 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -177,7 +177,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
             # human-readable formats.
             print()
 
-        if len(pairs):
+        if pairs:
             if args.get('print_list', False):
                 # print data as a list, with human-readable summary
                 print(f"{summary_str}: {', '.join(pairs.keys())}.")
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 5b6e2b20d..9c868df2b 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -958,7 +958,7 @@ class Exchange:
         while True:
             t = await self._async_fetch_trades(pair,
                                                params={self._trades_pagination_arg: from_id})
-            if len(t):
+            if t:
                 # Skip last id since its the key for the next call
                 trades.extend(t[:-1])
                 if from_id == t[-1][1] or t[-1][0] > until:
@@ -990,7 +990,7 @@ class Exchange:
         # DEFAULT_TRADES_COLUMNS: 1 -> id
         while True:
             t = await self._async_fetch_trades(pair, since=since)
-            if len(t):
+            if t:
                 since = t[-1][0]
                 trades.extend(t)
                 # Reached the end of the defined-download period

From 910e15b17431a8c7be26fde1346d9ef2fb9e45d1 Mon Sep 17 00:00:00 2001
From: shubhendra <withshubh@gmail.com>
Date: Sun, 21 Mar 2021 17:14:33 +0530
Subject: [PATCH 0036/1386] Remove methods with unnecessary super delegation.

Signed-off-by: shubhendra <withshubh@gmail.com>
---
 freqtrade/plugins/pairlist/PerformanceFilter.py  | 5 -----
 freqtrade/plugins/protections/cooldown_period.py | 3 ---
 2 files changed, 8 deletions(-)

diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 7d91bb77c..c1355f655 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -15,11 +15,6 @@ logger = logging.getLogger(__name__)
 
 class PerformanceFilter(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)
-
     @property
     def needstickers(self) -> bool:
         """
diff --git a/freqtrade/plugins/protections/cooldown_period.py b/freqtrade/plugins/protections/cooldown_period.py
index f74f83885..197d74c2e 100644
--- a/freqtrade/plugins/protections/cooldown_period.py
+++ b/freqtrade/plugins/protections/cooldown_period.py
@@ -15,9 +15,6 @@ class CooldownPeriod(IProtection):
     has_global_stop: bool = False
     has_local_stop: bool = True
 
-    def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
-        super().__init__(config, protection_config)
-
     def _reason(self) -> str:
         """
         LockReason to use

From 45da3a70227cc95ee7610e0bb12dabd348b0086e Mon Sep 17 00:00:00 2001
From: shubhendra <withshubh@gmail.com>
Date: Sun, 21 Mar 2021 17:14:34 +0530
Subject: [PATCH 0037/1386] Refactor unnecessary `else` / `elif` when `if`
 block has a `continue` statement

Signed-off-by: shubhendra <withshubh@gmail.com>
---
 freqtrade/configuration/directory_operations.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index 51310f013..1ce8d1461 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -72,6 +72,5 @@ def copy_sample_files(directory: Path, overwrite: bool = False) -> None:
             if not overwrite:
                 logger.warning(f"File `{targetfile}` exists already, not deploying sample file.")
                 continue
-            else:
-                logger.warning(f"File `{targetfile}` exists already, overwriting.")
+            logger.warning(f"File `{targetfile}` exists already, overwriting.")
         shutil.copy(str(sourcedir / source), str(targetfile))

From 4d8183491218783c92bc7230d98d00dffdf9b115 Mon Sep 17 00:00:00 2001
From: shubhendra <withshubh@gmail.com>
Date: Sun, 21 Mar 2021 17:14:34 +0530
Subject: [PATCH 0038/1386] Merge `isinstance` calls

Signed-off-by: shubhendra <withshubh@gmail.com>
---
 freqtrade/exchange/common.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index c66db860f..be0a1e483 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -140,7 +140,7 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
                     logger.warning('retrying %s() still for %s times', f.__name__, count)
                     count -= 1
                     kwargs.update({'count': count})
-                    if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
+                    if isinstance(ex, (DDosProtection, RetryableOrderError)):
                         # increasing backoff
                         backoff_delay = calculate_backoff(count + 1, retries)
                         logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")

From ac7a1305cbb78d588bbb1d0849370828b17219fd Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Mar 2021 05:25:11 +0000
Subject: [PATCH 0039/1386] Bump ccxt from 1.43.27 to 1.43.89

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.43.27 to 1.43.89.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.43.27...1.43.89)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08f5b9078..7c8841e67 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.1
 pandas==1.2.3
 
-ccxt==1.43.27
+ccxt==1.43.89
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.6
 aiohttp==3.7.4.post0

From 9612ba34ed0c97e97d681c4726c13bc2f5d69048 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Mar 2021 05:25:17 +0000
Subject: [PATCH 0040/1386] Bump urllib3 from 1.26.3 to 1.26.4

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.3 to 1.26.4.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.26.3...1.26.4)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08f5b9078..0554f326b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -10,7 +10,7 @@ python-telegram-bot==13.4.1
 arrow==1.0.3
 cachetools==4.2.1
 requests==2.25.1
-urllib3==1.26.3
+urllib3==1.26.4
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.19

From 09c7ee9e923b936cd8e236b7253c08ec4d58a309 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Mar 2021 05:25:28 +0000
Subject: [PATCH 0041/1386] Bump isort from 5.7.0 to 5.8.0

Bumps [isort](https://github.com/pycqa/isort) from 5.7.0 to 5.8.0.
- [Release notes](https://github.com/pycqa/isort/releases)
- [Changelog](https://github.com/PyCQA/isort/blob/develop/CHANGELOG.md)
- [Commits](https://github.com/pycqa/isort/compare/5.7.0...5.8.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 4f0ea7706..02f7fbca8 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -13,7 +13,7 @@ pytest-asyncio==0.14.0
 pytest-cov==2.11.1
 pytest-mock==3.5.1
 pytest-random-order==1.0.4
-isort==5.7.0
+isort==5.8.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.0.7

From ea3012e94d78c5119ba3b457a4799f2b714aafee Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 22 Mar 2021 05:25:35 +0000
Subject: [PATCH 0042/1386] Bump sqlalchemy from 1.3.23 to 1.4.2

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.3.23 to 1.4.2.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08f5b9078..c714a8f1a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.43.27
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.6
 aiohttp==3.7.4.post0
-SQLAlchemy==1.3.23
+SQLAlchemy==1.4.2
 python-telegram-bot==13.4.1
 arrow==1.0.3
 cachetools==4.2.1

From e39cff522d33e9a529045ec58610e87362a37328 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 22 Mar 2021 17:30:16 +0100
Subject: [PATCH 0043/1386] Remove duplicate dict keys in test

---
 tests/rpc/test_rpc_apiserver.py | 2 --
 1 file changed, 2 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 01492b4f2..5a0a04943 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -810,14 +810,12 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'stoploss_entry_dist_ratio': -0.10448878,
         'trade_id': 1,
         'close_rate_requested': None,
-        'current_rate': 1.099e-05,
         'fee_close': 0.0025,
         'fee_close_cost': None,
         'fee_close_currency': None,
         'fee_open': 0.0025,
         'fee_open_cost': None,
         'fee_open_currency': None,
-        'open_date': ANY,
         'is_open': True,
         'max_rate': 1.099e-05,
         'min_rate': 1.098e-05,

From b7702a1e9f121764605144d63c2480a2b82b08cd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 22 Mar 2021 19:39:06 +0100
Subject: [PATCH 0044/1386] Improve tests to work with new sqlalchemy version

---
 tests/test_freqtradebot.py |  2 +-
 tests/test_persistence.py  | 27 +++++++++++++++------------
 2 files changed, 16 insertions(+), 13 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c1a17164f..486c31090 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2798,7 +2798,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
-    sellmock = MagicMock()
+    sellmock = MagicMock(return_value={'id': '12345555'})
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 1820250a5..6a388327c 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 from datetime import datetime, timedelta, timezone
+from pathlib import Path
 from types import FunctionType
 from unittest.mock import MagicMock
 
@@ -21,14 +22,15 @@ def test_init_create_session(default_conf):
     assert 'scoped_session' in type(Trade.session).__name__
 
 
-def test_init_custom_db_url(default_conf, mocker):
+def test_init_custom_db_url(default_conf, tmpdir):
     # Update path to a value other than default, but still in-memory
-    default_conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'})
-    create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
+    filename = f"{tmpdir}/freqtrade2_test.sqlite"
+    assert not Path(filename).is_file()
+
+    default_conf.update({'db_url': f'sqlite:///{filename}'})
 
     init_db(default_conf['db_url'], default_conf['dry_run'])
-    assert create_engine_mock.call_count == 1
-    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite'
+    assert Path(filename).is_file()
 
 
 def test_init_invalid_db_url(default_conf):
@@ -49,15 +51,16 @@ def test_init_prod_db(default_conf, mocker):
     assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
 
 
-def test_init_dryrun_db(default_conf, mocker):
-    default_conf.update({'dry_run': True})
-    default_conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL})
-
-    create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
+def test_init_dryrun_db(default_conf, tmpdir):
+    filename = f"{tmpdir}/freqtrade2_prod.sqlite"
+    assert not Path(filename).is_file()
+    default_conf.update({
+        'dry_run': True,
+        'db_url': f'sqlite:///{filename}'
+    })
 
     init_db(default_conf['db_url'], default_conf['dry_run'])
-    assert create_engine_mock.call_count == 1
-    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.dryrun.sqlite'
+    assert Path(filename).is_file()
 
 
 @pytest.mark.usefixtures("init_persistence")

From 4e8999ade3e8e9d39a5e78d175b736ed6d6b7dc1 Mon Sep 17 00:00:00 2001
From: Erwin Hoeckx <hawkeyenl@yahoo.com>
Date: Mon, 22 Mar 2021 20:40:11 +0100
Subject: [PATCH 0045/1386] Changed the code for status table a bit so that it
 splits up the trades per 50 trades, to make sure it can be sent regardless of
 number of trades

Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
---
 freqtrade/rpc/telegram.py | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 7ec67e5d0..2d753db70 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -330,8 +330,12 @@ class Telegram(RPCHandler):
             statlist, head = self._rpc._rpc_status_table(
                 self._config['stake_currency'], self._config.get('fiat_display_currency', ''))
 
-            message = tabulate(statlist, headers=head, tablefmt='simple')
-            self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML)
+            max_trades_per_msg = 50
+            for i in range(0, max(int(len(statlist) / max_trades_per_msg), 1)):
+                message = tabulate(statlist[i * max_trades_per_msg:(i + 1) * max_trades_per_msg],
+                                   headers=head,
+                                   tablefmt='simple')
+                self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML)
         except RPCException as e:
             self._send_msg(str(e))
 

From 6856963aef37303b40fd29a0745e22ff312dc11c Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Tue, 23 Mar 2021 10:09:41 +0200
Subject: [PATCH 0046/1386] Add confirm_trade_exit and confirm_trade_entry to
 backtesting

---
 freqtrade/optimize/backtesting.py | 21 +++++++++++++++++++--
 1 file changed, 19 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 0b884dae5..1dcf6428b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -30,7 +30,6 @@ from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 # Indexes for backtest tuples
@@ -252,8 +251,17 @@ class Backtesting:
         sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
                                          sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
-        if sell.sell_flag:
 
+        time_in_force = self.strategy.order_time_in_force['sell']
+
+        # confirm_trade_exit
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=False)(
+                pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount, rate=sell_row[LOW_IDX],
+                time_in_force=time_in_force,
+                sell_reason=sell.sell_type.value):
+            return None
+
+        if sell.sell_flag:
             trade.close_date = sell_row[DATE_IDX]
             trade.sell_reason = sell.sell_type.value
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
@@ -271,6 +279,15 @@ class Backtesting:
         except DependencyException:
             return None
         min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05)
+
+        order_type = self.strategy.order_types['buy']
+        time_in_force = self.strategy.order_time_in_force['sell']
+        # confirm_trade_entry
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
+                pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX],
+                time_in_force=time_in_force):
+            return None
+
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             # Enter trade
             trade = LocalTrade(

From eb5d69dcd486305d3448caf3eab1152dbd9cf59f Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Tue, 23 Mar 2021 10:12:08 +0200
Subject: [PATCH 0047/1386] Add confirm_trade_exit and confirm_trade_entry to
 backtesting

---
 freqtrade/optimize/backtesting.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 1dcf6428b..080e6b1a2 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -253,7 +253,6 @@ class Backtesting:
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
 
         time_in_force = self.strategy.order_time_in_force['sell']
-
         # confirm_trade_exit
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=False)(
                 pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount, rate=sell_row[LOW_IDX],

From dc4ea604dd6d1fc8bd6af7a68e5fba36f3e7c517 Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Tue, 23 Mar 2021 10:19:16 +0200
Subject: [PATCH 0048/1386] Add confirm_trade_exit and confirm_trade_entry to
 backtesting

---
 freqtrade/optimize/backtesting.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 080e6b1a2..321b60ecd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -254,7 +254,7 @@ class Backtesting:
 
         time_in_force = self.strategy.order_time_in_force['sell']
         # confirm_trade_exit
-        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=False)(
+        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                 pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount, rate=sell_row[LOW_IDX],
                 time_in_force=time_in_force,
                 sell_reason=sell.sell_type.value):

From f51f4b1817efd2451d4877478312f22d9acabefe Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Tue, 23 Mar 2021 10:35:46 +0200
Subject: [PATCH 0049/1386] Add confirm_trade_exit and confirm_trade_entry to
 backtesting

---
 freqtrade/optimize/backtesting.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 321b60ecd..d858acc1a 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -255,7 +255,8 @@ class Backtesting:
         time_in_force = self.strategy.order_time_in_force['sell']
         # confirm_trade_exit
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
-                pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount, rate=sell_row[LOW_IDX],
+                pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
+                rate=sell_row[LOW_IDX],
                 time_in_force=time_in_force,
                 sell_reason=sell.sell_type.value):
             return None

From d5301b4d6316f822d387ae6d2947cec5a49e316f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 23 Mar 2021 10:53:09 +0100
Subject: [PATCH 0050/1386] RateLimit should be enabled by default

---
 config_full.json.example | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/config_full.json.example b/config_full.json.example
index 8366774c4..717797933 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -113,7 +113,7 @@
         "password": "",
         "ccxt_config": {"enableRateLimit": true},
         "ccxt_async_config": {
-            "enableRateLimit": false,
+            "enableRateLimit": true,
             "rateLimit": 500,
             "aiohttp_trust_env": false
         },

From c928cd38dc2e5a67fcf70d7a76d350f5b7549560 Mon Sep 17 00:00:00 2001
From: Erwin Hoeckx <hawkeyenl@yahoo.com>
Date: Tue, 23 Mar 2021 16:45:42 +0100
Subject: [PATCH 0051/1386] Small bugfix to make sure it shows all the trades

Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 2d753db70..b83cbf1a2 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -331,7 +331,7 @@ class Telegram(RPCHandler):
                 self._config['stake_currency'], self._config.get('fiat_display_currency', ''))
 
             max_trades_per_msg = 50
-            for i in range(0, max(int(len(statlist) / max_trades_per_msg), 1)):
+            for i in range(0, max(int(len(statlist) / max_trades_per_msg) + 1, 1)):
                 message = tabulate(statlist[i * max_trades_per_msg:(i + 1) * max_trades_per_msg],
                                    headers=head,
                                    tablefmt='simple')

From 65a9763fa587aa42823956cd4e207f08905e7906 Mon Sep 17 00:00:00 2001
From: Erwin Hoeckx <hawkeyenl@yahoo.com>
Date: Tue, 23 Mar 2021 16:54:38 +0100
Subject: [PATCH 0052/1386] Fixed an issue when there were exactly 50 trades,
 it was sending an extra empty table

Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index b83cbf1a2..61a0188cb 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -331,7 +331,7 @@ class Telegram(RPCHandler):
                 self._config['stake_currency'], self._config.get('fiat_display_currency', ''))
 
             max_trades_per_msg = 50
-            for i in range(0, max(int(len(statlist) / max_trades_per_msg) + 1, 1)):
+            for i in range(0, max(int(len(statlist) / max_trades_per_msg + 0.99), 1)):
                 message = tabulate(statlist[i * max_trades_per_msg:(i + 1) * max_trades_per_msg],
                                    headers=head,
                                    tablefmt='simple')

From 2fd510e6e4e8a2108f2a64c6ccad72f83fb047d7 Mon Sep 17 00:00:00 2001
From: Erwin Hoeckx <hawkeyenl@yahoo.com>
Date: Tue, 23 Mar 2021 21:52:46 +0100
Subject: [PATCH 0053/1386] Added comment with an example calculation

Signed-off-by: Erwin Hoeckx <hawkeyenl@yahoo.com>
---
 freqtrade/rpc/telegram.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 61a0188cb..2063a4f58 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -331,6 +331,11 @@ class Telegram(RPCHandler):
                 self._config['stake_currency'], self._config.get('fiat_display_currency', ''))
 
             max_trades_per_msg = 50
+            """
+            Calculate the number of messages of 50 trades per message
+            0.99 is used to make sure that there are no extra (empty) messages
+            As an example with 50 trades, there will be int(50/50 + 0.99) = 1 message
+            """
             for i in range(0, max(int(len(statlist) / max_trades_per_msg + 0.99), 1)):
                 message = tabulate(statlist[i * max_trades_per_msg:(i + 1) * max_trades_per_msg],
                                    headers=head,

From d795febf9243e667de70d06a8c2ff30e951f847a Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Wed, 24 Mar 2021 18:26:03 +0200
Subject: [PATCH 0054/1386] Add info to documantation

---
 docs/bot-basics.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 13694c316..943af0362 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -53,6 +53,7 @@ This loop will be repeated again and again until the bot is stopped.
 * Calls `bot_loop_start()` once.
 * Calculate indicators (calls `populate_indicators()` once per pair).
 * Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair)
+* Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy)
 * Loops per candle simulating entry and exit points.
 * Generate backtest report output
 

From ec15610bff2314e8f47620e410097106878ffd18 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 24 Mar 2021 19:21:07 +0100
Subject: [PATCH 0055/1386] Fix isort issue

---
 freqtrade/optimize/backtesting.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index d858acc1a..7de5b171c 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -30,6 +30,7 @@ from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
+
 logger = logging.getLogger(__name__)
 
 # Indexes for backtest tuples

From 0ca95aa0c2035b41c9835f2291020222f9ed690d Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Thu, 25 Mar 2021 10:25:25 +0200
Subject: [PATCH 0056/1386] Change rate to acctual close rate

---
 freqtrade/optimize/backtesting.py | 22 +++++++++++-----------
 1 file changed, 11 insertions(+), 11 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7de5b171c..00b2f278d 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -30,7 +30,6 @@ from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 # Indexes for backtest tuples
@@ -253,20 +252,21 @@ class Backtesting:
                                          sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
 
-        time_in_force = self.strategy.order_time_in_force['sell']
-        # confirm_trade_exit
-        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
-                pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
-                rate=sell_row[LOW_IDX],
-                time_in_force=time_in_force,
-                sell_reason=sell.sell_type.value):
-            return None
-
         if sell.sell_flag:
             trade.close_date = sell_row[DATE_IDX]
             trade.sell_reason = sell.sell_type.value
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
+
+            # Confirm trade exit:
+            time_in_force = self.strategy.order_time_in_force['sell']
+            if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
+                    pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
+                    rate=closerate,
+                    time_in_force=time_in_force,
+                    sell_reason=sell.sell_type.value):
+                return None
+
             trade.close(closerate, show_msg=False)
             return trade
 
@@ -283,7 +283,7 @@ class Backtesting:
 
         order_type = self.strategy.order_types['buy']
         time_in_force = self.strategy.order_time_in_force['sell']
-        # confirm_trade_entry
+        # Confirm trade entry:
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX],
                 time_in_force=time_in_force):

From 292ea8c1d03b0ecf100d9a1935f0718f4c316cae Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 25 Mar 2021 09:34:33 +0100
Subject: [PATCH 0057/1386] Update backtesting.py

---
 freqtrade/optimize/backtesting.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 00b2f278d..765e2844a 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -30,6 +30,7 @@ from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
+
 logger = logging.getLogger(__name__)
 
 # Indexes for backtest tuples

From 0a205f52b06ad9b12aa13d03794e9e3dfd780440 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 23 Mar 2021 10:02:32 +0200
Subject: [PATCH 0058/1386] Optional support for defining hyperopt parameters
 in a strategy file and reusing common hyperopt/strategy parts.

---
 freqtrade/optimize/hyperopt.py      |  8 ++-
 freqtrade/optimize/hyperopt_auto.py | 83 +++++++++++++++++++++++++
 freqtrade/strategy/__init__.py      |  1 +
 freqtrade/strategy/hyper.py         | 93 +++++++++++++++++++++++++++++
 4 files changed, 183 insertions(+), 2 deletions(-)
 create mode 100644 freqtrade/optimize/hyperopt_auto.py
 create mode 100644 freqtrade/strategy/hyper.py

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 03f34a511..8dd8f01ac 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -26,6 +26,7 @@ from freqtrade.data.history import get_timerange
 from freqtrade.misc import file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
+from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -67,8 +68,11 @@ class Hyperopt:
 
         self.backtesting = Backtesting(self.config)
 
-        self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
-        self.custom_hyperopt.__class__.strategy = self.backtesting.strategy
+        if self.config['hyperopt'] == 'HyperOptAuto':
+            self.custom_hyperopt = HyperOptAuto(self.config)
+        else:
+            self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
+        self.custom_hyperopt.strategy = self.backtesting.strategy
 
         self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
new file mode 100644
index 000000000..788bd5a79
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -0,0 +1,83 @@
+"""
+HyperOptAuto class.
+This module implements a convenience auto-hyperopt class, which can be used together with strategies that implement
+IHyperStrategy interface.
+"""
+from typing import Any, Callable, Dict, List
+from pandas import DataFrame
+from skopt.space import Categorical, Dimension, Integer, Real  # noqa
+
+from freqtrade.optimize.hyperopt_interface import IHyperOpt
+
+
+# noinspection PyUnresolvedReferences
+class HyperOptAuto(IHyperOpt):
+    """
+    This class delegates functionality to Strategy(IHyperStrategy) and Strategy.HyperOpt classes. Most of the time
+    Strategy.HyperOpt class would only implement indicator_space and sell_indicator_space methods, but other hyperopt
+    methods can be overridden as well.
+    """
+    def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
+        assert hasattr(self.strategy, 'enumerate_parameters'), 'Strategy must inherit from IHyperStrategy.'
+
+        def populate_buy_trend(dataframe: DataFrame, metadata: dict):
+            for attr_name, attr in self.strategy.enumerate_parameters('buy'):
+                attr.value = params[attr_name]
+            return self.strategy.populate_buy_trend(dataframe, metadata)
+        return populate_buy_trend
+
+    def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
+        assert hasattr(self.strategy, 'enumerate_parameters'), 'Strategy must inherit from IHyperStrategy.'
+
+        def populate_buy_trend(dataframe: DataFrame, metadata: dict):
+            for attr_name, attr in self.strategy.enumerate_parameters('sell'):
+                attr.value = params[attr_name]
+            return self.strategy.populate_sell_trend(dataframe, metadata)
+        return populate_buy_trend
+
+    def _get_func(self, name) -> Callable:
+        """
+        Return a function defined in Strategy.HyperOpt class, or one defined in super() class.
+        :param name: function name.
+        :return: a requested function.
+        """
+        hyperopt_cls = getattr(self.strategy, 'HyperOpt')
+        default_func = getattr(super(), name)
+        if hyperopt_cls:
+            return getattr(hyperopt_cls, name, default_func)
+        else:
+            return default_func
+
+    def _generate_indicator_space(self, category):
+        assert hasattr(self.strategy, 'enumerate_parameters'), 'Strategy must inherit from IHyperStrategy.'
+
+        for attr_name, attr in self.strategy.enumerate_parameters(category):
+            yield attr.get_space(attr_name)
+
+    def _get_indicator_space(self, category, fallback_method_name):
+        indicator_space = list(self._generate_indicator_space(category))
+        if len(indicator_space) > 0:
+            return indicator_space
+        else:
+            return self._get_func(fallback_method_name)()
+
+    def indicator_space(self) -> List[Dimension]:
+        return self._get_indicator_space('buy', 'indicator_space')
+
+    def sell_indicator_space(self) -> List[Dimension]:
+        return self._get_indicator_space('sell', 'sell_indicator_space')
+
+    def generate_roi_table(self, params: Dict) -> Dict[int, float]:
+        return self._get_func('generate_roi_table')(params)
+
+    def roi_space(self) -> List[Dimension]:
+        return self._get_func('roi_space')()
+
+    def stoploss_space(self) -> List[Dimension]:
+        return self._get_func('stoploss_space')()
+
+    def generate_trailing_params(self, params: Dict) -> Dict:
+        return self._get_func('generate_trailing_params')(params)
+
+    def trailing_space(self) -> List[Dimension]:
+        return self._get_func('trailing_space')()
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 85148b6ea..80a7c00de 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -2,4 +2,5 @@
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.strategy.interface import IStrategy
+from freqtrade.strategy.hyper import IHyperStrategy, Parameter
 from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
new file mode 100644
index 000000000..41bb836d4
--- /dev/null
+++ b/freqtrade/strategy/hyper.py
@@ -0,0 +1,93 @@
+"""
+IHyperStrategy interface, hyperoptable Parameter class.
+This module defines a base class for auto-hyperoptable strategies.
+"""
+from abc import ABC
+from typing import Union, List, Iterator, Tuple
+
+from skopt.space import Integer, Real, Categorical
+
+from freqtrade.strategy.interface import IStrategy
+
+
+class Parameter(object):
+    """
+    Defines a parameter that can be optimized by hyperopt.
+    """
+    default: Union[int, float, str, bool]
+    space: List[Union[int, float, str, bool]]
+    category: str
+
+    def __init__(self, *, space: List[Union[int, float, str, bool]], default: Union[int, float, str, bool] = None,
+                 category: str = None, **kwargs):
+        """
+        Initialize hyperopt-optimizable parameter.
+        :param space: Optimization space. [min, max] for ints and floats or a list of strings for categorial parameters.
+        :param default: A default value. Required for ints and floats, optional for categorial parameters (first item
+         from the space will be used). Type of default value determines skopt space used for optimization.
+        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if parameter field
+         name is prefixed with 'buy_' or 'sell_'.
+        :param kwargs: Extra parameters to skopt.space.(Integer|Real|Categorical).
+        """
+        assert 'name' not in kwargs, 'Name is determined by parameter field name and can not be specified manually.'
+        self.value = default
+        self.space = space
+        self.category = category
+        self._space_params = kwargs
+        if default is None:
+            assert len(space) > 0
+            self.value = space[0]
+
+    def get_space(self, name: str) -> Union[Integer, Real, Categorical, None]:
+        """
+        Create skopt optimization space.
+        :param name: A name of parameter field.
+        :return: skopt space of this parameter, or None if parameter is not optimizable (i.e. space is set to None)
+        """
+        if not self.space:
+            return None
+        if isinstance(self.value, int):
+            assert len(self.space) == 2
+            return Integer(*self.space, name=name, **self._space_params)
+        if isinstance(self.value, float):
+            assert len(self.space) == 2
+            return Real(*self.space, name=name, **self._space_params)
+
+        assert len(self.space) > 0
+        return Categorical(self.space, name=name, **self._space_params)
+
+
+class IHyperStrategy(IStrategy, ABC):
+    """
+    A helper base class which allows HyperOptAuto class to reuse implementations of of buy/sell strategy logic.
+    """
+
+    def __init__(self, config):
+        super().__init__(config)
+        self._load_params(getattr(self, 'buy_params', None))
+        self._load_params(getattr(self, 'sell_params', None))
+
+    def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, Parameter]]:
+        """
+        Find all optimizeable parameters and return (name, attr) iterator.
+        :param category:
+        :return:
+        """
+        assert category in ('buy', 'sell', None)
+        for attr_name in dir(self):
+            if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
+                attr = getattr(self, attr_name)
+                if isinstance(attr, Parameter):
+                    if category is None or category == attr.category or attr_name.startswith(category + '_'):
+                        yield attr_name, attr
+
+    def _load_params(self, params: dict) -> None:
+        """
+        Set optimizeable parameter values.
+        :param params: Dictionary with new parameter values.
+        """
+        if not params:
+            return
+        for attr_name, attr in self.enumerate_parameters():
+            if attr_name in params:
+                attr.value = params[attr_name]

From bb89e44e19825dc9b9c1bca393ced8a646800cf5 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 24 Mar 2021 10:32:34 +0200
Subject: [PATCH 0059/1386] [SQUASH] Address PR comments.

* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
---
 freqtrade/commands/cli_options.py        |   1 +
 freqtrade/optimize/hyperopt.py           |   7 +-
 freqtrade/optimize/hyperopt_auto.py      |  22 ++--
 freqtrade/optimize/hyperopt_interface.py |   7 +-
 freqtrade/strategy/__init__.py           |   3 +-
 freqtrade/strategy/hyper.py              | 149 +++++++++++++++++------
 6 files changed, 138 insertions(+), 51 deletions(-)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 15c13cec9..8e9f0c994 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -195,6 +195,7 @@ AVAILABLE_CLI_OPTIONS = {
         '--hyperopt',
         help='Specify hyperopt class name which will be used by the bot.',
         metavar='NAME',
+        required=False,
     ),
     "hyperopt_path": Arg(
         '--hyperopt-path',
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 8dd8f01ac..b5ee1da1a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,6 +23,7 @@ from pandas import DataFrame
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.history import get_timerange
+from freqtrade.exceptions import OperationalException
 from freqtrade.misc import file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
@@ -68,7 +69,11 @@ class Hyperopt:
 
         self.backtesting = Backtesting(self.config)
 
-        if self.config['hyperopt'] == 'HyperOptAuto':
+        if not self.config.get('hyperopt'):
+            if not getattr(self.backtesting.strategy, 'HYPER_STRATEGY', False):
+                raise OperationalException('Strategy is not auto-hyperoptable. Specify --hyperopt '
+                                           'parameter or add HyperStrategyMixin mixin to your '
+                                           'strategy class.')
             self.custom_hyperopt = HyperOptAuto(self.config)
         else:
             self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 788bd5a79..fdc4da14c 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -1,7 +1,7 @@
 """
 HyperOptAuto class.
-This module implements a convenience auto-hyperopt class, which can be used together with strategies that implement
-IHyperStrategy interface.
+This module implements a convenience auto-hyperopt class, which can be used together with strategies
+ that implement IHyperStrategy interface.
 """
 from typing import Any, Callable, Dict, List
 from pandas import DataFrame
@@ -13,26 +13,31 @@ from freqtrade.optimize.hyperopt_interface import IHyperOpt
 # noinspection PyUnresolvedReferences
 class HyperOptAuto(IHyperOpt):
     """
-    This class delegates functionality to Strategy(IHyperStrategy) and Strategy.HyperOpt classes. Most of the time
-    Strategy.HyperOpt class would only implement indicator_space and sell_indicator_space methods, but other hyperopt
-    methods can be overridden as well.
+    This class delegates functionality to Strategy(IHyperStrategy) and Strategy.HyperOpt classes.
+     Most of the time Strategy.HyperOpt class would only implement indicator_space and
+     sell_indicator_space methods, but other hyperopt methods can be overridden as well.
     """
+
     def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        assert hasattr(self.strategy, 'enumerate_parameters'), 'Strategy must inherit from IHyperStrategy.'
+        if not getattr(self.strategy, 'HYPER_STRATEGY', False):
+            raise OperationalException('Strategy must inherit from IHyperStrategy.')
 
         def populate_buy_trend(dataframe: DataFrame, metadata: dict):
             for attr_name, attr in self.strategy.enumerate_parameters('buy'):
                 attr.value = params[attr_name]
             return self.strategy.populate_buy_trend(dataframe, metadata)
+
         return populate_buy_trend
 
     def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        assert hasattr(self.strategy, 'enumerate_parameters'), 'Strategy must inherit from IHyperStrategy.'
+        if not getattr(self.strategy, 'HYPER_STRATEGY', False):
+            raise OperationalException('Strategy must inherit from IHyperStrategy.')
 
         def populate_buy_trend(dataframe: DataFrame, metadata: dict):
             for attr_name, attr in self.strategy.enumerate_parameters('sell'):
                 attr.value = params[attr_name]
             return self.strategy.populate_sell_trend(dataframe, metadata)
+
         return populate_buy_trend
 
     def _get_func(self, name) -> Callable:
@@ -49,7 +54,8 @@ class HyperOptAuto(IHyperOpt):
             return default_func
 
     def _generate_indicator_space(self, category):
-        assert hasattr(self.strategy, 'enumerate_parameters'), 'Strategy must inherit from IHyperStrategy.'
+        if not getattr(self.strategy, 'HYPER_STRATEGY', False):
+            raise OperationalException('Strategy must inherit from IHyperStrategy.')
 
         for attr_name, attr in self.strategy.enumerate_parameters(category):
             yield attr.get_space(attr_name)
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 561fb8e11..2dd8500a6 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -5,15 +5,14 @@ This module defines the interface to apply for hyperopt
 import logging
 import math
 from abc import ABC
-from typing import Any, Callable, Dict, List
+from typing import Any, Callable, Dict, List, Union
 
 from skopt.space import Categorical, Dimension, Integer, Real
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import round_dict
-from freqtrade.strategy import IStrategy
-
+from freqtrade.strategy import IStrategy, HyperStrategyMixin
 
 logger = logging.getLogger(__name__)
 
@@ -35,7 +34,7 @@ class IHyperOpt(ABC):
     """
     ticker_interval: str  # DEPRECATED
     timeframe: str
-    strategy: IStrategy
+    strategy: Union[IStrategy, HyperStrategyMixin]
 
     def __init__(self, config: dict) -> None:
         self.config = config
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 80a7c00de..e395be106 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -2,5 +2,6 @@
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.hyper import IHyperStrategy, Parameter
+from freqtrade.strategy.hyper import HyperStrategyMixin, IntParameter, FloatParameter,\
+    CategoricalParameter
 from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 41bb836d4..8de986950 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -2,83 +2,158 @@
 IHyperStrategy interface, hyperoptable Parameter class.
 This module defines a base class for auto-hyperoptable strategies.
 """
-from abc import ABC
-from typing import Union, List, Iterator, Tuple
+from typing import Iterator, Tuple, Any, Optional, Sequence
 
 from skopt.space import Integer, Real, Categorical
 
-from freqtrade.strategy.interface import IStrategy
+from freqtrade.exceptions import OperationalException
 
 
-class Parameter(object):
+class BaseParameter(object):
     """
     Defines a parameter that can be optimized by hyperopt.
     """
-    default: Union[int, float, str, bool]
-    space: List[Union[int, float, str, bool]]
-    category: str
+    category: Optional[str]
+    default: Any
+    value: Any
+    space: Sequence[Any]
 
-    def __init__(self, *, space: List[Union[int, float, str, bool]], default: Union[int, float, str, bool] = None,
-                 category: str = None, **kwargs):
+    def __init__(self, *, space: Sequence[Any], default: Any, category: Optional[str] = None,
+                 **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
-        :param space: Optimization space. [min, max] for ints and floats or a list of strings for categorial parameters.
-        :param default: A default value. Required for ints and floats, optional for categorial parameters (first item
-         from the space will be used). Type of default value determines skopt space used for optimization.
         :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if parameter field
          name is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.(Integer|Real|Categorical).
         """
-        assert 'name' not in kwargs, 'Name is determined by parameter field name and can not be specified manually.'
-        self.value = default
-        self.space = space
+        if 'name' in kwargs:
+            raise OperationalException(
+                'Name is determined by parameter field name and can not be specified manually.')
         self.category = category
         self._space_params = kwargs
-        if default is None:
-            assert len(space) > 0
-            self.value = space[0]
+        self.value = default
+        self.space = space
 
-    def get_space(self, name: str) -> Union[Integer, Real, Categorical, None]:
+    def __repr__(self):
+        return f'{self.__class__.__name__}({self.value})'
+
+
+class IntParameter(BaseParameter):
+    default: int
+    value: int
+    space: Sequence[int]
+
+    def __init__(self, *, space: Sequence[int], default: int, category: Optional[str] = None,
+                 **kwargs):
+        """
+        Initialize hyperopt-optimizable parameter.
+        :param space: Optimization space, [min, max].
+        :param default: A default value.
+        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if parameter field
+         name is prefixed with 'buy_' or 'sell_'.
+        :param kwargs: Extra parameters to skopt.space.Integer.
+        """
+        if len(space) != 2:
+            raise OperationalException('IntParameter space must be [min, max]')
+        super().__init__(space=space, default=default, category=category, **kwargs)
+
+    def get_space(self, name: str) -> Integer:
         """
         Create skopt optimization space.
         :param name: A name of parameter field.
-        :return: skopt space of this parameter, or None if parameter is not optimizable (i.e. space is set to None)
         """
-        if not self.space:
-            return None
-        if isinstance(self.value, int):
-            assert len(self.space) == 2
-            return Integer(*self.space, name=name, **self._space_params)
-        if isinstance(self.value, float):
-            assert len(self.space) == 2
-            return Real(*self.space, name=name, **self._space_params)
+        return Integer(*self.space, name=name, **self._space_params)
 
-        assert len(self.space) > 0
+
+class FloatParameter(BaseParameter):
+    default: float
+    value: float
+    space: Sequence[float]
+
+    def __init__(self, *, space: Sequence[float], default: float, category: Optional[str] = None,
+                 **kwargs):
+        """
+        Initialize hyperopt-optimizable parameter.
+        :param space: Optimization space, [min, max].
+        :param default: A default value.
+        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if parameter field
+         name is prefixed with 'buy_' or 'sell_'.
+        :param kwargs: Extra parameters to skopt.space.Real.
+        """
+        if len(space) != 2:
+            raise OperationalException('IntParameter space must be [min, max]')
+        super().__init__(space=space, default=default, category=category, **kwargs)
+
+    def get_space(self, name: str) -> Real:
+        """
+        Create skopt optimization space.
+        :param name: A name of parameter field.
+        """
+        return Real(*self.space, name=name, **self._space_params)
+
+
+class CategoricalParameter(BaseParameter):
+    default: Any
+    value: Any
+    space: Sequence[Any]
+
+    def __init__(self, *, space: Sequence[Any], default: Optional[Any] = None,
+                 category: Optional[str] = None,
+                 **kwargs):
+        """
+        Initialize hyperopt-optimizable parameter.
+        :param space: Optimization space, [a, b, ...].
+        :param default: A default value. If not specified, first item from specified space will be
+         used.
+        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+         parameter field
+         name is prefixed with 'buy_' or 'sell_'.
+        :param kwargs: Extra parameters to skopt.space.Categorical.
+        """
+        if len(space) < 2:
+            raise OperationalException(
+                'IntParameter space must be [a, b, ...] (at least two parameters)')
+        super().__init__(space=space, default=default, category=category, **kwargs)
+
+    def get_space(self, name: str) -> Categorical:
+        """
+        Create skopt optimization space.
+        :param name: A name of parameter field.
+        """
         return Categorical(self.space, name=name, **self._space_params)
 
 
-class IHyperStrategy(IStrategy, ABC):
+class HyperStrategyMixin(object):
     """
-    A helper base class which allows HyperOptAuto class to reuse implementations of of buy/sell strategy logic.
+    A helper base class which allows HyperOptAuto class to reuse implementations of of buy/sell
+     strategy logic.
     """
 
-    def __init__(self, config):
-        super().__init__(config)
+    # Hint that class can be used with HyperOptAuto.
+    HYPER_STRATEGY = 1
+
+    def __init__(self):
+        """
+        Initialize hyperoptable strategy mixin.
+        :param config:
+        """
         self._load_params(getattr(self, 'buy_params', None))
         self._load_params(getattr(self, 'sell_params', None))
 
-    def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, Parameter]]:
+    def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
         """
         Find all optimizeable parameters and return (name, attr) iterator.
         :param category:
         :return:
         """
-        assert category in ('buy', 'sell', None)
+        if category not in ('buy', 'sell', None):
+            raise OperationalException('Category must be one of: "buy", "sell", None.')
         for attr_name in dir(self):
             if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
                 attr = getattr(self, attr_name)
-                if isinstance(attr, Parameter):
-                    if category is None or category == attr.category or attr_name.startswith(category + '_'):
+                if issubclass(attr.__class__, BaseParameter):
+                    if category is None or category == attr.category or \
+                       attr_name.startswith(category + '_'):
                         yield attr_name, attr
 
     def _load_params(self, params: dict) -> None:

From 2d13e5fd5052511d1077632c281099977a548573 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 24 Mar 2021 11:17:17 +0200
Subject: [PATCH 0060/1386] [SQUASH] Oopsies.

---
 freqtrade/optimize/hyperopt_auto.py |  2 +-
 freqtrade/strategy/hyper.py         | 14 ++++++++++----
 2 files changed, 11 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index fdc4da14c..41f086ad2 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -7,10 +7,10 @@ from typing import Any, Callable, Dict, List
 from pandas import DataFrame
 from skopt.space import Categorical, Dimension, Integer, Real  # noqa
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 
-# noinspection PyUnresolvedReferences
 class HyperOptAuto(IHyperOpt):
     """
     This class delegates functionality to Strategy(IHyperStrategy) and Strategy.HyperOpt classes.
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 8de986950..154dcead6 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -2,7 +2,7 @@
 IHyperStrategy interface, hyperoptable Parameter class.
 This module defines a base class for auto-hyperoptable strategies.
 """
-from typing import Iterator, Tuple, Any, Optional, Sequence
+from typing import Iterator, Tuple, Any, Optional, Sequence, Union
 
 from skopt.space import Integer, Real, Categorical
 
@@ -22,7 +22,8 @@ class BaseParameter(object):
                  **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
-        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if parameter field
+        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+         parameter field
          name is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.(Integer|Real|Categorical).
         """
@@ -37,6 +38,9 @@ class BaseParameter(object):
     def __repr__(self):
         return f'{self.__class__.__name__}({self.value})'
 
+    def get_space(self, name: str) -> Union[Integer, Real, Categorical]:
+        raise NotImplementedError()
+
 
 class IntParameter(BaseParameter):
     default: int
@@ -49,7 +53,8 @@ class IntParameter(BaseParameter):
         Initialize hyperopt-optimizable parameter.
         :param space: Optimization space, [min, max].
         :param default: A default value.
-        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if parameter field
+        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+         parameter field
          name is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.Integer.
         """
@@ -76,7 +81,8 @@ class FloatParameter(BaseParameter):
         Initialize hyperopt-optimizable parameter.
         :param space: Optimization space, [min, max].
         :param default: A default value.
-        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if parameter field
+        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+         parameter field
          name is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.Real.
         """

From e9f0babe8a7276cdb1fa3f22cb2b21368e209c31 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 24 Mar 2021 16:03:38 +0200
Subject: [PATCH 0061/1386] [SQUASH] Use HyperStrategyMixin as part of
 IStrategy interface.

---
 freqtrade/optimize/hyperopt.py           |  4 ----
 freqtrade/optimize/hyperopt_auto.py      | 10 ----------
 freqtrade/optimize/hyperopt_interface.py |  6 +++---
 freqtrade/strategy/__init__.py           |  3 +--
 freqtrade/strategy/hyper.py              |  4 ----
 freqtrade/strategy/interface.py          |  3 ++-
 6 files changed, 6 insertions(+), 24 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b5ee1da1a..4926bf1b3 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -70,10 +70,6 @@ class Hyperopt:
         self.backtesting = Backtesting(self.config)
 
         if not self.config.get('hyperopt'):
-            if not getattr(self.backtesting.strategy, 'HYPER_STRATEGY', False):
-                raise OperationalException('Strategy is not auto-hyperoptable. Specify --hyperopt '
-                                           'parameter or add HyperStrategyMixin mixin to your '
-                                           'strategy class.')
             self.custom_hyperopt = HyperOptAuto(self.config)
         else:
             self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 41f086ad2..753e8175e 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -7,7 +7,6 @@ from typing import Any, Callable, Dict, List
 from pandas import DataFrame
 from skopt.space import Categorical, Dimension, Integer, Real  # noqa
 
-from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 
@@ -19,9 +18,6 @@ class HyperOptAuto(IHyperOpt):
     """
 
     def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        if not getattr(self.strategy, 'HYPER_STRATEGY', False):
-            raise OperationalException('Strategy must inherit from IHyperStrategy.')
-
         def populate_buy_trend(dataframe: DataFrame, metadata: dict):
             for attr_name, attr in self.strategy.enumerate_parameters('buy'):
                 attr.value = params[attr_name]
@@ -30,9 +26,6 @@ class HyperOptAuto(IHyperOpt):
         return populate_buy_trend
 
     def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        if not getattr(self.strategy, 'HYPER_STRATEGY', False):
-            raise OperationalException('Strategy must inherit from IHyperStrategy.')
-
         def populate_buy_trend(dataframe: DataFrame, metadata: dict):
             for attr_name, attr in self.strategy.enumerate_parameters('sell'):
                 attr.value = params[attr_name]
@@ -54,9 +47,6 @@ class HyperOptAuto(IHyperOpt):
             return default_func
 
     def _generate_indicator_space(self, category):
-        if not getattr(self.strategy, 'HYPER_STRATEGY', False):
-            raise OperationalException('Strategy must inherit from IHyperStrategy.')
-
         for attr_name, attr in self.strategy.enumerate_parameters(category):
             yield attr.get_space(attr_name)
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 2dd8500a6..46adf55b8 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -5,14 +5,14 @@ This module defines the interface to apply for hyperopt
 import logging
 import math
 from abc import ABC
-from typing import Any, Callable, Dict, List, Union
+from typing import Any, Callable, Dict, List
 
 from skopt.space import Categorical, Dimension, Integer, Real
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import round_dict
-from freqtrade.strategy import IStrategy, HyperStrategyMixin
+from freqtrade.strategy import IStrategy
 
 logger = logging.getLogger(__name__)
 
@@ -34,7 +34,7 @@ class IHyperOpt(ABC):
     """
     ticker_interval: str  # DEPRECATED
     timeframe: str
-    strategy: Union[IStrategy, HyperStrategyMixin]
+    strategy: IStrategy
 
     def __init__(self, config: dict) -> None:
         self.config = config
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index e395be106..a300c601b 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -2,6 +2,5 @@
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.hyper import HyperStrategyMixin, IntParameter, FloatParameter,\
-    CategoricalParameter
+from freqtrade.strategy.hyper import IntParameter, FloatParameter, CategoricalParameter
 from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 154dcead6..53a0c6462 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -135,13 +135,9 @@ class HyperStrategyMixin(object):
      strategy logic.
     """
 
-    # Hint that class can be used with HyperOptAuto.
-    HYPER_STRATEGY = 1
-
     def __init__(self):
         """
         Initialize hyperoptable strategy mixin.
-        :param config:
         """
         self._load_params(getattr(self, 'buy_params', None))
         self._load_params(getattr(self, 'sell_params', None))
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6d40e56cc..b00e0ccb8 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -18,6 +18,7 @@ from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
+from freqtrade.strategy.hyper import HyperStrategyMixin
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -59,7 +60,7 @@ class SellCheckTuple(NamedTuple):
     sell_type: SellType
 
 
-class IStrategy(ABC):
+class IStrategy(ABC, HyperStrategyMixin):
     """
     Interface for freqtrade strategies
     Defines the mandatory structure must follow any custom strategies

From 11689100e7c2b6a8d8fdcb23060d2f97e3aa206f Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 24 Mar 2021 16:24:24 +0200
Subject: [PATCH 0062/1386] [SQUASH] Fix exception when HyperOpt nested class
 is not defined.

---
 freqtrade/optimize/hyperopt_auto.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 753e8175e..08269b092 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -39,7 +39,7 @@ class HyperOptAuto(IHyperOpt):
         :param name: function name.
         :return: a requested function.
         """
-        hyperopt_cls = getattr(self.strategy, 'HyperOpt')
+        hyperopt_cls = getattr(self.strategy, 'HyperOpt', None)
         default_func = getattr(super(), name)
         if hyperopt_cls:
             return getattr(hyperopt_cls, name, default_func)

From fd45dfd89413cf938f14e9e65335ce8a21f316f1 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 25 Mar 2021 10:00:52 +0200
Subject: [PATCH 0063/1386] [SQUASH] Make skopt imports optional.

---
 freqtrade/optimize/hyperopt_auto.py | 15 +++++++++------
 freqtrade/strategy/hyper.py         | 12 +++++++-----
 2 files changed, 16 insertions(+), 11 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 08269b092..fb8adfe6b 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -3,9 +3,12 @@ HyperOptAuto class.
 This module implements a convenience auto-hyperopt class, which can be used together with strategies
  that implement IHyperStrategy interface.
 """
+from contextlib import suppress
 from typing import Any, Callable, Dict, List
+
 from pandas import DataFrame
-from skopt.space import Categorical, Dimension, Integer, Real  # noqa
+with suppress(ImportError):
+    from skopt.space import Dimension
 
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
@@ -57,23 +60,23 @@ class HyperOptAuto(IHyperOpt):
         else:
             return self._get_func(fallback_method_name)()
 
-    def indicator_space(self) -> List[Dimension]:
+    def indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('buy', 'indicator_space')
 
-    def sell_indicator_space(self) -> List[Dimension]:
+    def sell_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('sell', 'sell_indicator_space')
 
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         return self._get_func('generate_roi_table')(params)
 
-    def roi_space(self) -> List[Dimension]:
+    def roi_space(self) -> List['Dimension']:
         return self._get_func('roi_space')()
 
-    def stoploss_space(self) -> List[Dimension]:
+    def stoploss_space(self) -> List['Dimension']:
         return self._get_func('stoploss_space')()
 
     def generate_trailing_params(self, params: Dict) -> Dict:
         return self._get_func('generate_trailing_params')(params)
 
-    def trailing_space(self) -> List[Dimension]:
+    def trailing_space(self) -> List['Dimension']:
         return self._get_func('trailing_space')()
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 53a0c6462..0378be1d5 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -2,9 +2,11 @@
 IHyperStrategy interface, hyperoptable Parameter class.
 This module defines a base class for auto-hyperoptable strategies.
 """
+from contextlib import suppress
 from typing import Iterator, Tuple, Any, Optional, Sequence, Union
 
-from skopt.space import Integer, Real, Categorical
+with suppress(ImportError):
+    from skopt.space import Integer, Real, Categorical
 
 from freqtrade.exceptions import OperationalException
 
@@ -38,7 +40,7 @@ class BaseParameter(object):
     def __repr__(self):
         return f'{self.__class__.__name__}({self.value})'
 
-    def get_space(self, name: str) -> Union[Integer, Real, Categorical]:
+    def get_space(self, name: str) -> Union['Integer', 'Real', 'Categorical']:
         raise NotImplementedError()
 
 
@@ -62,7 +64,7 @@ class IntParameter(BaseParameter):
             raise OperationalException('IntParameter space must be [min, max]')
         super().__init__(space=space, default=default, category=category, **kwargs)
 
-    def get_space(self, name: str) -> Integer:
+    def get_space(self, name: str) -> 'Integer':
         """
         Create skopt optimization space.
         :param name: A name of parameter field.
@@ -90,7 +92,7 @@ class FloatParameter(BaseParameter):
             raise OperationalException('IntParameter space must be [min, max]')
         super().__init__(space=space, default=default, category=category, **kwargs)
 
-    def get_space(self, name: str) -> Real:
+    def get_space(self, name: str) -> 'Real':
         """
         Create skopt optimization space.
         :param name: A name of parameter field.
@@ -121,7 +123,7 @@ class CategoricalParameter(BaseParameter):
                 'IntParameter space must be [a, b, ...] (at least two parameters)')
         super().__init__(space=space, default=default, category=category, **kwargs)
 
-    def get_space(self, name: str) -> Categorical:
+    def get_space(self, name: str) -> 'Categorical':
         """
         Create skopt optimization space.
         :param name: A name of parameter field.

From 424cd2a91422f0f85d1b4362a38ff7fbb3950798 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 25 Mar 2021 17:58:11 +0200
Subject: [PATCH 0064/1386] [SQUASH] Use "space" instead of category.

---
 freqtrade/strategy/hyper.py | 73 +++++++++++++++++++++----------------
 1 file changed, 41 insertions(+), 32 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 0378be1d5..9f7fc3fb6 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -18,13 +18,13 @@ class BaseParameter(object):
     category: Optional[str]
     default: Any
     value: Any
-    space: Sequence[Any]
+    opt_range: Sequence[Any]
 
-    def __init__(self, *, space: Sequence[Any], default: Any, category: Optional[str] = None,
+    def __init__(self, *, opt_range: Sequence[Any], default: Any, space: Optional[str] = None,
                  **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
-        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
          parameter field
          name is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.(Integer|Real|Categorical).
@@ -32,10 +32,10 @@ class BaseParameter(object):
         if 'name' in kwargs:
             raise OperationalException(
                 'Name is determined by parameter field name and can not be specified manually.')
-        self.category = category
+        self.category = space
         self._space_params = kwargs
         self.value = default
-        self.space = space
+        self.opt_range = opt_range
 
     def __repr__(self):
         return f'{self.__class__.__name__}({self.value})'
@@ -47,88 +47,97 @@ class BaseParameter(object):
 class IntParameter(BaseParameter):
     default: int
     value: int
-    space: Sequence[int]
+    opt_range: Sequence[int]
 
-    def __init__(self, *, space: Sequence[int], default: int, category: Optional[str] = None,
-                 **kwargs):
+    def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: int,
+                 space: Optional[str] = None, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
-        :param space: Optimization space, [min, max].
+        :param low: lower end of optimization space or [low, high].
+        :param high: high end of optimization space. Must be none of entire range is passed first parameter.
         :param default: A default value.
-        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
          parameter field
          name is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.Integer.
         """
-        if len(space) != 2:
-            raise OperationalException('IntParameter space must be [min, max]')
-        super().__init__(space=space, default=default, category=category, **kwargs)
+        if high is None:
+            if len(low) != 2:
+                raise OperationalException('IntParameter space must be [low, high]')
+            opt_range = low
+        else:
+            opt_range = [low, high]
+        super().__init__(opt_range=opt_range, default=default, space=space, **kwargs)
 
     def get_space(self, name: str) -> 'Integer':
         """
         Create skopt optimization space.
         :param name: A name of parameter field.
         """
-        return Integer(*self.space, name=name, **self._space_params)
+        return Integer(*self.opt_range, name=name, **self._space_params)
 
 
 class FloatParameter(BaseParameter):
     default: float
     value: float
-    space: Sequence[float]
+    opt_range: Sequence[float]
 
-    def __init__(self, *, space: Sequence[float], default: float, category: Optional[str] = None,
-                 **kwargs):
+    def __init__(self, low: Union[float, Sequence[float]], high: Optional[int] = None, *,
+                 default: float, space: Optional[str] = None, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
-        :param space: Optimization space, [min, max].
+        :param low: lower end of optimization space or [low, high].
+        :param high: high end of optimization space. Must be none of entire range is passed first parameter.
         :param default: A default value.
-        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
          parameter field
          name is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.Real.
         """
-        if len(space) != 2:
-            raise OperationalException('IntParameter space must be [min, max]')
-        super().__init__(space=space, default=default, category=category, **kwargs)
+        if high is None:
+            if len(low) != 2:
+                raise OperationalException('IntParameter space must be [low, high]')
+            opt_range = low
+        else:
+            opt_range = [low, high]
+        super().__init__(opt_range=opt_range, default=default, space=space, **kwargs)
 
     def get_space(self, name: str) -> 'Real':
         """
         Create skopt optimization space.
         :param name: A name of parameter field.
         """
-        return Real(*self.space, name=name, **self._space_params)
+        return Real(*self.opt_range, name=name, **self._space_params)
 
 
 class CategoricalParameter(BaseParameter):
     default: Any
     value: Any
-    space: Sequence[Any]
+    opt_range: Sequence[Any]
 
-    def __init__(self, *, space: Sequence[Any], default: Optional[Any] = None,
-                 category: Optional[str] = None,
-                 **kwargs):
+    def __init__(self, categories: Sequence[Any], *, default: Optional[Any] = None,
+                 space: Optional[str] = None, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
-        :param space: Optimization space, [a, b, ...].
+        :param categories: Optimization space, [a, b, ...].
         :param default: A default value. If not specified, first item from specified space will be
          used.
-        :param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
          parameter field
          name is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.Categorical.
         """
-        if len(space) < 2:
+        if len(categories) < 2:
             raise OperationalException(
                 'IntParameter space must be [a, b, ...] (at least two parameters)')
-        super().__init__(space=space, default=default, category=category, **kwargs)
+        super().__init__(opt_range=categories, default=default, space=space, **kwargs)
 
     def get_space(self, name: str) -> 'Categorical':
         """
         Create skopt optimization space.
         :param name: A name of parameter field.
         """
-        return Categorical(self.space, name=name, **self._space_params)
+        return Categorical(self.opt_range, name=name, **self._space_params)
 
 
 class HyperStrategyMixin(object):

From bbe6ece38ddd89ca3c4174e7c9a5d824216a9a98 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 26 Mar 2021 14:25:17 +0200
Subject: [PATCH 0065/1386] [SQUASH] Fix parameter configs not loading.

---
 freqtrade/strategy/hyper.py     | 2 +-
 freqtrade/strategy/interface.py | 1 +
 2 files changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 9f7fc3fb6..0b3021af2 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -146,7 +146,7 @@ class HyperStrategyMixin(object):
      strategy logic.
     """
 
-    def __init__(self):
+    def __init__(self, *args, **kwargs):
         """
         Initialize hyperoptable strategy mixin.
         """
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index b00e0ccb8..54c7f2353 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -141,6 +141,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         self.config = config
         # Dict to determine if analysis is necessary
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
+        super().__init__(config)
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

From 40f5c7853ed06422c53e3e320f670266f0f6cb64 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 26 Mar 2021 14:25:49 +0200
Subject: [PATCH 0066/1386] [SQUASH] Add a way to temporarily disable a
 parameter (excludes from parameter loading/hyperopt) and print parameter
 values when executed.

---
 freqtrade/optimize/hyperopt_auto.py |  3 ++-
 freqtrade/strategy/hyper.py         | 32 +++++++++++++++++++++--------
 2 files changed, 25 insertions(+), 10 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index fb8adfe6b..31a11e303 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -51,7 +51,8 @@ class HyperOptAuto(IHyperOpt):
 
     def _generate_indicator_space(self, category):
         for attr_name, attr in self.strategy.enumerate_parameters(category):
-            yield attr.get_space(attr_name)
+            if attr.enabled:
+                yield attr.get_space(attr_name)
 
     def _get_indicator_space(self, category, fallback_method_name):
         indicator_space = list(self._generate_indicator_space(category))
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 0b3021af2..e6f63f5a5 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -2,6 +2,7 @@
 IHyperStrategy interface, hyperoptable Parameter class.
 This module defines a base class for auto-hyperoptable strategies.
 """
+import logging
 from contextlib import suppress
 from typing import Iterator, Tuple, Any, Optional, Sequence, Union
 
@@ -11,6 +12,9 @@ with suppress(ImportError):
 from freqtrade.exceptions import OperationalException
 
 
+logger = logging.getLogger(__name__)
+
+
 class BaseParameter(object):
     """
     Defines a parameter that can be optimized by hyperopt.
@@ -21,7 +25,7 @@ class BaseParameter(object):
     opt_range: Sequence[Any]
 
     def __init__(self, *, opt_range: Sequence[Any], default: Any, space: Optional[str] = None,
-                 **kwargs):
+                 enabled: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
         :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
@@ -36,6 +40,7 @@ class BaseParameter(object):
         self._space_params = kwargs
         self.value = default
         self.opt_range = opt_range
+        self.enabled = enabled
 
     def __repr__(self):
         return f'{self.__class__.__name__}({self.value})'
@@ -50,7 +55,7 @@ class IntParameter(BaseParameter):
     opt_range: Sequence[int]
 
     def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: int,
-                 space: Optional[str] = None, **kwargs):
+                 space: Optional[str] = None, enabled: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
         :param low: lower end of optimization space or [low, high].
@@ -67,7 +72,8 @@ class IntParameter(BaseParameter):
             opt_range = low
         else:
             opt_range = [low, high]
-        super().__init__(opt_range=opt_range, default=default, space=space, **kwargs)
+        super().__init__(opt_range=opt_range, default=default, space=space, enabled=enabled,
+                         **kwargs)
 
     def get_space(self, name: str) -> 'Integer':
         """
@@ -83,7 +89,7 @@ class FloatParameter(BaseParameter):
     opt_range: Sequence[float]
 
     def __init__(self, low: Union[float, Sequence[float]], high: Optional[int] = None, *,
-                 default: float, space: Optional[str] = None, **kwargs):
+                 default: float, space: Optional[str] = None, enabled: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
         :param low: lower end of optimization space or [low, high].
@@ -100,7 +106,8 @@ class FloatParameter(BaseParameter):
             opt_range = low
         else:
             opt_range = [low, high]
-        super().__init__(opt_range=opt_range, default=default, space=space, **kwargs)
+        super().__init__(opt_range=opt_range, default=default, space=space, enabled=enabled,
+                         **kwargs)
 
     def get_space(self, name: str) -> 'Real':
         """
@@ -116,7 +123,7 @@ class CategoricalParameter(BaseParameter):
     opt_range: Sequence[Any]
 
     def __init__(self, categories: Sequence[Any], *, default: Optional[Any] = None,
-                 space: Optional[str] = None, **kwargs):
+                 space: Optional[str] = None, enabled: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
         :param categories: Optimization space, [a, b, ...].
@@ -130,7 +137,8 @@ class CategoricalParameter(BaseParameter):
         if len(categories) < 2:
             raise OperationalException(
                 'IntParameter space must be [a, b, ...] (at least two parameters)')
-        super().__init__(opt_range=categories, default=default, space=space, **kwargs)
+        super().__init__(opt_range=categories, default=default, space=space, enabled=enabled,
+                         **kwargs)
 
     def get_space(self, name: str) -> 'Categorical':
         """
@@ -167,7 +175,8 @@ class HyperStrategyMixin(object):
                 if issubclass(attr.__class__, BaseParameter):
                     if category is None or category == attr.category or \
                        attr_name.startswith(category + '_'):
-                        yield attr_name, attr
+                        if attr.enabled:
+                            yield attr_name, attr
 
     def _load_params(self, params: dict) -> None:
         """
@@ -178,4 +187,9 @@ class HyperStrategyMixin(object):
             return
         for attr_name, attr in self.enumerate_parameters():
             if attr_name in params:
-                attr.value = params[attr_name]
+                if attr.enabled:
+                    attr.value = params[attr_name]
+                    logger.info(f'attr_name = {attr.value}')
+                else:
+                    logger.warning(f'Parameter "{attr_name}" exists, but is disabled. '
+                                   f'Default value "{attr.value}" used.')

From e934d3ddfbd32ab5cc897883d96c242eec66c5db Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 26 Mar 2021 16:55:48 +0200
Subject: [PATCH 0067/1386] [SQUASH] Oopsie.

---
 freqtrade/strategy/hyper.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index e6f63f5a5..51f937fca 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -88,7 +88,7 @@ class FloatParameter(BaseParameter):
     value: float
     opt_range: Sequence[float]
 
-    def __init__(self, low: Union[float, Sequence[float]], high: Optional[int] = None, *,
+    def __init__(self, low: Union[float, Sequence[float]], high: Optional[float] = None, *,
                  default: float, space: Optional[str] = None, enabled: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.

From 39bfe5e1a79263b18c10e5b8ca51c58705885e66 Mon Sep 17 00:00:00 2001
From: Masoud Azizi <mablue92@gmail.com>
Date: Fri, 26 Mar 2021 22:50:27 +0430
Subject: [PATCH 0068/1386] Thee to the

---
 docs/hyperopt.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 69bc57d1a..96c7354b9 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -165,7 +165,7 @@ Depending on the space you want to optimize, only some of the below are required
 * fill `sell_indicator_space` - for sell signal optimization
 
 !!! Note
-    `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
+    `populate_indicators` needs to create all indicators any of the spaces may use, otherwise hyperopt will not work.
 
 Optional in hyperopt - can also be loaded from a strategy (recommended):
 

From 786ddc6a9114dd8b26978be7bbeb1c67db44f48a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 27 Mar 2021 10:40:48 +0100
Subject: [PATCH 0069/1386] remove unused imports

---
 freqtrade/optimize/hyperopt.py           |  1 -
 freqtrade/optimize/hyperopt_auto.py      |  2 ++
 freqtrade/optimize/hyperopt_interface.py |  1 +
 freqtrade/strategy/__init__.py           |  2 +-
 freqtrade/strategy/hyper.py              | 19 ++++++++++---------
 5 files changed, 14 insertions(+), 11 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 4926bf1b3..a680d85c8 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,7 +23,6 @@ from pandas import DataFrame
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.history import get_timerange
-from freqtrade.exceptions import OperationalException
 from freqtrade.misc import file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 31a11e303..847d8697a 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -7,6 +7,8 @@ from contextlib import suppress
 from typing import Any, Callable, Dict, List
 
 from pandas import DataFrame
+
+
 with suppress(ImportError):
     from skopt.space import Dimension
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 46adf55b8..561fb8e11 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -14,6 +14,7 @@ from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import round_dict
 from freqtrade.strategy import IStrategy
 
+
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index a300c601b..bc0c45f7c 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -1,6 +1,6 @@
 # flake8: noqa: F401
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
+from freqtrade.strategy.hyper import CategoricalParameter, FloatParameter, IntParameter
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.hyper import IntParameter, FloatParameter, CategoricalParameter
 from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 51f937fca..32b03d57e 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -4,7 +4,8 @@ This module defines a base class for auto-hyperoptable strategies.
 """
 import logging
 from contextlib import suppress
-from typing import Iterator, Tuple, Any, Optional, Sequence, Union
+from typing import Any, Iterator, Optional, Sequence, Tuple, Union
+
 
 with suppress(ImportError):
     from skopt.space import Integer, Real, Categorical
@@ -58,12 +59,12 @@ class IntParameter(BaseParameter):
                  space: Optional[str] = None, enabled: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
-        :param low: lower end of optimization space or [low, high].
-        :param high: high end of optimization space. Must be none of entire range is passed first parameter.
+        :param low: Lower end (inclusive) of optimization space or [low, high].
+        :param high: Upper end (inclusive) of optimization space.
+                     Must be none of entire range is passed first parameter.
         :param default: A default value.
         :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
-         parameter field
-         name is prefixed with 'buy_' or 'sell_'.
+                      parameter fieldname is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.Integer.
         """
         if high is None:
@@ -92,12 +93,12 @@ class FloatParameter(BaseParameter):
                  default: float, space: Optional[str] = None, enabled: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
-        :param low: lower end of optimization space or [low, high].
-        :param high: high end of optimization space. Must be none of entire range is passed first parameter.
+        :param low: Lower end (inclusive) of optimization space or [low, high].
+        :param high: Upper end (inclusive) of optimization space.
+                     Must be none if entire range is passed first parameter.
         :param default: A default value.
         :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
-         parameter field
-         name is prefixed with 'buy_' or 'sell_'.
+                      parameter fieldname is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.Real.
         """
         if high is None:

From 71e2134694c88815d0c4b39e704abdbfbcadfa30 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 27 Mar 2021 11:26:26 +0100
Subject: [PATCH 0070/1386] Add some simple tests for hyperoptParameters

---
 freqtrade/strategy/hyper.py                   |  14 +-
 tests/rpc/test_rpc_apiserver.py               |   6 +-
 .../strategy/strats/hyperoptable_strategy.py  | 170 ++++++++++++++++++
 tests/strategy/test_interface.py              |  38 +++-
 tests/strategy/test_strategy_loading.py       |   6 +-
 5 files changed, 224 insertions(+), 10 deletions(-)
 create mode 100644 tests/strategy/strats/hyperoptable_strategy.py

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 32b03d57e..b8bfef767 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -67,8 +67,10 @@ class IntParameter(BaseParameter):
                       parameter fieldname is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.Integer.
         """
-        if high is None:
-            if len(low) != 2:
+        if high is not None and isinstance(low, Sequence):
+            raise OperationalException('IntParameter space invalid.')
+        if high is None or isinstance(low, Sequence):
+            if not isinstance(low, Sequence) or len(low) != 2:
                 raise OperationalException('IntParameter space must be [low, high]')
             opt_range = low
         else:
@@ -101,9 +103,11 @@ class FloatParameter(BaseParameter):
                       parameter fieldname is prefixed with 'buy_' or 'sell_'.
         :param kwargs: Extra parameters to skopt.space.Real.
         """
-        if high is None:
-            if len(low) != 2:
-                raise OperationalException('IntParameter space must be [low, high]')
+        if high is not None and isinstance(low, Sequence):
+            raise OperationalException('FloatParameter space invalid.')
+        if high is None or isinstance(low, Sequence):
+            if not isinstance(low, Sequence) or len(low) != 2:
+                raise OperationalException('FloatParameter space must be [low, high]')
             opt_range = low
         else:
             opt_range = [low, high]
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 5a0a04943..bef70a5dd 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1149,7 +1149,11 @@ def test_api_strategies(botclient):
     rc = client_get(client, f"{BASE_URI}/strategies")
 
     assert_response(rc)
-    assert rc.json() == {'strategies': ['DefaultStrategy', 'TestStrategyLegacy']}
+    assert rc.json() == {'strategies': [
+        'DefaultStrategy',
+        'HyperoptableStrategy',
+        'TestStrategyLegacy'
+        ]}
 
 
 def test_api_strategy(botclient):
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
new file mode 100644
index 000000000..8cde28321
--- /dev/null
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -0,0 +1,170 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+import talib.abstract as ta
+from pandas import DataFrame
+
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade.strategy import FloatParameter, IntParameter, IStrategy
+
+
+class HyperoptableStrategy(IStrategy):
+    """
+    Default Strategy provided by freqtrade bot.
+    Please do not modify this strategy, it's  intended for internal use only.
+    Please look at the SampleStrategy in the user_data/strategy directory
+    or strategy repository https://github.com/freqtrade/freqtrade-strategies
+    for samples and inspiration.
+    """
+    INTERFACE_VERSION = 2
+
+    # Minimal ROI designed for the strategy
+    minimal_roi = {
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    stoploss = -0.10
+
+    # Optimal ticker interval for the strategy
+    timeframe = '5m'
+
+    # Optional order type mapping
+    order_types = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
+    }
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 20
+
+    # Optional time in force for orders
+    order_time_in_force = {
+        'buy': 'gtc',
+        'sell': 'gtc',
+    }
+
+    buy_params = {
+        'buy_rsi': 35,
+        # Intentionally not specified, so "default" is tested
+        # 'buy_plusdi': 0.4
+    }
+
+    sell_params = {
+        'sell_rsi': 74
+    }
+
+    buy_rsi = IntParameter([0, 50], default=30, space='buy')
+    buy_plusdi = FloatParameter(low=0, high=1, default=0.5, space='buy')
+    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
+
+    def informative_pairs(self):
+        """
+        Define additional, informative pair/interval combinations to be cached from the exchange.
+        These pair/interval combinations are non-tradeable, unless they are part
+        of the whitelist as well.
+        For more information, please consult the documentation
+        :return: List of tuples in the format (pair, interval)
+            Sample: return [("ETH/USDT", "5m"),
+                            ("BTC/USDT", "15m"),
+                            ]
+        """
+        return []
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Adds several different TA indicators to the given DataFrame
+
+        Performance Note: For the best performance be frugal on the number of indicators
+        you are using. Let uncomment only the indicator you are using in your strategies
+        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
+        :param dataframe: Dataframe with data from the exchange
+        :param metadata: Additional information, like the currently traded pair
+        :return: a Dataframe with all mandatory indicators for the strategies
+        """
+
+        # Momentum Indicator
+        # ------------------------------------
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        # MACD
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        # Minus Directional Indicator / Movement
+        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # Plus Directional Indicator / Movement
+        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        # Stoch fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # Bollinger bands
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe['bb_lowerband'] = bollinger['lower']
+        dataframe['bb_middleband'] = bollinger['mid']
+        dataframe['bb_upperband'] = bollinger['upper']
+
+        # EMA - Exponential Moving Average
+        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['rsi'] < self.buy_rsi.value) &
+                (dataframe['fastd'] < 35) &
+                (dataframe['adx'] > 30) &
+                (dataframe['plus_di'] > self.buy_plusdi.value)
+            ) |
+            (
+                (dataframe['adx'] > 65) &
+                (dataframe['plus_di'] > self.buy_plusdi.value)
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (
+                    (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) |
+                    (qtpylib.crossed_above(dataframe['fastd'], 70))
+                ) &
+                (dataframe['adx'] > 10) &
+                (dataframe['minus_di'] > 0)
+            ) |
+            (
+                (dataframe['adx'] > 70) &
+                (dataframe['minus_di'] > 0.5)
+            ),
+            'sell'] = 1
+        return dataframe
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index f158a1518..9c831d194 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -1,4 +1,5 @@
 # pragma pylint: disable=missing-docstring, C0103
+from freqtrade.strategy.hyper import BaseParameter, FloatParameter, IntParameter
 import logging
 from datetime import datetime, timedelta, timezone
 from unittest.mock import MagicMock
@@ -10,7 +11,7 @@ from pandas import DataFrame
 from freqtrade.configuration import TimeRange
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
-from freqtrade.exceptions import StrategyError
+from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.interface import SellCheckTuple, SellType
@@ -552,3 +553,38 @@ def test_strategy_safe_wrapper(value):
 
     assert type(ret) == type(value)
     assert ret == value
+
+
+def test_hyperopt_parameters():
+    with pytest.raises(OperationalException, match=r"Name is determined.*"):
+        IntParameter(low=0, high=5, default=1, name='hello')
+
+    with pytest.raises(OperationalException, match=r"IntParameter space must be.*"):
+        IntParameter(low=0, default=5, space='buy')
+
+    with pytest.raises(OperationalException, match=r"FloatParameter space must be.*"):
+        FloatParameter(low=0, default=5, space='buy')
+
+    with pytest.raises(OperationalException, match=r"IntParameter space invalid\."):
+        IntParameter([0, 10], high=7, default=5, space='buy')
+
+    with pytest.raises(OperationalException, match=r"FloatParameter space invalid\."):
+        FloatParameter([0, 10], high=7, default=5, space='buy')
+
+    x = BaseParameter(opt_range=[0, 1], default=1, space='buy')
+    with pytest.raises(NotImplementedError):
+        x.get_space('space')
+
+    fltpar = IntParameter(low=0, high=5, default=1, space='buy')
+    assert fltpar.value == 1
+
+
+def test_auto_hyperopt_interface(default_conf):
+    default_conf.update({'strategy': 'HyperoptableStrategy'})
+    PairLocks.timeframe = default_conf['timeframe']
+    strategy = StrategyResolver.load_strategy(default_conf)
+
+    assert strategy.buy_rsi.value == strategy.buy_params['buy_rsi']
+    # PlusDI is NOT in the buy-params, so default should be used
+    assert strategy.buy_plusdi.value == 0.5
+    assert strategy.sell_rsi.value == strategy.sell_params['sell_rsi']
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 1c692d2da..965c3d37b 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -35,7 +35,7 @@ def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 2
+    assert len(strategies) == 3
     assert isinstance(strategies[0], dict)
 
 
@@ -43,10 +43,10 @@ def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 3
+    assert len(strategies) == 4
     # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 2
+    assert len([x for x in strategies if x['class'] is not None]) == 3
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 

From 4fd7bedcb28f98a8920e51b41a5b7300e62f85de Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 27 Mar 2021 11:32:51 +0100
Subject: [PATCH 0071/1386] Sort imports ...

---
 tests/strategy/test_interface.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 9c831d194..5dd459238 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -1,5 +1,4 @@
 # pragma pylint: disable=missing-docstring, C0103
-from freqtrade.strategy.hyper import BaseParameter, FloatParameter, IntParameter
 import logging
 from datetime import datetime, timedelta, timezone
 from unittest.mock import MagicMock
@@ -14,6 +13,7 @@ from freqtrade.data.history import load_data
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.strategy.hyper import BaseParameter, FloatParameter, IntParameter
 from freqtrade.strategy.interface import SellCheckTuple, SellType
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re

From 7fb34f7e25e1a9d08b3200fb8a0c7b57df773a52 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 27 Mar 2021 11:34:11 +0100
Subject: [PATCH 0072/1386] Version bump 2021.3

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 2205d284d..5e2a1f88e 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.2'
+__version__ = '2021.3'
 
 if __version__ == 'develop':
 

From 8022386404e4aca3fdad77e8c43464990eb11c0d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 27 Mar 2021 18:00:07 +0100
Subject: [PATCH 0073/1386] Type custom_hyperopt

---
 freqtrade/optimize/hyperopt.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index a680d85c8..f7c2da4ec 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -62,6 +62,7 @@ class Hyperopt:
     hyperopt = Hyperopt(config)
     hyperopt.start()
     """
+    custom_hyperopt: IHyperOpt
 
     def __init__(self, config: Dict[str, Any]) -> None:
         self.config = config

From 20f7e9b4b79dcc9db09592826289d7a030ec5558 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 28 Mar 2021 19:31:54 +0200
Subject: [PATCH 0074/1386] Make BaseParameter get_space abstract

---
 freqtrade/strategy/hyper.py      | 8 ++++++--
 tests/strategy/test_interface.py | 5 ++---
 2 files changed, 8 insertions(+), 5 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index b8bfef767..461e6314f 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -3,6 +3,7 @@ IHyperStrategy interface, hyperoptable Parameter class.
 This module defines a base class for auto-hyperoptable strategies.
 """
 import logging
+from abc import ABC, abstractmethod
 from contextlib import suppress
 from typing import Any, Iterator, Optional, Sequence, Tuple, Union
 
@@ -16,7 +17,7 @@ from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
-class BaseParameter(object):
+class BaseParameter(ABC):
     """
     Defines a parameter that can be optimized by hyperopt.
     """
@@ -46,8 +47,11 @@ class BaseParameter(object):
     def __repr__(self):
         return f'{self.__class__.__name__}({self.value})'
 
+    @abstractmethod
     def get_space(self, name: str) -> Union['Integer', 'Real', 'Categorical']:
-        raise NotImplementedError()
+        """
+        Get-space - will be used by Hyperopt to get the hyperopt Space
+        """
 
 
 class IntParameter(BaseParameter):
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 5dd459238..e9d57dd17 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -571,9 +571,8 @@ def test_hyperopt_parameters():
     with pytest.raises(OperationalException, match=r"FloatParameter space invalid\."):
         FloatParameter([0, 10], high=7, default=5, space='buy')
 
-    x = BaseParameter(opt_range=[0, 1], default=1, space='buy')
-    with pytest.raises(NotImplementedError):
-        x.get_space('space')
+    with pytest.raises(TypeError):
+        BaseParameter(opt_range=[0, 1], default=1, space='buy')
 
     fltpar = IntParameter(low=0, high=5, default=1, space='buy')
     assert fltpar.value == 1

From 929f3296079b4536bfb163b544dcf4ffda46f6ce Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 28 Mar 2021 19:49:20 +0200
Subject: [PATCH 0075/1386] more tests

---
 freqtrade/strategy/hyper.py                   |  2 +-
 .../strategy/strats/hyperoptable_strategy.py  |  6 ++++--
 tests/strategy/test_interface.py              | 21 +++++++++++++++++--
 3 files changed, 24 insertions(+), 5 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 461e6314f..64e457d75 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -145,7 +145,7 @@ class CategoricalParameter(BaseParameter):
         """
         if len(categories) < 2:
             raise OperationalException(
-                'IntParameter space must be [a, b, ...] (at least two parameters)')
+                'CategoricalParameter space must be [a, b, ...] (at least two parameters)')
         super().__init__(opt_range=categories, default=default, space=space, enabled=enabled,
                          **kwargs)
 
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index 8cde28321..97d2092d4 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -55,12 +55,14 @@ class HyperoptableStrategy(IStrategy):
     }
 
     sell_params = {
-        'sell_rsi': 74
+        'sell_rsi': 74,
+        'sell_minusdi': 0.4
     }
 
     buy_rsi = IntParameter([0, 50], default=30, space='buy')
     buy_plusdi = FloatParameter(low=0, high=1, default=0.5, space='buy')
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
+    sell_minusdi = FloatParameter(low=0, high=1, default=0.5, space='sell', enabled=False)
 
     def informative_pairs(self):
         """
@@ -164,7 +166,7 @@ class HyperoptableStrategy(IStrategy):
             ) |
             (
                 (dataframe['adx'] > 70) &
-                (dataframe['minus_di'] > 0.5)
+                (dataframe['minus_di'] > self.sell_minusdi.value)
             ),
             'sell'] = 1
         return dataframe
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index e9d57dd17..72b78338d 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -13,7 +13,8 @@ from freqtrade.data.history import load_data
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.strategy.hyper import BaseParameter, FloatParameter, IntParameter
+from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, FloatParameter,
+                                      IntParameter)
 from freqtrade.strategy.interface import SellCheckTuple, SellType
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
@@ -556,6 +557,7 @@ def test_strategy_safe_wrapper(value):
 
 
 def test_hyperopt_parameters():
+    from skopt.space import Categorical, Integer, Real
     with pytest.raises(OperationalException, match=r"Name is determined.*"):
         IntParameter(low=0, high=5, default=1, name='hello')
 
@@ -571,12 +573,24 @@ def test_hyperopt_parameters():
     with pytest.raises(OperationalException, match=r"FloatParameter space invalid\."):
         FloatParameter([0, 10], high=7, default=5, space='buy')
 
+    with pytest.raises(OperationalException, match=r"CategoricalParameter space must.*"):
+        CategoricalParameter(['aa'], default='aa', space='buy')
+
     with pytest.raises(TypeError):
         BaseParameter(opt_range=[0, 1], default=1, space='buy')
 
-    fltpar = IntParameter(low=0, high=5, default=1, space='buy')
+    intpar = IntParameter(low=0, high=5, default=1, space='buy')
+    assert intpar.value == 1
+    assert isinstance(intpar.get_space(''), Integer)
+
+    fltpar = FloatParameter(low=0.0, high=5.5, default=1.0, space='buy')
+    assert isinstance(fltpar.get_space(''), Real)
     assert fltpar.value == 1
 
+    catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'], default='buy_macd', space='buy')
+    assert isinstance(catpar.get_space(''), Categorical)
+    assert catpar.value == 'buy_macd'
+
 
 def test_auto_hyperopt_interface(default_conf):
     default_conf.update({'strategy': 'HyperoptableStrategy'})
@@ -587,3 +601,6 @@ def test_auto_hyperopt_interface(default_conf):
     # PlusDI is NOT in the buy-params, so default should be used
     assert strategy.buy_plusdi.value == 0.5
     assert strategy.sell_rsi.value == strategy.sell_params['sell_rsi']
+
+    # Parameter is disabled - so value from sell_param dict will NOT be used.
+    assert strategy.sell_minusdi.value == 0.5

From fc8478111e3d4b9810cee75857c68e3768390f82 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 28 Mar 2021 20:06:30 +0200
Subject: [PATCH 0076/1386] Improve strategy template

---
 freqtrade/templates/base_strategy.py.j2 | 5 +++--
 freqtrade/templates/sample_strategy.py  | 7 ++++---
 2 files changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index dd6b773e1..db73d4da3 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -26,8 +26,9 @@ class {{ strategy }}(IStrategy):
 
     You must keep:
     - the lib in the section "Do not remove these libs"
-    - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend,
-    populate_sell_trend, hyperopt_space, buy_strategy_generator
+    - the methods: populate_indicators, populate_buy_trend, populate_sell_trend
+    You should keep:
+    - timeframe, minimal_roi, stoploss, trailing_*
     """
     # Strategy interface version - allow new iterations of the strategy interface.
     # Check the documentation or the Sample strategy to get the latest version.
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index db1ba48b8..5dfa42bcc 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -5,7 +5,7 @@ import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy.interface import IStrategy
+from freqtrade.strategy import IStrategy
 
 # --------------------------------
 # Add your lib to import here
@@ -27,8 +27,9 @@ class SampleStrategy(IStrategy):
 
     You must keep:
     - the lib in the section "Do not remove these libs"
-    - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend,
-    populate_sell_trend, hyperopt_space, buy_strategy_generator
+    - the methods: populate_indicators, populate_buy_trend, populate_sell_trend
+    You should keep:
+    - timeframe, minimal_roi, stoploss, trailing_*
     """
     # Strategy interface version - allow new iterations of the strategy interface.
     # Check the documentation or the Sample strategy to get the latest version.

From f6211bc00ebe43b4f8ae981658dc9f11a6c711aa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 28 Mar 2021 20:19:39 +0200
Subject: [PATCH 0077/1386] new-config should include API config

---
 freqtrade/commands/build_config_commands.py | 30 +++++++++++++++++++++
 freqtrade/templates/base_config.json.j2     | 10 +++----
 tests/commands/test_build_config.py         |  4 +++
 3 files changed, 39 insertions(+), 5 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 3c34ff162..0dee480b3 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -1,4 +1,5 @@
 import logging
+import secrets
 from pathlib import Path
 from typing import Any, Dict, List
 
@@ -138,6 +139,32 @@ def ask_user_config() -> Dict[str, Any]:
             "message": "Insert Telegram chat id",
             "when": lambda x: x['telegram']
         },
+        {
+            "type": "confirm",
+            "name": "api_server",
+            "message": "Do you want to enable the Rest API (includes FreqUI)?",
+            "default": False,
+        },
+        {
+            "type": "text",
+            "name": "api_server_listen_addr",
+            "message": "Insert Api server Listen Address (best left untouched default!)",
+            "default": "127.0.0.1",
+            "when": lambda x: x['api_server']
+        },
+        {
+            "type": "text",
+            "name": "api_server_username",
+            "message": "Insert api-server username",
+            "default": "freqtrader",
+            "when": lambda x: x['api_server']
+        },
+        {
+            "type": "text",
+            "name": "api_server_password",
+            "message": "Insert api-server password",
+            "when": lambda x: x['api_server']
+        },
     ]
     answers = prompt(questions)
 
@@ -145,6 +172,9 @@ def ask_user_config() -> Dict[str, Any]:
         # Interrupted questionary sessions return an empty dict.
         raise OperationalException("User interrupted interactive questions.")
 
+    # Force JWT token to be a random string
+    answers['api_server_jwt_key'] = secrets.token_hex()
+
     return answers
 
 
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 226bf1a81..42f088f9f 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -54,15 +54,15 @@
         "chat_id": "{{ telegram_chat_id }}"
     },
     "api_server": {
-        "enabled": false,
-        "listen_ip_address": "127.0.0.1",
+        "enabled": {{ api_server | lower }},
+        "listen_ip_address": "{{ api_server_listen_addr | default("127.0.0.1", true) }}",
         "listen_port": 8080,
         "verbosity": "error",
         "enable_openapi": false,
-        "jwt_secret_key": "somethingrandom",
+        "jwt_secret_key": "{{ api_server_jwt_key }}",
         "CORS_origins": [],
-        "username": "",
-        "password": ""
+        "username": "{{ api_server_username }}",
+        "password": "{{ api_server_password }}"
     },
     "bot_name": "freqtrade",
     "initial_state": "running",
diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py
index 291720f4b..66c750e79 100644
--- a/tests/commands/test_build_config.py
+++ b/tests/commands/test_build_config.py
@@ -50,6 +50,10 @@ def test_start_new_config(mocker, caplog, exchange):
         'telegram': False,
         'telegram_token': 'asdf1244',
         'telegram_chat_id': '1144444',
+        'api_server': False,
+        'api_server_listen_addr': '127.0.0.1',
+        'api_server_username': 'freqtrader',
+        'api_server_password': 'MoneyMachine',
     }
     mocker.patch('freqtrade.commands.build_config_commands.ask_user_config',
                  return_value=sample_selections)

From 932284574077efca1c6cb1b578e2df48dc93540d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 29 Mar 2021 05:27:22 +0000
Subject: [PATCH 0078/1386] Bump mkdocs-material from 7.0.6 to 7.0.7

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.0.6 to 7.0.7.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.0.6...7.0.7)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 0068dd5d2..711b6ca46 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.0.6
+mkdocs-material==7.0.7
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.1.1

From e5789b36cf8d6488abf1a8e0e2b71585c1893e9e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 29 Mar 2021 05:27:57 +0000
Subject: [PATCH 0079/1386] Bump numpy from 1.20.1 to 1.20.2

Bumps [numpy](https://github.com/numpy/numpy) from 1.20.1 to 1.20.2.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.20.1...v1.20.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 56ada691f..201ce22fd 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.20.1
+numpy==1.20.2
 pandas==1.2.3
 
 ccxt==1.43.89

From 607c05b3cec2523eec63b87639c64adec8bf928f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 29 Mar 2021 05:28:16 +0000
Subject: [PATCH 0080/1386] Bump sqlalchemy from 1.4.2 to 1.4.3

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.2 to 1.4.3.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 56ada691f..ff5412fb7 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.43.89
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.6
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.2
+SQLAlchemy==1.4.3
 python-telegram-bot==13.4.1
 arrow==1.0.3
 cachetools==4.2.1

From 8e49271e6f948a37695438e8e57e43053e0c623a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 29 Mar 2021 05:28:30 +0000
Subject: [PATCH 0081/1386] Bump prompt-toolkit from 3.0.17 to 3.0.18

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.17 to 3.0.18.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.17...3.0.18)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 56ada691f..127b9a776 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -39,4 +39,4 @@ aiofiles==0.6.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.9.0
-prompt-toolkit==3.0.17
+prompt-toolkit==3.0.18

From 95a9c92769c389fd44693ee8c6fdfa92755e43d5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 29 Mar 2021 09:13:48 +0200
Subject: [PATCH 0082/1386] Add permission-check before slack notify

---
 .github/workflows/ci.yml | 10 +++++++++-
 1 file changed, 9 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 61ecaa522..dd6af0a06 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -310,9 +310,17 @@ jobs:
     needs: [ build_linux, build_macos, build_windows, docs_check ]
     runs-on: ubuntu-20.04
     steps:
+    - name: Check user permission
+        id: check
+        uses: scherermichael-oss/action-has-permission@1.0.6
+        with:
+          required-permission: write
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+
     - name: Slack Notification
       uses: lazy-actions/slatify@v3.0.0
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI*'

From 8d01767a421113c80870b392175effbfd3300def Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 29 Mar 2021 09:20:34 +0200
Subject: [PATCH 0083/1386] Fix CI syntax

---
 .github/workflows/ci.yml | 13 +++++++------
 1 file changed, 7 insertions(+), 6 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index dd6af0a06..8e15a5a89 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -310,13 +310,14 @@ jobs:
     needs: [ build_linux, build_macos, build_windows, docs_check ]
     runs-on: ubuntu-20.04
     steps:
+
     - name: Check user permission
-        id: check
-        uses: scherermichael-oss/action-has-permission@1.0.6
-        with:
-          required-permission: write
-        env:
-          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+      id: check
+      uses: scherermichael-oss/action-has-permission@1.0.6
+      with:
+        required-permission: write
+      env:
+        GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
 
     - name: Slack Notification
       uses: lazy-actions/slatify@v3.0.0

From dacaa4a732a396315eeb21f58301d7cccbef7056 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 29 Mar 2021 09:34:57 +0000
Subject: [PATCH 0084/1386] Bump ccxt from 1.43.89 to 1.45.44

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.43.89 to 1.45.44.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.43.89...1.45.44)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 10225f910..d3b8acb25 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.2
 pandas==1.2.3
 
-ccxt==1.43.89
+ccxt==1.45.44
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.6
 aiohttp==3.7.4.post0

From 3e864a87ad66b10058df601a4f7759dfe236ff70 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 29 Mar 2021 09:53:50 +0000
Subject: [PATCH 0085/1386] Bump cryptography from 3.4.6 to 3.4.7

Bumps [cryptography](https://github.com/pyca/cryptography) from 3.4.6 to 3.4.7.
- [Release notes](https://github.com/pyca/cryptography/releases)
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/3.4.6...3.4.7)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 10225f910..a57233823 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -3,7 +3,7 @@ pandas==1.2.3
 
 ccxt==1.43.89
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.4.6
+cryptography==3.4.7
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.3
 python-telegram-bot==13.4.1

From 5d5debab667facfb0bed113ed878392d4b52caeb Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 29 Mar 2021 10:01:20 +0000
Subject: [PATCH 0086/1386] Bump scipy from 1.6.1 to 1.6.2

Bumps [scipy](https://github.com/scipy/scipy) from 1.6.1 to 1.6.2.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.6.1...v1.6.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 8cdb6fd28..9eb490f83 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.6.1
+scipy==1.6.2
 scikit-learn==0.24.1
 scikit-optimize==0.8.1
 filelock==3.0.12

From 6954a1e02951e587cee1d6b8e46365913ace34cb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 29 Mar 2021 19:27:19 +0200
Subject: [PATCH 0087/1386] MOre tests for ParameterHyperopt

---
 tests/optimize/conftest.py       |  2 ++
 tests/optimize/test_hyperopt.py  | 17 +++++++++++++++++
 tests/strategy/test_interface.py |  3 ++-
 3 files changed, 21 insertions(+), 1 deletion(-)

diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index df6f22e01..5c789ec1e 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -14,6 +14,7 @@ from tests.conftest import patch_exchange
 def hyperopt_conf(default_conf):
     hyperconf = deepcopy(default_conf)
     hyperconf.update({
+        'datadir': Path(default_conf['datadir']),
         'hyperopt': 'DefaultHyperOpt',
         'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
                          'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
@@ -21,6 +22,7 @@ def hyperopt_conf(default_conf):
                          'timerange': None,
                          'spaces': ['default'],
                          'hyperopt_jobs': 1,
+        'hyperopt_min_trades': 1,
     })
     return hyperconf
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 193d997db..36b6f1229 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -16,6 +16,7 @@ from freqtrade.commands.optimize_commands import setup_optimize_configuration, s
 from freqtrade.data.history import load_data
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt import Hyperopt
+from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.state import RunMode
@@ -1089,3 +1090,19 @@ def test_print_epoch_details(capsys):
     assert '# ROI table:' in captured.out
     assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
     assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
+
+
+def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir) -> None:
+    # mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    # mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
+    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    # No hyperopt needed
+    del hyperopt_conf['hyperopt']
+    hyperopt_conf.update({
+        'strategy': 'HyperoptableStrategy',
+        'user_data_dir': Path(tmpdir),
+    })
+    hyperopt = Hyperopt(hyperopt_conf)
+    assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
+
+    hyperopt.start()
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 72b78338d..4d93f7049 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -587,7 +587,8 @@ def test_hyperopt_parameters():
     assert isinstance(fltpar.get_space(''), Real)
     assert fltpar.value == 1
 
-    catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'], default='buy_macd', space='buy')
+    catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'],
+                                  default='buy_macd', space='buy')
     assert isinstance(catpar.get_space(''), Categorical)
     assert catpar.value == 'buy_macd'
 

From 89bbfd2324ebf0974c60f1b8689941a079b14eea Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 29 Mar 2021 20:22:52 +0200
Subject: [PATCH 0088/1386] Remove candle_count from dataframe before
 backtesting

closes #3754
---
 freqtrade/data/converter.py       | 16 +++++++++++-----
 freqtrade/optimize/backtesting.py |  3 ++-
 freqtrade/optimize/hyperopt.py    |  3 ++-
 tests/data/test_converter.py      | 10 ++++++++++
 4 files changed, 25 insertions(+), 7 deletions(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index d4053abaa..defc96ef8 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -115,17 +115,23 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
     return df
 
 
-def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date') -> DataFrame:
+def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date',
+                   startup_candles: int = 0) -> DataFrame:
     """
     Trim dataframe based on given timerange
     :param df: Dataframe to trim
     :param timerange: timerange (use start and end date if available)
-    :param: df_date_col: Column in the dataframe to use as Date column
+    :param df_date_col: Column in the dataframe to use as Date column
+    :param startup_candles: When not 0, is used instead the timerange start date
     :return: trimmed dataframe
     """
-    if timerange.starttype == 'date':
-        start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
-        df = df.loc[df[df_date_col] >= start, :]
+    if startup_candles:
+        # Trim candles instead of timeframe in case of given startup_candle count
+        df = df.iloc[startup_candles:, :]
+    else:
+        if timerange.starttype == 'date':
+            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+            df = df.loc[df[df_date_col] >= start, :]
     if timerange.stoptype == 'date':
         stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
         df = df.loc[df[df_date_col] <= stop, :]
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 765e2844a..ff1dd934c 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -443,7 +443,8 @@ class Backtesting:
 
         # Trim startup period from analyzed dataframe
         for pair, df in preprocessed.items():
-            preprocessed[pair] = trim_dataframe(df, timerange)
+            preprocessed[pair] = trim_dataframe(df, timerange,
+                                                startup_candles=self.required_startup)
         min_date, max_date = history.get_timerange(preprocessed)
 
         logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 03f34a511..ee453489d 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -379,7 +379,8 @@ class Hyperopt:
 
         # Trim startup period from analyzed dataframe
         for pair, df in preprocessed.items():
-            preprocessed[pair] = trim_dataframe(df, timerange)
+            preprocessed[pair] = trim_dataframe(df, timerange,
+                                                startup_candles=self.backtesting.required_startup)
         min_date, max_date = get_timerange(preprocessed)
 
         logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 4fdcce4d2..2420dca8f 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -197,6 +197,16 @@ def test_trim_dataframe(testdatadir) -> None:
     assert all(data_modify.iloc[-1] == data.iloc[-1])
     assert all(data_modify.iloc[0] == data.iloc[30])
 
+    data_modify = data.copy()
+    tr = TimeRange('date', None, min_date + 1800, 0)
+    # Remove first 20 candles - ignores min date
+    data_modify = trim_dataframe(data_modify, tr, startup_candles=20)
+    assert not data_modify.equals(data)
+    assert len(data_modify) < len(data)
+    assert len(data_modify) == len(data) - 20
+    assert all(data_modify.iloc[-1] == data.iloc[-1])
+    assert all(data_modify.iloc[0] == data.iloc[20])
+
     data_modify = data.copy()
     # Remove last 30 minutes (1800 s)
     tr = TimeRange(None, 'date', 0, max_date - 1800)

From 50fcb3f330a16a477e3fdf48243f1d3accad6402 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 30 Mar 2021 07:26:39 +0200
Subject: [PATCH 0089/1386] Reduce verbosity of missing data if less than 1% of
 data is missing

---
 freqtrade/data/converter.py  |  9 ++++++++-
 tests/data/test_converter.py | 10 +++++-----
 2 files changed, 13 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index defc96ef8..c9d4ef19f 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -110,8 +110,15 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
     df.reset_index(inplace=True)
     len_before = len(dataframe)
     len_after = len(df)
+    pct_missing = (len_after - len_before) / len_before if len_before > 0 else 0
     if len_before != len_after:
-        logger.info(f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}")
+        message = (f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}"
+                   f" - {round(pct_missing * 100, 2)} %")
+        if pct_missing > 0.01:
+            logger.info(message)
+        else:
+            # Don't be verbose if only a small amount is missing
+            logger.debug(message)
     return df
 
 
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 2420dca8f..68960af1c 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -10,7 +10,7 @@ from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_forma
                                       trades_to_ohlcv, trim_dataframe)
 from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
                                     validate_backtest_data)
-from tests.conftest import log_has
+from tests.conftest import log_has, log_has_re
 from tests.data.test_history import _backup_file, _clean_test_file
 
 
@@ -62,8 +62,8 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
     # Column names should not change
     assert (data.columns == data2.columns).all()
 
-    assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
-                   f"{len(data)} - after: {len(data2)}", caplog)
+    assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
+                      f"{len(data)} - after: {len(data2)}.*", caplog)
 
     # Test fillup actually fixes invalid backtest data
     min_date, max_date = get_timerange({'UNITTEST/BTC': data})
@@ -125,8 +125,8 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     # Column names should not change
     assert (data.columns == data2.columns).all()
 
-    assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
-                   f"{len(data)} - after: {len(data2)}", caplog)
+    assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
+                      f"{len(data)} - after: {len(data2)}.*", caplog)
 
 
 def test_ohlcv_drop_incomplete(caplog):

From 2869d5368de5868b7dfb0c72d402449cf72c2997 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 30 Mar 2021 20:20:24 +0200
Subject: [PATCH 0090/1386] Allow edge to use dynamic pairlists

closes #4298
---
 docs/edge.md                                 |  6 +++---
 freqtrade/configuration/config_validation.py |  5 -----
 freqtrade/edge/edge_positioning.py           |  5 ++---
 freqtrade/freqtradebot.py                    |  2 +-
 freqtrade/optimize/edge_cli.py               |  2 +-
 tests/edge/test_edge.py                      |  8 ++++----
 tests/test_configuration.py                  | 16 ----------------
 7 files changed, 11 insertions(+), 33 deletions(-)

diff --git a/docs/edge.md b/docs/edge.md
index 5565ca2f9..0aa76cd12 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -1,9 +1,9 @@
 # Edge positioning
 
-The `Edge Positioning` module uses probability to calculate your win rate and risk reward ratio. It will use these statistics to control your strategy trade entry points, position size and, stoploss. 
+The `Edge Positioning` module uses probability to calculate your win rate and risk reward ratio. It will use these statistics to control your strategy trade entry points, position size and, stoploss.
 
 !!! Warning
-    `Edge positioning` is not compatible with dynamic (volume-based) whitelist.
+    WHen using `Edge positioning` with a dynamic whitelist (VolumePairList), make sure to also use `AgeFilter` and set it to at least `calculate_since_number_of_days` to avoid problems with missing data.
 
 !!! Note
     `Edge Positioning` only considers *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.
@@ -14,7 +14,7 @@ The `Edge Positioning` module uses probability to calculate your win rate and ri
 
 Trading strategies are not perfect. They are frameworks that are susceptible to the market and its indicators. Because the market is not at all predictable, sometimes a strategy will win and sometimes the same strategy will lose.
 
-To obtain an edge in the market, a strategy has to make more money than it loses. Making money in trading is not only about *how often* the strategy makes or loses money. 
+To obtain an edge in the market, a strategy has to make more money than it loses. Making money in trading is not only about *how often* the strategy makes or loses money.
 
 !!! tip "It doesn't matter how often, but how much!"
     A bad strategy might make 1 penny in *ten* transactions but lose 1 dollar in *one* transaction. If one only checks the number of winning trades, it would be misleading to think that the strategy is actually making a profit.
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index c7e49f33d..31e38d572 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -149,11 +149,6 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
     if not conf.get('edge', {}).get('enabled'):
         return
 
-    if conf.get('pairlist', {}).get('method') == 'VolumePairList':
-        raise OperationalException(
-            "Edge and VolumePairList are incompatible, "
-            "Edge will override whatever pairs VolumePairlist selects."
-        )
     if not conf.get('ask_strategy', {}).get('use_sell_signal', True):
         raise OperationalException(
             "Edge requires `use_sell_signal` to be True, otherwise no sells will happen."
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index ff86e522e..d1f76c21f 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -84,9 +84,8 @@ class Edge:
             self.fee = self.exchange.get_fee(symbol=expand_pairlist(
                 self.config['exchange']['pair_whitelist'], list(self.exchange.markets))[0])
 
-    def calculate(self) -> bool:
-        pairs = expand_pairlist(self.config['exchange']['pair_whitelist'],
-                                list(self.exchange.markets))
+    def calculate(self, pairs: List[str]) -> bool:
+
         heartbeat = self.edge_config.get('process_throttle_secs')
 
         if (self._last_updated > 0) and (
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 73f4c91be..dd6966848 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -225,7 +225,7 @@ class FreqtradeBot(LoggingMixin):
 
         # Calculating Edge positioning
         if self.edge:
-            self.edge.calculate()
+            self.edge.calculate(_whitelist)
             _whitelist = self.edge.adjust(_whitelist)
 
         if trades:
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index a5f505bee..aab7def05 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -44,7 +44,7 @@ class EdgeCli:
             'timerange') is None else str(self.config.get('timerange')))
 
     def start(self) -> None:
-        result = self.edge.calculate()
+        result = self.edge.calculate(self.config['exchange']['pair_whitelist'])
         if result:
             print('')  # blank line for readability
             print(generate_edge_table(self.edge._cached_pairs))
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index c30bce6a4..5142dd985 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -266,7 +266,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
     # should not recalculate if heartbeat not reached
     edge._last_updated = arrow.utcnow().int_timestamp - heartbeat + 1
 
-    assert edge.calculate() is False
+    assert edge.calculate(edge_conf['exchange']['pair_whitelist']) is False
 
 
 def mocked_load_data(datadir, pairs=[], timeframe='0m',
@@ -310,7 +310,7 @@ def test_edge_process_downloaded_data(mocker, edge_conf):
     mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data)
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
-    assert edge.calculate()
+    assert edge.calculate(edge_conf['exchange']['pair_whitelist'])
     assert len(edge._cached_pairs) == 2
     assert edge._last_updated <= arrow.utcnow().int_timestamp + 2
 
@@ -322,7 +322,7 @@ def test_edge_process_no_data(mocker, edge_conf, caplog):
     mocker.patch('freqtrade.edge.edge_positioning.load_data', MagicMock(return_value={}))
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
-    assert not edge.calculate()
+    assert not edge.calculate(edge_conf['exchange']['pair_whitelist'])
     assert len(edge._cached_pairs) == 0
     assert log_has("No data found. Edge is stopped ...", caplog)
     assert edge._last_updated == 0
@@ -337,7 +337,7 @@ def test_edge_process_no_trades(mocker, edge_conf, caplog):
     mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[]))
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
-    assert not edge.calculate()
+    assert not edge.calculate(edge_conf['exchange']['pair_whitelist'])
     assert len(edge._cached_pairs) == 0
     assert log_has("No trades found.", caplog)
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index a0824e65c..15fbab7f8 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -860,22 +860,6 @@ def test_validate_tsl(default_conf):
         validate_config_consistency(default_conf)
 
 
-def test_validate_edge(edge_conf):
-    edge_conf.update({"pairlist": {
-        "method": "VolumePairList",
-    }})
-
-    with pytest.raises(OperationalException,
-                       match="Edge and VolumePairList are incompatible, "
-                       "Edge will override whatever pairs VolumePairlist selects."):
-        validate_config_consistency(edge_conf)
-
-    edge_conf.update({"pairlist": {
-        "method": "StaticPairList",
-    }})
-    validate_config_consistency(edge_conf)
-
-
 def test_validate_edge2(edge_conf):
     edge_conf.update({"ask_strategy": {
         "use_sell_signal": True,

From 5e5b11d4d60c6f7f8544e8f1cd8064df01f18a6d Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 31 Mar 2021 12:31:28 +0300
Subject: [PATCH 0091/1386] Split "enabled" to "load" and "optimize"
 parameters.

---
 freqtrade/optimize/hyperopt_auto.py |  8 ++++---
 freqtrade/strategy/hyper.py         | 36 ++++++++++++++++++-----------
 2 files changed, 27 insertions(+), 17 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 847d8697a..0e3cf7eac 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -25,7 +25,8 @@ class HyperOptAuto(IHyperOpt):
     def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
         def populate_buy_trend(dataframe: DataFrame, metadata: dict):
             for attr_name, attr in self.strategy.enumerate_parameters('buy'):
-                attr.value = params[attr_name]
+                if attr.optimize:
+                    attr.value = params[attr_name]
             return self.strategy.populate_buy_trend(dataframe, metadata)
 
         return populate_buy_trend
@@ -33,7 +34,8 @@ class HyperOptAuto(IHyperOpt):
     def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
         def populate_buy_trend(dataframe: DataFrame, metadata: dict):
             for attr_name, attr in self.strategy.enumerate_parameters('sell'):
-                attr.value = params[attr_name]
+                if attr.optimize:
+                    attr.value = params[attr_name]
             return self.strategy.populate_sell_trend(dataframe, metadata)
 
         return populate_buy_trend
@@ -53,7 +55,7 @@ class HyperOptAuto(IHyperOpt):
 
     def _generate_indicator_space(self, category):
         for attr_name, attr in self.strategy.enumerate_parameters(category):
-            if attr.enabled:
+            if attr.optimize:
                 yield attr.get_space(attr_name)
 
     def _get_indicator_space(self, category, fallback_method_name):
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 64e457d75..c06ae36da 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -27,12 +27,14 @@ class BaseParameter(ABC):
     opt_range: Sequence[Any]
 
     def __init__(self, *, opt_range: Sequence[Any], default: Any, space: Optional[str] = None,
-                 enabled: bool = True, **kwargs):
+                 optimize: bool = True, load: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
         :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
          parameter field
          name is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
         :param kwargs: Extra parameters to skopt.space.(Integer|Real|Categorical).
         """
         if 'name' in kwargs:
@@ -42,7 +44,8 @@ class BaseParameter(ABC):
         self._space_params = kwargs
         self.value = default
         self.opt_range = opt_range
-        self.enabled = enabled
+        self.optimize = optimize
+        self.load = load
 
     def __repr__(self):
         return f'{self.__class__.__name__}({self.value})'
@@ -60,7 +63,7 @@ class IntParameter(BaseParameter):
     opt_range: Sequence[int]
 
     def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: int,
-                 space: Optional[str] = None, enabled: bool = True, **kwargs):
+                 space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
         :param low: Lower end (inclusive) of optimization space or [low, high].
@@ -69,6 +72,8 @@ class IntParameter(BaseParameter):
         :param default: A default value.
         :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
                       parameter fieldname is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
         :param kwargs: Extra parameters to skopt.space.Integer.
         """
         if high is not None and isinstance(low, Sequence):
@@ -79,8 +84,8 @@ class IntParameter(BaseParameter):
             opt_range = low
         else:
             opt_range = [low, high]
-        super().__init__(opt_range=opt_range, default=default, space=space, enabled=enabled,
-                         **kwargs)
+        super().__init__(opt_range=opt_range, default=default, space=space, optimize=optimize,
+                         load=load, **kwargs)
 
     def get_space(self, name: str) -> 'Integer':
         """
@@ -96,7 +101,7 @@ class FloatParameter(BaseParameter):
     opt_range: Sequence[float]
 
     def __init__(self, low: Union[float, Sequence[float]], high: Optional[float] = None, *,
-                 default: float, space: Optional[str] = None, enabled: bool = True, **kwargs):
+                 default: float, space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
         :param low: Lower end (inclusive) of optimization space or [low, high].
@@ -105,6 +110,8 @@ class FloatParameter(BaseParameter):
         :param default: A default value.
         :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
                       parameter fieldname is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
         :param kwargs: Extra parameters to skopt.space.Real.
         """
         if high is not None and isinstance(low, Sequence):
@@ -115,8 +122,8 @@ class FloatParameter(BaseParameter):
             opt_range = low
         else:
             opt_range = [low, high]
-        super().__init__(opt_range=opt_range, default=default, space=space, enabled=enabled,
-                         **kwargs)
+        super().__init__(opt_range=opt_range, default=default, space=space, optimize=optimize,
+                         load=load, **kwargs)
 
     def get_space(self, name: str) -> 'Real':
         """
@@ -132,7 +139,7 @@ class CategoricalParameter(BaseParameter):
     opt_range: Sequence[Any]
 
     def __init__(self, categories: Sequence[Any], *, default: Optional[Any] = None,
-                 space: Optional[str] = None, enabled: bool = True, **kwargs):
+                 space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
         :param categories: Optimization space, [a, b, ...].
@@ -141,13 +148,15 @@ class CategoricalParameter(BaseParameter):
         :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
          parameter field
          name is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
         :param kwargs: Extra parameters to skopt.space.Categorical.
         """
         if len(categories) < 2:
             raise OperationalException(
                 'CategoricalParameter space must be [a, b, ...] (at least two parameters)')
-        super().__init__(opt_range=categories, default=default, space=space, enabled=enabled,
-                         **kwargs)
+        super().__init__(opt_range=categories, default=default, space=space, optimize=optimize,
+                         load=load, **kwargs)
 
     def get_space(self, name: str) -> 'Categorical':
         """
@@ -184,8 +193,7 @@ class HyperStrategyMixin(object):
                 if issubclass(attr.__class__, BaseParameter):
                     if category is None or category == attr.category or \
                        attr_name.startswith(category + '_'):
-                        if attr.enabled:
-                            yield attr_name, attr
+                        yield attr_name, attr
 
     def _load_params(self, params: dict) -> None:
         """
@@ -196,7 +204,7 @@ class HyperStrategyMixin(object):
             return
         for attr_name, attr in self.enumerate_parameters():
             if attr_name in params:
-                if attr.enabled:
+                if attr.load:
                     attr.value = params[attr_name]
                     logger.info(f'attr_name = {attr.value}')
                 else:

From 5acdc9bf424e6c46329a5f886182b5317321846a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 1 Apr 2021 06:47:23 +0200
Subject: [PATCH 0092/1386] Fix type errors by converting all hyperopt methods
 to instance methods

---
 freqtrade/optimize/hyperopt_interface.py | 33 +++++++++---------------
 freqtrade/strategy/hyper.py              |  3 ++-
 2 files changed, 14 insertions(+), 22 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 561fb8e11..e951efddd 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -44,36 +44,31 @@ class IHyperOpt(ABC):
         IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
+    def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
         """
         Create a buy strategy generator.
         """
         raise OperationalException(_format_exception_message('buy_strategy_generator', 'buy'))
 
-    @staticmethod
-    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
+    def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
         """
         Create a sell strategy generator.
         """
         raise OperationalException(_format_exception_message('sell_strategy_generator', 'sell'))
 
-    @staticmethod
-    def indicator_space() -> List[Dimension]:
+    def indicator_space(self) -> List[Dimension]:
         """
         Create an indicator space.
         """
         raise OperationalException(_format_exception_message('indicator_space', 'buy'))
 
-    @staticmethod
-    def sell_indicator_space() -> List[Dimension]:
+    def sell_indicator_space(self) -> List[Dimension]:
         """
         Create a sell indicator space.
         """
         raise OperationalException(_format_exception_message('sell_indicator_space', 'sell'))
 
-    @staticmethod
-    def generate_roi_table(params: Dict) -> Dict[int, float]:
+    def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         """
         Create a ROI table.
 
@@ -88,8 +83,7 @@ class IHyperOpt(ABC):
 
         return roi_table
 
-    @staticmethod
-    def roi_space() -> List[Dimension]:
+    def roi_space(self) -> List[Dimension]:
         """
         Create a ROI space.
 
@@ -109,7 +103,7 @@ class IHyperOpt(ABC):
         roi_t_alpha = 1.0
         roi_p_alpha = 1.0
 
-        timeframe_min = timeframe_to_minutes(IHyperOpt.ticker_interval)
+        timeframe_min = timeframe_to_minutes(self.ticker_interval)
 
         # We define here limits for the ROI space parameters automagically adapted to the
         # timeframe used by the bot:
@@ -145,7 +139,7 @@ class IHyperOpt(ABC):
             'roi_p2': roi_limits['roi_p2_min'],
             'roi_p3': roi_limits['roi_p3_min'],
         }
-        logger.info(f"Min roi table: {round_dict(IHyperOpt.generate_roi_table(p), 5)}")
+        logger.info(f"Min roi table: {round_dict(self.generate_roi_table(p), 5)}")
         p = {
             'roi_t1': roi_limits['roi_t1_max'],
             'roi_t2': roi_limits['roi_t2_max'],
@@ -154,7 +148,7 @@ class IHyperOpt(ABC):
             'roi_p2': roi_limits['roi_p2_max'],
             'roi_p3': roi_limits['roi_p3_max'],
         }
-        logger.info(f"Max roi table: {round_dict(IHyperOpt.generate_roi_table(p), 5)}")
+        logger.info(f"Max roi table: {round_dict(self.generate_roi_table(p), 5)}")
 
         return [
             Integer(roi_limits['roi_t1_min'], roi_limits['roi_t1_max'], name='roi_t1'),
@@ -165,8 +159,7 @@ class IHyperOpt(ABC):
             Real(roi_limits['roi_p3_min'], roi_limits['roi_p3_max'], name='roi_p3'),
         ]
 
-    @staticmethod
-    def stoploss_space() -> List[Dimension]:
+    def stoploss_space(self) -> List[Dimension]:
         """
         Create a stoploss space.
 
@@ -177,8 +170,7 @@ class IHyperOpt(ABC):
             Real(-0.35, -0.02, name='stoploss'),
         ]
 
-    @staticmethod
-    def generate_trailing_params(params: Dict) -> Dict:
+    def generate_trailing_params(self, params: Dict) -> Dict:
         """
         Create dict with trailing stop parameters.
         """
@@ -190,8 +182,7 @@ class IHyperOpt(ABC):
             'trailing_only_offset_is_reached': params['trailing_only_offset_is_reached'],
         }
 
-    @staticmethod
-    def trailing_space() -> List[Dimension]:
+    def trailing_space(self) -> List[Dimension]:
         """
         Create a trailing stoploss space.
 
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index c06ae36da..a6603ecbf 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -101,7 +101,8 @@ class FloatParameter(BaseParameter):
     opt_range: Sequence[float]
 
     def __init__(self, low: Union[float, Sequence[float]], high: Optional[float] = None, *,
-                 default: float, space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
+                 default: float, space: Optional[str] = None,
+                 optimize: bool = True, load: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
         :param low: Lower end (inclusive) of optimization space or [low, high].

From d64295ba24a13958d4d79c7dd8dfb6134b83b85b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 1 Apr 2021 06:55:25 +0200
Subject: [PATCH 0093/1386] Adapt test strategy to new parameters

---
 tests/strategy/strats/hyperoptable_strategy.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index 97d2092d4..a08293058 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -62,7 +62,7 @@ class HyperoptableStrategy(IStrategy):
     buy_rsi = IntParameter([0, 50], default=30, space='buy')
     buy_plusdi = FloatParameter(low=0, high=1, default=0.5, space='buy')
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
-    sell_minusdi = FloatParameter(low=0, high=1, default=0.5, space='sell', enabled=False)
+    sell_minusdi = FloatParameter(low=0, high=1, default=0.5, space='sell', load=False)
 
     def informative_pairs(self):
         """

From 51f0fcb2cb071ae2753c94a21e23c87b9a57e129 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Mads=20S=C3=B8rensen?= <mads2003dk@gmail.com>
Date: Fri, 2 Apr 2021 12:20:38 +0200
Subject: [PATCH 0094/1386] Add profit_fiat to REST API

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/rpc.py                    | 9 +++++++++
 2 files changed, 10 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 32a1c8597..eaca477d7 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -168,6 +168,7 @@ class TradeSchema(BaseModel):
     profit_ratio: Optional[float]
     profit_pct: Optional[float]
     profit_abs: Optional[float]
+    profit_fiat: Optional[float]
     sell_reason: Optional[str]
     sell_order_status: Optional[str]
     stop_loss_abs: Optional[float]
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 62f1c2592..1b2dc5d66 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -173,6 +173,14 @@ class RPC:
                     current_rate = NAN
                 current_profit = trade.calc_profit_ratio(current_rate)
                 current_profit_abs = trade.calc_profit(current_rate)
+
+                # Calculate fiat profit
+                current_profit_fiat = self._fiat_converter.convert_amount(
+                    current_profit_abs,
+                    self._freqtrade.config['stake_currency'],
+                    self._freqtrade.config['fiat_display_currency']
+                )
+
                 # Calculate guaranteed profit (in case of trailing stop)
                 stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
                 stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss)
@@ -191,6 +199,7 @@ class RPC:
                     profit_ratio=current_profit,
                     profit_pct=round(current_profit * 100, 2),
                     profit_abs=current_profit_abs,
+                    profit_fiat=current_profit_fiat,
 
                     stoploss_current_dist=stoploss_current_dist,
                     stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),

From 2c0079b00b8902405f487f1c8ffbc1f614de8651 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Mads=20S=C3=B8rensen?= <mads2003dk@gmail.com>
Date: Fri, 2 Apr 2021 13:16:52 +0200
Subject: [PATCH 0095/1386] Add profit_fiat to tests, use ANY, as price
 changes...

---
 tests/rpc/test_rpc_apiserver.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 5a0a04943..3b1ef6a74 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -786,6 +786,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'profit_ratio': -0.00408133,
         'profit_pct': -0.41,
         'profit_abs': -4.09e-06,
+        'profit_fiat': ANY,
         'current_rate': 1.099e-05,
         'open_date': ANY,
         'open_date_hum': 'just now',

From f47dc317867ebe5186519d99e4ee5d3b0ffab2d3 Mon Sep 17 00:00:00 2001
From: shubhendra <withshubh@gmail.com>
Date: Sun, 21 Mar 2021 17:14:35 +0530
Subject: [PATCH 0096/1386] Refactor the comparison involving `not`

Signed-off-by: shubhendra <withshubh@gmail.com>
---
 .deepsource.toml                                 | 16 ----------------
 freqtrade/exchange/exchange.py                   |  2 +-
 freqtrade/plugins/pairlist/PerformanceFilter.py  |  2 +-
 freqtrade/plugins/protections/cooldown_period.py |  1 -
 freqtrade/resolvers/strategy_resolver.py         |  4 ++--
 5 files changed, 4 insertions(+), 21 deletions(-)
 delete mode 100644 .deepsource.toml

diff --git a/.deepsource.toml b/.deepsource.toml
deleted file mode 100644
index 7a00ca8d6..000000000
--- a/.deepsource.toml
+++ /dev/null
@@ -1,16 +0,0 @@
-version = 1
-
-test_patterns = ["tests/**/test_*.py"]
-
-exclude_patterns = [
-    "docs/**",
-    "user_data/**",
-    "build/helpers/**"
-]
-
-[[analyzers]]
-name = "python"
-enabled = true
-
-  [analyzers.meta]
-  runtime_version = "3.x.x"
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 9c868df2b..85c5b4c6d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -806,7 +806,7 @@ class Exchange:
 
         # Gather coroutines to run
         for pair, timeframe in set(pair_list):
-            if (not ((pair, timeframe) in self._klines)
+            if (((pair, timeframe) not in self._klines)
                     or self._now_is_time_to_refresh(pair, timeframe)):
                 input_coroutines.append(self._async_get_candle_history(pair, timeframe,
                                                                        since_ms=since_ms))
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index c1355f655..73a9436fa 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -2,7 +2,7 @@
 Performance pair list filter
 """
 import logging
-from typing import Any, Dict, List
+from typing import Dict, List
 
 import pandas as pd
 
diff --git a/freqtrade/plugins/protections/cooldown_period.py b/freqtrade/plugins/protections/cooldown_period.py
index 197d74c2e..a2d8eca34 100644
--- a/freqtrade/plugins/protections/cooldown_period.py
+++ b/freqtrade/plugins/protections/cooldown_period.py
@@ -1,7 +1,6 @@
 
 import logging
 from datetime import datetime, timedelta
-from typing import Any, Dict
 
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 19bd014f9..05fbac10d 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -197,8 +197,8 @@ class StrategyResolver(IResolver):
             strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
             strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
             if any(x == 2 for x in [strategy._populate_fun_len,
-                                     strategy._buy_fun_len,
-                                     strategy._sell_fun_len]):
+                                    strategy._buy_fun_len,
+                                    strategy._sell_fun_len]):
                 strategy.INTERFACE_VERSION = 1
 
             return strategy

From ede26091b980a22d84bc44ce5e5e3b74119ba76f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Mads=20S=C3=B8rensen?= <mads2003dk@gmail.com>
Date: Fri, 2 Apr 2021 14:35:19 +0200
Subject: [PATCH 0097/1386] Add validation in the right places...

---
 tests/rpc/test_rpc.py           | 2 ++
 tests/rpc/test_rpc_apiserver.py | 1 +
 2 files changed, 3 insertions(+)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index b11470711..64918ed47 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -92,6 +92,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'profit_ratio': -0.00408133,
         'profit_pct': -0.41,
         'profit_abs': -4.09e-06,
+        'profit_fiat': ANY,
         'stop_loss_abs': 9.882e-06,
         'stop_loss_pct': -10.0,
         'stop_loss_ratio': -0.1,
@@ -159,6 +160,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'profit_ratio': ANY,
         'profit_pct': ANY,
         'profit_abs': ANY,
+        'profit_fiat': ANY,
         'stop_loss_abs': 9.882e-06,
         'stop_loss_pct': -10.0,
         'stop_loss_ratio': -0.1,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 3b1ef6a74..20d32024f 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -966,6 +966,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'profit_ratio': None,
         'profit_pct': None,
         'profit_abs': None,
+        'profit_fiat': None,
         'fee_close': 0.0025,
         'fee_close_cost': None,
         'fee_close_currency': None,

From 3691ae8686d9987966956018aa8992b36278ce22 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Mads=20S=C3=B8rensen?= <mads2003dk@gmail.com>
Date: Fri, 2 Apr 2021 14:50:47 +0200
Subject: [PATCH 0098/1386] Make sure the fiat converter exists before calling
 it

---
 freqtrade/rpc/rpc.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 1b2dc5d66..1359729b9 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -175,11 +175,12 @@ class RPC:
                 current_profit_abs = trade.calc_profit(current_rate)
 
                 # Calculate fiat profit
-                current_profit_fiat = self._fiat_converter.convert_amount(
-                    current_profit_abs,
-                    self._freqtrade.config['stake_currency'],
-                    self._freqtrade.config['fiat_display_currency']
-                )
+                if self._fiat_converter:
+                    current_profit_fiat = self._fiat_converter.convert_amount(
+                        current_profit_abs,
+                        self._freqtrade.config['stake_currency'],
+                        self._freqtrade.config['fiat_display_currency']
+                    )
 
                 # Calculate guaranteed profit (in case of trailing stop)
                 stoploss_entry_dist = trade.calc_profit(trade.stop_loss)

From ea43d5ba85caf490604d02a6abae8e620324f034 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 1 Apr 2021 10:17:39 +0300
Subject: [PATCH 0099/1386] Implement DecimalParameter and rename
 FloatParameter to RealParameter.

---
 freqtrade/optimize/hyperopt_auto.py           |  6 +-
 freqtrade/strategy/__init__.py                |  3 +-
 freqtrade/strategy/hyper.py                   | 66 +++++++++++++++++--
 .../strategy/strats/hyperoptable_strategy.py  |  7 +-
 tests/strategy/test_interface.py              | 26 ++++++--
 5 files changed, 88 insertions(+), 20 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 0e3cf7eac..ed6f2d6f7 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -26,7 +26,8 @@ class HyperOptAuto(IHyperOpt):
         def populate_buy_trend(dataframe: DataFrame, metadata: dict):
             for attr_name, attr in self.strategy.enumerate_parameters('buy'):
                 if attr.optimize:
-                    attr.value = params[attr_name]
+                    # noinspection PyProtectedMember
+                    attr._set_value(params[attr_name])
             return self.strategy.populate_buy_trend(dataframe, metadata)
 
         return populate_buy_trend
@@ -35,7 +36,8 @@ class HyperOptAuto(IHyperOpt):
         def populate_buy_trend(dataframe: DataFrame, metadata: dict):
             for attr_name, attr in self.strategy.enumerate_parameters('sell'):
                 if attr.optimize:
-                    attr.value = params[attr_name]
+                    # noinspection PyProtectedMember
+                    attr._set_value(params[attr_name])
             return self.strategy.populate_sell_trend(dataframe, metadata)
 
         return populate_buy_trend
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index bc0c45f7c..bd49165df 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -1,6 +1,7 @@
 # flake8: noqa: F401
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
-from freqtrade.strategy.hyper import CategoricalParameter, FloatParameter, IntParameter
+from freqtrade.strategy.hyper import (CategoricalParameter, DecimalParameter, IntParameter,
+                                      RealParameter)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index a6603ecbf..e58aac273 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -56,6 +56,14 @@ class BaseParameter(ABC):
         Get-space - will be used by Hyperopt to get the hyperopt Space
         """
 
+    def _set_value(self, value: Any):
+        """
+        Update current value. Used by hyperopt functions for the purpose where optimization and
+         value spaces differ.
+        :param value: A numerical value.
+        """
+        self.value = value
+
 
 class IntParameter(BaseParameter):
     default: int
@@ -65,7 +73,7 @@ class IntParameter(BaseParameter):
     def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: int,
                  space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
         """
-        Initialize hyperopt-optimizable parameter.
+        Initialize hyperopt-optimizable integer parameter.
         :param low: Lower end (inclusive) of optimization space or [low, high].
         :param high: Upper end (inclusive) of optimization space.
                      Must be none of entire range is passed first parameter.
@@ -95,16 +103,16 @@ class IntParameter(BaseParameter):
         return Integer(*self.opt_range, name=name, **self._space_params)
 
 
-class FloatParameter(BaseParameter):
+class RealParameter(BaseParameter):
     default: float
     value: float
     opt_range: Sequence[float]
 
     def __init__(self, low: Union[float, Sequence[float]], high: Optional[float] = None, *,
-                 default: float, space: Optional[str] = None,
-                 optimize: bool = True, load: bool = True, **kwargs):
+                 default: float, space: Optional[str] = None, optimize: bool = True,
+                 load: bool = True, **kwargs):
         """
-        Initialize hyperopt-optimizable parameter.
+        Initialize hyperopt-optimizable floating point parameter with unlimited precision.
         :param low: Lower end (inclusive) of optimization space or [low, high].
         :param high: Upper end (inclusive) of optimization space.
                      Must be none if entire range is passed first parameter.
@@ -116,10 +124,10 @@ class FloatParameter(BaseParameter):
         :param kwargs: Extra parameters to skopt.space.Real.
         """
         if high is not None and isinstance(low, Sequence):
-            raise OperationalException('FloatParameter space invalid.')
+            raise OperationalException(f'{self.__class__.__name__} space invalid.')
         if high is None or isinstance(low, Sequence):
             if not isinstance(low, Sequence) or len(low) != 2:
-                raise OperationalException('FloatParameter space must be [low, high]')
+                raise OperationalException(f'{self.__class__.__name__} space must be [low, high]')
             opt_range = low
         else:
             opt_range = [low, high]
@@ -134,6 +142,50 @@ class FloatParameter(BaseParameter):
         return Real(*self.opt_range, name=name, **self._space_params)
 
 
+class DecimalParameter(RealParameter):
+    default: float
+    value: float
+    opt_range: Sequence[float]
+
+    def __init__(self, low: Union[float, Sequence[float]], high: Optional[float] = None, *,
+                 default: float, decimals: int = 3, space: Optional[str] = None,
+                 optimize: bool = True, load: bool = True, **kwargs):
+        """
+        Initialize hyperopt-optimizable decimal parameter with a limited precision.
+        :param low: Lower end (inclusive) of optimization space or [low, high].
+        :param high: Upper end (inclusive) of optimization space.
+                     Must be none if entire range is passed first parameter.
+        :param default: A default value.
+        :param decimals: A number of decimals after floating point to be included in testing.
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+                      parameter fieldname is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
+        :param kwargs: Extra parameters to skopt.space.Real.
+        """
+        self._decimals = decimals
+        default = round(default, self._decimals)
+        super().__init__(low=low, high=high, default=default, space=space, optimize=optimize,
+                         load=load, **kwargs)
+
+    def get_space(self, name: str) -> 'Integer':
+        """
+        Create skopt optimization space.
+        :param name: A name of parameter field.
+        """
+        low = int(self.opt_range[0] * pow(10, self._decimals))
+        high = int(self.opt_range[1] * pow(10, self._decimals))
+        return Integer(low, high, name=name, **self._space_params)
+
+    def _set_value(self, value: int):
+        """
+        Update current value. Used by hyperopt functions for the purpose where optimization and
+         value spaces differ.
+        :param value: An integer value.
+        """
+        self.value = round(value * pow(0.1, self._decimals), self._decimals)
+
+
 class CategoricalParameter(BaseParameter):
     default: Any
     value: Any
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index a08293058..cc4734e13 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -4,7 +4,7 @@ import talib.abstract as ta
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.strategy import FloatParameter, IntParameter, IStrategy
+from freqtrade.strategy import DecimalParameter, IntParameter, IStrategy, RealParameter
 
 
 class HyperoptableStrategy(IStrategy):
@@ -60,9 +60,10 @@ class HyperoptableStrategy(IStrategy):
     }
 
     buy_rsi = IntParameter([0, 50], default=30, space='buy')
-    buy_plusdi = FloatParameter(low=0, high=1, default=0.5, space='buy')
+    buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
-    sell_minusdi = FloatParameter(low=0, high=1, default=0.5, space='sell', load=False)
+    sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
+                                    load=False)
 
     def informative_pairs(self):
         """
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 4d93f7049..71f877cc3 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -13,8 +13,8 @@ from freqtrade.data.history import load_data
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, FloatParameter,
-                                      IntParameter)
+from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, DecimalParameter,
+                                      IntParameter, RealParameter)
 from freqtrade.strategy.interface import SellCheckTuple, SellType
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
@@ -564,14 +564,20 @@ def test_hyperopt_parameters():
     with pytest.raises(OperationalException, match=r"IntParameter space must be.*"):
         IntParameter(low=0, default=5, space='buy')
 
-    with pytest.raises(OperationalException, match=r"FloatParameter space must be.*"):
-        FloatParameter(low=0, default=5, space='buy')
+    with pytest.raises(OperationalException, match=r"RealParameter space must be.*"):
+        RealParameter(low=0, default=5, space='buy')
+
+    with pytest.raises(OperationalException, match=r"DecimalParameter space must be.*"):
+        DecimalParameter(low=0, default=5, space='buy')
 
     with pytest.raises(OperationalException, match=r"IntParameter space invalid\."):
         IntParameter([0, 10], high=7, default=5, space='buy')
 
-    with pytest.raises(OperationalException, match=r"FloatParameter space invalid\."):
-        FloatParameter([0, 10], high=7, default=5, space='buy')
+    with pytest.raises(OperationalException, match=r"RealParameter space invalid\."):
+        RealParameter([0, 10], high=7, default=5, space='buy')
+
+    with pytest.raises(OperationalException, match=r"DecimalParameter space invalid\."):
+        DecimalParameter([0, 10], high=7, default=5, space='buy')
 
     with pytest.raises(OperationalException, match=r"CategoricalParameter space must.*"):
         CategoricalParameter(['aa'], default='aa', space='buy')
@@ -583,10 +589,16 @@ def test_hyperopt_parameters():
     assert intpar.value == 1
     assert isinstance(intpar.get_space(''), Integer)
 
-    fltpar = FloatParameter(low=0.0, high=5.5, default=1.0, space='buy')
+    fltpar = RealParameter(low=0.0, high=5.5, default=1.0, space='buy')
     assert isinstance(fltpar.get_space(''), Real)
     assert fltpar.value == 1
 
+    fltpar = DecimalParameter(low=0.0, high=5.5, default=1.0004, decimals=3, space='buy')
+    assert isinstance(fltpar.get_space(''), Integer)
+    assert fltpar.value == 1
+    fltpar._set_value(2222)
+    assert fltpar.value == 2.222
+
     catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'],
                                   default='buy_macd', space='buy')
     assert isinstance(catpar.get_space(''), Categorical)

From 7728e269fdcae6b078913628a067edb5cbcdfd7d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 07:17:02 +0200
Subject: [PATCH 0100/1386] Include Technical in default image

---
 docker-compose.yml                                 | 2 +-
 docker/{Dockerfile.technical => Dockerfile.custom} | 3 ++-
 docs/docker_quickstart.md                          | 4 ++--
 requirements.txt                                   | 1 +
 setup.py                                           | 1 +
 5 files changed, 7 insertions(+), 4 deletions(-)
 rename docker/{Dockerfile.technical => Dockerfile.custom} (50%)

diff --git a/docker-compose.yml b/docker-compose.yml
index 1f63059f0..80e194ab2 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -9,7 +9,7 @@ services:
     # Build step - only needed when additional dependencies are needed
     # build:
     #   context: .
-    #   dockerfile: "./docker/Dockerfile.technical"
+    #   dockerfile: "./docker/Dockerfile.custom"
     restart: unless-stopped
     container_name: freqtrade
     volumes:
diff --git a/docker/Dockerfile.technical b/docker/Dockerfile.custom
similarity index 50%
rename from docker/Dockerfile.technical
rename to docker/Dockerfile.custom
index 9431e72d0..10620e6b8 100644
--- a/docker/Dockerfile.technical
+++ b/docker/Dockerfile.custom
@@ -3,4 +3,5 @@ FROM freqtradeorg/freqtrade:develop
 RUN apt-get update \
     && apt-get -y install git \
     && apt-get clean \
-    && pip install git+https://github.com/freqtrade/technical
+    # The below dependency - pyti - serves as an example. Please use whatever you need!
+    && pip install pyti
diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 017264569..9e74841b4 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -156,8 +156,8 @@ Head over to the [Backtesting Documentation](backtesting.md) to learn more.
 
 ### Additional dependencies with docker-compose
 
-If your strategy requires dependencies not included in the default image (like [technical](https://github.com/freqtrade/technical)) - it will be necessary to build the image on your host.
-For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.technical) for an example).
+If your strategy requires dependencies not included in the default image - it will be necessary to build the image on your host.
+For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.custom](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.cusotm) for an example).
 
 You'll then also need to modify the `docker-compose.yml` file and uncomment the build step, as well as rename the image to avoid naming collisions.
 
diff --git a/requirements.txt b/requirements.txt
index 93ed7570e..e4984cf47 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -14,6 +14,7 @@ urllib3==1.26.4
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.19
+technical==1.2.2
 tabulate==0.8.9
 pycoingecko==1.4.0
 jinja2==2.11.3
diff --git a/setup.py b/setup.py
index 118bc8485..bf23fb999 100644
--- a/setup.py
+++ b/setup.py
@@ -77,6 +77,7 @@ setup(name='freqtrade',
           'wrapt',
           'jsonschema',
           'TA-Lib',
+          'technical',
           'tabulate',
           'pycoingecko',
           'py_find_1st',

From e7a1924aa0e1c9c795516db10690af8fbccffb37 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 08:36:06 +0200
Subject: [PATCH 0101/1386] Fix typo

---
 docs/docker_quickstart.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 9e74841b4..ca0515281 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -157,7 +157,7 @@ Head over to the [Backtesting Documentation](backtesting.md) to learn more.
 ### Additional dependencies with docker-compose
 
 If your strategy requires dependencies not included in the default image - it will be necessary to build the image on your host.
-For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.custom](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.cusotm) for an example).
+For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.custom](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.custom) for an example).
 
 You'll then also need to modify the `docker-compose.yml` file and uncomment the build step, as well as rename the image to avoid naming collisions.
 

From 23c19b6852f62026f80366bde35ad7f8254f61b1 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 3 Apr 2021 11:17:18 +0300
Subject: [PATCH 0102/1386] New hyperopt documentation.

---
 docs/hyperopt.md        | 283 +++++++++---------
 docs/hyperopt_legacy.md | 629 ++++++++++++++++++++++++++++++++++++++++
 2 files changed, 759 insertions(+), 153 deletions(-)
 create mode 100644 docs/hyperopt_legacy.md

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 69bc57d1a..e9d440a5a 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -14,6 +14,9 @@ To learn how to get data for the pairs and exchange you're interested in, head o
 !!! Bug
     Hyperopt can crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133)
 
+!!! Note
+    Since 2021.4 release you no longer have to write a separate hyperopt class. Legacy method is still supported, but it is no longer a preferred way of hyperopting. Legacy documentation is available at [Legacy Hyperopt](hyperopt_legacy.md).
+
 ## Install hyperopt dependencies
 
 Since Hyperopt dependencies are not needed to run the bot itself, are heavy, can not be easily built on some platforms (like Raspberry PI), they are not installed by default. Before you run Hyperopt, you need to install the corresponding dependencies, as described in this section below.
@@ -137,47 +140,19 @@ Strategy arguments:
 
 ```
 
-## Prepare Hyperopting
-
-Before we start digging into Hyperopt, we recommend you to take a look at
-the sample hyperopt file located in [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt.py).
-
-Configuring hyperopt is similar to writing your own strategy, and many tasks will be similar.
-
-!!! Tip "About this page"
-    For this page, we will be using a fictional strategy called `AwesomeStrategy` - which will be optimized using the `AwesomeHyperopt` class.
-
-The simplest way to get started is to use the following, command, which will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
-
-``` bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
 ### Hyperopt checklist
 
 Checklist on all tasks / possibilities in hyperopt
 
 Depending on the space you want to optimize, only some of the below are required:
 
-* fill `buy_strategy_generator` - for buy signal optimization
-* fill `indicator_space` - for buy signal optimization
-* fill `sell_strategy_generator` - for sell signal optimization
-* fill `sell_indicator_space` - for sell signal optimization
+* define parameters with `space='buy'` - for buy signal optimization
+* define parameters with `space='sell'` - for sell signal optimization
 
 !!! Note
     `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
 
-Optional in hyperopt - can also be loaded from a strategy (recommended):
-
-* `populate_indicators` - fallback to create indicators
-* `populate_buy_trend` - fallback if not optimizing for buy space. should come from strategy
-* `populate_sell_trend` - fallback if not optimizing for sell space. should come from strategy
-
-!!! Note
-    You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods.
-    Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead.
-
-Rarely you may also need to override:
+Rarely you may also need to create a nested class named `HyperOpt` and implement:
 
 * `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
 * `generate_roi_table` - for custom ROI optimization (if you need the ranges for the values in the ROI table that differ from default or the number of entries (steps) in the ROI table which differs from the default 4 steps)
@@ -185,31 +160,19 @@ Rarely you may also need to override:
 * `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
 
 !!! Tip "Quickly optimize ROI, stoploss and trailing stoploss"
-    You can quickly optimize the spaces `roi`, `stoploss` and `trailing` without changing anything (i.e. without creation of a "complete" Hyperopt class with dimensions, parameters, triggers and guards, as described in this document) from the default hyperopt template by relying on your strategy to do most of the calculations.
+    You can quickly optimize the spaces `roi`, `stoploss` and `trailing` without changing anything in your strategy.
 
     ```python
     # Have a working strategy at hand.
-    freqtrade new-hyperopt --hyperopt EmptyHyperopt
-
-    freqtrade hyperopt --hyperopt EmptyHyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss trailing --strategy MyWorkingStrategy --config config.json -e 100
+    freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss trailing --strategy MyWorkingStrategy --config config.json -e 100
     ```
 
-### Create a Custom Hyperopt File
-
-Let assume you want a hyperopt file `AwesomeHyperopt.py`:  
-
-``` bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
-This command will create a new hyperopt file from a template, allowing you to get started quickly.
-
 ### Configure your Guards and Triggers
 
-There are two places you need to change in your hyperopt file to add a new buy hyperopt for testing:
+There are two places you need to change in your strategy file to add a new buy hyperopt for testing:
 
-* Inside `indicator_space()` - the parameters hyperopt shall be optimizing.
-* Within `buy_strategy_generator()` - populate the nested `populate_buy_trend()` to apply the parameters.
+* Define the parameters at the class level hyperopt shall be optimizing.
+* Within `populate_buy_trend()` - use defined parameter values instead of raw constants.
 
 There you have two different types of indicators: 1. `guards` and 2. `triggers`.
 
@@ -225,24 +188,46 @@ Hyper-optimization will, for each epoch round, pick one trigger and possibly
 multiple guards. The constructed strategy will be something like "*buy exactly when close price touches lower Bollinger band, BUT only if
 ADX > 10*".
 
-If you have updated the buy strategy, i.e. changed the contents of `populate_buy_trend()` method, you have to update the `guards` and `triggers` your hyperopt must use correspondingly.
+```python
+from freqtrade.strategy import IntParameter, IStrategy
+
+class MyAwesomeStrategy(IStrategy):
+    # If parameter is prefixed with `buy_` or `sell_` then specifying `space` parameter is optional
+    # and space is inferred from parameter name.
+    buy_adx_min = IntParameter(0, 100, default=10)
+
+    def populate_buy_trend(self, dataframe: 'DataFrame', metadata: dict) -> 'DataFrame':
+        dataframe.loc[
+            (
+                (dataframe['adx'] > self.buy_adx_min.value)
+            ), 'buy'] = 1
+        return dataframe
+```
 
 #### Sell optimization
 
 Similar to the buy-signal above, sell-signals can also be optimized.
 Place the corresponding settings into the following methods
 
-* Inside `sell_indicator_space()` - the parameters hyperopt shall be optimizing.
-* Within `sell_strategy_generator()` - populate the nested method `populate_sell_trend()` to apply the parameters.
+* Define the parameters at the class level hyperopt shall be optimizing.
+* Within `populate_sell_trend()` - use defined parameter values instead of raw constants.
 
 The configuration and rules are the same than for buy signals.
-To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
 
-#### Using timeframe as a part of the Strategy
+```python
+class MyAwesomeStrategy(IStrategy):
+    # There is no strict parameter naming scheme. If you do not use `buy_` or `sell_` prefixes - 
+    # please specify to which space parameter belongs using `space` parameter. Possible values: 
+    # 'buy' or 'sell'.
+    adx_max = IntParameter(0, 100, default=50, space='sell')
 
-The Strategy class exposes the timeframe value as the `self.timeframe` attribute.
-The same value is available as class-attribute `HyperoptName.timeframe`.
-In the case of the linked sample-value this would be `AwesomeHyperopt.timeframe`.
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            (
+                (dataframe['adx'] < self.adx_max.value)
+            ), 'buy'] = 1
+        return dataframe
+```
 
 ## Solving a Mystery
 
@@ -252,25 +237,20 @@ help with those buy decisions. If you decide to use RSI or ADX, which values
 should I use for them? So let's use hyperparameter optimization to solve this
 mystery.
 
-We will start by defining a search space:
+We will start by defining hyperoptable parameters:
 
 ```python
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching strategy parameters
-        """
-        return [
-            Integer(20, 40, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal'], name='trigger')
-        ]
+class MyAwesomeStrategy(IStrategy):
+    buy_adx = IntParameter(20, 40, default=30)
+    buy_rsi = IntParameter(20, 40, default=30)
+    buy_adx_enabled = CategoricalParameter([True, False]),
+    buy_rsi_enabled = CategoricalParameter([True, False]),
+    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal']),
 ```
 
 Above definition says: I have five parameters I want you to randomly combine
-to find the best combination. Two of them are integer values (`adx-value`
-and `rsi-value`) and I want you test in the range of values 20 to 40.  
+to find the best combination. Two of them are integer values (`buy_adx`
+and `buy_rsi`) and I want you test in the range of values 20 to 40.  
 Then we have three category variables. First two are either `True` or `False`.
 We use these to either enable or disable the ADX and RSI guards. The last
 one we call `trigger` and use it to decide which buy trigger we want to use.
@@ -278,39 +258,31 @@ one we call `trigger` and use it to decide which buy trigger we want to use.
 So let's write the buy strategy using these values:
 
 ```python
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            conditions = []
-            # GUARDS AND TRENDS
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        conditions = []
+        # GUARDS AND TRENDS
+        if self.buy_adx_enabled.value:
+            conditions.append(dataframe['adx'] > self.buy_adx.value)
+        if self.buy_rsi_enabled.value:
+            conditions.append(dataframe['rsi'] < self.buy_rsi.value)
 
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
+        # TRIGGERS
+        if self.buy_trigger.value == 'bb_lower':
+            conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
+        if self.buy_trigger.value == 'macd_cross_signal':
+            conditions.append(qtpylib.crossed_above(
+                dataframe['macd'], dataframe['macdsignal']
+            ))
 
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
+        # Check that volume is not 0
+        conditions.append(dataframe['volume'] > 0)
 
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
+        if conditions:
+            dataframe.loc[
+                reduce(lambda x, y: x & y, conditions),
+                'buy'] = 1
 
-            return dataframe
-
-        return populate_buy_trend
+        return dataframe
 ```
 
 Hyperopt will now call `populate_buy_trend()` many times (`epochs`) with different value combinations.  
@@ -322,6 +294,20 @@ Based on the results, hyperopt will tell you which parameter combination produce
     When you want to test an indicator that isn't used by the bot currently, remember to
     add it to the `populate_indicators()` method in your strategy or hyperopt file.
 
+## Parameter types
+
+There are four parameter types each suited for different purposes.
+* `IntParameter` - defines an integral parameter with upper and lower boundaries of search space.
+* `DecimalParameter` - defines a floating point parameter with a limited number of decimals (default 3). Should be preferred instead of `RealParameter` in most cases.
+* `RealParameter` - defines a floating point parameter with upper and lower boundarie and no precision limit. Rarely used.
+* `CategoricalParameter` - defines a parameter with a predetermined number of choices.
+
+!!! Tip "Disabling parameter optimization"
+    Each parameter takes two boolean parameters:
+    * `load` - when set to `False` it will not load values configured in `buy_params` and `sell_params`.
+    * `optimize` - when set to `False` parameter will not be included in optimization process.
+    Use these parameters to quickly prototype various ideas.
+
 ## Loss-functions
 
 Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.
@@ -348,11 +334,9 @@ Because hyperopt tries a lot of combinations to find the best parameters it will
 We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
 
 ```bash
-freqtrade hyperopt --config config.json --hyperopt <hyperoptname> --hyperopt-loss <hyperoptlossname> --strategy <strategyname> -e 500 --spaces all
+freqtrade hyperopt --config config.json --hyperopt-loss <hyperoptlossname> --strategy <strategyname> -e 500 --spaces all
 ```
 
-Use `<hyperoptname>` as the name of the custom hyperopt used.
-
 The `-e` option will set how many evaluations hyperopt will do. Since hyperopt uses Bayesian search, running too many epochs at once may not produce greater results. Experience has shown that best results are usually not improving much after 500-1000 epochs.  
 Doing multiple runs (executions) with a few 1000 epochs and different random state will most likely produce different results.
 
@@ -378,14 +362,6 @@ For example, to use one month of data, pass the following parameter to the hyper
 freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timerange 20180401-20180501
 ```
 
-### Running Hyperopt using methods from a strategy
-
-Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
-
-```bash
-freqtrade hyperopt --hyperopt AwesomeHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy AwesomeStrategy
-```
-
 ### Running Hyperopt with Smaller Search Space
 
 Use the `--spaces` option to limit the search space used by hyperopt.
@@ -439,7 +415,7 @@ If you have not changed anything in the command line options, configuration, tim
 
 ## Understand the Hyperopt Result
 
-Once Hyperopt is completed you can use the result to create a new strategy.
+Once Hyperopt is completed you can use the result to update your strategy.
 Given the following result from hyperopt:
 
 ```
@@ -447,40 +423,36 @@ Best result:
 
     44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
 
-Buy hyperspace params:
-{    'adx-value': 44,
-     'rsi-value': 29,
-     'adx-enabled': False,
-     'rsi-enabled': True,
-     'trigger': 'bb_lower'}
+    # Buy hyperspace params:
+    buy_params = {
+        'buy_adx': 44,
+        'buy_rsi': 29,
+        'buy_adx_enabled': False,
+        'buy_rsi_enabled': True,
+        'buy_trigger': 'bb_lower'
+    }
 ```
 
 You should understand this result like:
 
 - The buy trigger that worked best was `bb_lower`.
-- You should not use ADX because `adx-enabled: False`)
-- You should **consider** using the RSI indicator (`rsi-enabled: True` and the best value is `29.0` (`rsi-value: 29.0`)
+- You should not use ADX because `'buy_adx_enabled': False`)
+- You should **consider** using the RSI indicator (`'buy_rsi_enabled': True` and the best value is `29.0` (`'buy_rsi': 29.0`)
 
-You have to look inside your strategy file into `buy_strategy_generator()`
-method, what those values match to.
+Your strategy class can immediately take advantage of these results. Simply copy hyperopt results block and paste it at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
 
-So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that translates to the following code block:
+Transferring your whole hyperopt result to your strategy would then look like:
 
 ```python
-(dataframe['rsi'] < 29.0)
-```
-
-Translating your whole hyperopt result as the new buy-signal would then look like:
-
-```python
-def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
-    dataframe.loc[
-        (
-            (dataframe['rsi'] < 29.0) &  # rsi-value
-            dataframe['close'] < dataframe['bb_lowerband']  # trigger
-        ),
-        'buy'] = 1
-    return dataframe
+class MyAwsomeStrategy(IStrategy):
+    # Buy hyperspace params:
+    buy_params = {
+        'buy_adx': 44,
+        'buy_rsi': 29,
+        'buy_adx_enabled': False,
+        'buy_rsi_enabled': True,
+        'buy_trigger': 'bb_lower'
+    }
 ```
 
 By default, hyperopt prints colorized results -- epochs with positive profit are printed in the green color. This highlighting helps you find epochs that can be interesting for later analysis. Epochs with zero total profit or with negative profits (losses) are printed in the normal color. If you do not need colorization of results (for instance, when you are redirecting hyperopt output to a file) you can switch colorization off by specifying the `--no-color` option in the command line.
@@ -499,11 +471,13 @@ Best result:
 
     44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
 
-ROI table:
-{   0: 0.10674,
-    21: 0.09158,
-    78: 0.03634,
-    118: 0}
+    # ROI table:
+    minimal_roi = {
+        0: 0.10674,
+        21: 0.09158,
+        78: 0.03634,
+        118: 0
+    }
 ```
 
 In order to use this best ROI table found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `minimal_roi` attribute of your custom strategy:
@@ -549,13 +523,16 @@ Best result:
 
     44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
 
-Buy hyperspace params:
-{   'adx-value': 44,
-    'rsi-value': 29,
-    'adx-enabled': False,
-    'rsi-enabled': True,
-    'trigger': 'bb_lower'}
-Stoploss: -0.27996
+    # Buy hyperspace params:
+    buy_params = {
+        'buy_adx': 44,
+        'buy_rsi': 29,
+        'buy_adx_enabled': False,
+        'buy_rsi_enabled': True,
+        'buy_trigger': 'bb_lower'
+    }
+
+    stoploss: -0.27996
 ```
 
 In order to use this best stoploss value found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `stoploss` attribute of your custom strategy:
@@ -585,11 +562,11 @@ Best result:
 
     45/100:    606 trades. Avg profit  1.04%. Total profit  0.31555614 BTC ( 630.48Σ%). Avg duration 150.3 mins. Objective: -1.10161
 
-Trailing stop:
-{   'trailing_only_offset_is_reached': True,
-    'trailing_stop': True,
-    'trailing_stop_positive': 0.02001,
-    'trailing_stop_positive_offset': 0.06038}
+    # Trailing stop:
+    trailing_stop = True
+    trailing_stop_positive = 0.02001
+    trailing_stop_positive_offset = 0.06038
+    trailing_only_offset_is_reached = True
 ```
 
 In order to use these best trailing stop parameters found by Hyperopt in backtesting and for live trades/dry-run, copy-paste them as the values of the corresponding attributes of your custom strategy:
diff --git a/docs/hyperopt_legacy.md b/docs/hyperopt_legacy.md
new file mode 100644
index 000000000..8c6972b5f
--- /dev/null
+++ b/docs/hyperopt_legacy.md
@@ -0,0 +1,629 @@
+# Legacy Hyperopt
+
+This page explains how to tune your strategy by finding the optimal
+parameters, a process called hyperparameter optimization. The bot uses several
+algorithms included in the `scikit-optimize` package to accomplish this. The
+search will burn all your CPU cores, make your laptop sound like a fighter jet
+and still take a long time.
+
+In general, the search for best parameters starts with a few random combinations (see [below](#reproducible-results) for more details) and then uses Bayesian search with a ML regressor algorithm (currently ExtraTreesRegressor) to quickly find a combination of parameters in the search hyperspace that minimizes the value of the [loss function](#loss-functions).
+
+Hyperopt requires historic data to be available, just as backtesting does.
+To learn how to get data for the pairs and exchange you're interested in, head over to the [Data Downloading](data-download.md) section of the documentation.
+
+!!! Note
+    Since 2021.4 release you no longer have to write a separate hyperopt class. Legacy method is still supported, but it is no longer a preferred way of hyperopting. Please update your strategy class following new documentation at [Hyperopt](hyperopt.md).
+
+!!! Bug
+Hyperopt can crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133)
+
+## Install hyperopt dependencies
+
+Since Hyperopt dependencies are not needed to run the bot itself, are heavy, can not be easily built on some platforms (like Raspberry PI), they are not installed by default. Before you run Hyperopt, you need to install the corresponding dependencies, as described in this section below.
+
+!!! Note
+Since Hyperopt is a resource intensive process, running it on a Raspberry Pi is not recommended nor supported.
+
+### Docker
+
+The docker-image includes hyperopt dependencies, no further action needed.
+
+### Easy installation script (setup.sh) / Manual installation
+
+```bash
+source .env/bin/activate
+pip install -r requirements-hyperopt.txt
+```
+
+## Hyperopt command reference
+
+
+```
+usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                          [--userdir PATH] [-s NAME] [--strategy-path PATH]
+                          [-i TIMEFRAME] [--timerange TIMERANGE]
+                          [--data-format-ohlcv {json,jsongz,hdf5}]
+                          [--max-open-trades INT]
+                          [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
+                          [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
+                          [--dmmp] [--enable-protections]
+                          [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
+                          [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
+                          [--print-all] [--no-color] [--print-json] [-j JOBS]
+                          [--random-state INT] [--min-trades INT]
+                          [--hyperopt-loss NAME]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
+                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
+                        `1d`).
+  --timerange TIMERANGE
+                        Specify what timerange of data to use.
+  --data-format-ohlcv {json,jsongz,hdf5}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `None`).
+  --max-open-trades INT
+                        Override the value of the `max_open_trades`
+                        configuration setting.
+  --stake-amount STAKE_AMOUNT
+                        Override the value of the `stake_amount` configuration
+                        setting.
+  --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
+                        entry and exit).
+  --hyperopt NAME       Specify hyperopt class name which will be used by the
+                        bot.
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
+                        Hyperopt Loss functions.
+  --eps, --enable-position-stacking
+                        Allow buying the same pair multiple times (position
+                        stacking).
+  --dmmp, --disable-max-market-positions
+                        Disable applying `max_open_trades` during backtest
+                        (same as setting `max_open_trades` to a very high
+                        number).
+  --enable-protections, --enableprotections
+                        Enable protections for backtesting.Will slow
+                        backtesting down by a considerable amount, but will
+                        include configured protections
+  --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
+                        Starting balance, used for backtesting / hyperopt and
+                        dry-runs.
+  -e INT, --epochs INT  Specify number of epochs (default: 100).
+  --spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]
+                        Specify which parameters to hyperopt. Space-separated
+                        list.
+  --print-all           Print all results, not only the best ones.
+  --no-color            Disable colorization of hyperopt results. May be
+                        useful if you are redirecting output to a file.
+  --print-json          Print output in JSON format.
+  -j JOBS, --job-workers JOBS
+                        The number of concurrently running jobs for
+                        hyperoptimization (hyperopt worker processes). If -1
+                        (default), all CPUs are used, for -2, all CPUs but one
+                        are used, etc. If 1 is given, no parallel computing
+                        code is used at all.
+  --random-state INT    Set random state to some positive integer for
+                        reproducible hyperopt results.
+  --min-trades INT      Set minimal desired number of trades for evaluations
+                        in the hyperopt optimization path (default: 1).
+  --hyperopt-loss NAME  Specify the class name of the hyperopt loss function
+                        class (IHyperOptLoss). Different functions can
+                        generate completely different results, since the
+                        target for optimization is different. Built-in
+                        Hyperopt-loss-functions are:
+                        ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
+                        SharpeHyperOptLoss, SharpeHyperOptLossDaily,
+                        SortinoHyperOptLoss, SortinoHyperOptLossDaily
+
+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.
+
+```
+
+## Prepare Hyperopting
+
+Before we start digging into Hyperopt, we recommend you to take a look at
+the sample hyperopt file located in [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt.py).
+
+Configuring hyperopt is similar to writing your own strategy, and many tasks will be similar.
+
+!!! Tip "About this page"
+For this page, we will be using a fictional strategy called `AwesomeStrategy` - which will be optimized using the `AwesomeHyperopt` class.
+
+The simplest way to get started is to use the following, command, which will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
+
+``` bash
+freqtrade new-hyperopt --hyperopt AwesomeHyperopt
+```
+
+### Hyperopt checklist
+
+Checklist on all tasks / possibilities in hyperopt
+
+Depending on the space you want to optimize, only some of the below are required:
+
+* fill `buy_strategy_generator` - for buy signal optimization
+* fill `indicator_space` - for buy signal optimization
+* fill `sell_strategy_generator` - for sell signal optimization
+* fill `sell_indicator_space` - for sell signal optimization
+
+!!! Note
+`populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
+
+Optional in hyperopt - can also be loaded from a strategy (recommended):
+
+* `populate_indicators` - fallback to create indicators
+* `populate_buy_trend` - fallback if not optimizing for buy space. should come from strategy
+* `populate_sell_trend` - fallback if not optimizing for sell space. should come from strategy
+
+!!! Note
+You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods.
+Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead.
+
+Rarely you may also need to override:
+
+* `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
+* `generate_roi_table` - for custom ROI optimization (if you need the ranges for the values in the ROI table that differ from default or the number of entries (steps) in the ROI table which differs from the default 4 steps)
+* `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
+* `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
+
+!!! Tip "Quickly optimize ROI, stoploss and trailing stoploss"
+You can quickly optimize the spaces `roi`, `stoploss` and `trailing` without changing anything (i.e. without creation of a "complete" Hyperopt class with dimensions, parameters, triggers and guards, as described in this document) from the default hyperopt template by relying on your strategy to do most of the calculations.
+
+    ```python
+    # Have a working strategy at hand.
+    freqtrade new-hyperopt --hyperopt EmptyHyperopt
+
+    freqtrade hyperopt --hyperopt EmptyHyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss trailing --strategy MyWorkingStrategy --config config.json -e 100
+    ```
+
+### Create a Custom Hyperopt File
+
+Let assume you want a hyperopt file `AwesomeHyperopt.py`:
+
+``` bash
+freqtrade new-hyperopt --hyperopt AwesomeHyperopt
+```
+
+This command will create a new hyperopt file from a template, allowing you to get started quickly.
+
+### Configure your Guards and Triggers
+
+There are two places you need to change in your hyperopt file to add a new buy hyperopt for testing:
+
+* Inside `indicator_space()` - the parameters hyperopt shall be optimizing.
+* Within `buy_strategy_generator()` - populate the nested `populate_buy_trend()` to apply the parameters.
+
+There you have two different types of indicators: 1. `guards` and 2. `triggers`.
+
+1. Guards are conditions like "never buy if ADX < 10", or never buy if current price is over EMA10.
+2. Triggers are ones that actually trigger buy in specific moment, like "buy when EMA5 crosses over EMA10" or "buy when close price touches lower Bollinger band".
+
+!!! Hint "Guards and Triggers"
+Technically, there is no difference between Guards and Triggers.  
+However, this guide will make this distinction to make it clear that signals should not be "sticking".
+Sticking signals are signals that are active for multiple candles. This can lead into buying a signal late (right before the signal disappears - which means that the chance of success is a lot lower than right at the beginning).
+
+Hyper-optimization will, for each epoch round, pick one trigger and possibly
+multiple guards. The constructed strategy will be something like "*buy exactly when close price touches lower Bollinger band, BUT only if
+ADX > 10*".
+
+If you have updated the buy strategy, i.e. changed the contents of `populate_buy_trend()` method, you have to update the `guards` and `triggers` your hyperopt must use correspondingly.
+
+#### Sell optimization
+
+Similar to the buy-signal above, sell-signals can also be optimized.
+Place the corresponding settings into the following methods
+
+* Inside `sell_indicator_space()` - the parameters hyperopt shall be optimizing.
+* Within `sell_strategy_generator()` - populate the nested method `populate_sell_trend()` to apply the parameters.
+
+The configuration and rules are the same than for buy signals.
+To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
+
+#### Using timeframe as a part of the Strategy
+
+The Strategy class exposes the timeframe value as the `self.timeframe` attribute.
+The same value is available as class-attribute `HyperoptName.timeframe`.
+In the case of the linked sample-value this would be `AwesomeHyperopt.timeframe`.
+
+## Solving a Mystery
+
+Let's say you are curious: should you use MACD crossings or lower Bollinger
+Bands to trigger your buys. And you also wonder should you use RSI or ADX to
+help with those buy decisions. If you decide to use RSI or ADX, which values
+should I use for them? So let's use hyperparameter optimization to solve this
+mystery.
+
+We will start by defining a search space:
+
+```python
+    def indicator_space() -> List[Dimension]:
+        """
+        Define your Hyperopt space for searching strategy parameters
+        """
+        return [
+            Integer(20, 40, name='adx-value'),
+            Integer(20, 40, name='rsi-value'),
+            Categorical([True, False], name='adx-enabled'),
+            Categorical([True, False], name='rsi-enabled'),
+            Categorical(['bb_lower', 'macd_cross_signal'], name='trigger')
+        ]
+```
+
+Above definition says: I have five parameters I want you to randomly combine
+to find the best combination. Two of them are integer values (`adx-value`
+and `rsi-value`) and I want you test in the range of values 20 to 40.  
+Then we have three category variables. First two are either `True` or `False`.
+We use these to either enable or disable the ADX and RSI guards. The last
+one we call `trigger` and use it to decide which buy trigger we want to use.
+
+So let's write the buy strategy using these values:
+
+```python
+    @staticmethod
+    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
+        """
+        Define the buy strategy parameters to be used by Hyperopt.
+        """
+        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
+            conditions = []
+            # GUARDS AND TRENDS
+            if 'adx-enabled' in params and params['adx-enabled']:
+                conditions.append(dataframe['adx'] > params['adx-value'])
+            if 'rsi-enabled' in params and params['rsi-enabled']:
+                conditions.append(dataframe['rsi'] < params['rsi-value'])
+
+            # TRIGGERS
+            if 'trigger' in params:
+                if params['trigger'] == 'bb_lower':
+                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
+                if params['trigger'] == 'macd_cross_signal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['macd'], dataframe['macdsignal']
+                    ))
+
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
+            if conditions:
+                dataframe.loc[
+                    reduce(lambda x, y: x & y, conditions),
+                    'buy'] = 1
+
+            return dataframe
+
+        return populate_buy_trend
+```
+
+Hyperopt will now call `populate_buy_trend()` many times (`epochs`) with different value combinations.  
+It will use the given historical data and make buys based on the buy signals generated with the above function.  
+Based on the results, hyperopt will tell you which parameter combination produced the best results (based on the configured [loss function](#loss-functions)).
+
+!!! Note
+The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
+When you want to test an indicator that isn't used by the bot currently, remember to
+add it to the `populate_indicators()` method in your strategy or hyperopt file.
+
+## Loss-functions
+
+Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.
+
+A loss function must be specified via the `--hyperopt-loss <Class-name>` argument (or optionally via the configuration under the `"hyperopt_loss"` key).
+This class should be in its own file within the `user_data/hyperopts/` directory.
+
+Currently, the following loss functions are builtin:
+
+* `ShortTradeDurHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
+* `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
+* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on trade returns relative to standard deviation)
+* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation)
+* `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
+* `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
+
+Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
+
+## Execute Hyperopt
+
+Once you have updated your hyperopt configuration you can run it.
+Because hyperopt tries a lot of combinations to find the best parameters it will take time to get a good result. More time usually results in better results.
+
+We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
+
+```bash
+freqtrade hyperopt --config config.json --hyperopt <hyperoptname> --hyperopt-loss <hyperoptlossname> --strategy <strategyname> -e 500 --spaces all
+```
+
+Use `<hyperoptname>` as the name of the custom hyperopt used.
+
+The `-e` option will set how many evaluations hyperopt will do. Since hyperopt uses Bayesian search, running too many epochs at once may not produce greater results. Experience has shown that best results are usually not improving much after 500-1000 epochs.  
+Doing multiple runs (executions) with a few 1000 epochs and different random state will most likely produce different results.
+
+The `--spaces all` option determines that all possible parameters should be optimized. Possibilities are listed below.
+
+!!! Note
+Hyperopt will store hyperopt results with the timestamp of the hyperopt start time.
+Reading commands (`hyperopt-list`, `hyperopt-show`) can use `--hyperopt-filename <filename>` to read and display older hyperopt results.
+You can find a list of filenames with `ls -l user_data/hyperopt_results/`.
+
+### Execute Hyperopt with different historical data source
+
+If you would like to hyperopt parameters using an alternate historical data set that
+you have on-disk, use the `--datadir PATH` option. By default, hyperopt
+uses data from directory `user_data/data`.
+
+### Running Hyperopt with a smaller test-set
+
+Use the `--timerange` argument to change how much of the test-set you want to use.
+For example, to use one month of data, pass the following parameter to the hyperopt call:
+
+```bash
+freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timerange 20180401-20180501
+```
+
+### Running Hyperopt using methods from a strategy
+
+Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
+
+```bash
+freqtrade hyperopt --hyperopt AwesomeHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy AwesomeStrategy
+```
+
+### Running Hyperopt with Smaller Search Space
+
+Use the `--spaces` option to limit the search space used by hyperopt.
+Letting Hyperopt optimize everything is a huuuuge search space.
+Often it might make more sense to start by just searching for initial buy algorithm.
+Or maybe you just want to optimize your stoploss or roi table for that awesome new buy strategy you have.
+
+Legal values are:
+
+* `all`: optimize everything
+* `buy`: just search for a new buy strategy
+* `sell`: just search for a new sell strategy
+* `roi`: just optimize the minimal profit table for your strategy
+* `stoploss`: search for the best stoploss value
+* `trailing`: search for the best trailing stop values
+* `default`: `all` except `trailing`
+* space-separated list of any of the above values for example `--spaces roi stoploss`
+
+The default Hyperopt Search Space, used when no `--space` command line option is specified, does not include the `trailing` hyperspace. We recommend you to run optimization for the `trailing` hyperspace separately, when the best parameters for other hyperspaces were found, validated and pasted into your custom strategy.
+
+### Position stacking and disabling max market positions
+
+In some situations, you may need to run Hyperopt (and Backtesting) with the
+`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
+
+By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
+open trade is allowed for every traded pair. The total number of trades open for all pairs
+is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
+some potential trades to be hidden (or masked) by previously open trades.
+
+The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
+while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades`
+during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
+number).
+
+!!! Note
+Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
+
+You can also enable position stacking in the configuration file by explicitly setting
+`"position_stacking"=true`.
+
+### Reproducible results
+
+The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with an asterisk character (`*`) in the first column in the Hyperopt output.
+
+The initial state for generation of these random values (random state) is controlled by the value of the `--random-state` command line option. You can set it to some arbitrary value of your choice to obtain reproducible results.
+
+If you have not set this value explicitly in the command line options, Hyperopt seeds the random state with some random value for you. The random state value for each Hyperopt run is shown in the log, so you can copy and paste it into the `--random-state` command line option to repeat the set of the initial random epochs used.
+
+If you have not changed anything in the command line options, configuration, timerange, Strategy and Hyperopt classes, historical data and the Loss Function -- you should obtain same hyper-optimization results with same random state value used.
+
+## Understand the Hyperopt Result
+
+Once Hyperopt is completed you can use the result to create a new strategy.
+Given the following result from hyperopt:
+
+```
+Best result:
+
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+
+Buy hyperspace params:
+{    'adx-value': 44,
+     'rsi-value': 29,
+     'adx-enabled': False,
+     'rsi-enabled': True,
+     'trigger': 'bb_lower'}
+```
+
+You should understand this result like:
+
+- The buy trigger that worked best was `bb_lower`.
+- You should not use ADX because `adx-enabled: False`)
+- You should **consider** using the RSI indicator (`rsi-enabled: True` and the best value is `29.0` (`rsi-value: 29.0`)
+
+You have to look inside your strategy file into `buy_strategy_generator()`
+method, what those values match to.
+
+So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that translates to the following code block:
+
+```python
+(dataframe['rsi'] < 29.0)
+```
+
+Translating your whole hyperopt result as the new buy-signal would then look like:
+
+```python
+def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+    dataframe.loc[
+        (
+            (dataframe['rsi'] < 29.0) &  # rsi-value
+            dataframe['close'] < dataframe['bb_lowerband']  # trigger
+        ),
+        'buy'] = 1
+    return dataframe
+```
+
+By default, hyperopt prints colorized results -- epochs with positive profit are printed in the green color. This highlighting helps you find epochs that can be interesting for later analysis. Epochs with zero total profit or with negative profits (losses) are printed in the normal color. If you do not need colorization of results (for instance, when you are redirecting hyperopt output to a file) you can switch colorization off by specifying the `--no-color` option in the command line.
+
+You can use the `--print-all` command line option if you would like to see all results in the hyperopt output, not only the best ones. When `--print-all` is used, current best results are also colorized by default -- they are printed in bold (bright) style. This can also be switched off with the `--no-color` command line option.
+
+!!! Note "Windows and color output"
+Windows does not support color-output natively, therefore it is automatically disabled. To have color-output for hyperopt running under windows, please consider using WSL.
+
+### Understand Hyperopt ROI results
+
+If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:
+
+```
+Best result:
+
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+
+ROI table:
+{   0: 0.10674,
+    21: 0.09158,
+    78: 0.03634,
+    118: 0}
+```
+
+In order to use this best ROI table found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `minimal_roi` attribute of your custom strategy:
+
+```
+    # Minimal ROI designed for the strategy.
+    # This attribute will be overridden if the config file contains "minimal_roi"
+    minimal_roi = {
+        0: 0.10674,
+        21: 0.09158,
+        78: 0.03634,
+        118: 0
+    }
+```
+
+As stated in the comment, you can also use it as the value of the `minimal_roi` setting in the configuration file.
+
+#### Default ROI Search Space
+
+If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
+
+| # step | 1m     |                   | 5m       |             | 1h         |                   | 1d           |                   |
+| ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
+| 1      | 0      | 0.01161...0.11992 | 0        | 0.03...0.31 | 0          | 0.06883...0.71124 | 0            | 0.12178...1.25835 |
+| 2      | 2...8  | 0.00774...0.04255 | 10...40  | 0.02...0.11 | 120...480  | 0.04589...0.25238 | 2880...11520 | 0.08118...0.44651 |
+| 3      | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
+| 4      | 6...44 | 0.0               | 30...220 | 0.0         | 360...2640 | 0.0               | 8640...63360 | 0.0               |
+
+These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
+
+If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
+
+Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
+
+A sample for these methods can be found in [sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+
+### Understand Hyperopt Stoploss results
+
+If you are optimizing stoploss values (i.e. if optimization search-space contains 'all', 'default' or 'stoploss'), your result will look as follows and include stoploss:
+
+```
+Best result:
+
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+
+Buy hyperspace params:
+{   'adx-value': 44,
+    'rsi-value': 29,
+    'adx-enabled': False,
+    'rsi-enabled': True,
+    'trigger': 'bb_lower'}
+Stoploss: -0.27996
+```
+
+In order to use this best stoploss value found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `stoploss` attribute of your custom strategy:
+
+``` python
+    # Optimal stoploss designed for the strategy
+    # This attribute will be overridden if the config file contains "stoploss"
+    stoploss = -0.27996
+```
+
+As stated in the comment, you can also use it as the value of the `stoploss` setting in the configuration file.
+
+#### Default Stoploss Search Space
+
+If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace vary in the range -0.35...-0.02, which is sufficient in most cases.
+
+If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.
+
+Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+
+### Understand Hyperopt Trailing Stop results
+
+If you are optimizing trailing stop values (i.e. if optimization search-space contains 'all' or 'trailing'), your result will look as follows and include trailing stop parameters:
+
+```
+Best result:
+
+    45/100:    606 trades. Avg profit  1.04%. Total profit  0.31555614 BTC ( 630.48Σ%). Avg duration 150.3 mins. Objective: -1.10161
+
+Trailing stop:
+{   'trailing_only_offset_is_reached': True,
+    'trailing_stop': True,
+    'trailing_stop_positive': 0.02001,
+    'trailing_stop_positive_offset': 0.06038}
+```
+
+In order to use these best trailing stop parameters found by Hyperopt in backtesting and for live trades/dry-run, copy-paste them as the values of the corresponding attributes of your custom strategy:
+
+``` python
+    # Trailing stop
+    # These attributes will be overridden if the config file contains corresponding values.
+    trailing_stop = True
+    trailing_stop_positive = 0.02001
+    trailing_stop_positive_offset = 0.06038
+    trailing_only_offset_is_reached = True
+```
+
+As stated in the comment, you can also use it as the values of the corresponding settings in the configuration file.
+
+#### Default Trailing Stop Search Space
+
+If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
+
+Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+
+## Show details of Hyperopt results
+
+After you run Hyperopt for the desired amount of epochs, you can later list all results for analysis, select only best or profitable once, and show the details for any of the epochs previously evaluated. This can be done with the `hyperopt-list` and `hyperopt-show` sub-commands. The usage of these sub-commands is described in the [Utils](utils.md#list-hyperopt-results) chapter.
+
+## Validate backtesting results
+
+Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
+
+To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
+
+Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
+You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).

From faf40482ef9bebf9cbb5469f17b4d136fded3ced Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 3 Apr 2021 13:49:24 +0300
Subject: [PATCH 0103/1386] Fix parameter printing.

---
 freqtrade/strategy/hyper.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index e58aac273..6282d91c0 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -259,7 +259,7 @@ class HyperStrategyMixin(object):
             if attr_name in params:
                 if attr.load:
                     attr.value = params[attr_name]
-                    logger.info(f'attr_name = {attr.value}')
+                    logger.info(f'{attr_name} = {attr.value}')
                 else:
                     logger.warning(f'Parameter "{attr_name}" exists, but is disabled. '
                                    f'Default value "{attr.value}" used.')

From 4eb7ce52cd61fcd14f546b72be3b45ee03bcc8a8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 15:15:38 +0200
Subject: [PATCH 0104/1386] Remove duplicate entries from hyperopt_legacy

---
 docs/hyperopt.md        |  47 ++---
 docs/hyperopt_legacy.md | 446 ++++------------------------------------
 2 files changed, 62 insertions(+), 431 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index e9d440a5a..725afebf3 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -1,21 +1,21 @@
 # Hyperopt
 
 This page explains how to tune your strategy by finding the optimal
-parameters, a process called hyperparameter optimization. The bot uses several
-algorithms included in the `scikit-optimize` package to accomplish this. The
-search will burn all your CPU cores, make your laptop sound like a fighter jet
-and still take a long time.
+parameters, a process called hyperparameter optimization. The bot uses algorithms included in the `scikit-optimize` package to accomplish this.
+The search will burn all your CPU cores, make your laptop sound like a fighter jet and still take a long time.
 
 In general, the search for best parameters starts with a few random combinations (see [below](#reproducible-results) for more details) and then uses Bayesian search with a ML regressor algorithm (currently ExtraTreesRegressor) to quickly find a combination of parameters in the search hyperspace that minimizes the value of the [loss function](#loss-functions).
 
-Hyperopt requires historic data to be available, just as backtesting does.
+Hyperopt requires historic data to be available, just as backtesting does (hyperopt runs backtesting many times with different parameters).
 To learn how to get data for the pairs and exchange you're interested in, head over to the [Data Downloading](data-download.md) section of the documentation.
 
 !!! Bug
     Hyperopt can crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133)
 
 !!! Note
-    Since 2021.4 release you no longer have to write a separate hyperopt class. Legacy method is still supported, but it is no longer a preferred way of hyperopting. Legacy documentation is available at [Legacy Hyperopt](hyperopt_legacy.md).
+    Since 2021.4 release you no longer have to write a separate hyperopt class, but can configure the parameters directly in the strategy.
+    The legacy method is still supported, but it is no longer the recommended way of setting up hyperopt. 
+    The legacy documentation is available at [Legacy Hyperopt](hyperopt_legacy.md).
 
 ## Install hyperopt dependencies
 
@@ -37,7 +37,6 @@ pip install -r requirements-hyperopt.txt
 
 ## Hyperopt command reference
 
-
 ```
 usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--userdir PATH] [-s NAME] [--strategy-path PATH]
@@ -150,7 +149,7 @@ Depending on the space you want to optimize, only some of the below are required
 * define parameters with `space='sell'` - for sell signal optimization
 
 !!! Note
-    `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
+    `populate_indicators` needs to create all indicators any of the spaces may use, otherwise hyperopt will not work.
 
 Rarely you may also need to create a nested class named `HyperOpt` and implement:
 
@@ -299,7 +298,7 @@ Based on the results, hyperopt will tell you which parameter combination produce
 There are four parameter types each suited for different purposes.
 * `IntParameter` - defines an integral parameter with upper and lower boundaries of search space.
 * `DecimalParameter` - defines a floating point parameter with a limited number of decimals (default 3). Should be preferred instead of `RealParameter` in most cases.
-* `RealParameter` - defines a floating point parameter with upper and lower boundarie and no precision limit. Rarely used.
+* `RealParameter` - defines a floating point parameter with upper and lower boundaries and no precision limit. Rarely used as it creates a space with a near infinite number of possibilities.
 * `CategoricalParameter` - defines a parameter with a predetermined number of choices.
 
 !!! Tip "Disabling parameter optimization"
@@ -329,7 +328,7 @@ Creation of a custom loss function is covered in the [Advanced Hyperopt](advance
 ## Execute Hyperopt
 
 Once you have updated your hyperopt configuration you can run it.
-Because hyperopt tries a lot of combinations to find the best parameters it will take time to get a good result. More time usually results in better results.
+Because hyperopt tries a lot of combinations to find the best parameters it will take time to get a good result.
 
 We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
 
@@ -365,7 +364,7 @@ freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timeran
 ### Running Hyperopt with Smaller Search Space
 
 Use the `--spaces` option to limit the search space used by hyperopt.
-Letting Hyperopt optimize everything is a huuuuge search space. 
+Letting Hyperopt optimize everything is a huuuuge search space.
 Often it might make more sense to start by just searching for initial buy algorithm.
 Or maybe you just want to optimize your stoploss or roi table for that awesome new buy strategy you have.
 
@@ -435,16 +434,16 @@ Best result:
 
 You should understand this result like:
 
-- The buy trigger that worked best was `bb_lower`.
-- You should not use ADX because `'buy_adx_enabled': False`)
-- You should **consider** using the RSI indicator (`'buy_rsi_enabled': True` and the best value is `29.0` (`'buy_rsi': 29.0`)
+* The buy trigger that worked best was `bb_lower`.
+* You should not use ADX because `'buy_adx_enabled': False`.
+* You should **consider** using the RSI indicator (`'buy_rsi_enabled': True`) and the best value is `29.0` (`'buy_rsi': 29.0`)
 
-Your strategy class can immediately take advantage of these results. Simply copy hyperopt results block and paste it at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
+Your strategy class can immediately take advantage of these results. Simply copy hyperopt results block and paste them at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
 
 Transferring your whole hyperopt result to your strategy would then look like:
 
 ```python
-class MyAwsomeStrategy(IStrategy):
+class MyAwesomeStrategy(IStrategy):
     # Buy hyperspace params:
     buy_params = {
         'buy_adx': 44,
@@ -455,13 +454,6 @@ class MyAwsomeStrategy(IStrategy):
     }
 ```
 
-By default, hyperopt prints colorized results -- epochs with positive profit are printed in the green color. This highlighting helps you find epochs that can be interesting for later analysis. Epochs with zero total profit or with negative profits (losses) are printed in the normal color. If you do not need colorization of results (for instance, when you are redirecting hyperopt output to a file) you can switch colorization off by specifying the `--no-color` option in the command line.
-
-You can use the `--print-all` command line option if you would like to see all results in the hyperopt output, not only the best ones. When `--print-all` is used, current best results are also colorized by default -- they are printed in bold (bright) style. This can also be switched off with the `--no-color` command line option.
-
-!!! Note "Windows and color output"
-    Windows does not support color-output natively, therefore it is automatically disabled. To have color-output for hyperopt running under windows, please consider using WSL.
-
 ### Understand Hyperopt ROI results
 
 If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:
@@ -588,6 +580,15 @@ If you are optimizing trailing stop values, Freqtrade creates the 'trailing' opt
 
 Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
+### Output formatting
+
+By default, hyperopt prints colorized results -- epochs with positive profit are printed in the green color. This highlighting helps you find epochs that can be interesting for later analysis. Epochs with zero total profit or with negative profits (losses) are printed in the normal color. If you do not need colorization of results (for instance, when you are redirecting hyperopt output to a file) you can switch colorization off by specifying the `--no-color` option in the command line.
+
+You can use the `--print-all` command line option if you would like to see all results in the hyperopt output, not only the best ones. When `--print-all` is used, current best results are also colorized by default -- they are printed in bold (bright) style. This can also be switched off with the `--no-color` command line option.
+
+!!! Note "Windows and color output"
+    Windows does not support color-output natively, therefore it is automatically disabled. To have color-output for hyperopt running under windows, please consider using WSL.
+
 ## Show details of Hyperopt results
 
 After you run Hyperopt for the desired amount of epochs, you can later list all results for analysis, select only best or profitable once, and show the details for any of the epochs previously evaluated. This can be done with the `hyperopt-list` and `hyperopt-show` sub-commands. The usage of these sub-commands is described in the [Utils](utils.md#list-hyperopt-results) chapter.
diff --git a/docs/hyperopt_legacy.md b/docs/hyperopt_legacy.md
index 8c6972b5f..03c1eb358 100644
--- a/docs/hyperopt_legacy.md
+++ b/docs/hyperopt_legacy.md
@@ -1,162 +1,29 @@
 # Legacy Hyperopt
 
-This page explains how to tune your strategy by finding the optimal
-parameters, a process called hyperparameter optimization. The bot uses several
-algorithms included in the `scikit-optimize` package to accomplish this. The
-search will burn all your CPU cores, make your laptop sound like a fighter jet
-and still take a long time.
+This Section explains the configuration of an explicit Hyperopt file (separate to the strategy).
 
-In general, the search for best parameters starts with a few random combinations (see [below](#reproducible-results) for more details) and then uses Bayesian search with a ML regressor algorithm (currently ExtraTreesRegressor) to quickly find a combination of parameters in the search hyperspace that minimizes the value of the [loss function](#loss-functions).
+!!! Warning "Deprecated / legacy mode"
+    Since the 2021.4 release you no longer have to write a separate hyperopt class, but all strategies can be hyperopted.
+    Please read the [main hyperopt page](hyperopt.md) for more details.
 
-Hyperopt requires historic data to be available, just as backtesting does.
-To learn how to get data for the pairs and exchange you're interested in, head over to the [Data Downloading](data-download.md) section of the documentation.
+## Prepare hyperopt file
 
-!!! Note
-    Since 2021.4 release you no longer have to write a separate hyperopt class. Legacy method is still supported, but it is no longer a preferred way of hyperopting. Please update your strategy class following new documentation at [Hyperopt](hyperopt.md).
-
-!!! Bug
-Hyperopt can crash when used with only 1 CPU Core as found out in [Issue #1133](https://github.com/freqtrade/freqtrade/issues/1133)
-
-## Install hyperopt dependencies
-
-Since Hyperopt dependencies are not needed to run the bot itself, are heavy, can not be easily built on some platforms (like Raspberry PI), they are not installed by default. Before you run Hyperopt, you need to install the corresponding dependencies, as described in this section below.
-
-!!! Note
-Since Hyperopt is a resource intensive process, running it on a Raspberry Pi is not recommended nor supported.
-
-### Docker
-
-The docker-image includes hyperopt dependencies, no further action needed.
-
-### Easy installation script (setup.sh) / Manual installation
-
-```bash
-source .env/bin/activate
-pip install -r requirements-hyperopt.txt
-```
-
-## Hyperopt command reference
-
-
-```
-usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
-                          [--userdir PATH] [-s NAME] [--strategy-path PATH]
-                          [-i TIMEFRAME] [--timerange TIMERANGE]
-                          [--data-format-ohlcv {json,jsongz,hdf5}]
-                          [--max-open-trades INT]
-                          [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                          [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
-                          [--dmmp] [--enable-protections]
-                          [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
-                          [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
-                          [--print-all] [--no-color] [--print-json] [-j JOBS]
-                          [--random-state INT] [--min-trades INT]
-                          [--hyperopt-loss NAME]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
-  --timerange TIMERANGE
-                        Specify what timerange of data to use.
-  --data-format-ohlcv {json,jsongz,hdf5}
-                        Storage format for downloaded candle (OHLCV) data.
-                        (default: `None`).
-  --max-open-trades INT
-                        Override the value of the `max_open_trades`
-                        configuration setting.
-  --stake-amount STAKE_AMOUNT
-                        Override the value of the `stake_amount` configuration
-                        setting.
-  --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
-                        entry and exit).
-  --hyperopt NAME       Specify hyperopt class name which will be used by the
-                        bot.
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-                        Hyperopt Loss functions.
-  --eps, --enable-position-stacking
-                        Allow buying the same pair multiple times (position
-                        stacking).
-  --dmmp, --disable-max-market-positions
-                        Disable applying `max_open_trades` during backtest
-                        (same as setting `max_open_trades` to a very high
-                        number).
-  --enable-protections, --enableprotections
-                        Enable protections for backtesting.Will slow
-                        backtesting down by a considerable amount, but will
-                        include configured protections
-  --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
-                        Starting balance, used for backtesting / hyperopt and
-                        dry-runs.
-  -e INT, --epochs INT  Specify number of epochs (default: 100).
-  --spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]
-                        Specify which parameters to hyperopt. Space-separated
-                        list.
-  --print-all           Print all results, not only the best ones.
-  --no-color            Disable colorization of hyperopt results. May be
-                        useful if you are redirecting output to a file.
-  --print-json          Print output in JSON format.
-  -j JOBS, --job-workers JOBS
-                        The number of concurrently running jobs for
-                        hyperoptimization (hyperopt worker processes). If -1
-                        (default), all CPUs are used, for -2, all CPUs but one
-                        are used, etc. If 1 is given, no parallel computing
-                        code is used at all.
-  --random-state INT    Set random state to some positive integer for
-                        reproducible hyperopt results.
-  --min-trades INT      Set minimal desired number of trades for evaluations
-                        in the hyperopt optimization path (default: 1).
-  --hyperopt-loss NAME  Specify the class name of the hyperopt loss function
-                        class (IHyperOptLoss). Different functions can
-                        generate completely different results, since the
-                        target for optimization is different. Built-in
-                        Hyperopt-loss-functions are:
-                        ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
-                        SharpeHyperOptLoss, SharpeHyperOptLossDaily,
-                        SortinoHyperOptLoss, SortinoHyperOptLossDaily
-
-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.
-
-```
-
-## Prepare Hyperopting
-
-Before we start digging into Hyperopt, we recommend you to take a look at
-the sample hyperopt file located in [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt.py).
-
-Configuring hyperopt is similar to writing your own strategy, and many tasks will be similar.
+Configuring an explicit hyperopt file is similar to writing your own strategy, and many tasks will be similar.
 
 !!! Tip "About this page"
-For this page, we will be using a fictional strategy called `AwesomeStrategy` - which will be optimized using the `AwesomeHyperopt` class.
+    For this page, we will be using a fictional strategy called `AwesomeStrategy` - which will be optimized using the `AwesomeHyperopt` class.
 
-The simplest way to get started is to use the following, command, which will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
+### Create a Custom Hyperopt File
+
+The simplest way to get started is to use the following command, which will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
+
+Let assume you want a hyperopt file `AwesomeHyperopt.py`:
 
 ``` bash
 freqtrade new-hyperopt --hyperopt AwesomeHyperopt
 ```
 
-### Hyperopt checklist
+### Legacy Hyperopt checklist
 
 Checklist on all tasks / possibilities in hyperopt
 
@@ -168,7 +35,7 @@ Depending on the space you want to optimize, only some of the below are required
 * fill `sell_indicator_space` - for sell signal optimization
 
 !!! Note
-`populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
+    `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
 
 Optional in hyperopt - can also be loaded from a strategy (recommended):
 
@@ -177,8 +44,8 @@ Optional in hyperopt - can also be loaded from a strategy (recommended):
 * `populate_sell_trend` - fallback if not optimizing for sell space. should come from strategy
 
 !!! Note
-You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods.
-Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead.
+    You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods.
+    Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead.
 
 Rarely you may also need to override:
 
@@ -187,67 +54,7 @@ Rarely you may also need to override:
 * `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
 * `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
 
-!!! Tip "Quickly optimize ROI, stoploss and trailing stoploss"
-You can quickly optimize the spaces `roi`, `stoploss` and `trailing` without changing anything (i.e. without creation of a "complete" Hyperopt class with dimensions, parameters, triggers and guards, as described in this document) from the default hyperopt template by relying on your strategy to do most of the calculations.
-
-    ```python
-    # Have a working strategy at hand.
-    freqtrade new-hyperopt --hyperopt EmptyHyperopt
-
-    freqtrade hyperopt --hyperopt EmptyHyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss trailing --strategy MyWorkingStrategy --config config.json -e 100
-    ```
-
-### Create a Custom Hyperopt File
-
-Let assume you want a hyperopt file `AwesomeHyperopt.py`:
-
-``` bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
-This command will create a new hyperopt file from a template, allowing you to get started quickly.
-
-### Configure your Guards and Triggers
-
-There are two places you need to change in your hyperopt file to add a new buy hyperopt for testing:
-
-* Inside `indicator_space()` - the parameters hyperopt shall be optimizing.
-* Within `buy_strategy_generator()` - populate the nested `populate_buy_trend()` to apply the parameters.
-
-There you have two different types of indicators: 1. `guards` and 2. `triggers`.
-
-1. Guards are conditions like "never buy if ADX < 10", or never buy if current price is over EMA10.
-2. Triggers are ones that actually trigger buy in specific moment, like "buy when EMA5 crosses over EMA10" or "buy when close price touches lower Bollinger band".
-
-!!! Hint "Guards and Triggers"
-Technically, there is no difference between Guards and Triggers.  
-However, this guide will make this distinction to make it clear that signals should not be "sticking".
-Sticking signals are signals that are active for multiple candles. This can lead into buying a signal late (right before the signal disappears - which means that the chance of success is a lot lower than right at the beginning).
-
-Hyper-optimization will, for each epoch round, pick one trigger and possibly
-multiple guards. The constructed strategy will be something like "*buy exactly when close price touches lower Bollinger band, BUT only if
-ADX > 10*".
-
-If you have updated the buy strategy, i.e. changed the contents of `populate_buy_trend()` method, you have to update the `guards` and `triggers` your hyperopt must use correspondingly.
-
-#### Sell optimization
-
-Similar to the buy-signal above, sell-signals can also be optimized.
-Place the corresponding settings into the following methods
-
-* Inside `sell_indicator_space()` - the parameters hyperopt shall be optimizing.
-* Within `sell_strategy_generator()` - populate the nested method `populate_sell_trend()` to apply the parameters.
-
-The configuration and rules are the same than for buy signals.
-To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
-
-#### Using timeframe as a part of the Strategy
-
-The Strategy class exposes the timeframe value as the `self.timeframe` attribute.
-The same value is available as class-attribute `HyperoptName.timeframe`.
-In the case of the linked sample-value this would be `AwesomeHyperopt.timeframe`.
-
-## Solving a Mystery
+### Defining a buy signal optimization
 
 Let's say you are curious: should you use MACD crossings or lower Bollinger
 Bands to trigger your buys. And you also wonder should you use RSI or ADX to
@@ -272,13 +79,12 @@ We will start by defining a search space:
 ```
 
 Above definition says: I have five parameters I want you to randomly combine
-to find the best combination. Two of them are integer values (`adx-value`
-and `rsi-value`) and I want you test in the range of values 20 to 40.  
+to find the best combination. Two of them are integer values (`adx-value` and `rsi-value`) and I want you test in the range of values 20 to 40.  
 Then we have three category variables. First two are either `True` or `False`.
-We use these to either enable or disable the ADX and RSI guards. The last
-one we call `trigger` and use it to decide which buy trigger we want to use.
+We use these to either enable or disable the ADX and RSI guards.
+The last one we call `trigger` and use it to decide which buy trigger we want to use.
 
-So let's write the buy strategy using these values:
+So let's write the buy strategy generator using these values:
 
 ```python
     @staticmethod
@@ -321,27 +127,20 @@ It will use the given historical data and make buys based on the buy signals gen
 Based on the results, hyperopt will tell you which parameter combination produced the best results (based on the configured [loss function](#loss-functions)).
 
 !!! Note
-The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
-When you want to test an indicator that isn't used by the bot currently, remember to
-add it to the `populate_indicators()` method in your strategy or hyperopt file.
+    The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
+    When you want to test an indicator that isn't used by the bot currently, remember to
+    add it to the `populate_indicators()` method in your strategy or hyperopt file.
 
-## Loss-functions
+### Sell optimization
 
-Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.
+Similar to the buy-signal above, sell-signals can also be optimized.
+Place the corresponding settings into the following methods
 
-A loss function must be specified via the `--hyperopt-loss <Class-name>` argument (or optionally via the configuration under the `"hyperopt_loss"` key).
-This class should be in its own file within the `user_data/hyperopts/` directory.
+* Inside `sell_indicator_space()` - the parameters hyperopt shall be optimizing.
+* Within `sell_strategy_generator()` - populate the nested method `populate_sell_trend()` to apply the parameters.
 
-Currently, the following loss functions are builtin:
-
-* `ShortTradeDurHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
-* `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
-* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on trade returns relative to standard deviation)
-* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation)
-* `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
-* `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
-
-Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
+The configuration and rules are the same than for buy signals.
+To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
 
 ## Execute Hyperopt
 
@@ -362,24 +161,9 @@ Doing multiple runs (executions) with a few 1000 epochs and different random sta
 The `--spaces all` option determines that all possible parameters should be optimized. Possibilities are listed below.
 
 !!! Note
-Hyperopt will store hyperopt results with the timestamp of the hyperopt start time.
-Reading commands (`hyperopt-list`, `hyperopt-show`) can use `--hyperopt-filename <filename>` to read and display older hyperopt results.
-You can find a list of filenames with `ls -l user_data/hyperopt_results/`.
-
-### Execute Hyperopt with different historical data source
-
-If you would like to hyperopt parameters using an alternate historical data set that
-you have on-disk, use the `--datadir PATH` option. By default, hyperopt
-uses data from directory `user_data/data`.
-
-### Running Hyperopt with a smaller test-set
-
-Use the `--timerange` argument to change how much of the test-set you want to use.
-For example, to use one month of data, pass the following parameter to the hyperopt call:
-
-```bash
-freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timerange 20180401-20180501
-```
+    Hyperopt will store hyperopt results with the timestamp of the hyperopt start time.
+    Reading commands (`hyperopt-list`, `hyperopt-show`) can use `--hyperopt-filename <filename>` to read and display older hyperopt results.
+    You can find a list of filenames with `ls -l user_data/hyperopt_results/`.
 
 ### Running Hyperopt using methods from a strategy
 
@@ -389,57 +173,6 @@ Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_t
 freqtrade hyperopt --hyperopt AwesomeHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy AwesomeStrategy
 ```
 
-### Running Hyperopt with Smaller Search Space
-
-Use the `--spaces` option to limit the search space used by hyperopt.
-Letting Hyperopt optimize everything is a huuuuge search space.
-Often it might make more sense to start by just searching for initial buy algorithm.
-Or maybe you just want to optimize your stoploss or roi table for that awesome new buy strategy you have.
-
-Legal values are:
-
-* `all`: optimize everything
-* `buy`: just search for a new buy strategy
-* `sell`: just search for a new sell strategy
-* `roi`: just optimize the minimal profit table for your strategy
-* `stoploss`: search for the best stoploss value
-* `trailing`: search for the best trailing stop values
-* `default`: `all` except `trailing`
-* space-separated list of any of the above values for example `--spaces roi stoploss`
-
-The default Hyperopt Search Space, used when no `--space` command line option is specified, does not include the `trailing` hyperspace. We recommend you to run optimization for the `trailing` hyperspace separately, when the best parameters for other hyperspaces were found, validated and pasted into your custom strategy.
-
-### Position stacking and disabling max market positions
-
-In some situations, you may need to run Hyperopt (and Backtesting) with the
-`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
-
-By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
-open trade is allowed for every traded pair. The total number of trades open for all pairs
-is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
-some potential trades to be hidden (or masked) by previously open trades.
-
-The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
-while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades`
-during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
-number).
-
-!!! Note
-Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
-
-You can also enable position stacking in the configuration file by explicitly setting
-`"position_stacking"=true`.
-
-### Reproducible results
-
-The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with an asterisk character (`*`) in the first column in the Hyperopt output.
-
-The initial state for generation of these random values (random state) is controlled by the value of the `--random-state` command line option. You can set it to some arbitrary value of your choice to obtain reproducible results.
-
-If you have not set this value explicitly in the command line options, Hyperopt seeds the random state with some random value for you. The random state value for each Hyperopt run is shown in the log, so you can copy and paste it into the `--random-state` command line option to repeat the set of the initial random epochs used.
-
-If you have not changed anything in the command line options, configuration, timerange, Strategy and Hyperopt classes, historical data and the Loss Function -- you should obtain same hyper-optimization results with same random state value used.
-
 ## Understand the Hyperopt Result
 
 Once Hyperopt is completed you can use the result to create a new strategy.
@@ -460,9 +193,9 @@ Buy hyperspace params:
 
 You should understand this result like:
 
-- The buy trigger that worked best was `bb_lower`.
-- You should not use ADX because `adx-enabled: False`)
-- You should **consider** using the RSI indicator (`rsi-enabled: True` and the best value is `29.0` (`rsi-value: 29.0`)
+* The buy trigger that worked best was `bb_lower`.
+* You should not use ADX because `adx-enabled: False`)
+* You should **consider** using the RSI indicator (`rsi-enabled: True` and the best value is `29.0` (`rsi-value: 29.0`)
 
 You have to look inside your strategy file into `buy_strategy_generator()`
 method, what those values match to.
@@ -486,63 +219,6 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
     return dataframe
 ```
 
-By default, hyperopt prints colorized results -- epochs with positive profit are printed in the green color. This highlighting helps you find epochs that can be interesting for later analysis. Epochs with zero total profit or with negative profits (losses) are printed in the normal color. If you do not need colorization of results (for instance, when you are redirecting hyperopt output to a file) you can switch colorization off by specifying the `--no-color` option in the command line.
-
-You can use the `--print-all` command line option if you would like to see all results in the hyperopt output, not only the best ones. When `--print-all` is used, current best results are also colorized by default -- they are printed in bold (bright) style. This can also be switched off with the `--no-color` command line option.
-
-!!! Note "Windows and color output"
-Windows does not support color-output natively, therefore it is automatically disabled. To have color-output for hyperopt running under windows, please consider using WSL.
-
-### Understand Hyperopt ROI results
-
-If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:
-
-```
-Best result:
-
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
-
-ROI table:
-{   0: 0.10674,
-    21: 0.09158,
-    78: 0.03634,
-    118: 0}
-```
-
-In order to use this best ROI table found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `minimal_roi` attribute of your custom strategy:
-
-```
-    # Minimal ROI designed for the strategy.
-    # This attribute will be overridden if the config file contains "minimal_roi"
-    minimal_roi = {
-        0: 0.10674,
-        21: 0.09158,
-        78: 0.03634,
-        118: 0
-    }
-```
-
-As stated in the comment, you can also use it as the value of the `minimal_roi` setting in the configuration file.
-
-#### Default ROI Search Space
-
-If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
-
-| # step | 1m     |                   | 5m       |             | 1h         |                   | 1d           |                   |
-| ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
-| 1      | 0      | 0.01161...0.11992 | 0        | 0.03...0.31 | 0          | 0.06883...0.71124 | 0            | 0.12178...1.25835 |
-| 2      | 2...8  | 0.00774...0.04255 | 10...40  | 0.02...0.11 | 120...480  | 0.04589...0.25238 | 2880...11520 | 0.08118...0.44651 |
-| 3      | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
-| 4      | 6...44 | 0.0               | 30...220 | 0.0         | 360...2640 | 0.0               | 8640...63360 | 0.0               |
-
-These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
-
-If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
-
-Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
-
-A sample for these methods can be found in [sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
-
 ### Understand Hyperopt Stoploss results
 
 If you are optimizing stoploss values (i.e. if optimization search-space contains 'all', 'default' or 'stoploss'), your result will look as follows and include stoploss:
@@ -571,56 +247,10 @@ In order to use this best stoploss value found by Hyperopt in backtesting and fo
 
 As stated in the comment, you can also use it as the value of the `stoploss` setting in the configuration file.
 
-#### Default Stoploss Search Space
-
-If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace vary in the range -0.35...-0.02, which is sufficient in most cases.
-
-If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.
-
-Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
-
-### Understand Hyperopt Trailing Stop results
-
-If you are optimizing trailing stop values (i.e. if optimization search-space contains 'all' or 'trailing'), your result will look as follows and include trailing stop parameters:
-
-```
-Best result:
-
-    45/100:    606 trades. Avg profit  1.04%. Total profit  0.31555614 BTC ( 630.48Σ%). Avg duration 150.3 mins. Objective: -1.10161
-
-Trailing stop:
-{   'trailing_only_offset_is_reached': True,
-    'trailing_stop': True,
-    'trailing_stop_positive': 0.02001,
-    'trailing_stop_positive_offset': 0.06038}
-```
-
-In order to use these best trailing stop parameters found by Hyperopt in backtesting and for live trades/dry-run, copy-paste them as the values of the corresponding attributes of your custom strategy:
-
-``` python
-    # Trailing stop
-    # These attributes will be overridden if the config file contains corresponding values.
-    trailing_stop = True
-    trailing_stop_positive = 0.02001
-    trailing_stop_positive_offset = 0.06038
-    trailing_only_offset_is_reached = True
-```
-
-As stated in the comment, you can also use it as the values of the corresponding settings in the configuration file.
-
-#### Default Trailing Stop Search Space
-
-If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
-
-Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
-
-## Show details of Hyperopt results
-
-After you run Hyperopt for the desired amount of epochs, you can later list all results for analysis, select only best or profitable once, and show the details for any of the epochs previously evaluated. This can be done with the `hyperopt-list` and `hyperopt-show` sub-commands. The usage of these sub-commands is described in the [Utils](utils.md#list-hyperopt-results) chapter.
 
 ## Validate backtesting results
 
-Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
+Once the optimized parameters and conditions have been implemented into your strategy, you should backtest the strategy to make sure everything is working as expected.
 
 To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
 

From 32a503491d76fa84f4c4823095b279eff0515bfc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 15:41:43 +0200
Subject: [PATCH 0105/1386] Reorder hyperopt methods

---
 docs/hyperopt.md | 70 +++++++++++++++++++++++++-----------------------
 1 file changed, 36 insertions(+), 34 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 725afebf3..806ce3c94 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -355,10 +355,12 @@ uses data from directory `user_data/data`.
 ### Running Hyperopt with a smaller test-set
 
 Use the `--timerange` argument to change how much of the test-set you want to use.
-For example, to use one month of data, pass the following parameter to the hyperopt call:
+For example, to use one month of data, pass `--timerange 20210101-20210201` (from january 2021 - february 2021) to the hyperopt call.
+
+Full command:
 
 ```bash
-freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timerange 20180401-20180501
+freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timerange 20210101-20210201
 ```
 
 ### Running Hyperopt with Smaller Search Space
@@ -381,37 +383,6 @@ Legal values are:
 
 The default Hyperopt Search Space, used when no `--space` command line option is specified, does not include the `trailing` hyperspace. We recommend you to run optimization for the `trailing` hyperspace separately, when the best parameters for other hyperspaces were found, validated and pasted into your custom strategy.
 
-### Position stacking and disabling max market positions
-
-In some situations, you may need to run Hyperopt (and Backtesting) with the
-`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
-
-By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
-open trade is allowed for every traded pair. The total number of trades open for all pairs
-is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
-some potential trades to be hidden (or masked) by previously open trades.
-
-The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
-while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades`
-during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
-number).
-
-!!! Note
-    Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
-
-You can also enable position stacking in the configuration file by explicitly setting
-`"position_stacking"=true`.
-
-### Reproducible results
-
-The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with an asterisk character (`*`) in the first column in the Hyperopt output.
-
-The initial state for generation of these random values (random state) is controlled by the value of the `--random-state` command line option. You can set it to some arbitrary value of your choice to obtain reproducible results.
-
-If you have not set this value explicitly in the command line options, Hyperopt seeds the random state with some random value for you. The random state value for each Hyperopt run is shown in the log, so you can copy and paste it into the `--random-state` command line option to repeat the set of the initial random epochs used.
-
-If you have not changed anything in the command line options, configuration, timerange, Strategy and Hyperopt classes, historical data and the Loss Function -- you should obtain same hyper-optimization results with same random state value used.
-
 ## Understand the Hyperopt Result
 
 Once Hyperopt is completed you can use the result to update your strategy.
@@ -580,7 +551,17 @@ If you are optimizing trailing stop values, Freqtrade creates the 'trailing' opt
 
 Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
-### Output formatting
+### Reproducible results
+
+The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with an asterisk character (`*`) in the first column in the Hyperopt output.
+
+The initial state for generation of these random values (random state) is controlled by the value of the `--random-state` command line option. You can set it to some arbitrary value of your choice to obtain reproducible results.
+
+If you have not set this value explicitly in the command line options, Hyperopt seeds the random state with some random value for you. The random state value for each Hyperopt run is shown in the log, so you can copy and paste it into the `--random-state` command line option to repeat the set of the initial random epochs used.
+
+If you have not changed anything in the command line options, configuration, timerange, Strategy and Hyperopt classes, historical data and the Loss Function -- you should obtain same hyper-optimization results with same random state value used.
+
+## Output formatting
 
 By default, hyperopt prints colorized results -- epochs with positive profit are printed in the green color. This highlighting helps you find epochs that can be interesting for later analysis. Epochs with zero total profit or with negative profits (losses) are printed in the normal color. If you do not need colorization of results (for instance, when you are redirecting hyperopt output to a file) you can switch colorization off by specifying the `--no-color` option in the command line.
 
@@ -589,6 +570,27 @@ You can use the `--print-all` command line option if you would like to see all r
 !!! Note "Windows and color output"
     Windows does not support color-output natively, therefore it is automatically disabled. To have color-output for hyperopt running under windows, please consider using WSL.
 
+## Position stacking and disabling max market positions
+
+In some situations, you may need to run Hyperopt (and Backtesting) with the
+`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
+
+By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
+open trade is allowed for every traded pair. The total number of trades open for all pairs
+is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
+some potential trades to be hidden (or masked) by previously open trades.
+
+The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
+while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades`
+during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
+number).
+
+!!! Note
+    Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
+
+You can also enable position stacking in the configuration file by explicitly setting
+`"position_stacking"=true`.
+
 ## Show details of Hyperopt results
 
 After you run Hyperopt for the desired amount of epochs, you can later list all results for analysis, select only best or profitable once, and show the details for any of the epochs previously evaluated. This can be done with the `hyperopt-list` and `hyperopt-show` sub-commands. The usage of these sub-commands is described in the [Utils](utils.md#list-hyperopt-results) chapter.

From c2d43a526cf5f0e96f016851b2b74eb814c9ac74 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 16:08:08 +0200
Subject: [PATCH 0106/1386] Combine Legacy and advanced hyperopt sections

---
 docs/advanced-hyperopt.md | 349 ++++++++++++++++++++++++++++++--------
 docs/hyperopt.md          |  14 +-
 docs/hyperopt_legacy.md   | 259 ----------------------------
 3 files changed, 282 insertions(+), 340 deletions(-)
 delete mode 100644 docs/hyperopt_legacy.md

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index bdaafb936..6a559ec96 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -4,79 +4,6 @@ This page explains some advanced Hyperopt topics that may require higher
 coding skills and Python knowledge than creation of an ordinal hyperoptimization
 class.
 
-## Derived hyperopt classes
-
-Custom hyperopt classes can be derived in the same way [it can be done for strategies](strategy-customization.md#derived-strategies).
-
-Applying to hyperoptimization, as an example, you may override how dimensions are defined in your optimization hyperspace:
-
-```python
-class MyAwesomeHyperOpt(IHyperOpt):
-    ...
-    # Uses default stoploss dimension
-
-class MyAwesomeHyperOpt2(MyAwesomeHyperOpt):
-    @staticmethod
-    def stoploss_space() -> List[Dimension]:
-        # Override boundaries for stoploss
-        return [
-            Real(-0.33, -0.01, name='stoploss'),
-        ]
-```
-
-and then quickly switch between hyperopt classes, running optimization process with hyperopt class you need in each particular case:
-
-```
-$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy ...
-or
-$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt2 --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy ...
-```
-
-## Sharing methods with your strategy
-
-Hyperopt classes provide access to the Strategy via the `strategy` class attribute.
-This can be a great way to reduce code duplication if used correctly, but will also complicate usage for inexperienced users.
-
-``` python
-from pandas import DataFrame
-from freqtrade.strategy.interface import IStrategy
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-class MyAwesomeStrategy(IStrategy):
-
-    buy_params = {
-        'rsi-value': 30,
-        'adx-value': 35,
-    }
-
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        return self.buy_strategy_generator(self.buy_params, dataframe, metadata)
-
-    @staticmethod
-    def buy_strategy_generator(params, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        dataframe.loc[
-            (
-                qtpylib.crossed_above(dataframe['rsi'], params['rsi-value']) &
-                dataframe['adx'] > params['adx-value']) &
-                dataframe['volume'] > 0
-            )
-            , 'buy'] = 1
-        return dataframe
-
-class MyAwesomeHyperOpt(IHyperOpt):
-    ...
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            # Call strategy's buy strategy generator
-            return self.StrategyClass.buy_strategy_generator(params, dataframe, metadata)
-
-        return populate_buy_trend
-```
-
 ## Creating and using a custom loss function
 
 To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
@@ -142,3 +69,279 @@ This function needs to return a floating point number (`float`). Smaller numbers
 
 !!! Note
     Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface later.
+
+## Legacy Hyperopt
+
+This Section explains the configuration of an explicit Hyperopt file (separate to the strategy).
+
+!!! Warning "Deprecated / legacy mode"
+    Since the 2021.4 release you no longer have to write a separate hyperopt class, but all strategies can be hyperopted.
+    Please read the [main hyperopt page](hyperopt.md) for more details.
+
+### Prepare hyperopt file
+
+Configuring an explicit hyperopt file is similar to writing your own strategy, and many tasks will be similar.
+
+!!! Tip "About this page"
+    For this page, we will be using a fictional strategy called `AwesomeStrategy` - which will be optimized using the `AwesomeHyperopt` class.
+
+#### Create a Custom Hyperopt File
+
+The simplest way to get started is to use the following command, which will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
+
+Let assume you want a hyperopt file `AwesomeHyperopt.py`:
+
+``` bash
+freqtrade new-hyperopt --hyperopt AwesomeHyperopt
+```
+
+#### Legacy Hyperopt checklist
+
+Checklist on all tasks / possibilities in hyperopt
+
+Depending on the space you want to optimize, only some of the below are required:
+
+* fill `buy_strategy_generator` - for buy signal optimization
+* fill `indicator_space` - for buy signal optimization
+* fill `sell_strategy_generator` - for sell signal optimization
+* fill `sell_indicator_space` - for sell signal optimization
+
+!!! Note
+    `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
+
+Optional in hyperopt - can also be loaded from a strategy (recommended):
+
+* `populate_indicators` - fallback to create indicators
+* `populate_buy_trend` - fallback if not optimizing for buy space. should come from strategy
+* `populate_sell_trend` - fallback if not optimizing for sell space. should come from strategy
+
+!!! Note
+    You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods.
+    Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead.
+
+Rarely you may also need to override:
+
+* `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
+* `generate_roi_table` - for custom ROI optimization (if you need the ranges for the values in the ROI table that differ from default or the number of entries (steps) in the ROI table which differs from the default 4 steps)
+* `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
+* `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
+
+#### Defining a buy signal optimization
+
+Let's say you are curious: should you use MACD crossings or lower Bollinger
+Bands to trigger your buys. And you also wonder should you use RSI or ADX to
+help with those buy decisions. If you decide to use RSI or ADX, which values
+should I use for them? So let's use hyperparameter optimization to solve this
+mystery.
+
+We will start by defining a search space:
+
+```python
+    def indicator_space() -> List[Dimension]:
+        """
+        Define your Hyperopt space for searching strategy parameters
+        """
+        return [
+            Integer(20, 40, name='adx-value'),
+            Integer(20, 40, name='rsi-value'),
+            Categorical([True, False], name='adx-enabled'),
+            Categorical([True, False], name='rsi-enabled'),
+            Categorical(['bb_lower', 'macd_cross_signal'], name='trigger')
+        ]
+```
+
+Above definition says: I have five parameters I want you to randomly combine
+to find the best combination. Two of them are integer values (`adx-value` and `rsi-value`) and I want you test in the range of values 20 to 40.  
+Then we have three category variables. First two are either `True` or `False`.
+We use these to either enable or disable the ADX and RSI guards.
+The last one we call `trigger` and use it to decide which buy trigger we want to use.
+
+So let's write the buy strategy generator using these values:
+
+```python
+    @staticmethod
+    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
+        """
+        Define the buy strategy parameters to be used by Hyperopt.
+        """
+        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
+            conditions = []
+            # GUARDS AND TRENDS
+            if 'adx-enabled' in params and params['adx-enabled']:
+                conditions.append(dataframe['adx'] > params['adx-value'])
+            if 'rsi-enabled' in params and params['rsi-enabled']:
+                conditions.append(dataframe['rsi'] < params['rsi-value'])
+
+            # TRIGGERS
+            if 'trigger' in params:
+                if params['trigger'] == 'bb_lower':
+                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
+                if params['trigger'] == 'macd_cross_signal':
+                    conditions.append(qtpylib.crossed_above(
+                        dataframe['macd'], dataframe['macdsignal']
+                    ))
+
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
+            if conditions:
+                dataframe.loc[
+                    reduce(lambda x, y: x & y, conditions),
+                    'buy'] = 1
+
+            return dataframe
+
+        return populate_buy_trend
+```
+
+Hyperopt will now call `populate_buy_trend()` many times (`epochs`) with different value combinations.  
+It will use the given historical data and make buys based on the buy signals generated with the above function.  
+Based on the results, hyperopt will tell you which parameter combination produced the best results (based on the configured [loss function](#loss-functions)).
+
+!!! Note
+    The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
+    When you want to test an indicator that isn't used by the bot currently, remember to
+    add it to the `populate_indicators()` method in your strategy or hyperopt file.
+
+#### Sell optimization
+
+Similar to the buy-signal above, sell-signals can also be optimized.
+Place the corresponding settings into the following methods
+
+* Inside `sell_indicator_space()` - the parameters hyperopt shall be optimizing.
+* Within `sell_strategy_generator()` - populate the nested method `populate_sell_trend()` to apply the parameters.
+
+The configuration and rules are the same than for buy signals.
+To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
+
+### Execute Hyperopt
+
+Once you have updated your hyperopt configuration you can run it.
+Because hyperopt tries a lot of combinations to find the best parameters it will take time to get a good result. More time usually results in better results.
+
+We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
+
+```bash
+freqtrade hyperopt --config config.json --hyperopt <hyperoptname> --hyperopt-loss <hyperoptlossname> --strategy <strategyname> -e 500 --spaces all
+```
+
+Use `<hyperoptname>` as the name of the custom hyperopt used.
+
+The `-e` option will set how many evaluations hyperopt will do. Since hyperopt uses Bayesian search, running too many epochs at once may not produce greater results. Experience has shown that best results are usually not improving much after 500-1000 epochs.  
+Doing multiple runs (executions) with a few 1000 epochs and different random state will most likely produce different results.
+
+The `--spaces all` option determines that all possible parameters should be optimized. Possibilities are listed below.
+
+!!! Note
+    Hyperopt will store hyperopt results with the timestamp of the hyperopt start time.
+    Reading commands (`hyperopt-list`, `hyperopt-show`) can use `--hyperopt-filename <filename>` to read and display older hyperopt results.
+    You can find a list of filenames with `ls -l user_data/hyperopt_results/`.
+
+#### Running Hyperopt using methods from a strategy
+
+Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
+
+```bash
+freqtrade hyperopt --hyperopt AwesomeHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy AwesomeStrategy
+```
+
+### Understand the Hyperopt Result
+
+Once Hyperopt is completed you can use the result to create a new strategy.
+Given the following result from hyperopt:
+
+```
+Best result:
+
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+
+Buy hyperspace params:
+{    'adx-value': 44,
+     'rsi-value': 29,
+     'adx-enabled': False,
+     'rsi-enabled': True,
+     'trigger': 'bb_lower'}
+```
+
+You should understand this result like:
+
+* The buy trigger that worked best was `bb_lower`.
+* You should not use ADX because `adx-enabled: False`)
+* You should **consider** using the RSI indicator (`rsi-enabled: True` and the best value is `29.0` (`rsi-value: 29.0`)
+
+You have to look inside your strategy file into `buy_strategy_generator()`
+method, what those values match to.
+
+So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that translates to the following code block:
+
+```python
+(dataframe['rsi'] < 29.0)
+```
+
+Translating your whole hyperopt result as the new buy-signal would then look like:
+
+```python
+def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+    dataframe.loc[
+        (
+            (dataframe['rsi'] < 29.0) &  # rsi-value
+            dataframe['close'] < dataframe['bb_lowerband']  # trigger
+        ),
+        'buy'] = 1
+    return dataframe
+```
+
+### Validate backtesting results
+
+Once the optimized parameters and conditions have been implemented into your strategy, you should backtest the strategy to make sure everything is working as expected.
+
+To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
+
+Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
+You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).
+
+### Sharing methods with your strategy
+
+Hyperopt classes provide access to the Strategy via the `strategy` class attribute.
+This can be a great way to reduce code duplication if used correctly, but will also complicate usage for inexperienced users.
+
+``` python
+from pandas import DataFrame
+from freqtrade.strategy.interface import IStrategy
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+class MyAwesomeStrategy(IStrategy):
+
+    buy_params = {
+        'rsi-value': 30,
+        'adx-value': 35,
+    }
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        return self.buy_strategy_generator(self.buy_params, dataframe, metadata)
+
+    @staticmethod
+    def buy_strategy_generator(params, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            (
+                qtpylib.crossed_above(dataframe['rsi'], params['rsi-value']) &
+                dataframe['adx'] > params['adx-value']) &
+                dataframe['volume'] > 0
+            )
+            , 'buy'] = 1
+        return dataframe
+
+class MyAwesomeHyperOpt(IHyperOpt):
+    ...
+    @staticmethod
+    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
+        """
+        Define the buy strategy parameters to be used by Hyperopt.
+        """
+        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
+            # Call strategy's buy strategy generator
+            return self.StrategyClass.buy_strategy_generator(params, dataframe, metadata)
+
+        return populate_buy_trend
+```
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 806ce3c94..cb8d4ad9d 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -15,7 +15,7 @@ To learn how to get data for the pairs and exchange you're interested in, head o
 !!! Note
     Since 2021.4 release you no longer have to write a separate hyperopt class, but can configure the parameters directly in the strategy.
     The legacy method is still supported, but it is no longer the recommended way of setting up hyperopt. 
-    The legacy documentation is available at [Legacy Hyperopt](hyperopt_legacy.md).
+    The legacy documentation is available at [Legacy Hyperopt](advanced-hyperopt.md#legacy-hyperopt).
 
 ## Install hyperopt dependencies
 
@@ -247,12 +247,11 @@ class MyAwesomeStrategy(IStrategy):
     buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal']),
 ```
 
-Above definition says: I have five parameters I want you to randomly combine
-to find the best combination. Two of them are integer values (`buy_adx`
-and `buy_rsi`) and I want you test in the range of values 20 to 40.  
+Above definition says: I have five parameters I want to randomly combine to find the best combination.
+Two of them are integer values (`buy_adx` and `buy_rsi`) and I want you test in the range of values 20 to 40.  
 Then we have three category variables. First two are either `True` or `False`.
-We use these to either enable or disable the ADX and RSI guards. The last
-one we call `trigger` and use it to decide which buy trigger we want to use.
+We use these to either enable or disable the ADX and RSI guards.
+The last one we call `trigger` and use it to decide which buy trigger we want to use.
 
 So let's write the buy strategy using these values:
 
@@ -349,8 +348,7 @@ The `--spaces all` option determines that all possible parameters should be opti
 ### Execute Hyperopt with different historical data source
 
 If you would like to hyperopt parameters using an alternate historical data set that
-you have on-disk, use the `--datadir PATH` option. By default, hyperopt
-uses data from directory `user_data/data`.
+you have on-disk, use the `--datadir PATH` option. By default, hyperopt uses data from directory `user_data/data`.
 
 ### Running Hyperopt with a smaller test-set
 
diff --git a/docs/hyperopt_legacy.md b/docs/hyperopt_legacy.md
deleted file mode 100644
index 03c1eb358..000000000
--- a/docs/hyperopt_legacy.md
+++ /dev/null
@@ -1,259 +0,0 @@
-# Legacy Hyperopt
-
-This Section explains the configuration of an explicit Hyperopt file (separate to the strategy).
-
-!!! Warning "Deprecated / legacy mode"
-    Since the 2021.4 release you no longer have to write a separate hyperopt class, but all strategies can be hyperopted.
-    Please read the [main hyperopt page](hyperopt.md) for more details.
-
-## Prepare hyperopt file
-
-Configuring an explicit hyperopt file is similar to writing your own strategy, and many tasks will be similar.
-
-!!! Tip "About this page"
-    For this page, we will be using a fictional strategy called `AwesomeStrategy` - which will be optimized using the `AwesomeHyperopt` class.
-
-### Create a Custom Hyperopt File
-
-The simplest way to get started is to use the following command, which will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
-
-Let assume you want a hyperopt file `AwesomeHyperopt.py`:
-
-``` bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
-### Legacy Hyperopt checklist
-
-Checklist on all tasks / possibilities in hyperopt
-
-Depending on the space you want to optimize, only some of the below are required:
-
-* fill `buy_strategy_generator` - for buy signal optimization
-* fill `indicator_space` - for buy signal optimization
-* fill `sell_strategy_generator` - for sell signal optimization
-* fill `sell_indicator_space` - for sell signal optimization
-
-!!! Note
-    `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
-
-Optional in hyperopt - can also be loaded from a strategy (recommended):
-
-* `populate_indicators` - fallback to create indicators
-* `populate_buy_trend` - fallback if not optimizing for buy space. should come from strategy
-* `populate_sell_trend` - fallback if not optimizing for sell space. should come from strategy
-
-!!! Note
-    You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods.
-    Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead.
-
-Rarely you may also need to override:
-
-* `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
-* `generate_roi_table` - for custom ROI optimization (if you need the ranges for the values in the ROI table that differ from default or the number of entries (steps) in the ROI table which differs from the default 4 steps)
-* `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
-* `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
-
-### Defining a buy signal optimization
-
-Let's say you are curious: should you use MACD crossings or lower Bollinger
-Bands to trigger your buys. And you also wonder should you use RSI or ADX to
-help with those buy decisions. If you decide to use RSI or ADX, which values
-should I use for them? So let's use hyperparameter optimization to solve this
-mystery.
-
-We will start by defining a search space:
-
-```python
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching strategy parameters
-        """
-        return [
-            Integer(20, 40, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal'], name='trigger')
-        ]
-```
-
-Above definition says: I have five parameters I want you to randomly combine
-to find the best combination. Two of them are integer values (`adx-value` and `rsi-value`) and I want you test in the range of values 20 to 40.  
-Then we have three category variables. First two are either `True` or `False`.
-We use these to either enable or disable the ADX and RSI guards.
-The last one we call `trigger` and use it to decide which buy trigger we want to use.
-
-So let's write the buy strategy generator using these values:
-
-```python
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            conditions = []
-            # GUARDS AND TRENDS
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-```
-
-Hyperopt will now call `populate_buy_trend()` many times (`epochs`) with different value combinations.  
-It will use the given historical data and make buys based on the buy signals generated with the above function.  
-Based on the results, hyperopt will tell you which parameter combination produced the best results (based on the configured [loss function](#loss-functions)).
-
-!!! Note
-    The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
-    When you want to test an indicator that isn't used by the bot currently, remember to
-    add it to the `populate_indicators()` method in your strategy or hyperopt file.
-
-### Sell optimization
-
-Similar to the buy-signal above, sell-signals can also be optimized.
-Place the corresponding settings into the following methods
-
-* Inside `sell_indicator_space()` - the parameters hyperopt shall be optimizing.
-* Within `sell_strategy_generator()` - populate the nested method `populate_sell_trend()` to apply the parameters.
-
-The configuration and rules are the same than for buy signals.
-To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
-
-## Execute Hyperopt
-
-Once you have updated your hyperopt configuration you can run it.
-Because hyperopt tries a lot of combinations to find the best parameters it will take time to get a good result. More time usually results in better results.
-
-We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
-
-```bash
-freqtrade hyperopt --config config.json --hyperopt <hyperoptname> --hyperopt-loss <hyperoptlossname> --strategy <strategyname> -e 500 --spaces all
-```
-
-Use `<hyperoptname>` as the name of the custom hyperopt used.
-
-The `-e` option will set how many evaluations hyperopt will do. Since hyperopt uses Bayesian search, running too many epochs at once may not produce greater results. Experience has shown that best results are usually not improving much after 500-1000 epochs.  
-Doing multiple runs (executions) with a few 1000 epochs and different random state will most likely produce different results.
-
-The `--spaces all` option determines that all possible parameters should be optimized. Possibilities are listed below.
-
-!!! Note
-    Hyperopt will store hyperopt results with the timestamp of the hyperopt start time.
-    Reading commands (`hyperopt-list`, `hyperopt-show`) can use `--hyperopt-filename <filename>` to read and display older hyperopt results.
-    You can find a list of filenames with `ls -l user_data/hyperopt_results/`.
-
-### Running Hyperopt using methods from a strategy
-
-Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
-
-```bash
-freqtrade hyperopt --hyperopt AwesomeHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy AwesomeStrategy
-```
-
-## Understand the Hyperopt Result
-
-Once Hyperopt is completed you can use the result to create a new strategy.
-Given the following result from hyperopt:
-
-```
-Best result:
-
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
-
-Buy hyperspace params:
-{    'adx-value': 44,
-     'rsi-value': 29,
-     'adx-enabled': False,
-     'rsi-enabled': True,
-     'trigger': 'bb_lower'}
-```
-
-You should understand this result like:
-
-* The buy trigger that worked best was `bb_lower`.
-* You should not use ADX because `adx-enabled: False`)
-* You should **consider** using the RSI indicator (`rsi-enabled: True` and the best value is `29.0` (`rsi-value: 29.0`)
-
-You have to look inside your strategy file into `buy_strategy_generator()`
-method, what those values match to.
-
-So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that translates to the following code block:
-
-```python
-(dataframe['rsi'] < 29.0)
-```
-
-Translating your whole hyperopt result as the new buy-signal would then look like:
-
-```python
-def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
-    dataframe.loc[
-        (
-            (dataframe['rsi'] < 29.0) &  # rsi-value
-            dataframe['close'] < dataframe['bb_lowerband']  # trigger
-        ),
-        'buy'] = 1
-    return dataframe
-```
-
-### Understand Hyperopt Stoploss results
-
-If you are optimizing stoploss values (i.e. if optimization search-space contains 'all', 'default' or 'stoploss'), your result will look as follows and include stoploss:
-
-```
-Best result:
-
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
-
-Buy hyperspace params:
-{   'adx-value': 44,
-    'rsi-value': 29,
-    'adx-enabled': False,
-    'rsi-enabled': True,
-    'trigger': 'bb_lower'}
-Stoploss: -0.27996
-```
-
-In order to use this best stoploss value found by Hyperopt in backtesting and for live trades/dry-run, copy-paste it as the value of the `stoploss` attribute of your custom strategy:
-
-``` python
-    # Optimal stoploss designed for the strategy
-    # This attribute will be overridden if the config file contains "stoploss"
-    stoploss = -0.27996
-```
-
-As stated in the comment, you can also use it as the value of the `stoploss` setting in the configuration file.
-
-
-## Validate backtesting results
-
-Once the optimized parameters and conditions have been implemented into your strategy, you should backtest the strategy to make sure everything is working as expected.
-
-To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
-
-Should results don't match, please double-check to make sure you transferred all conditions correctly.
-Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
-You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).

From 093d6ce8af24bdf37a14b0505f23dd414d40682f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 16:13:49 +0200
Subject: [PATCH 0107/1386] Add sample for Nested space

---
 docs/advanced-hyperopt.md | 12 ++++++++++++
 docs/hyperopt.md          |  2 +-
 2 files changed, 13 insertions(+), 1 deletion(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 6a559ec96..723163b2c 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -70,6 +70,18 @@ This function needs to return a floating point number (`float`). Smaller numbers
 !!! Note
     Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface later.
 
+## Overriding pre-defined spaces
+
+To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_space`, `trailing_space`), define a nested class called Hyperopt and define the required spaces as follows:
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        # Define a custom stoploss space.
+        def stoploss_space(self):
+            return [Real(-0.05, -0.01, name='stoploss')]
+```
+
 ## Legacy Hyperopt
 
 This Section explains the configuration of an explicit Hyperopt file (separate to the strategy).
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index cb8d4ad9d..1ce1f9a86 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -151,7 +151,7 @@ Depending on the space you want to optimize, only some of the below are required
 !!! Note
     `populate_indicators` needs to create all indicators any of the spaces may use, otherwise hyperopt will not work.
 
-Rarely you may also need to create a nested class named `HyperOpt` and implement:
+Rarely you may also need to create a [nested class](advanced-hyperopt.md#overriding-pre-defined-spaces) named `HyperOpt` and implement
 
 * `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
 * `generate_roi_table` - for custom ROI optimization (if you need the ranges for the values in the ROI table that differ from default or the number of entries (steps) in the ROI table which differs from the default 4 steps)

From 771fc057494a55902624e633d9ff8066eb1da323 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 16:32:16 +0200
Subject: [PATCH 0108/1386] Update sample strategy with hyperoptable Parameters

---
 freqtrade/templates/base_strategy.py.j2 |  4 +++-
 freqtrade/templates/sample_strategy.py  | 16 ++++++++++++----
 2 files changed, 15 insertions(+), 5 deletions(-)

diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index dd6b773e1..9d69ee520 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -1,4 +1,5 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+# flake8: noqa: F401
 
 # --- Do not remove these libs ---
 import numpy as np  # noqa
@@ -6,6 +7,7 @@ import pandas as pd  # noqa
 from pandas import DataFrame
 
 from freqtrade.strategy import IStrategy
+from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
 
 # --------------------------------
 # Add your lib to import here
@@ -16,7 +18,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 class {{ strategy }}(IStrategy):
     """
     This is a strategy template to get you started.
-    More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md
+    More information in https://www.freqtrade.io/en/latest/strategy-customization/
 
     You can:
         :return: a Dataframe with all mandatory indicators for the strategies
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index db1ba48b8..84f3fbc9e 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -1,11 +1,13 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+# flake8: noqa: F401
 # isort: skip_file
 # --- Do not remove these libs ---
 import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy.interface import IStrategy
+from freqtrade.strategy import IStrategy
+from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
 
 # --------------------------------
 # Add your lib to import here
@@ -52,7 +54,11 @@ class SampleStrategy(IStrategy):
     # trailing_stop_positive = 0.01
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
-    # Optimal ticker interval for the strategy.
+    # Hyperoptable parameters
+    buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
+    sell_rsi = IntParameter(low=50, high=100, defualt=70, space='buy', optimize=True, load=True)
+
+    # Optimal timeframe for the strategy.
     timeframe = '5m'
 
     # Run "populate_indicators()" only for new candle.
@@ -339,7 +345,8 @@ class SampleStrategy(IStrategy):
         """
         dataframe.loc[
             (
-                (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+                # Signal: RSI crosses above 30
+                (qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)) &
                 (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
                 (dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard: tema is raising
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0
@@ -357,7 +364,8 @@ class SampleStrategy(IStrategy):
         """
         dataframe.loc[
             (
-                (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
+                # Signal: RSI crosses above 70
+                (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) &
                 (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
                 (dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard: tema is falling
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0

From 6555454bd287a230de64e9686a09f6bf70fd36fe Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 16:54:47 +0200
Subject: [PATCH 0109/1386] Remove more ticker_interval occurances

---
 docs/backtesting.md                       | 3 +--
 docs/edge.md                              | 3 +--
 docs/hyperopt.md                          | 3 +--
 docs/plotting.md                          | 6 ++----
 docs/utils.md                             | 2 +-
 freqtrade/commands/cli_options.py         | 2 +-
 freqtrade/commands/list_commands.py       | 2 +-
 freqtrade/optimize/hyperopt_interface.py  | 6 +++---
 freqtrade/templates/sample_strategy.py    | 2 +-
 tests/optimize/test_backtest_detail.py    | 2 +-
 tests/strategy/strats/default_strategy.py | 2 +-
 tests/strategy/strats/legacy_strategy.py  | 2 +-
 12 files changed, 15 insertions(+), 20 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index d02c59f05..c8acfdbe1 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -23,8 +23,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
diff --git a/docs/edge.md b/docs/edge.md
index 0aa76cd12..7f0a9cb2d 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -221,8 +221,7 @@ usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --max-open-trades INT
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 96c7354b9..7ae06660b 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -53,8 +53,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
diff --git a/docs/plotting.md b/docs/plotting.md
index d7ed5ab1f..63afa16b6 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -66,8 +66,7 @@ optional arguments:
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --no-trades           Skip using trades from backtesting file and DB.
 
 Common arguments:
@@ -264,8 +263,7 @@ optional arguments:
                         Specify the source for trades (Can be DB or file
                         (backtest file)) Default: file
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/docs/utils.md b/docs/utils.md
index cf7d5f1d1..a84f068e9 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -264,7 +264,7 @@ All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpr
 
 ## List Timeframes
 
-Use the `list-timeframes` subcommand to see the list of timeframes (ticker intervals) available for the exchange.
+Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange.
 
 ```
 usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 15c13cec9..12c03d824 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -118,7 +118,7 @@ AVAILABLE_CLI_OPTIONS = {
     # Optimize common
     "timeframe": Arg(
         '-i', '--timeframe', '--ticker-interval',
-        help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
+        help='Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),
     "timerange": Arg(
         '--timerange',
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 5f53fc824..d509bfaa5 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -99,7 +99,7 @@ def start_list_hyperopts(args: Dict[str, Any]) -> None:
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:
     """
-    Print ticker intervals (timeframes) available on Exchange
+    Print timeframes available on Exchange
     """
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
     # Do not use timeframe set in the config
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 561fb8e11..a9bbc021c 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -31,7 +31,7 @@ class IHyperOpt(ABC):
     Defines the mandatory structure must follow any custom hyperopt
 
     Class attributes you can use:
-        ticker_interval -> int: value of the ticker interval to use for the strategy
+        timeframe -> int: value of the timeframe to use for the strategy
     """
     ticker_interval: str  # DEPRECATED
     timeframe: str
@@ -97,7 +97,7 @@ class IHyperOpt(ABC):
 
         This method implements adaptive roi hyperspace with varied
         ranges for parameters which automatically adapts to the
-        ticker interval used.
+        timeframe used.
 
         It's used by Freqtrade by default, if no custom roi_space method is defined.
         """
@@ -119,7 +119,7 @@ class IHyperOpt(ABC):
         # * 'roi_p' (limits for the ROI value steps) components are scaled logarithmically.
         #
         # The scaling is designed so that it maps exactly to the legacy Freqtrade roi_space()
-        # method for the 5m ticker interval.
+        # method for the 5m timeframe.
         roi_t_scale = timeframe_min / 5
         roi_p_scale = math.log1p(timeframe_min) / math.log1p(5)
         roi_limits = {
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 5dfa42bcc..904597d21 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -53,7 +53,7 @@ class SampleStrategy(IStrategy):
     # trailing_stop_positive = 0.01
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
-    # Optimal ticker interval for the strategy.
+    # Optimal timeframe for the strategy.
     timeframe = '5m'
 
     # Run "populate_indicators()" only for new candle.
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 0ba6f4a7f..3655b941d 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -268,7 +268,7 @@ tc16 = BTContainer(data=[
 # Test 17: Buy, hold for 120 mins, then forcesell using roi=-1
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
-# Uses open as sell-rate (special case) - since the roi-time is a multiple of the ticker interval.
+# Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/default_strategy.py
index 98842ff7c..7171b93ae 100644
--- a/tests/strategy/strats/default_strategy.py
+++ b/tests/strategy/strats/default_strategy.py
@@ -28,7 +28,7 @@ class DefaultStrategy(IStrategy):
     # Optimal stoploss designed for the strategy
     stoploss = -0.10
 
-    # Optimal ticker interval for the strategy
+    # Optimal timeframe for the strategy
     timeframe = '5m'
 
     # Optional order type mapping
diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy.py
index 1e7bb5e1e..9ef00b110 100644
--- a/tests/strategy/strats/legacy_strategy.py
+++ b/tests/strategy/strats/legacy_strategy.py
@@ -31,7 +31,7 @@ class TestStrategyLegacy(IStrategy):
     # This attribute will be overridden if the config file contains "stoploss"
     stoploss = -0.10
 
-    # Optimal ticker interval for the strategy
+    # Optimal timeframe for the strategy
     # Keep the legacy value here to test compatibility
     ticker_interval = '5m'
 

From 5f6eae52a296a83b6426bb6c8f0104bc59577c83 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 19:12:36 +0200
Subject: [PATCH 0110/1386] fix too long performance message

closes #4655
---
 freqtrade/rpc/telegram.py | 20 ++++++++++++--------
 1 file changed, 12 insertions(+), 8 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 92899d67f..b418c3dab 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -695,14 +695,18 @@ class Telegram(RPCHandler):
         """
         try:
             trades = self._rpc._rpc_performance()
-            stats = '\n'.join('{index}.\t<code>{pair}\t{profit:.2f}% ({count})</code>'.format(
-                index=i + 1,
-                pair=trade['pair'],
-                profit=trade['profit'],
-                count=trade['count']
-            ) for i, trade in enumerate(trades))
-            message = '<b>Performance:</b>\n{}'.format(stats)
-            self._send_msg(message, parse_mode=ParseMode.HTML)
+            output = "<b>Performance:</b>\n"
+            for i, trade in enumerate(trades):
+                stat_line = (f"{i+1}.\t <code>{trade['pair']}\t{trade['profit']:.2f}% "
+                             f"({trade['count']})</code>\n")
+
+                if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+                    self._send_msg(output)
+                    output = stat_line
+                else:
+                    output += stat_line
+
+            self._send_msg(output, parse_mode=ParseMode.HTML)
         except RPCException as e:
             self._send_msg(str(e))
 

From 9d4b5cc6bb961125df6a5afa94ed62848537f010 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 17:10:39 +0200
Subject: [PATCH 0111/1386] Fix typo

---
 freqtrade/optimize/hyperopt_interface.py | 2 +-
 freqtrade/templates/sample_strategy.py   | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 8eefff99c..633c8bdd5 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -103,7 +103,7 @@ class IHyperOpt(ABC):
         roi_t_alpha = 1.0
         roi_p_alpha = 1.0
 
-        timeframe_min = timeframe_to_minutes(self.ticker_interval)
+        timeframe_min = timeframe_to_minutes(self.timeframe)
 
         # We define here limits for the ROI space parameters automagically adapted to the
         # timeframe used by the bot:
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 29b550ea4..a51b30f3f 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -57,7 +57,7 @@ class SampleStrategy(IStrategy):
 
     # Hyperoptable parameters
     buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
-    sell_rsi = IntParameter(low=50, high=100, defualt=70, space='buy', optimize=True, load=True)
+    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True)
 
     # Optimal timeframe for the strategy.
     timeframe = '5m'

From 30e5e9296817f54ca773772a124548fd290c9d9f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Apr 2021 20:17:48 +0200
Subject: [PATCH 0112/1386] Don't allow one parmeter to be in 2 spaces

use the explicit user wish (given explicitly with "space")
---
 freqtrade/strategy/hyper.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 6282d91c0..e7f31e20d 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -244,8 +244,8 @@ class HyperStrategyMixin(object):
             if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
                 attr = getattr(self, attr_name)
                 if issubclass(attr.__class__, BaseParameter):
-                    if category is None or category == attr.category or \
-                       attr_name.startswith(category + '_'):
+                    if (category is None or category == attr.category or
+                            (attr_name.startswith(category + '_') and attr.category is None)):
                         yield attr_name, attr
 
     def _load_params(self, params: dict) -> None:

From 9e56f6d4ebba51b07b6facb81da588306741d488 Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Sun, 4 Apr 2021 01:19:38 +0300
Subject: [PATCH 0113/1386] Sort pair lists by total profit

---
 freqtrade/optimize/optimize_reports.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 099976aa9..a80dc5d31 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -110,6 +110,9 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, starting_b
 
         tabular_data.append(_generate_result_line(result, starting_balance, pair))
 
+    # Sort by total profit %:
+    tabular_data = sorted(tabular_data, key=lambda k: k['profit_total_abs'], reverse=True)
+
     # Append Total
     tabular_data.append(_generate_result_line(results, starting_balance, 'TOTAL'))
     return tabular_data

From c2be9b971c89795adcbdc98bd2aee2ae8a039c5a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Apr 2021 07:02:59 +0200
Subject: [PATCH 0114/1386] Improve backtest assumptions with fill rules

---
 docs/backtesting.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index c8acfdbe1..e16225f94 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -420,6 +420,7 @@ It contains some useful key metrics about performance of your strategy on backte
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
 - Buys happen at open-price
+- All orders are filled at the requested price (no slippage, no unfilled orders)
 - Sell-signal sells happen at open-price of the consecutive candle
 - Sell-signal is favored over Stoploss, because sell-signals are assumed to trigger on candle's open
 - ROI

From 342f14472c1e6fb4082218424d865cb1c97675d6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Apr 2021 05:26:45 +0000
Subject: [PATCH 0115/1386] Bump mkdocs-material from 7.0.7 to 7.1.0

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.0.7 to 7.1.0.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.0.7...7.1.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 711b6ca46..3dbaea111 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.0.7
+mkdocs-material==7.1.0
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.1.1

From fc2f9fd0c77cf0791952e42f39cd25e54f042cbc Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Apr 2021 05:27:16 +0000
Subject: [PATCH 0116/1386] Bump ccxt from 1.45.44 to 1.46.38

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.45.44 to 1.46.38.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.45.44...1.46.38)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e4984cf47..5177ae5d4 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.2
 pandas==1.2.3
 
-ccxt==1.45.44
+ccxt==1.46.38
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 320172a224172582a0156cda6ccd7e4f0fad69c3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Apr 2021 05:27:26 +0000
Subject: [PATCH 0117/1386] Bump sqlalchemy from 1.4.3 to 1.4.5

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.3 to 1.4.5.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e4984cf47..9b3638789 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.45.44
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.3
+SQLAlchemy==1.4.5
 python-telegram-bot==13.4.1
 arrow==1.0.3
 cachetools==4.2.1

From 36b39f91365400f011410f0ac2830b456040b1bf Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Apr 2021 05:27:31 +0000
Subject: [PATCH 0118/1386] Bump pycoingecko from 1.4.0 to 1.4.1

Bumps [pycoingecko](https://github.com/man-c/pycoingecko) from 1.4.0 to 1.4.1.
- [Release notes](https://github.com/man-c/pycoingecko/releases)
- [Changelog](https://github.com/man-c/pycoingecko/blob/master/CHANGELOG.md)
- [Commits](https://github.com/man-c/pycoingecko/compare/1.4.0...1.4.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e4984cf47..964701830 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -16,7 +16,7 @@ jsonschema==3.2.0
 TA-Lib==0.4.19
 technical==1.2.2
 tabulate==0.8.9
-pycoingecko==1.4.0
+pycoingecko==1.4.1
 jinja2==2.11.3
 tables==3.6.1
 blosc==1.10.2

From abbc56c1ccae81cd32e013f698f1eb60b601deaa Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Apr 2021 05:27:44 +0000
Subject: [PATCH 0119/1386] Bump pytest from 6.2.2 to 6.2.3

Bumps [pytest](https://github.com/pytest-dev/pytest) from 6.2.2 to 6.2.3.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/6.2.2...6.2.3)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 02f7fbca8..cd93f2433 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.9.0
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.2.1
 mypy==0.812
-pytest==6.2.2
+pytest==6.2.3
 pytest-asyncio==0.14.0
 pytest-cov==2.11.1
 pytest-mock==3.5.1

From 0407bf755f157cf812b718faea5ac8338ae9787d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 07:28:51 +0200
Subject: [PATCH 0120/1386] Use .query.session to make sure the scoped session
 is used properly

---
 freqtrade/freqtradebot.py                    |  8 ++++----
 freqtrade/persistence/models.py              | 21 +++++++++-----------
 freqtrade/persistence/pairlock_middleware.py |  6 +++---
 freqtrade/rpc/rpc.py                         |  6 +++---
 4 files changed, 19 insertions(+), 22 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index dd6966848..a701e8db9 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -187,7 +187,7 @@ class FreqtradeBot(LoggingMixin):
         if self.get_free_open_trades():
             self.enter_positions()
 
-        Trade.session.flush()
+        Trade.query.session.flush()
 
     def process_stopped(self) -> None:
         """
@@ -621,8 +621,8 @@ class FreqtradeBot(LoggingMixin):
         if order_status == 'closed':
             self.update_trade_state(trade, order_id, order)
 
-        Trade.session.add(trade)
-        Trade.session.flush()
+        Trade.query.session.add(trade)
+        Trade.query.session.flush()
 
         # Updating wallets
         self.wallets.update()
@@ -1205,7 +1205,7 @@ class FreqtradeBot(LoggingMixin):
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') == 'closed':
             self.update_trade_state(trade, trade.open_order_id, order)
-        Trade.session.flush()
+        Trade.query.session.flush()
 
         # Lock pair for one candle to prevent immediate rebuys
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 465f3d443..a82c047c3 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -61,11 +61,8 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
     # We should use the scoped_session object - not a seperately initialized version
     Trade.session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
     Trade.query = Trade.session.query_property()
-    # Copy session attributes to order object too
-    Order.session = Trade.session
-    Order.query = Order.session.query_property()
-    PairLock.session = Trade.session
-    PairLock.query = PairLock.session.query_property()
+    Order.query = Trade.session.query_property()
+    PairLock.query = Trade.session.query_property()
 
     previous_tables = inspect(engine).get_table_names()
     _DECL_BASE.metadata.create_all(engine)
@@ -81,7 +78,7 @@ def cleanup_db() -> None:
     Flushes all pending operations to disk.
     :return: None
     """
-    Trade.session.flush()
+    Trade.query.session.flush()
 
 
 def clean_dry_run_db() -> None:
@@ -677,7 +674,7 @@ class LocalTrade():
         in stake currency
         """
         if Trade.use_db:
-            total_open_stake_amount = Trade.session.query(
+            total_open_stake_amount = Trade.query.with_entities(
                 func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
         else:
             total_open_stake_amount = sum(
@@ -689,7 +686,7 @@ class LocalTrade():
         """
         Returns List of dicts containing all Trades, including profit and trade count
         """
-        pair_rates = Trade.session.query(
+        pair_rates = Trade.query.with_entities(
             Trade.pair,
             func.sum(Trade.close_profit).label('profit_sum'),
             func.count(Trade.pair).label('count')
@@ -712,7 +709,7 @@ class LocalTrade():
         Get best pair with closed trade.
         :returns: Tuple containing (pair, profit_sum)
         """
-        best_pair = Trade.session.query(
+        best_pair = Trade.query.with_entities(
             Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
         ).filter(Trade.is_open.is_(False)) \
             .group_by(Trade.pair) \
@@ -805,10 +802,10 @@ class Trade(_DECL_BASE, LocalTrade):
     def delete(self) -> None:
 
         for order in self.orders:
-            Order.session.delete(order)
+            Order.query.session.delete(order)
 
-        Trade.session.delete(self)
-        Trade.session.flush()
+        Trade.query.session.delete(self)
+        Trade.query.session.flush()
 
     @staticmethod
     def get_trades_proxy(*, pair: str = None, is_open: bool = None,
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index f0048bb52..245f7cdab 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -48,8 +48,8 @@ class PairLocks():
             active=True
         )
         if PairLocks.use_db:
-            PairLock.session.add(lock)
-            PairLock.session.flush()
+            PairLock.query.session.add(lock)
+            PairLock.query.session.flush()
         else:
             PairLocks.locks.append(lock)
 
@@ -99,7 +99,7 @@ class PairLocks():
         for lock in locks:
             lock.active = False
         if PairLocks.use_db:
-            PairLock.session.flush()
+            PairLock.query.session.flush()
 
     @staticmethod
     def is_global_lock(now: Optional[datetime] = None) -> bool:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 1359729b9..59758a573 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -558,7 +558,7 @@ class RPC:
                 # Execute sell for all open orders
                 for trade in Trade.get_open_trades():
                     _exec_forcesell(trade)
-                Trade.session.flush()
+                Trade.query.session.flush()
                 self._freqtrade.wallets.update()
                 return {'result': 'Created sell orders for all open trades.'}
 
@@ -571,7 +571,7 @@ class RPC:
                 raise RPCException('invalid argument')
 
             _exec_forcesell(trade)
-            Trade.session.flush()
+            Trade.query.session.flush()
             self._freqtrade.wallets.update()
             return {'result': f'Created sell order for trade {trade_id}.'}
 
@@ -696,7 +696,7 @@ class RPC:
             lock.lock_end_time = datetime.now(timezone.utc)
 
         # session is always the same
-        PairLock.session.flush()
+        PairLock.query.session.flush()
 
         return self._rpc_locks()
 

From ea0b47a7f9c1625e6ec651d656688e19bff41781 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 07:38:07 +0200
Subject: [PATCH 0121/1386] Replace test occurances of Trade.session with
 Trade.query.session

---
 tests/conftest.py                 |  2 +-
 tests/plugins/test_protections.py | 42 +++++++++++++++----------------
 tests/rpc/test_rpc_apiserver.py   | 12 ++++-----
 tests/test_freqtradebot.py        | 35 +++++++++++---------------
 tests/test_integration.py         |  1 -
 tests/test_persistence.py         |  8 +++---
 6 files changed, 46 insertions(+), 54 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 3522ef02d..f8c1c5357 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -197,7 +197,7 @@ def create_mock_trades(fee, use_db: bool = True):
     """
     def add_trade(trade):
         if use_db:
-            Trade.session.add(trade)
+            Trade.query.session.add(trade)
         else:
             LocalTrade.add_bt_trade(trade)
 
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index 2e42c1be4..545387eaa 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -91,7 +91,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30,
         ))
@@ -100,12 +100,12 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     assert not log_has_re(message, caplog)
     caplog.clear()
     # This trade does not count, as it's closed too long ago
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'BCH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=250, min_ago_close=100,
     ))
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=240, min_ago_close=30,
     ))
@@ -114,7 +114,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'LTC/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=180, min_ago_close=30,
     ))
@@ -148,7 +148,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30, profit_rate=0.9,
         ))
@@ -158,12 +158,12 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     assert not log_has_re(message, caplog)
     caplog.clear()
     # This trade does not count, as it's closed too long ago
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=250, min_ago_close=100, profit_rate=0.9,
     ))
     # Trade does not count for per pair stop as it's the wrong pair.
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=240, min_ago_close=30, profit_rate=0.9,
     ))
@@ -178,7 +178,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     caplog.clear()
 
     # 2nd Trade that counts with correct pair
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=180, min_ago_close=30, profit_rate=0.9,
     ))
@@ -203,7 +203,7 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30,
     ))
@@ -213,7 +213,7 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
     assert PairLocks.is_pair_locked('XRP/BTC')
     assert not PairLocks.is_global_lock()
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'ETH/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
         min_ago_open=205, min_ago_close=35,
     ))
@@ -242,7 +242,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=800, min_ago_close=450, profit_rate=0.9,
     ))
@@ -253,7 +253,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
     assert not PairLocks.is_pair_locked('XRP/BTC')
     assert not PairLocks.is_global_lock()
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=120, profit_rate=0.9,
     ))
@@ -265,14 +265,14 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
     assert not PairLocks.is_global_lock()
 
     # Add positive trade
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
         min_ago_open=20, min_ago_close=10, profit_rate=1.15,
     ))
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')
     assert not PairLocks.is_pair_locked('XRP/BTC')
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=110, min_ago_close=20, profit_rate=0.8,
     ))
@@ -300,15 +300,15 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')
     caplog.clear()
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
     ))
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
     ))
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'NEO/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
     ))
@@ -316,7 +316,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     assert not freqtrade.protections.global_stop()
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=500, min_ago_close=400, profit_rate=0.9,
     ))
@@ -326,7 +326,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     assert not PairLocks.is_pair_locked('XRP/BTC')
     assert not PairLocks.is_global_lock()
 
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=1200, min_ago_close=1100, profit_rate=0.5,
     ))
@@ -339,7 +339,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     assert not log_has_re(message, caplog)
 
     # Winning trade ... (should not lock, does not change drawdown!)
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
         min_ago_open=320, min_ago_close=410, profit_rate=1.5,
     ))
@@ -349,7 +349,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     caplog.clear()
 
     # Add additional negative trade, causing a loss of > 15%
-    Trade.session.add(generate_mock_trade(
+    Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
         min_ago_open=20, min_ago_close=10, profit_rate=0.8,
     ))
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 20d32024f..180eefa08 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -510,7 +510,7 @@ def test_api_trades(botclient, mocker, fee, markets):
     assert rc.json()['trades_count'] == 0
 
     create_mock_trades(fee)
-    Trade.session.flush()
+    Trade.query.session.flush()
 
     rc = client_get(client, f"{BASE_URI}/trades")
     assert_response(rc)
@@ -538,7 +538,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
     assert_response(rc, 502)
 
     create_mock_trades(fee)
-    Trade.session.flush()
+    Trade.query.session.flush()
     ftbot.strategy.order_types['stoploss_on_exchange'] = True
     trades = Trade.query.all()
     trades[1].stoploss_order_id = '1234'
@@ -720,7 +720,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
 
     )
     trade.close_profit = trade.calc_profit_ratio()
-    Trade.session.add(trade)
+    Trade.query.session.add(trade)
 
     trade = Trade(
         pair='XRP/ETH',
@@ -735,8 +735,8 @@ def test_api_performance(botclient, mocker, ticker, fee):
         close_rate=0.391
     )
     trade.close_profit = trade.calc_profit_ratio()
-    Trade.session.add(trade)
-    Trade.session.flush()
+    Trade.query.session.add(trade)
+    Trade.query.session.flush()
 
     rc = client_get(client, f"{BASE_URI}/performance")
     assert_response(rc)
@@ -764,7 +764,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     trades = Trade.get_open_trades()
     trades[0].open_order_id = None
     ftbot.exit_positions(trades)
-    Trade.session.flush()
+    Trade.query.session.flush()
 
     rc = client_get(client, f"{BASE_URI}/status")
     assert_response(rc)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 486c31090..c93f8b858 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -768,7 +768,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
     assert pair not in default_conf['exchange']['pair_whitelist']
 
     # create open trade not in whitelist
-    Trade.session.add(Trade(
+    Trade.query.session.add(Trade(
         pair=pair,
         stake_amount=0.001,
         fee_open=fee.return_value,
@@ -778,7 +778,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
         open_rate=0.01,
         exchange='bittrex',
     ))
-    Trade.session.add(Trade(
+    Trade.query.session.add(Trade(
         pair='ETH/BTC',
         stake_amount=0.001,
         fee_open=fee.return_value,
@@ -1779,7 +1779,6 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
     # fetch_order should not be called!!
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     patch_exchange(mocker)
-    Trade.session = MagicMock()
     amount = sum(x['amount'] for x in trades_for_order)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     trade = Trade(
@@ -1805,7 +1804,6 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
     # fetch_order should not be called!!
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     patch_exchange(mocker)
-    Trade.session = MagicMock()
     amount = sum(x['amount'] for x in trades_for_order)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     trade = Trade(
@@ -1868,7 +1866,6 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
     mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
 
     patch_exchange(mocker)
-    Trade.session = MagicMock()
     amount = limit_sell_order["amount"]
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     wallet_mock.reset_mock()
@@ -2110,7 +2107,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
 
     # Ensure default is to return empty (so not mocked yet)
     freqtrade.check_handle_timedout()
@@ -2161,7 +2158,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
 
     freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
     # check it does cancel buy orders over the time limit
@@ -2191,7 +2188,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
 
     # check it does cancel buy orders over the time limit
     freqtrade.check_handle_timedout()
@@ -2218,7 +2215,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
 
     # check it does cancel buy orders over the time limit
     freqtrade.check_handle_timedout()
@@ -2248,7 +2245,7 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
     open_trade.close_profit_abs = 0.001
     open_trade.is_open = False
 
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
     # Ensure default is false
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 0
@@ -2296,7 +2293,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     open_trade.close_profit_abs = 0.001
     open_trade.is_open = False
 
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
 
     freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
     # check it does cancel sell orders over the time limit
@@ -2327,7 +2324,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
     open_trade.is_open = False
 
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
 
     # check it does cancel sell orders over the time limit
     freqtrade.check_handle_timedout()
@@ -2353,7 +2350,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
 
     # check it does cancel buy orders over the time limit
     # note this is for a partially-complete buy order
@@ -2386,7 +2383,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
 
     open_trade.fee_open = fee()
     open_trade.fee_close = fee()
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
     # cancelling a half-filled order should update the amount to the bought amount
     # and apply fees if necessary.
     freqtrade.check_handle_timedout()
@@ -2426,7 +2423,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
 
     open_trade.fee_open = fee()
     open_trade.fee_close = fee()
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
     # cancelling a half-filled order should update the amount to the bought amount
     # and apply fees if necessary.
     freqtrade.check_handle_timedout()
@@ -2463,7 +2460,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    Trade.session.add(open_trade)
+    Trade.query.session.add(open_trade)
 
     freqtrade.check_handle_timedout()
     assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, "
@@ -2486,7 +2483,6 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     freqtrade = FreqtradeBot(default_conf)
     freqtrade._notify_buy_cancel = MagicMock()
 
-    Trade.session = MagicMock()
     trade = MagicMock()
     trade.pair = 'LTC/ETH'
     limit_buy_order['filled'] = 0.0
@@ -2520,7 +2516,6 @@ def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
     nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_buy_cancel')
     freqtrade = FreqtradeBot(default_conf)
 
-    Trade.session = MagicMock()
     reason = CANCEL_REASON['TIMEOUT']
     trade = MagicMock()
     trade.pair = 'LTC/ETH'
@@ -2549,7 +2544,6 @@ def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
     freqtrade = FreqtradeBot(default_conf)
     freqtrade._notify_buy_cancel = MagicMock()
 
-    Trade.session = MagicMock()
     trade = MagicMock()
     trade.pair = 'LTC/ETH'
     limit_buy_order['filled'] = 0.0
@@ -2812,7 +2806,6 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    Trade.session = MagicMock()
     PairLock.session = MagicMock()
 
     freqtrade.config['dry_run'] = False
@@ -4422,7 +4415,7 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
         open_rate=0.01,
         exchange='bittrex',
     )
-    Trade.session.add(trade)
+    Trade.query.session.add(trade)
 
     freqtrade.reupdate_buy_order_fees(trade)
     assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 8e3bd251a..1c60faa7b 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -89,7 +89,6 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     freqtrade.strategy.confirm_trade_entry.reset_mock()
     assert freqtrade.strategy.confirm_trade_exit.call_count == 0
     wallets_mock.reset_mock()
-    Trade.session = MagicMock()
 
     trades = Trade.query.all()
     # Make sure stoploss-order is open and trade is bought (since we mock update_trade_state)
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 6a388327c..d53386287 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -403,7 +403,7 @@ def test_clean_dry_run_db(default_conf, fee):
         exchange='bittrex',
         open_order_id='dry_run_buy_12345'
     )
-    Trade.session.add(trade)
+    Trade.query.session.add(trade)
 
     trade = Trade(
         pair='ETC/BTC',
@@ -415,7 +415,7 @@ def test_clean_dry_run_db(default_conf, fee):
         exchange='bittrex',
         open_order_id='dry_run_sell_12345'
     )
-    Trade.session.add(trade)
+    Trade.query.session.add(trade)
 
     # Simulate prod entry
     trade = Trade(
@@ -428,7 +428,7 @@ def test_clean_dry_run_db(default_conf, fee):
         exchange='bittrex',
         open_order_id='prod_buy_12345'
     )
-    Trade.session.add(trade)
+    Trade.query.session.add(trade)
 
     # We have 3 entries: 2 dry_run, 1 prod
     assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3
@@ -933,7 +933,7 @@ def test_stoploss_reinitialization(default_conf, fee):
     assert trade.stop_loss_pct == -0.05
     assert trade.initial_stop_loss == 0.95
     assert trade.initial_stop_loss_pct == -0.05
-    Trade.session.add(trade)
+    Trade.query.session.add(trade)
 
     # Lower stoploss
     Trade.stoploss_reinitialization(0.06)

From e979f132e3933effcfd2e2fb0d742b1c559883a4 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Apr 2021 05:57:56 +0000
Subject: [PATCH 0122/1386] Bump python from 3.9.2-slim-buster to
 3.9.3-slim-buster

Bumps python from 3.9.2-slim-buster to 3.9.3-slim-buster.

Signed-off-by: dependabot[bot] <support@github.com>
---
 Dockerfile       | 2 +-
 Dockerfile.armhf | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/Dockerfile b/Dockerfile
index 4b399174b..1f6e36b68 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.9.2-slim-buster as base
+FROM python:3.9.3-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8
diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index eecd9fdc0..5e6763d4c 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.7.9-slim-buster as base
+FROM --platform=linux/arm/v7 python:3.9.3-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From af525818136efd4848a5b6e6e6d6c70653310d53 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 08:22:01 +0200
Subject: [PATCH 0123/1386] Update Dockerfile.armhf

---
 Dockerfile.armhf | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index 5e6763d4c..dcb008cb9 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.9.3-slim-buster as base
+FROM --platform=linux/arm/v7 python:3.7.10-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 7132aefd608ab8495932f438bc66695d18d4d70f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 08:46:12 +0200
Subject: [PATCH 0124/1386] Rename Trade.session to Trade._session

---
 freqtrade/persistence/models.py | 8 ++++----
 tests/test_persistence.py       | 4 ++--
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index a82c047c3..a22e75e1e 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -59,10 +59,10 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
     # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope
     # Scoped sessions proxy requests to the appropriate thread-local session.
     # We should use the scoped_session object - not a seperately initialized version
-    Trade.session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
-    Trade.query = Trade.session.query_property()
-    Order.query = Trade.session.query_property()
-    PairLock.query = Trade.session.query_property()
+    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
+    Trade.query = Trade._session.query_property()
+    Order.query = Trade._session.query_property()
+    PairLock.query = Trade._session.query_property()
 
     previous_tables = inspect(engine).get_table_names()
     _DECL_BASE.metadata.create_all(engine)
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index d53386287..3336e4e66 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -18,8 +18,8 @@ from tests.conftest import create_mock_trades, log_has, log_has_re
 def test_init_create_session(default_conf):
     # Check if init create a session
     init_db(default_conf['db_url'], default_conf['dry_run'])
-    assert hasattr(Trade, 'session')
-    assert 'scoped_session' in type(Trade.session).__name__
+    assert hasattr(Trade, '_session')
+    assert 'scoped_session' in type(Trade._session).__name__
 
 
 def test_init_custom_db_url(default_conf, tmpdir):

From dc406fe19f85197d9223342c7777a466caabb480 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 10:53:00 +0200
Subject: [PATCH 0125/1386] Fail in case of name and explicit space name
 collisions

---
 freqtrade/strategy/hyper.py      | 4 ++++
 tests/optimize/test_hyperopt.py  | 2 --
 tests/strategy/test_interface.py | 5 +++++
 3 files changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index e7f31e20d..0b7055f01 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -244,6 +244,10 @@ class HyperStrategyMixin(object):
             if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
                 attr = getattr(self, attr_name)
                 if issubclass(attr.__class__, BaseParameter):
+                    if (category and attr_name.startswith(category + '_')
+                            and attr.category is not None and attr.category != category):
+                        raise OperationalException(
+                            f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
                     if (category is None or category == attr.category or
                             (attr_name.startswith(category + '_') and attr.category is None)):
                         yield attr_name, attr
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 36b6f1229..c13da0d76 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1093,8 +1093,6 @@ def test_print_epoch_details(capsys):
 
 
 def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir) -> None:
-    # mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
-    # mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
     # No hyperopt needed
     del hyperopt_conf['hyperopt']
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 71f877cc3..3bfa691b4 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -617,3 +617,8 @@ def test_auto_hyperopt_interface(default_conf):
 
     # Parameter is disabled - so value from sell_param dict will NOT be used.
     assert strategy.sell_minusdi.value == 0.5
+
+    strategy.sell_rsi = IntParameter([0, 10], default=5, space='buy')
+
+    with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"):
+        [x for x in strategy.enumerate_parameters('sell')]

From c51839dc3be4c47a32394719eb3bfba0e94ff1a6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 11:21:20 +0200
Subject: [PATCH 0126/1386] Make the logmessage for loaded parameters clearer

---
 freqtrade/strategy/hyper.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 0b7055f01..709179997 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -263,7 +263,7 @@ class HyperStrategyMixin(object):
             if attr_name in params:
                 if attr.load:
                     attr.value = params[attr_name]
-                    logger.info(f'{attr_name} = {attr.value}')
+                    logger.info(f'Strategy Parameter: {attr_name} = {attr.value}')
                 else:
                     logger.warning(f'Parameter "{attr_name}" exists, but is disabled. '
                                    f'Default value "{attr.value}" used.')

From 3044aa18e60bb5d42d880d67b27a7bea0f937653 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 14:45:42 +0200
Subject: [PATCH 0127/1386] Add warning for hyperopt-parameters

---
 docs/hyperopt.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index db7a23f02..07cc963cf 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -305,6 +305,9 @@ There are four parameter types each suited for different purposes.
     * `optimize` - when set to `False` parameter will not be included in optimization process.
     Use these parameters to quickly prototype various ideas.
 
+!!! Warning
+    Hyperoptable parameters cannot be used in `populate_indicators` - as hyperopt does not recalculate indicators for each epoch, so the starting value would be used in this case.
+
 ## Loss-functions
 
 Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.

From 7b2a0d46cb19cb4c219d33e4ec1fc9cfac887a40 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 15:38:25 +0200
Subject: [PATCH 0128/1386] Fix typo

---
 freqtrade/optimize/hyperopt_auto.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index ed6f2d6f7..c4d6f1581 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -33,14 +33,14 @@ class HyperOptAuto(IHyperOpt):
         return populate_buy_trend
 
     def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict):
+        def populate_sell_trend(dataframe: DataFrame, metadata: dict):
             for attr_name, attr in self.strategy.enumerate_parameters('sell'):
                 if attr.optimize:
                     # noinspection PyProtectedMember
                     attr._set_value(params[attr_name])
             return self.strategy.populate_sell_trend(dataframe, metadata)
 
-        return populate_buy_trend
+        return populate_sell_trend
 
     def _get_func(self, name) -> Callable:
         """

From 78a84f8081f8cd58f0ab7a74f2f40c9106dd615a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 15:38:33 +0200
Subject: [PATCH 0129/1386] Allow --hyperoptloss in addition to --hyperopt-loss

---
 freqtrade/commands/cli_options.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index cea353109..4fac8ac72 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -267,7 +267,7 @@ AVAILABLE_CLI_OPTIONS = {
         default=1,
     ),
     "hyperopt_loss": Arg(
-        '--hyperopt-loss',
+        '--hyperopt-loss', '--hyperoptloss',
         help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
         'Different functions can generate completely different results, '
         'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '

From c176e277f117badcbe495750707af79e07717b1b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Mads=20S=C3=B8rensen?= <mads2003dk@gmail.com>
Date: Mon, 5 Apr 2021 19:31:34 +0200
Subject: [PATCH 0130/1386] Add a REST endpoint for getting a specific trade

---
 freqtrade/rpc/api_server/api_v1.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index b983402e9..6873c0c4c 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -88,6 +88,11 @@ def trades(limit: int = 0, rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_trade_history(limit)
 
 
+@router.get('/trade/{tradeid}', response_model=OpenTradeSchema, tags=['info', 'trading'])
+def trade(tradeid: int = 0, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_trade_status([tradeid])[0]
+
+
 @router.delete('/trades/{tradeid}', response_model=DeleteTrade, tags=['info', 'trading'])
 def trades_delete(tradeid: int, rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_delete(tradeid)

From ddba0d688e0b168054fda58b0267810ff13fad98 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Mads=20S=C3=B8rensen?= <mads2003dk@gmail.com>
Date: Mon, 5 Apr 2021 19:32:55 +0200
Subject: [PATCH 0131/1386] Add new trade endpoint to docs

---
 docs/rest-api.md | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index c41c3f24c..4e784b6af 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -125,6 +125,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `reload_config` | Reloads the configuration file.
 | `trades` | List last trades.
+| `trade/<tradeid>` | Get specific trade.
 | `delete_trade <trade_id>` | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
 | `show_config` | Shows part of the current configuration with relevant settings to operation.
 | `logs` | Shows last log messages.
@@ -275,6 +276,10 @@ trades
 
         :param limit: Limits trades to the X last trades. No limit to get all the trades.
 
+trade
+	Return specific trade.
+        :param tradeid: Specify which trade to get.
+
 version
 	Return the version of the bot.
 

From fc78246bbc2a7f4260e1bf2bdd3d898c52c98110 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Mads=20S=C3=B8rensen?= <mads2003dk@gmail.com>
Date: Mon, 5 Apr 2021 19:34:01 +0200
Subject: [PATCH 0132/1386] Some changes to rest-api docs

---
 docs/rest-api.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 4e784b6af..be3107fcb 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -182,7 +182,7 @@ count
 	Return the amount of open trades.
 
 daily
-	Return the amount of open trades.
+	Return the profits for each day, and amount of trades.
 
 delete_lock
 	Delete (disable) lock from the database.
@@ -215,7 +215,7 @@ locks
 logs
 	Show latest logs.
 
-        :param limit: Limits log messages to the last <limit> logs. No limit to get all the trades.
+        :param limit: Limits log messages to the last <limit> logs. No limit to get the entire log.
 
 pair_candles
 	Return live dataframe for <pair><timeframe>.

From 6633752fcb743f693105c9c56633c82817593592 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Tue, 6 Apr 2021 05:29:34 +0000
Subject: [PATCH 0133/1386] Bump python from 3.9.3-slim-buster to
 3.9.4-slim-buster

Bumps python from 3.9.3-slim-buster to 3.9.4-slim-buster.

Signed-off-by: dependabot[bot] <support@github.com>
---
 Dockerfile       | 2 +-
 Dockerfile.armhf | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/Dockerfile b/Dockerfile
index 1f6e36b68..711f27990 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.9.3-slim-buster as base
+FROM python:3.9.4-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8
diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index dcb008cb9..b019b6096 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.7.10-slim-buster as base
+FROM --platform=linux/arm/v7 python:3.9.4-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 0550f261f1f48626c112ef830485ac5a843f9548 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Apr 2021 07:47:44 +0200
Subject: [PATCH 0134/1386] Add exchange_has validation

---
 freqtrade/commands/list_commands.py | 14 +++++++++-----
 freqtrade/exchange/__init__.py      |  2 +-
 freqtrade/exchange/common.py        | 23 +++++++++++++++++++++++
 freqtrade/exchange/exchange.py      | 29 ++++++++++++++++++++++++++++-
 4 files changed, 61 insertions(+), 7 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index d509bfaa5..fa4bc1066 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -13,7 +13,7 @@ from tabulate import tabulate
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import available_exchanges, ccxt_exchanges, market_is_active
+from freqtrade.exchange import market_is_active, validate_exchanges
 from freqtrade.misc import plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
@@ -28,14 +28,18 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
     :param args: Cli args from Arguments()
     :return: None
     """
-    exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges()
+    exchanges = validate_exchanges(args['list_exchanges_all'])
+
     if args['print_one_column']:
-        print('\n'.join(exchanges))
+        print('\n'.join([e[0] for e in exchanges]))
     else:
         if args['list_exchanges_all']:
-            print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}")
+            print("All exchanges supported by the ccxt library:")
         else:
-            print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
+            print("Exchanges available for Freqtrade:")
+            exchanges = [e for e in exchanges if e[1] is not False]
+
+        print(tabulate(exchanges, headers=['Exchange name', 'Valid', 'reason']))
 
 
 def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 15ba7b9f6..0eedd25d8 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -12,6 +12,6 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
                                          is_exchange_known_ccxt, is_exchange_officially_supported,
                                          market_is_active, timeframe_to_minutes, timeframe_to_msecs,
                                          timeframe_to_next_date, timeframe_to_prev_date,
-                                         timeframe_to_seconds)
+                                         timeframe_to_seconds, validate_exchanges)
 from freqtrade.exchange.ftx import Ftx
 from freqtrade.exchange.kraken import Kraken
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index be0a1e483..90b70d67e 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -98,6 +98,29 @@ MAP_EXCHANGE_CHILDCLASS = {
 }
 
 
+EXCHANGE_HAS_REQUIRED = [
+    # Required / private
+    'fetchOrder',
+    'cancelOrder',
+    'createOrder',
+    # 'createLimitOrder', 'createMarketOrder',
+    'fetchBalance',
+
+    # Public endpoints
+    'loadMarkets',
+    'fetchOHLCV',
+]
+
+EXCHANGE_HAS_OPTIONAL = [
+    # Private
+    'fetchMyTrades',  # Trades for order - fee detection
+    # Public
+    'fetchOrderBook', 'fetchL2OrderBook', 'fetchTicker',  # OR for pricing
+    'fetchTickers',  # For volumepairlist?
+    'fetchTrades',  # Downloading trades data
+]
+
+
 def calculate_backoff(retrycount, max_retries):
     """
     Calculate backoff
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 85c5b4c6d..768a02aa1 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -23,7 +23,8 @@ from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, RetryableOrderError,
                                   TemporaryError)
-from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES, retrier,
+from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
                                        retrier_async)
 from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -1337,6 +1338,32 @@ def available_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
     return [x for x in exchanges if not is_exchange_bad(x)]
 
 
+def validate_exchange(exchange: str) -> Tuple[bool, str]:
+    ex_mod = getattr(ccxt, exchange.lower())()
+    if not ex_mod or not ex_mod.has:
+        return False, ''
+    missing = [k for k in EXCHANGE_HAS_REQUIRED if not ex_mod.has.get(k)]
+    if missing:
+        return False, f"missing: {', '.join(missing)}"
+
+    missing_opt = [k for k in EXCHANGE_HAS_OPTIONAL if not ex_mod.has.get(k)]
+    if missing_opt:
+        return True, f"missing opt: {', '.join(missing_opt)}"
+
+    return True, ''
+
+
+def validate_exchanges(all_exchanges: bool) -> List[Tuple[str, bool, str]]:
+    """
+    :return: List of tuples with exchangename, valid, reason.
+    """
+    exchanges = ccxt_exchanges() if all_exchanges else available_exchanges()
+    exchanges_valid = [
+        (e, *validate_exchange(e)) for e in exchanges
+    ]
+    return exchanges_valid
+
+
 def timeframe_to_seconds(timeframe: str) -> int:
     """
     Translates the timeframe interval value written in the human readable

From 969d44a95298e20174514017c85a9925245699ee Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Apr 2021 07:49:16 +0200
Subject: [PATCH 0135/1386] Update Dockerfile.armhf

---
 Dockerfile.armhf | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index b019b6096..dcb008cb9 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.9.4-slim-buster as base
+FROM --platform=linux/arm/v7 python:3.7.10-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From ddabfe0206c4fa93efb04942dc4c11c6a062d026 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Apr 2021 07:57:27 +0200
Subject: [PATCH 0136/1386] adjust tests to match new exchangelist output

---
 tests/commands/test_commands.py | 10 +++++-----
 tests/test_main.py              |  4 ++--
 2 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index e21ef4dd1..232fc4e2c 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -66,8 +66,8 @@ def test_list_exchanges(capsys):
     start_list_exchanges(get_args(args))
     captured = capsys.readouterr()
     assert re.match(r"Exchanges available for Freqtrade.*", captured.out)
-    assert re.match(r".*binance,.*", captured.out)
-    assert re.match(r".*bittrex,.*", captured.out)
+    assert re.search(r".*binance.*", captured.out)
+    assert re.search(r".*bittrex.*", captured.out)
 
     # Test with --one-column
     args = [
@@ -89,9 +89,9 @@ def test_list_exchanges(capsys):
     start_list_exchanges(get_args(args))
     captured = capsys.readouterr()
     assert re.match(r"All exchanges supported by the ccxt library.*", captured.out)
-    assert re.match(r".*binance,.*", captured.out)
-    assert re.match(r".*bittrex,.*", captured.out)
-    assert re.match(r".*bitmex,.*", captured.out)
+    assert re.search(r".*binance.*", captured.out)
+    assert re.search(r".*bittrex.*", captured.out)
+    assert re.search(r".*bitmex.*", captured.out)
 
     # Test with --one-column --all
     args = [
diff --git a/tests/test_main.py b/tests/test_main.py
index 70632aeaa..d52dcaf79 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -118,7 +118,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
 def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     mocker.patch(
-        'freqtrade.commands.list_commands.available_exchanges',
+        'freqtrade.commands.list_commands.validate_exchanges',
         MagicMock(side_effect=ValueError('Oh snap!'))
     )
     patched_configuration_load_config_file(mocker, default_conf)
@@ -132,7 +132,7 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
     assert log_has('Fatal exception!', caplog)
     assert not log_has_re(r'SIGINT.*', caplog)
     mocker.patch(
-        'freqtrade.commands.list_commands.available_exchanges',
+        'freqtrade.commands.list_commands.validate_exchanges',
         MagicMock(side_effect=KeyboardInterrupt)
     )
     with pytest.raises(SystemExit):

From 142690c93068be58937aaef08dd9004871f237fb Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Tue, 6 Apr 2021 10:05:03 +0200
Subject: [PATCH 0137/1386] resolves freqtrade/freqtrade#4650

---
 config_binance.json.example                   |  99 ---------------
 docker-compose.yml                            |   2 +-
 freqtrade/constants.py                        |   4 +-
 .../plugins/pairlist/VolatilityFilter.py      | 120 ++++++++++++++++++
 4 files changed, 123 insertions(+), 102 deletions(-)
 delete mode 100644 config_binance.json.example
 create mode 100644 freqtrade/plugins/pairlist/VolatilityFilter.py

diff --git a/config_binance.json.example b/config_binance.json.example
deleted file mode 100644
index 4fa615d6d..000000000
--- a/config_binance.json.example
+++ /dev/null
@@ -1,99 +0,0 @@
-{
-    "max_open_trades": 3,
-    "stake_currency": "BTC",
-    "stake_amount": 0.05,
-    "tradable_balance_ratio": 0.99,
-    "fiat_display_currency": "USD",
-    "timeframe": "5m",
-    "dry_run": true,
-    "cancel_open_orders_on_exit": false,
-    "unfilledtimeout": {
-        "buy": 10,
-        "sell": 30
-    },
-    "bid_strategy": {
-        "ask_last_balance": 0.0,
-        "use_order_book": false,
-        "order_book_top": 1,
-        "check_depth_of_market": {
-            "enabled": false,
-            "bids_to_ask_delta": 1
-        }
-    },
-    "ask_strategy": {
-        "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
-    },
-    "exchange": {
-        "name": "binance",
-        "key": "your_exchange_key",
-        "secret": "your_exchange_secret",
-        "ccxt_config": {"enableRateLimit": true},
-        "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 200
-        },
-        "pair_whitelist": [
-            "ALGO/BTC",
-            "ATOM/BTC",
-            "BAT/BTC",
-            "BCH/BTC",
-            "BRD/BTC",
-            "EOS/BTC",
-            "ETH/BTC",
-            "IOTA/BTC",
-            "LINK/BTC",
-            "LTC/BTC",
-            "NEO/BTC",
-            "NXS/BTC",
-            "XMR/BTC",
-            "XRP/BTC",
-            "XTZ/BTC"
-        ],
-        "pair_blacklist": [
-            "BNB/BTC"
-        ]
-    },
-    "pairlists": [
-        {"method": "StaticPairList"}
-    ],
-    "edge": {
-        "enabled": false,
-        "process_throttle_secs": 3600,
-        "calculate_since_number_of_days": 7,
-        "allowed_risk": 0.01,
-        "stoploss_range_min": -0.01,
-        "stoploss_range_max": -0.1,
-        "stoploss_range_step": -0.01,
-        "minimum_winrate": 0.60,
-        "minimum_expectancy": 0.20,
-        "min_trade_number": 10,
-        "max_trade_duration_minute": 1440,
-        "remove_pumps": false
-    },
-    "telegram": {
-        "enabled": false,
-        "token": "your_telegram_token",
-        "chat_id": "your_telegram_chat_id"
-    },
-    "api_server": {
-        "enabled": false,
-        "listen_ip_address": "127.0.0.1",
-        "listen_port": 8080,
-        "verbosity": "error",
-        "jwt_secret_key": "somethingrandom",
-        "CORS_origins": [],
-        "username": "freqtrader",
-        "password": "SuperSecurePassword"
-    },
-    "bot_name": "freqtrade",
-    "initial_state": "running",
-    "forcebuy_enable": false,
-    "internals": {
-        "process_throttle_secs": 5
-    }
-}
diff --git a/docker-compose.yml b/docker-compose.yml
index 80e194ab2..71572140c 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -25,4 +25,4 @@ services:
       --logfile /freqtrade/user_data/logs/freqtrade.log
       --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
       --config /freqtrade/user_data/config.json
-      --strategy SampleStrategy
+      --strategy BinHV45.py
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 3a2ed98e9..c4a360d18 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -26,7 +26,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
                        'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter']
+                       'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
@@ -416,4 +416,4 @@ PairWithTimeframe = Tuple[str, str]
 ListPairsWithTimeframes = List[PairWithTimeframe]
 
 # Type for trades list
-TradeList = List[List]
+TradeList = List[List]
\ No newline at end of file
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
new file mode 100644
index 000000000..ea1ebeb29
--- /dev/null
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -0,0 +1,120 @@
+"""
+Rate of change pairlist filter
+"""
+import logging
+from copy import deepcopy
+from typing import Any, Dict, List, Optional
+
+import sys
+import arrow
+from cachetools.ttl import TTLCache
+from pandas import DataFrame
+import numpy as np
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.misc import plural
+from freqtrade.plugins.pairlist.IPairList import IPairList
+
+
+
+logger = logging.getLogger(__name__)
+
+
+class VolatilityFilter(IPairList):
+    '''
+    Filters pairs by volatility
+    '''
+
+    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._days = pairlistconfig.get('lookback_days', 10)
+        self._min_volatility = pairlistconfig.get('min_volatility', 0)
+        self._max_volatility = pairlistconfig.get('max_volatility', sys.maxsize)
+        self._refresh_period = pairlistconfig.get('refresh_period', 1440)
+
+        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
+
+        if self._days < 1:
+            raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
+        if self._days > exchange.ohlcv_candle_limit('1d'):
+            raise OperationalException("VolatilityFilter requires lookback_days to not "
+                                       "exceed exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit('1d')})")
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List 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} - Filtering pairs with volatility range "
+                f"{self._min_volatility}-{self._max_volatility} the last {self._days} {plural(self._days, 'day')}.")
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Validate trading range
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new allowlist
+        """
+        needed_pairs = [(p, '1h') for p in pairlist if p not in self._pair_cache]
+
+        since_ms = int(arrow.utcnow()
+                       .floor('day')
+                       .shift(days=-self._days - 1)
+                       .float_timestamp) * 1000
+        # Get all candles
+        candles = {}
+        if needed_pairs:
+            candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
+                                                          cache=False)
+
+        if self._enabled:
+            for p in deepcopy(pairlist):
+                daily_candles = candles[(p, '1h')] if (p, '1h') in candles else None
+                if not self._validate_pair_loc(p, daily_candles):
+                    pairlist.remove(p)
+        return pairlist
+
+    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
+        """
+        Validate trading range
+        :param pair: Pair that's currently validated
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, false if it should be removed
+        """
+        # Check symbol in cache
+        if pair in self._pair_cache:
+            return self._pair_cache[pair]
+
+        result = False
+        if daily_candles is not None and not daily_candles.empty:
+            returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
+            returns.fillna(0, inplace=True)
+
+            volatility_series = returns.rolling(window=self._days*24).std()*np.sqrt(self._days*24)
+            volatility_avg = volatility_series.mean()
+
+            if self._min_volatility <= volatility_avg <= self._max_volatility:
+                result = True
+            else:
+                self.log_once(f"Removed {pair} from whitelist, because volatility "
+                              f"over {self._days} {plural(self._days, 'day')} "
+                              f"is: {volatility_avg:.3f} "
+                              f"which is not in the configured range of "
+                              f"{self._min_volatility}-{self._max_volatility}.",
+                              logger.info)
+                result = False
+            self._pair_cache[pair] = result
+
+        return result

From 6f02acdbbd8d1f524e552ae9e24a775fbe7071b1 Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Tue, 6 Apr 2021 10:39:27 +0200
Subject: [PATCH 0138/1386] Revert "resolves freqtrade/freqtrade#4650"

This reverts commit 142690c93068be58937aaef08dd9004871f237fb.
---
 config_binance.json.example                   |  99 +++++++++++++++
 docker-compose.yml                            |   2 +-
 freqtrade/constants.py                        |   4 +-
 .../plugins/pairlist/VolatilityFilter.py      | 120 ------------------
 4 files changed, 102 insertions(+), 123 deletions(-)
 create mode 100644 config_binance.json.example
 delete mode 100644 freqtrade/plugins/pairlist/VolatilityFilter.py

diff --git a/config_binance.json.example b/config_binance.json.example
new file mode 100644
index 000000000..4fa615d6d
--- /dev/null
+++ b/config_binance.json.example
@@ -0,0 +1,99 @@
+{
+    "max_open_trades": 3,
+    "stake_currency": "BTC",
+    "stake_amount": 0.05,
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "USD",
+    "timeframe": "5m",
+    "dry_run": true,
+    "cancel_open_orders_on_exit": false,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30
+    },
+    "bid_strategy": {
+        "ask_last_balance": 0.0,
+        "use_order_book": false,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy": {
+        "use_order_book": false,
+        "order_book_min": 1,
+        "order_book_max": 1,
+        "use_sell_signal": true,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
+    },
+    "exchange": {
+        "name": "binance",
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_async_config": {
+            "enableRateLimit": true,
+            "rateLimit": 200
+        },
+        "pair_whitelist": [
+            "ALGO/BTC",
+            "ATOM/BTC",
+            "BAT/BTC",
+            "BCH/BTC",
+            "BRD/BTC",
+            "EOS/BTC",
+            "ETH/BTC",
+            "IOTA/BTC",
+            "LINK/BTC",
+            "LTC/BTC",
+            "NEO/BTC",
+            "NXS/BTC",
+            "XMR/BTC",
+            "XRP/BTC",
+            "XTZ/BTC"
+        ],
+        "pair_blacklist": [
+            "BNB/BTC"
+        ]
+    },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "telegram": {
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
+    },
+    "bot_name": "freqtrade",
+    "initial_state": "running",
+    "forcebuy_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}
diff --git a/docker-compose.yml b/docker-compose.yml
index 71572140c..80e194ab2 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -25,4 +25,4 @@ services:
       --logfile /freqtrade/user_data/logs/freqtrade.log
       --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
       --config /freqtrade/user_data/config.json
-      --strategy BinHV45.py
+      --strategy SampleStrategy
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index c4a360d18..3a2ed98e9 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -26,7 +26,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
                        'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter', 'VolatilityFilter']
+                       'SpreadFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
@@ -416,4 +416,4 @@ PairWithTimeframe = Tuple[str, str]
 ListPairsWithTimeframes = List[PairWithTimeframe]
 
 # Type for trades list
-TradeList = List[List]
\ No newline at end of file
+TradeList = List[List]
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
deleted file mode 100644
index ea1ebeb29..000000000
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ /dev/null
@@ -1,120 +0,0 @@
-"""
-Rate of change pairlist filter
-"""
-import logging
-from copy import deepcopy
-from typing import Any, Dict, List, Optional
-
-import sys
-import arrow
-from cachetools.ttl import TTLCache
-from pandas import DataFrame
-import numpy as np
-
-from freqtrade.exceptions import OperationalException
-from freqtrade.misc import plural
-from freqtrade.plugins.pairlist.IPairList import IPairList
-
-
-
-logger = logging.getLogger(__name__)
-
-
-class VolatilityFilter(IPairList):
-    '''
-    Filters pairs by volatility
-    '''
-
-    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._days = pairlistconfig.get('lookback_days', 10)
-        self._min_volatility = pairlistconfig.get('min_volatility', 0)
-        self._max_volatility = pairlistconfig.get('max_volatility', sys.maxsize)
-        self._refresh_period = pairlistconfig.get('refresh_period', 1440)
-
-        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
-
-        if self._days < 1:
-            raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
-        if self._days > exchange.ohlcv_candle_limit('1d'):
-            raise OperationalException("VolatilityFilter requires lookback_days to not "
-                                       "exceed exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
-
-    @property
-    def needstickers(self) -> bool:
-        """
-        Boolean property defining if tickers are necessary.
-        If no Pairlist requires tickers, an empty List 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} - Filtering pairs with volatility range "
-                f"{self._min_volatility}-{self._max_volatility} the last {self._days} {plural(self._days, 'day')}.")
-
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-        """
-        Validate trading range
-        :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
-        :return: new allowlist
-        """
-        needed_pairs = [(p, '1h') for p in pairlist if p not in self._pair_cache]
-
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._days - 1)
-                       .float_timestamp) * 1000
-        # Get all candles
-        candles = {}
-        if needed_pairs:
-            candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
-                                                          cache=False)
-
-        if self._enabled:
-            for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1h')] if (p, '1h') in candles else None
-                if not self._validate_pair_loc(p, daily_candles):
-                    pairlist.remove(p)
-        return pairlist
-
-    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
-        """
-        Validate trading range
-        :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
-        :return: True if the pair can stay, false if it should be removed
-        """
-        # Check symbol in cache
-        if pair in self._pair_cache:
-            return self._pair_cache[pair]
-
-        result = False
-        if daily_candles is not None and not daily_candles.empty:
-            returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
-            returns.fillna(0, inplace=True)
-
-            volatility_series = returns.rolling(window=self._days*24).std()*np.sqrt(self._days*24)
-            volatility_avg = volatility_series.mean()
-
-            if self._min_volatility <= volatility_avg <= self._max_volatility:
-                result = True
-            else:
-                self.log_once(f"Removed {pair} from whitelist, because volatility "
-                              f"over {self._days} {plural(self._days, 'day')} "
-                              f"is: {volatility_avg:.3f} "
-                              f"which is not in the configured range of "
-                              f"{self._min_volatility}-{self._max_volatility}.",
-                              logger.info)
-                result = False
-            self._pair_cache[pair] = result
-
-        return result

From be770a89417b90a82d537ac5f26d2d76ee726a76 Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Tue, 6 Apr 2021 10:42:53 +0200
Subject: [PATCH 0139/1386] added VolatilityFilter resolves freqtrade#4650

---
 freqtrade/constants.py                        |   2 +-
 .../plugins/pairlist/VolatilityFilter.py      | 120 ++++++++++++++++++
 2 files changed, 121 insertions(+), 1 deletion(-)
 create mode 100644 freqtrade/plugins/pairlist/VolatilityFilter.py

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 3a2ed98e9..b98161ff2 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -26,7 +26,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
                        'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter']
+                       'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
new file mode 100644
index 000000000..97e86bab6
--- /dev/null
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -0,0 +1,120 @@
+"""
+Rate of change pairlist filter
+"""
+import logging
+from copy import deepcopy
+from typing import Any, Dict, List, Optional
+
+import sys
+import arrow
+from cachetools.ttl import TTLCache
+from pandas import DataFrame
+import numpy as np
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.misc import plural
+from freqtrade.plugins.pairlist.IPairList import IPairList
+
+
+
+logger = logging.getLogger(__name__)
+
+
+class VolatilityFilter(IPairList):
+    '''
+    Filters pairs by volatility
+    '''
+
+    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._days = pairlistconfig.get('lookback_days', 10)
+        self._min_volatility = pairlistconfig.get('min_volatility', 0)
+        self._max_volatility = pairlistconfig.get('max_volatility', sys.maxsize)
+        self._refresh_period = pairlistconfig.get('refresh_period', 1440)
+
+        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
+
+        if self._days < 1:
+            raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
+        if self._days > exchange.ohlcv_candle_limit('1d'):
+            raise OperationalException("VolatilityFilter requires lookback_days to not "
+                                       "exceed exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit('1d')})")
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List 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} - Filtering pairs with volatility range "
+                f"{self._min_volatility}-{self._max_volatility} the last {self._days} {plural(self._days, 'day')}.")
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Validate trading range
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new allowlist
+        """
+        needed_pairs = [(p, '1h') for p in pairlist if p not in self._pair_cache]
+
+        since_ms = int(arrow.utcnow()
+                       .floor('day')
+                       .shift(days=-self._days - 1)
+                       .float_timestamp) * 1000
+        # Get all candles
+        candles = {}
+        if needed_pairs:
+            candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
+                                                          cache=False)
+
+        if self._enabled:
+            for p in deepcopy(pairlist):
+                daily_candles = candles[(p, '1h')] if (p, '1h') in candles else None
+                if not self._validate_pair_loc(p, daily_candles):
+                    pairlist.remove(p)
+        return pairlist
+
+    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
+        """
+        Validate trading range
+        :param pair: Pair that's currently validated
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, false if it should be removed
+        """
+        # Check symbol in cache
+        if pair in self._pair_cache:
+            return self._pair_cache[pair]
+
+        result = False
+        if daily_candles is not None and not daily_candles.empty:
+            returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
+            returns.fillna(0, inplace=True)
+
+            volatility_series = returns.rolling(window=self._days*24).std()*np.sqrt(self._days*24)
+            volatility_avg = volatility_series.mean()
+
+            if self._min_volatility <= volatility_avg <= self._max_volatility:
+                result = True
+            else:
+                self.log_once(f"Removed {pair} from whitelist, because volatility "
+                              f"over {self._days} {plural(self._days, 'day')} "
+                              f"is: {volatility_avg:.3f} "
+                              f"which is not in the configured range of "
+                              f"{self._min_volatility}-{self._max_volatility}.",
+                              logger.info)
+                result = False
+            self._pair_cache[pair] = result
+
+        return result
\ No newline at end of file

From 1733e24062339363084200e12f1bbda26f41dde0 Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Tue, 6 Apr 2021 10:44:13 +0200
Subject: [PATCH 0140/1386] pyLint adjustment resolves freqtrade#4650

---
 freqtrade/plugins/pairlist/VolatilityFilter.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index 97e86bab6..1913bfcc1 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -117,4 +117,5 @@ class VolatilityFilter(IPairList):
                 result = False
             self._pair_cache[pair] = result
 
-        return result
\ No newline at end of file
+        return result
+        
\ No newline at end of file

From 56ef3af42415164400a3f24bd1e9b2754e467491 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Apr 2021 11:59:58 +0200
Subject: [PATCH 0141/1386] Allow comments in pairs files

---
 freqtrade/configuration/configuration.py | 12 +++++-------
 freqtrade/configuration/load_config.py   |  9 +++++++++
 freqtrade/misc.py                        |  2 +-
 tests/test_configuration.py              | 19 ++++++-------------
 4 files changed, 21 insertions(+), 21 deletions(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index a40a4fd83..9acd532cc 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -11,10 +11,10 @@ from freqtrade import constants
 from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
 from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
-from freqtrade.configuration.load_config import load_config_file
+from freqtrade.configuration.load_config import load_config_file, load_file
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
-from freqtrade.misc import deep_merge_dicts, json_load
+from freqtrade.misc import deep_merge_dicts
 from freqtrade.state import NON_UTIL_MODES, TRADING_MODES, RunMode
 
 
@@ -454,9 +454,8 @@ class Configuration:
             # or if pairs file is specified explicitely
             if not pairs_file.exists():
                 raise OperationalException(f'No pairs file found with path "{pairs_file}".')
-            with pairs_file.open('r') as f:
-                config['pairs'] = json_load(f)
-                config['pairs'].sort()
+            config['pairs'] = load_file(pairs_file)
+            config['pairs'].sort()
             return
 
         if 'config' in self.args and self.args['config']:
@@ -466,7 +465,6 @@ class Configuration:
             # Fall back to /dl_path/pairs.json
             pairs_file = config['datadir'] / 'pairs.json'
             if pairs_file.exists():
-                with pairs_file.open('r') as f:
-                    config['pairs'] = json_load(f)
+                config['pairs'] = load_file(pairs_file)
                 if 'pairs' in config:
                     config['pairs'].sort()
diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py
index 726126034..1320a375f 100644
--- a/freqtrade/configuration/load_config.py
+++ b/freqtrade/configuration/load_config.py
@@ -38,6 +38,15 @@ def log_config_error_range(path: str, errmsg: str) -> str:
     return ''
 
 
+def load_file(path: Path) -> Dict[str, Any]:
+    try:
+        with path.open('r') as file:
+            config = rapidjson.load(file, parse_mode=CONFIG_PARSE_MODE)
+    except FileNotFoundError:
+        raise OperationalException(f'File file "{path}" not found!')
+    return config
+
+
 def load_config_file(path: str) -> Dict[str, Any]:
     """
     Loads a config file from the given path
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 7bbc24056..6508363d6 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -81,7 +81,7 @@ def json_load(datafile: IO) -> Any:
     """
     load data with rapidjson
     Use this to have a consistent experience,
-    sete number_mode to "NM_NATIVE" for greatest speed
+    set number_mode to "NM_NATIVE" for greatest speed
     """
     return rapidjson.load(datafile, number_mode=rapidjson.NM_NATIVE)
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 15fbab7f8..b8d38dce0 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1038,37 +1038,30 @@ def test_pairlist_resolving_with_config(mocker, default_conf):
 
 def test_pairlist_resolving_with_config_pl(mocker, default_conf):
     patched_configuration_load_config_file(mocker, default_conf)
-    load_mock = mocker.patch("freqtrade.configuration.configuration.json_load",
-                             MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
-    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
-    mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
 
     arglist = [
         'download-data',
         '--config', 'config.json',
-        '--pairs-file', 'pairs.json',
+        '--pairs-file', 'tests/testdata/pairs.json',
     ]
 
     args = Arguments(arglist).get_parsed_arg()
 
     configuration = Configuration(args)
     config = configuration.get_config()
-
-    assert load_mock.call_count == 1
-    assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert len(config['pairs']) == 23
+    assert 'ETH/BTC' in config['pairs']
+    assert 'XRP/BTC' in config['pairs']
     assert config['exchange']['name'] == default_conf['exchange']['name']
 
 
 def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
     patched_configuration_load_config_file(mocker, default_conf)
-    mocker.patch("freqtrade.configuration.configuration.json_load",
-                 MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
-    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
 
     arglist = [
         'download-data',
         '--config', 'config.json',
-        '--pairs-file', 'pairs.json',
+        '--pairs-file', 'tests/testdata/pairs_doesnotexist.json',
     ]
 
     args = Arguments(arglist).get_parsed_arg()
@@ -1081,7 +1074,7 @@ def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
 def test_pairlist_resolving_fallback(mocker):
     mocker.patch.object(Path, "exists", MagicMock(return_value=True))
     mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
-    mocker.patch("freqtrade.configuration.configuration.json_load",
+    mocker.patch("freqtrade.configuration.configuration.load_file",
                  MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
     arglist = [
         'download-data',

From bf0886a839eeca7477ade9eeb5b2fa4bc6a28851 Mon Sep 17 00:00:00 2001
From: klara31 <klara31@europe.com>
Date: Tue, 6 Apr 2021 18:35:30 +0200
Subject: [PATCH 0142/1386] Update constants.py

---
 freqtrade/constants.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 3a2ed98e9..a3cf71553 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -176,7 +176,7 @@ CONF_SCHEMA = {
                 'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
                 'use_sell_signal': {'type': 'boolean'},
                 'sell_profit_only': {'type': 'boolean'},
-                'sell_profit_offset': {'type': 'number', 'minimum': 0.0},
+                'sell_profit_offset': {'type': 'number', 'minimum': -100},
                 'ignore_roi_if_buy_signal': {'type': 'boolean'}
             }
         },

From c40b811f19414042503514ff9fdb97dc062c88cc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Apr 2021 19:35:17 +0200
Subject: [PATCH 0143/1386] flush after creating mock trades

---
 tests/conftest.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/tests/conftest.py b/tests/conftest.py
index f8c1c5357..4a2106a4d 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -220,6 +220,9 @@ def create_mock_trades(fee, use_db: bool = True):
     trade = mock_trade_6(fee)
     add_trade(trade)
 
+    if use_db:
+        Trade.query.session.flush()
+
 
 @pytest.fixture(autouse=True)
 def patch_coingekko(mocker) -> None:

From f37fbbf4e115c3373ad6ef0df660ace3c3c7b83f Mon Sep 17 00:00:00 2001
From: klara31 <klara31@europe.com>
Date: Tue, 6 Apr 2021 19:47:48 +0200
Subject: [PATCH 0144/1386] Update constants.py

---
 freqtrade/constants.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index a3cf71553..2d2f9658c 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -176,7 +176,7 @@ CONF_SCHEMA = {
                 'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
                 'use_sell_signal': {'type': 'boolean'},
                 'sell_profit_only': {'type': 'boolean'},
-                'sell_profit_offset': {'type': 'number', 'minimum': -100},
+                'sell_profit_offset': {'type': 'number'},
                 'ignore_roi_if_buy_signal': {'type': 'boolean'}
             }
         },

From 5ed7828446abcddc7adb93d81886f66ec8877c83 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Apr 2021 20:03:38 +0200
Subject: [PATCH 0145/1386] Remove hardcoded list of non-working exchanges

---
 freqtrade/exchange/common.py | 70 ------------------------------------
 1 file changed, 70 deletions(-)

diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 90b70d67e..694aa3aa2 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -18,78 +18,8 @@ BAD_EXCHANGES = {
     "bitmex": "Various reasons.",
     "bitstamp": "Does not provide history. "
                 "Details in https://github.com/freqtrade/freqtrade/issues/1983",
-    "hitbtc": "This API cannot be used with Freqtrade. "
-              "Use `hitbtc2` exchange id to access this exchange.",
     "phemex": "Does not provide history. ",
     "poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.",
-    **dict.fromkeys([
-        'adara',
-        'anxpro',
-        'bigone',
-        'coinbase',
-        'coinexchange',
-        'coinmarketcap',
-        'lykke',
-        'xbtce',
-    ], "Does not provide timeframes. ccxt fetchOHLCV: False"),
-    **dict.fromkeys([
-        'bcex',
-        'bit2c',
-        'bitbay',
-        'bitflyer',
-        'bitforex',
-        'bithumb',
-        'bitso',
-        'bitstamp1',
-        'bl3p',
-        'braziliex',
-        'btcbox',
-        'btcchina',
-        'btctradeim',
-        'btctradeua',
-        'bxinth',
-        'chilebit',
-        'coincheck',
-        'coinegg',
-        'coinfalcon',
-        'coinfloor',
-        'coingi',
-        'coinmate',
-        'coinone',
-        'coinspot',
-        'coolcoin',
-        'crypton',
-        'deribit',
-        'exmo',
-        'exx',
-        'flowbtc',
-        'foxbit',
-        'fybse',
-        # 'hitbtc',
-        'ice3x',
-        'independentreserve',
-        'indodax',
-        'itbit',
-        'lakebtc',
-        'latoken',
-        'liquid',
-        'livecoin',
-        'luno',
-        'mixcoins',
-        'negociecoins',
-        'nova',
-        'paymium',
-        'southxchange',
-        'stronghold',
-        'surbitcoin',
-        'therock',
-        'tidex',
-        'vaultoro',
-        'vbtc',
-        'virwox',
-        'yobit',
-        'zaif',
-    ], "Does not provide timeframes. ccxt fetchOHLCV: emulated"),
 }
 
 MAP_EXCHANGE_CHILDCLASS = {

From b6599c1da9a75e4ac7dae47bd4d7844ea354d0a6 Mon Sep 17 00:00:00 2001
From: Aleksey Popov <aapopov@i.ua>
Date: Tue, 6 Apr 2021 20:10:52 +0200
Subject: [PATCH 0146/1386] Improve Kraken-specific config description.

Added Warning after Kraken rate limit config in order to clearly highlight that it holds delay between requests instead of req\sec rate.
---
 docs/exchanges.md | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 4c7e44b06..1c5956088 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -44,6 +44,10 @@ Due to the heavy rate-limiting applied by Kraken, the following configuration se
     Downloading kraken data will require significantly more memory (RAM) than any other exchange, as the trades-data needs to be converted into candles on your machine.
     It will also take a long time, as freqtrade will need to download every single trade that happened on the exchange for the pair / timerange combination, therefore please be patient.
 
+!!! Warning "rateLimit tuning"
+    Please pay attention that rateLimit configuration entry holds delay in milliseconds between requests, NOT requests\sec rate.
+    So, in order to mitigate Kraken API "Rate limit exceeded" exception, this configuration should be increased, NOT decreased.
+
 ## Bittrex
 
 ### Order types

From a3b4667f7c39b6b1cb137a245427441469a3e751 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Apr 2021 20:16:29 +0200
Subject: [PATCH 0147/1386] Update exchange validation to use
 "validate_exchange".

---
 freqtrade/configuration/check_exchange.py | 14 +++++++++-----
 freqtrade/exchange/__init__.py            |  4 ++--
 freqtrade/exchange/exchange.py            | 15 +++++----------
 tests/test_configuration.py               |  2 +-
 4 files changed, 17 insertions(+), 18 deletions(-)

diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py
index aa36de3ff..832caf153 100644
--- a/freqtrade/configuration/check_exchange.py
+++ b/freqtrade/configuration/check_exchange.py
@@ -2,8 +2,8 @@ import logging
 from typing import Any, Dict
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import (available_exchanges, get_exchange_bad_reason, is_exchange_bad,
-                                is_exchange_known_ccxt, is_exchange_officially_supported)
+from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
+                                is_exchange_officially_supported, validate_exchange)
 from freqtrade.state import RunMode
 
 
@@ -57,9 +57,13 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
                 f'{", ".join(available_exchanges())}'
         )
 
-    if check_for_bad and is_exchange_bad(exchange):
-        raise OperationalException(f'Exchange "{exchange}" is known to not work with the bot yet. '
-                                   f'Reason: {get_exchange_bad_reason(exchange)}')
+    valid, reason = validate_exchange(exchange)
+    if not valid:
+        if check_for_bad:
+            raise OperationalException(f'Exchange "{exchange}"  will not work with Freqtrade. '
+                                       f'Reason: {reason}')
+        else:
+            logger.warning(f'Exchange "{exchange}"  will not work with Freqtrade. Reason: {reason}')
 
     if is_exchange_officially_supported(exchange):
         logger.info(f'Exchange "{exchange}" is officially supported '
diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 0eedd25d8..8a5563623 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -8,10 +8,10 @@ from freqtrade.exchange.binance import Binance
 from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.bybit import Bybit
 from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
-                                         get_exchange_bad_reason, is_exchange_bad,
                                          is_exchange_known_ccxt, is_exchange_officially_supported,
                                          market_is_active, timeframe_to_minutes, timeframe_to_msecs,
                                          timeframe_to_next_date, timeframe_to_prev_date,
-                                         timeframe_to_seconds, validate_exchanges)
+                                         timeframe_to_seconds, validate_exchange,
+                                         validate_exchanges)
 from freqtrade.exchange.ftx import Ftx
 from freqtrade.exchange.kraken import Kraken
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 768a02aa1..37d92e253 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1307,14 +1307,6 @@ class Exchange:
                 self.calculate_fee_rate(order))
 
 
-def is_exchange_bad(exchange_name: str) -> bool:
-    return exchange_name in BAD_EXCHANGES
-
-
-def get_exchange_bad_reason(exchange_name: str) -> str:
-    return BAD_EXCHANGES.get(exchange_name, "")
-
-
 def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
     return exchange_name in ccxt_exchanges(ccxt_module)
 
@@ -1335,18 +1327,21 @@ def available_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
     Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list
     """
     exchanges = ccxt_exchanges(ccxt_module)
-    return [x for x in exchanges if not is_exchange_bad(x)]
+    return [x for x in exchanges if validate_exchange(x)[0]]
 
 
 def validate_exchange(exchange: str) -> Tuple[bool, str]:
     ex_mod = getattr(ccxt, exchange.lower())()
     if not ex_mod or not ex_mod.has:
         return False, ''
-    missing = [k for k in EXCHANGE_HAS_REQUIRED if not ex_mod.has.get(k)]
+    missing = [k for k in EXCHANGE_HAS_REQUIRED if ex_mod.has.get(k) is not True]
     if missing:
         return False, f"missing: {', '.join(missing)}"
 
     missing_opt = [k for k in EXCHANGE_HAS_OPTIONAL if not ex_mod.has.get(k)]
+
+    if exchange.lower() in BAD_EXCHANGES:
+        return False, BAD_EXCHANGES.get(exchange.lower(), '')
     if missing_opt:
         return True, f"missing opt: {', '.join(missing_opt)}"
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 15fbab7f8..e480b7bc3 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -565,7 +565,7 @@ def test_check_exchange(default_conf, caplog) -> None:
     # Test a 'bad' exchange, which known to have serious problems
     default_conf.get('exchange').update({'name': 'bitmex'})
     with pytest.raises(OperationalException,
-                       match=r"Exchange .* is known to not work with the bot yet.*"):
+                       match=r"Exchange .* will not work with Freqtrade\..*"):
         check_exchange(default_conf)
     caplog.clear()
 

From 187cf6dcd5217914cea52c3296afb9f58728d017 Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Tue, 6 Apr 2021 22:41:15 +0200
Subject: [PATCH 0148/1386] VolatilityFilter resolves freqtrade/freqtrade#4650

---
 freqtrade/plugins/pairlist/VolatilityFilter.py |  6 +++---
 tests/plugins/test_pairlist.py                 | 15 +++++++++++++--
 2 files changed, 16 insertions(+), 5 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index 1913bfcc1..1bb836e76 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -67,7 +67,7 @@ class VolatilityFilter(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new allowlist
         """
-        needed_pairs = [(p, '1h') for p in pairlist if p not in self._pair_cache]
+        needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
 
         since_ms = int(arrow.utcnow()
                        .floor('day')
@@ -81,7 +81,7 @@ class VolatilityFilter(IPairList):
 
         if self._enabled:
             for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1h')] if (p, '1h') in candles else None
+                daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
                 if not self._validate_pair_loc(p, daily_candles):
                     pairlist.remove(p)
         return pairlist
@@ -102,7 +102,7 @@ class VolatilityFilter(IPairList):
             returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
             returns.fillna(0, inplace=True)
 
-            volatility_series = returns.rolling(window=self._days*24).std()*np.sqrt(self._days*24)
+            volatility_series = returns.rolling(window=self._days).std()*np.sqrt(self._days)
             volatility_avg = volatility_series.mean()
 
             if self._min_volatility <= volatility_avg <= self._max_volatility:
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 67cd96f5b..7d39014f1 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -407,6 +407,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
       {"method": "RangeStabilityFilter", "lookback_days": 10,
        "min_rate_of_change": 0.01, "refresh_period": 1440}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
+    ([{"method": "StaticPairList"},
+      {"method": "VolatilityFilter", "lookback_days": 3,
+       "min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}],
+     "BTC", ['ETH/BTC', 'TKN/BTC'])
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       ohlcv_history, pairlists, base_currency,
@@ -414,13 +418,19 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     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
+
     ohlcv_data = {
         ('ETH/BTC', '1d'): ohlcv_history,
         ('TKN/BTC', '1d'): ohlcv_history,
         ('LTC/BTC', '1d'): ohlcv_history,
         ('XRP/BTC', '1d'): ohlcv_history,
-        ('HOT/BTC', '1d'): ohlcv_history,
+        ('HOT/BTC', '1d'): ohlcv_history_high_vola,
     }
+    
+    
+
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
 
@@ -487,7 +497,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                     assert log_has(logmsg, caplog)
                 else:
                     assert not log_has(logmsg, caplog)
-
+            if pairlist["method"] == 'VolatilityFilter':
+                assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog)
 
 def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:
     whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}]

From 9089323d266980c1d896c35341e3fd3e68dd8362 Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Tue, 6 Apr 2021 22:46:36 +0200
Subject: [PATCH 0149/1386] resolves freqtrade/freqtrade#4650

---
 freqtrade/plugins/pairlist/VolatilityFilter.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index 1bb836e76..5b50e04e4 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -1,5 +1,5 @@
 """
-Rate of change pairlist filter
+Volatility pairlist filter
 """
 import logging
 from copy import deepcopy

From 9772a93634a1c60be321cbb78a51cec52cd59a5c Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Tue, 6 Apr 2021 23:11:40 +0200
Subject: [PATCH 0150/1386] resolves freqtrade/freqtrade#4650

---
 freqtrade/plugins/pairlist/VolatilityFilter.py | 5 ++---
 tests/plugins/test_pairlist.py                 | 8 +++-----
 2 files changed, 5 insertions(+), 8 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index 5b50e04e4..6ef3841f5 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -16,7 +16,6 @@ from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -58,7 +57,8 @@ class VolatilityFilter(IPairList):
         Short whitelist method description - used for startup-messages
         """
         return (f"{self.name} - Filtering pairs with volatility range "
-                f"{self._min_volatility}-{self._max_volatility} the last {self._days} {plural(self._days, 'day')}.")
+                f"{self._min_volatility}-{self._max_volatility} "
+                f" the last {self._days} {plural(self._days, 'day')}.")
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -118,4 +118,3 @@ class VolatilityFilter(IPairList):
             self._pair_cache[pair] = result
 
         return result
-        
\ No newline at end of file
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 7d39014f1..4db0b7098 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -419,7 +419,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     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
+    ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
 
     ohlcv_data = {
         ('ETH/BTC', '1d'): ohlcv_history,
@@ -428,15 +428,12 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
         ('XRP/BTC', '1d'): ohlcv_history,
         ('HOT/BTC', '1d'): ohlcv_history_high_vola,
     }
-    
-    
-
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
 
     if whitelist_result == 'static_in_the_middle':
         with pytest.raises(OperationalException,
-                           match=r"StaticPairList can only be used in the first position "
+                           match=r"StaticPairList only in the first position "
                                  r"in the list of Pairlist Handlers."):
             freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
         return
@@ -500,6 +497,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
             if pairlist["method"] == 'VolatilityFilter':
                 assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog)
 
+
 def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:
     whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}]
     del whitelist_conf['stoploss']

From 0f0607baecdbbc04378d546239265d2e22c52c02 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 7 Apr 2021 06:52:34 +0200
Subject: [PATCH 0151/1386] Fix rangeestability filter caching issue

---
 freqtrade/plugins/pairlist/rangestabilityfilter.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index a1430a223..6565e92c1 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -87,8 +87,9 @@ class RangeStabilityFilter(IPairList):
         :return: True if the pair can stay, false if it should be removed
         """
         # Check symbol in cache
-        if pair in self._pair_cache:
-            return self._pair_cache[pair]
+        cached_res = self._pair_cache.get(pair, None)
+        if cached_res is not None:
+            return cached_res
 
         result = False
         if daily_candles is not None and not daily_candles.empty:

From ac6bff536f8c5d5bc78b4cd4cdd499bba7af2e89 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 7 Apr 2021 06:55:11 +0200
Subject: [PATCH 0152/1386] Fix test failure with UI test if UI is deployed

---
 freqtrade/rpc/api_server/web_ui.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index 13d22a63e..a8c737e04 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -13,6 +13,11 @@ async def favicon():
     return FileResponse(str(Path(__file__).parent / 'ui/favicon.ico'))
 
 
+@router_ui.get('/fallback_file.html', include_in_schema=False)
+async def fallback():
+    return FileResponse(str(Path(__file__).parent / 'ui/fallback_file.html'))
+
+
 @router_ui.get('/{rest_of_path:path}', include_in_schema=False)
 async def index_html(rest_of_path: str):
     """

From d2680f6cb8c63de6470864b675fccdcb888ff01d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 7 Apr 2021 06:57:05 +0200
Subject: [PATCH 0153/1386] Remove telegram deprecation warning

closes #4688
---
 freqtrade/rpc/telegram.py | 2 +-
 setup.py                  | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index b418c3dab..17ddd1c91 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -159,10 +159,10 @@ class Telegram(RPCHandler):
         for handle in handles:
             self._updater.dispatcher.add_handler(handle)
         self._updater.start_polling(
-            clean=True,
             bootstrap_retries=-1,
             timeout=30,
             read_latency=60,
+            drop_pending_updates=True,
         )
         logger.info(
             'rpc.telegram is listening for following commands: %s',
diff --git a/setup.py b/setup.py
index bf23fb999..54a2e01b5 100644
--- a/setup.py
+++ b/setup.py
@@ -69,7 +69,7 @@ setup(name='freqtrade',
           # from requirements.txt
           'ccxt>=1.24.96',
           'SQLAlchemy',
-          'python-telegram-bot',
+          'python-telegram-bot>=13.4',
           'arrow>=0.17.0',
           'cachetools',
           'requests',

From 7f8d90d34c37549937dd4ceb2fde565b63c03213 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 7 Apr 2021 07:05:10 +0200
Subject: [PATCH 0154/1386] Update list-exchanges doc with new format

---
 docs/utils.md | 197 +++++++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 195 insertions(+), 2 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index a84f068e9..8ef12e1c9 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -253,13 +253,206 @@ optional arguments:
 * Example: see exchanges available for the bot:
 ```
 $ freqtrade list-exchanges
-Exchanges available for Freqtrade: _1btcxe, acx, allcoin, bequant, bibox, binance, binanceje, binanceus, bitbank, bitfinex, bitfinex2, bitkk, bitlish, bitmart, bittrex, bitz, bleutrade, btcalpha, btcmarkets, btcturk, buda, cex, cobinhood, coinbaseprime, coinbasepro, coinex, cointiger, coss, crex24, digifinex, dsx, dx, ethfinex, fcoin, fcoinjp, gateio, gdax, gemini, hitbtc2, huobipro, huobiru, idex, kkex, kraken, kucoin, kucoin2, kuna, lbank, mandala, mercado, oceanex, okcoincny, okcoinusd, okex, okex3, poloniex, rightbtc, theocean, tidebit, upbit, zb
+Exchanges available for Freqtrade:
+Exchange name    Valid    reason
+---------------  -------  --------------------------------------------
+aax              True
+ascendex         True     missing opt: fetchMyTrades
+bequant          True
+bibox            True
+bigone           True
+binance          True
+binanceus        True
+bitbank          True     missing opt: fetchTickers
+bitcoincom       True
+bitfinex         True
+bitforex         True     missing opt: fetchMyTrades, fetchTickers
+bitget           True
+bithumb          True     missing opt: fetchMyTrades
+bitkk            True     missing opt: fetchMyTrades
+bitmart          True
+bitmax           True     missing opt: fetchMyTrades
+bitpanda         True
+bittrex          True
+bitvavo          True
+bitz             True     missing opt: fetchMyTrades
+btcalpha         True     missing opt: fetchTicker, fetchTickers
+btcmarkets       True     missing opt: fetchTickers
+buda             True     missing opt: fetchMyTrades, fetchTickers
+bw               True     missing opt: fetchMyTrades, fetchL2OrderBook
+bybit            True
+bytetrade        True
+cdax             True
+cex              True     missing opt: fetchMyTrades
+coinbaseprime    True     missing opt: fetchTickers
+coinbasepro      True     missing opt: fetchTickers
+coinex           True
+crex24           True
+deribit          True
+digifinex        True
+equos            True     missing opt: fetchTicker, fetchTickers
+eterbase         True
+fcoin            True     missing opt: fetchMyTrades, fetchTickers
+fcoinjp          True     missing opt: fetchMyTrades, fetchTickers
+ftx              True
+gateio           True
+gemini           True
+gopax            True
+hbtc             True
+hitbtc           True
+huobijp          True
+huobipro         True
+idex             True
+kraken           True
+kucoin           True
+lbank            True     missing opt: fetchMyTrades
+mercado          True     missing opt: fetchTickers
+ndax             True     missing opt: fetchTickers
+novadax          True
+okcoin           True
+okex             True
+probit           True
+qtrade           True
+stex             True
+timex            True
+upbit            True     missing opt: fetchMyTrades
+vcc              True
+zb               True     missing opt: fetchMyTrades
+
 ```
 
+!!! Note "missing opt exchanges"
+    Values with "missing opt:" might need special configuration (e.g. using orderbook if `fetchTickers` is missing) - but should in theory work (although we cannot guarantee they will).
+
 * Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade):
 ```
 $ freqtrade list-exchanges -a
-All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpro, bcex, bequant, bibox, bigone, binance, binanceje, binanceus, bit2c, bitbank, bitbay, bitfinex, bitfinex2, bitflyer, bitforex, bithumb, bitkk, bitlish, bitmart, bitmex, bitso, bitstamp, bitstamp1, bittrex, bitz, bl3p, bleutrade, braziliex, btcalpha, btcbox, btcchina, btcmarkets, btctradeim, btctradeua, btcturk, buda, bxinth, cex, chilebit, cobinhood, coinbase, coinbaseprime, coinbasepro, coincheck, coinegg, coinex, coinexchange, coinfalcon, coinfloor, coingi, coinmarketcap, coinmate, coinone, coinspot, cointiger, coolcoin, coss, crex24, crypton, deribit, digifinex, dsx, dx, ethfinex, exmo, exx, fcoin, fcoinjp, flowbtc, foxbit, fybse, gateio, gdax, gemini, hitbtc, hitbtc2, huobipro, huobiru, ice3x, idex, independentreserve, indodax, itbit, kkex, kraken, kucoin, kucoin2, kuna, lakebtc, latoken, lbank, liquid, livecoin, luno, lykke, mandala, mercado, mixcoins, negociecoins, nova, oceanex, okcoincny, okcoinusd, okex, okex3, paymium, poloniex, rightbtc, southxchange, stronghold, surbitcoin, theocean, therock, tidebit, tidex, upbit, vaultoro, vbtc, virwox, xbtce, yobit, zaif, zb
+All exchanges supported by the ccxt library:
+Exchange name       Valid    reason
+------------------  -------  ---------------------------------------------------------------------------------------
+aax                 True
+aofex               False    missing: fetchOrder
+ascendex            True     missing opt: fetchMyTrades
+bequant             True
+bibox               True
+bigone              True
+binance             True
+binanceus           True
+bit2c               False    missing: fetchOrder, fetchOHLCV
+bitbank             True     missing opt: fetchTickers
+bitbay              False    missing: fetchOrder
+bitcoincom          True
+bitfinex            True
+bitfinex2           False    missing: fetchOrder
+bitflyer            False    missing: fetchOrder, fetchOHLCV
+bitforex            True     missing opt: fetchMyTrades, fetchTickers
+bitget              True
+bithumb             True     missing opt: fetchMyTrades
+bitkk               True     missing opt: fetchMyTrades
+bitmart             True
+bitmax              True     missing opt: fetchMyTrades
+bitmex              False    Various reasons.
+bitpanda            True
+bitso               False    missing: fetchOHLCV
+bitstamp            False    Does not provide history. Details in https://github.com/freqtrade/freqtrade/issues/1983
+bitstamp1           False    missing: fetchOrder, fetchOHLCV
+bittrex             True
+bitvavo             True
+bitz                True     missing opt: fetchMyTrades
+bl3p                False    missing: fetchOrder, fetchOHLCV
+bleutrade           False    missing: fetchOrder
+braziliex           False    missing: fetchOHLCV
+btcalpha            True     missing opt: fetchTicker, fetchTickers
+btcbox              False    missing: fetchOHLCV
+btcmarkets          True     missing opt: fetchTickers
+btctradeua          False    missing: fetchOrder, fetchOHLCV
+btcturk             False    missing: fetchOrder
+buda                True     missing opt: fetchMyTrades, fetchTickers
+bw                  True     missing opt: fetchMyTrades, fetchL2OrderBook
+bybit               True
+bytetrade           True
+cdax                True
+cex                 True     missing opt: fetchMyTrades
+chilebit            False    missing: fetchOrder, fetchOHLCV
+coinbase            False    missing: fetchOrder, cancelOrder, createOrder, fetchOHLCV
+coinbaseprime       True     missing opt: fetchTickers
+coinbasepro         True     missing opt: fetchTickers
+coincheck           False    missing: fetchOrder, fetchOHLCV
+coinegg             False    missing: fetchOHLCV
+coinex              True
+coinfalcon          False    missing: fetchOHLCV
+coinfloor           False    missing: fetchOrder, fetchOHLCV
+coingi              False    missing: fetchOrder, fetchOHLCV
+coinmarketcap       False    missing: fetchOrder, cancelOrder, createOrder, fetchBalance, fetchOHLCV
+coinmate            False    missing: fetchOHLCV
+coinone             False    missing: fetchOHLCV
+coinspot            False    missing: fetchOrder, cancelOrder, fetchOHLCV
+crex24              True
+currencycom         False    missing: fetchOrder
+delta               False    missing: fetchOrder
+deribit             True
+digifinex           True
+equos               True     missing opt: fetchTicker, fetchTickers
+eterbase            True
+exmo                False    missing: fetchOrder
+exx                 False    missing: fetchOHLCV
+fcoin               True     missing opt: fetchMyTrades, fetchTickers
+fcoinjp             True     missing opt: fetchMyTrades, fetchTickers
+flowbtc             False    missing: fetchOrder, fetchOHLCV
+foxbit              False    missing: fetchOrder, fetchOHLCV
+ftx                 True
+gateio              True
+gemini              True
+gopax               True
+hbtc                True
+hitbtc              True
+hollaex             False    missing: fetchOrder
+huobijp             True
+huobipro            True
+idex                True
+independentreserve  False    missing: fetchOHLCV
+indodax             False    missing: fetchOHLCV
+itbit               False    missing: fetchOHLCV
+kraken              True
+kucoin              True
+kuna                False    missing: fetchOHLCV
+lakebtc             False    missing: fetchOrder, fetchOHLCV
+latoken             False    missing: fetchOrder, fetchOHLCV
+lbank               True     missing opt: fetchMyTrades
+liquid              False    missing: fetchOHLCV
+luno                False    missing: fetchOHLCV
+lykke               False    missing: fetchOHLCV
+mercado             True     missing opt: fetchTickers
+mixcoins            False    missing: fetchOrder, fetchOHLCV
+ndax                True     missing opt: fetchTickers
+novadax             True
+oceanex             False    missing: fetchOHLCV
+okcoin              True
+okex                True
+paymium             False    missing: fetchOrder, fetchOHLCV
+phemex              False    Does not provide history.
+poloniex            False    missing: fetchOrder
+probit              True
+qtrade              True
+rightbtc            False    missing: fetchOrder
+ripio               False    missing: fetchOHLCV
+southxchange        False    missing: fetchOrder, fetchOHLCV
+stex                True
+surbitcoin          False    missing: fetchOrder, fetchOHLCV
+therock             False    missing: fetchOHLCV
+tidebit             False    missing: fetchOrder
+tidex               False    missing: fetchOHLCV
+timex               True
+upbit               True     missing opt: fetchMyTrades
+vbtc                False    missing: fetchOrder, fetchOHLCV
+vcc                 True
+wavesexchange       False    missing: fetchOrder
+whitebit            False    missing: fetchOrder, cancelOrder, createOrder, fetchBalance
+xbtce               False    missing: fetchOrder, fetchOHLCV
+xena                False    missing: fetchOrder
+yobit               False    missing: fetchOHLCV
+zaif                False    missing: fetchOrder, fetchOHLCV
+zb                  True     missing opt: fetchMyTrades
 ```
 
 ## List Timeframes

From 17508efbbc88e89a7380cb6d14f12c5350e0ed5c Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Wed, 7 Apr 2021 08:59:44 +0200
Subject: [PATCH 0155/1386] resolves freqtrade/freqtrade#4650

---
 docs/includes/pairlists.md     | 33 ++++++++++++++++++++++++++++++++-
 tests/plugins/test_pairlist.py |  2 +-
 2 files changed, 33 insertions(+), 2 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 2653406e7..ad1ac6efc 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -4,7 +4,7 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
 
 In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-Additionally, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
+Additionally, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter), [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
 
 If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
@@ -29,6 +29,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
 * [`ShuffleFilter`](#shufflefilter)
 * [`SpreadFilter`](#spreadfilter)
 * [`RangeStabilityFilter`](#rangestabilityfilter)
+* [`VolatilityFilter`](#volatilityfilter)
 
 !!! Tip "Testing pairlists"
     Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility sub-command to test your configuration quickly.
@@ -164,6 +165,29 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
 !!! Tip
     This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
 
+#### VolatilityFilter
+
+Volatily is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns.
+
+Removes pairs where the average volatility over a `lookback_days` days is below `min_volatility` and above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+
+This filter can be used to narrow down your pairs to a certain volatilty or avoid very volatile pairs. 
+
+In the below example:
+If the volatilty over the last 10 days is not in the range of 0.20-0.30, remove the pair from the whitelist. The filter is applied every 24h.
+
+```json
+"pairlists": [
+    {
+        "method": "VolatilityFilter",
+        "lookback_days": 10,
+        "min_volatilty": 0.20,
+        "max_volatilty": 0.30,
+        "refresh_period": 86400
+    }
+]
+```
+
 ### Full example of Pairlist Handlers
 
 The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value.
@@ -189,6 +213,13 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "min_rate_of_change": 0.01,
         "refresh_period": 1440
     },
+    {
+        "method": "VolatilityFilter",
+        "lookback_days": 10,
+        "min_volatilty": 0.20,
+        "max_volatilty": 0.30,
+        "refresh_period": 86400
+    },
     {"method": "ShuffleFilter", "seed": 42}
     ],
 ```
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 4db0b7098..bf225271f 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -433,7 +433,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
 
     if whitelist_result == 'static_in_the_middle':
         with pytest.raises(OperationalException,
-                           match=r"StaticPairList only in the first position "
+                           match=r"StaticPairList can only be used in the first position "
                                  r"in the list of Pairlist Handlers."):
             freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
         return

From 5ee879a747a5bbb916601c90af1e0cb25de56515 Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Wed, 7 Apr 2021 10:15:51 +0200
Subject: [PATCH 0156/1386] isort resolves freqtrade/freqtrade#4650

---
 freqtrade/plugins/pairlist/VolatilityFilter.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index 6ef3841f5..f8e380f56 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -2,14 +2,14 @@
 Volatility pairlist filter
 """
 import logging
+import sys
 from copy import deepcopy
 from typing import Any, Dict, List, Optional
 
-import sys
 import arrow
+import numpy as np
 from cachetools.ttl import TTLCache
 from pandas import DataFrame
-import numpy as np
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural

From 4d30c32ad2bda337da4efb1f2d87bb76dc9693e6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 7 Apr 2021 17:10:20 +0200
Subject: [PATCH 0157/1386] Improve resiliancy of a test

---
 tests/conftest_trades.py        |  4 +-
 tests/rpc/test_rpc_apiserver.py | 72 ++++++++++++++++-----------------
 2 files changed, 37 insertions(+), 39 deletions(-)

diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py
index 8e4be9165..34fc58aee 100644
--- a/tests/conftest_trades.py
+++ b/tests/conftest_trades.py
@@ -241,7 +241,8 @@ def mock_trade_5(fee):
         open_rate=0.123,
         exchange='bittrex',
         strategy='SampleStrategy',
-        stoploss_order_id='prod_stoploss_3455'
+        stoploss_order_id='prod_stoploss_3455',
+        timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_5(), 'XRP/BTC', 'buy')
     trade.orders.append(o)
@@ -295,6 +296,7 @@ def mock_trade_6(fee):
         exchange='bittrex',
         strategy='SampleStrategy',
         open_order_id="prod_sell_6",
+        timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_6(), 'LTC/BTC', 'buy')
     trade.orders.append(o)
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index a65b4ed6f..d113a8802 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -753,25 +753,21 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         get_balances=MagicMock(return_value=ticker),
         fetch_ticker=ticker,
         get_fee=fee,
-        markets=PropertyMock(return_value=markets)
+        markets=PropertyMock(return_value=markets),
+        fetch_order=MagicMock(return_value={}),
     )
 
     rc = client_get(client, f"{BASE_URI}/status")
     assert_response(rc, 200)
     assert rc.json() == []
-
-    ftbot.enter_positions()
-    trades = Trade.get_open_trades()
-    trades[0].open_order_id = None
-    ftbot.exit_positions(trades)
-    Trade.query.session.flush()
+    create_mock_trades(fee)
 
     rc = client_get(client, f"{BASE_URI}/status")
     assert_response(rc)
-    assert len(rc.json()) == 1
-    assert rc.json() == [{
-        'amount': 91.07468123,
-        'amount_requested': 91.07468123,
+    assert len(rc.json()) == 4
+    assert rc.json()[0] == {
+        'amount': 123.0,
+        'amount_requested': 123.0,
         'base_currency': 'BTC',
         'close_date': None,
         'close_date_hum': None,
@@ -780,37 +776,37 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'close_profit_pct': None,
         'close_profit_abs': None,
         'close_rate': None,
-        'current_profit': -0.00408133,
-        'current_profit_pct': -0.41,
-        'current_profit_abs': -4.09e-06,
-        'profit_ratio': -0.00408133,
-        'profit_pct': -0.41,
-        'profit_abs': -4.09e-06,
+        'current_profit': ANY,
+        'current_profit_pct': ANY,
+        'current_profit_abs': ANY,
+        'profit_ratio': ANY,
+        'profit_pct': ANY,
+        'profit_abs': ANY,
         'profit_fiat': ANY,
         'current_rate': 1.099e-05,
         'open_date': ANY,
-        'open_date_hum': 'just now',
+        'open_date_hum': ANY,
         'open_timestamp': ANY,
         'open_order': None,
-        'open_rate': 1.098e-05,
+        'open_rate': 0.123,
         'pair': 'ETH/BTC',
         'stake_amount': 0.001,
-        'stop_loss_abs': 9.882e-06,
-        'stop_loss_pct': -10.0,
-        'stop_loss_ratio': -0.1,
+        'stop_loss_abs': ANY,
+        'stop_loss_pct': ANY,
+        'stop_loss_ratio': ANY,
         'stoploss_order_id': None,
         'stoploss_last_update': ANY,
         'stoploss_last_update_timestamp': ANY,
-        'initial_stop_loss_abs': 9.882e-06,
-        'initial_stop_loss_pct': -10.0,
-        'initial_stop_loss_ratio': -0.1,
-        'stoploss_current_dist': -1.1080000000000002e-06,
-        'stoploss_current_dist_ratio': -0.10081893,
-        'stoploss_current_dist_pct': -10.08,
-        'stoploss_entry_dist': -0.00010475,
-        'stoploss_entry_dist_ratio': -0.10448878,
+        'initial_stop_loss_abs': 0.0,
+        'initial_stop_loss_pct': ANY,
+        'initial_stop_loss_ratio': ANY,
+        'stoploss_current_dist': ANY,
+        'stoploss_current_dist_ratio': ANY,
+        'stoploss_current_dist_pct': ANY,
+        'stoploss_entry_dist': ANY,
+        'stoploss_entry_dist_ratio': ANY,
         'trade_id': 1,
-        'close_rate_requested': None,
+        'close_rate_requested': ANY,
         'fee_close': 0.0025,
         'fee_close_cost': None,
         'fee_close_currency': None,
@@ -818,17 +814,17 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'fee_open_cost': None,
         'fee_open_currency': None,
         'is_open': True,
-        'max_rate': 1.099e-05,
-        'min_rate': 1.098e-05,
-        'open_order_id': None,
-        'open_rate_requested': 1.098e-05,
-        'open_trade_value': 0.0010025,
+        'max_rate': ANY,
+        'min_rate': ANY,
+        'open_order_id': 'dry_run_buy_12345',
+        'open_rate_requested': ANY,
+        'open_trade_value': 15.1668225,
         'sell_reason': None,
         'sell_order_status': None,
         'strategy': 'DefaultStrategy',
         'timeframe': 5,
         'exchange': 'bittrex',
-    }]
+    }
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
@@ -836,7 +832,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     rc = client_get(client, f"{BASE_URI}/status")
     assert_response(rc)
     resp_values = rc.json()
-    assert len(resp_values) == 1
+    assert len(resp_values) == 4
     assert isnan(resp_values[0]['profit_abs'])
 
 

From f8244d9d76610c96e0995754a934272bf94a536f Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Wed, 7 Apr 2021 22:25:54 +0200
Subject: [PATCH 0158/1386] resolves freqtrade/freqtrade#4650

---
 docs/includes/pairlists.md                     | 6 +++---
 freqtrade/plugins/pairlist/VolatilityFilter.py | 5 +++--
 2 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index ad1ac6efc..8c65753b6 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -167,7 +167,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
 
 #### VolatilityFilter
 
-Volatily is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns.
+Volatily is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatilty of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
 
 Removes pairs where the average volatility over a `lookback_days` days is below `min_volatility` and above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
 
@@ -181,8 +181,8 @@ If the volatilty over the last 10 days is not in the range of 0.20-0.30, remove
     {
         "method": "VolatilityFilter",
         "lookback_days": 10,
-        "min_volatilty": 0.20,
-        "max_volatilty": 0.30,
+        "min_volatility": 0.05,
+        "max_volatility": 0.50,
         "refresh_period": 86400
     }
 ]
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index f8e380f56..400b1577d 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -94,8 +94,9 @@ class VolatilityFilter(IPairList):
         :return: True if the pair can stay, false if it should be removed
         """
         # Check symbol in cache
-        if pair in self._pair_cache:
-            return self._pair_cache[pair]
+        cached_res = self._pair_cache.get(pair, None)
+        if cached_res is not None:
+            return cached_res
 
         result = False
         if daily_candles is not None and not daily_candles.empty:

From 862f69f895c4dd1774ba78ca9a221692ad9bb930 Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Thu, 8 Apr 2021 16:43:38 +0200
Subject: [PATCH 0159/1386] removed typos

---
 docs/includes/pairlists.md | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 8c65753b6..3aa2c63f4 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -167,14 +167,14 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
 
 #### VolatilityFilter
 
-Volatily is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatilty of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
+Volatility is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatilty of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
 
-Removes pairs where the average volatility over a `lookback_days` days is below `min_volatility` and above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+This filter removes pairs if the average volatility over a `lookback_days` days is below `min_volatility` or above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
 
-This filter can be used to narrow down your pairs to a certain volatilty or avoid very volatile pairs. 
+This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs. 
 
 In the below example:
-If the volatilty over the last 10 days is not in the range of 0.20-0.30, remove the pair from the whitelist. The filter is applied every 24h.
+If the volatility over the last 10 days is not in the range of 0.20-0.30, remove the pair from the whitelist. The filter is applied every 24h.
 
 ```json
 "pairlists": [

From 5a5c5fccf236bf23612af897527fb7f86f588222 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Apr 2021 16:45:52 +0200
Subject: [PATCH 0160/1386] Add gitattributes file

---
 .gitattributes | 3 +++
 1 file changed, 3 insertions(+)
 create mode 100644 .gitattributes

diff --git a/.gitattributes b/.gitattributes
new file mode 100644
index 000000000..00abd1d9d
--- /dev/null
+++ b/.gitattributes
@@ -0,0 +1,3 @@
+*.py eol=lf
+*.sh eol=lf
+*.ps1 eol=crlf

From 74bf0b6399adf9766f8af6b2c68140723d0c3d51 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Apr 2021 19:29:51 +0200
Subject: [PATCH 0161/1386] Fix typo in documentation

---
 docs/includes/pairlists.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 3aa2c63f4..d57757bbd 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -167,7 +167,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
 
 #### VolatilityFilter
 
-Volatility is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatilty of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
+Volatility is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatility of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
 
 This filter removes pairs if the average volatility over a `lookback_days` days is below `min_volatility` or above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
 
@@ -216,8 +216,8 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
     {
         "method": "VolatilityFilter",
         "lookback_days": 10,
-        "min_volatilty": 0.20,
-        "max_volatilty": 0.30,
+        "min_volatility": 0.05,
+        "max_volatility": 0.50,
         "refresh_period": 86400
     },
     {"method": "ShuffleFilter", "seed": 42}

From 898c24949bfcaee24e08198566afb15125679c4b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Apr 2021 20:07:52 +0200
Subject: [PATCH 0162/1386] Add chown method to support docker

---
 freqtrade/commands/build_config_commands.py   |  2 ++
 .../configuration/directory_operations.py     | 16 +++++++++++++
 tests/test_directory_operations.py            | 23 +++++++++++++++++--
 3 files changed, 39 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 0dee480b3..03d095e12 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -5,6 +5,7 @@ from typing import Any, Dict, List
 
 from questionary import Separator, prompt
 
+from freqtrade.configuration.directory_operations import chown_user_directory
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import MAP_EXCHANGE_CHILDCLASS, available_exchanges
@@ -216,6 +217,7 @@ def start_new_config(args: Dict[str, Any]) -> None:
     """
 
     config_path = Path(args['config'][0])
+    chown_user_directory(config_path.parent)
     if config_path.exists():
         overwrite = ask_user_overwrite(config_path)
         if overwrite:
diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index 1ce8d1461..ca305c260 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -24,6 +24,21 @@ def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> Pat
     return folder
 
 
+def chown_user_directory(directory: Path) -> None:
+    """
+    Use Sudo to change permissions of the home-directory if necessary
+    Only applies when running in docker!
+    """
+    import os
+    if os.environ.get('FT_APP_ENV') == 'docker':
+        try:
+            import subprocess
+            subprocess.check_output(
+                ['sudo', 'chown', '-R', 'ftuser:', str(directory.resolve())])
+        except Exception:
+            logger.warning(f"Could not chown {directory}")
+
+
 def create_userdata_dir(directory: str, create_dir: bool = False) -> Path:
     """
     Create userdata directory structure.
@@ -37,6 +52,7 @@ def create_userdata_dir(directory: str, create_dir: bool = False) -> Path:
     sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "logs",
                 "notebooks", "plot", "strategies", ]
     folder = Path(directory)
+    chown_user_directory(folder)
     if not folder.is_dir():
         if create_dir:
             folder.mkdir(parents=True)
diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
index a8058c514..a11200526 100644
--- a/tests/test_directory_operations.py
+++ b/tests/test_directory_operations.py
@@ -1,11 +1,12 @@
 # pragma pylint: disable=missing-docstring, protected-access, invalid-name
+import os
 from pathlib import Path
 from unittest.mock import MagicMock
 
 import pytest
 
-from freqtrade.configuration.directory_operations import (copy_sample_files, create_datadir,
-                                                          create_userdata_dir)
+from freqtrade.configuration.directory_operations import (chown_user_directory, copy_sample_files,
+                                                          create_datadir, create_userdata_dir)
 from freqtrade.exceptions import OperationalException
 from tests.conftest import log_has, log_has_re
 
@@ -31,6 +32,24 @@ def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
     assert str(x) == str(Path("/tmp/bar"))
 
 
+def test_create_userdata_dir_and_chown(mocker, tmpdir, caplog) -> None:
+    sp_mock = mocker.patch('subprocess.check_output')
+    path = Path(tmpdir / 'bar')
+    assert not path.is_dir()
+
+    x = create_userdata_dir(str(path), create_dir=True)
+    assert sp_mock.call_count == 0
+    assert log_has(f'Created user-data directory: {path}', caplog)
+    assert isinstance(x, Path)
+    assert path.is_dir()
+    assert (path / 'data').is_dir()
+
+    os.environ['FT_APP_ENV'] = 'docker'
+    chown_user_directory(path / 'data')
+    assert sp_mock.call_count == 1
+    del os.environ['FT_APP_ENV']
+
+
 def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
     mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
     md = mocker.patch.object(Path, 'mkdir', MagicMock())

From 4eb251ce416cf3a3bf40071b8843814f38726cfd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Apr 2021 20:17:53 +0200
Subject: [PATCH 0163/1386] Update dockerfiles to run as non-root

---
 Dockerfile                | 26 ++++++++++++++++++--------
 Dockerfile.armhf          | 28 +++++++++++++++++-----------
 docker/Dockerfile.custom  |  8 ++++----
 docker/Dockerfile.develop |  4 ++--
 docker/Dockerfile.jupyter |  2 +-
 docker/Dockerfile.plot    |  2 +-
 6 files changed, 43 insertions(+), 27 deletions(-)

diff --git a/Dockerfile b/Dockerfile
index 4b399174b..ac48ea611 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -5,10 +5,19 @@ ENV LANG C.UTF-8
 ENV LC_ALL C.UTF-8
 ENV PYTHONDONTWRITEBYTECODE 1
 ENV PYTHONFAULTHANDLER 1
-ENV PATH=/root/.local/bin:$PATH
+ENV PATH=/home/ftuser/.local/bin:$PATH
+ENV FT_APP_ENV="docker"
 
 # Prepare environment
-RUN mkdir /freqtrade
+RUN mkdir /freqtrade \
+  && apt update \
+  && apt install -y sudo \
+  && apt-get clean \
+  && useradd -u 1000 -G sudo -U -m ftuser \
+  && chown ftuser:ftuser /freqtrade \
+  # Allow sudoers
+  && echo "ftuser ALL=(ALL) NOPASSWD: ALL" >> /etc/sudoers
+
 WORKDIR /freqtrade
 
 # Install dependencies
@@ -24,7 +33,8 @@ RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
 ENV LD_LIBRARY_PATH /usr/local/lib
 
 # Install dependencies
-COPY requirements.txt requirements-hyperopt.txt /freqtrade/
+COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
+USER ftuser
 RUN  pip install --user --no-cache-dir numpy \
   && pip install --user --no-cache-dir -r requirements-hyperopt.txt
 
@@ -33,13 +43,13 @@ FROM base as runtime-image
 COPY --from=python-deps /usr/local/lib /usr/local/lib
 ENV LD_LIBRARY_PATH /usr/local/lib
 
-COPY --from=python-deps /root/.local /root/.local
-
-
+COPY --from=python-deps /home/ftuser/.local /home/ftuser/.local
 
+USER ftuser
 # Install and execute
-COPY . /freqtrade/
-RUN pip install -e . --no-cache-dir \
+COPY --chown=ftuser:ftuser . /freqtrade/
+
+RUN pip install -e . --user --no-cache-dir \
   && mkdir /freqtrade/user_data/ \
   && freqtrade install-ui
 
diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index eecd9fdc0..62ef165c0 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -5,15 +5,20 @@ ENV LANG C.UTF-8
 ENV LC_ALL C.UTF-8
 ENV PYTHONDONTWRITEBYTECODE 1
 ENV PYTHONFAULTHANDLER 1
-ENV PATH=/root/.local/bin:$PATH
+ENV PATH=/home/ftuser/.local/bin:$PATH
+ENV FT_APP_ENV="docker"
 
 # Prepare environment
-RUN mkdir /freqtrade
-WORKDIR /freqtrade
+RUN mkdir /freqtrade \
+  && apt-get update \
+  && apt-get -y install libatlas3-base curl sqlite3 libhdf5-serial-dev sudo \
+  && apt-get clean \
+  && useradd -u 1000 -G sudo -U -m ftuser \
+  && chown ftuser:ftuser /freqtrade \
+  # Allow sudoers
+  && echo "ftuser ALL=(ALL) NOPASSWD: ALL" >> /etc/sudoers
 
-RUN  apt-get update \
-  && apt-get -y install libatlas3-base curl sqlite3 \
-  && apt-get clean
+WORKDIR /freqtrade
 
 # Install dependencies
 FROM base as python-deps
@@ -37,13 +42,14 @@ FROM base as runtime-image
 COPY --from=python-deps /usr/local/lib /usr/local/lib
 ENV LD_LIBRARY_PATH /usr/local/lib
 
-COPY --from=python-deps /root/.local /root/.local
+COPY --from=python-deps /home/ftuser/.local /home/ftuser/.local
 
+USER ftuser
 # Install and execute
-COPY . /freqtrade/
-RUN apt-get install -y libhdf5-serial-dev \
-  && apt-get clean \
-  && pip install -e . --no-cache-dir \
+COPY --chown=ftuser:ftuser . /freqtrade/
+
+RUN pip install -e . --user --no-cache-dir \
+  && mkdir /freqtrade/user_data/ \
   && freqtrade install-ui
 
 ENTRYPOINT ["freqtrade"]
diff --git a/docker/Dockerfile.custom b/docker/Dockerfile.custom
index 10620e6b8..a7c599fa8 100644
--- a/docker/Dockerfile.custom
+++ b/docker/Dockerfile.custom
@@ -1,7 +1,7 @@
 FROM freqtradeorg/freqtrade:develop
 
-RUN apt-get update \
-    && apt-get -y install git \
-    && apt-get clean \
+RUN sudo apt-get update \
+    && sudo apt-get -y install git \
+    && sudo apt-get clean \
     # The below dependency - pyti - serves as an example. Please use whatever you need!
-    && pip install pyti
+    && pip install --user pyti
diff --git a/docker/Dockerfile.develop b/docker/Dockerfile.develop
index cb49984e2..7c580f234 100644
--- a/docker/Dockerfile.develop
+++ b/docker/Dockerfile.develop
@@ -3,8 +3,8 @@ FROM freqtradeorg/freqtrade:develop
 # Install dependencies
 COPY requirements-dev.txt /freqtrade/
 
-RUN pip install numpy --no-cache-dir \
-  && pip install -r requirements-dev.txt --no-cache-dir
+RUN pip install numpy --user --no-cache-dir \
+  && pip install -r requirements-dev.txt --user --no-cache-dir
 
 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []
diff --git a/docker/Dockerfile.jupyter b/docker/Dockerfile.jupyter
index b7499eeef..7d603c667 100644
--- a/docker/Dockerfile.jupyter
+++ b/docker/Dockerfile.jupyter
@@ -1,7 +1,7 @@
 FROM freqtradeorg/freqtrade:develop_plot
 
 
-RUN pip install jupyterlab --no-cache-dir
+RUN pip install jupyterlab --user --no-cache-dir
 
 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []
diff --git a/docker/Dockerfile.plot b/docker/Dockerfile.plot
index 40bc72bc5..d2fc3618a 100644
--- a/docker/Dockerfile.plot
+++ b/docker/Dockerfile.plot
@@ -4,4 +4,4 @@ FROM freqtradeorg/freqtrade:${sourceimage}
 # Install dependencies
 COPY requirements-plot.txt /freqtrade/
 
-RUN pip install -r requirements-plot.txt --no-cache-dir
+RUN pip install -r requirements-plot.txt --user --no-cache-dir

From 644dcc1641624700033b0865f8360a5264e51585 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Apr 2021 20:36:10 +0200
Subject: [PATCH 0164/1386] Only allow chown via sudo

---
 Dockerfile               |  2 +-
 Dockerfile.armhf         |  2 +-
 docker/Dockerfile.custom | 13 ++++++++-----
 3 files changed, 10 insertions(+), 7 deletions(-)

diff --git a/Dockerfile b/Dockerfile
index ac48ea611..a6dc9a991 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -16,7 +16,7 @@ RUN mkdir /freqtrade \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
   # Allow sudoers
-  && echo "ftuser ALL=(ALL) NOPASSWD: ALL" >> /etc/sudoers
+  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
 
 WORKDIR /freqtrade
 
diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index 62ef165c0..909c44eaa 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -16,7 +16,7 @@ RUN mkdir /freqtrade \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
   # Allow sudoers
-  && echo "ftuser ALL=(ALL) NOPASSWD: ALL" >> /etc/sudoers
+  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
 
 WORKDIR /freqtrade
 
diff --git a/docker/Dockerfile.custom b/docker/Dockerfile.custom
index a7c599fa8..3b55fcb0e 100644
--- a/docker/Dockerfile.custom
+++ b/docker/Dockerfile.custom
@@ -1,7 +1,10 @@
 FROM freqtradeorg/freqtrade:develop
 
-RUN sudo apt-get update \
-    && sudo apt-get -y install git \
-    && sudo apt-get clean \
-    # The below dependency - pyti - serves as an example. Please use whatever you need!
-    && pip install --user pyti
+# Switch user to root if you must install something from apt
+# Don't forget to switch the user back below!
+# USER root
+
+# The below dependency - pyti - serves as an example. Please use whatever you need!
+RUN pip install --user pyti
+
+# USER ftuser

From 0b4b67e46b444167d18d37657521d7c212781c92 Mon Sep 17 00:00:00 2001
From: Brook Miles <brookmiles@users.noreply.github.com>
Date: Fri, 9 Apr 2021 10:36:03 +0900
Subject: [PATCH 0165/1386] add FAQ entries for shorting, futures, and options

---
 docs/faq.md | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

diff --git a/docs/faq.md b/docs/faq.md
index 93b806dca..c890caf1a 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -1,5 +1,19 @@
 # Freqtrade FAQ
 
+## Supported Markets
+
+Freqtrade supports spot trading only.
+
+### Can I open short positions?
+
+No, Freqtrade does not support trading with margin / leverage, and cannot open short positions.
+
+In some cases, your exchange may provide leveraged spot tokens which can be traded with Freqtrade eg. BTCUP/USD, BTCDOWN/USD, ETHBULL/USD, ETHBEAR/USD, etc...
+
+### Can I trade options or futures?
+
+No, options and futures trading are not supported.
+
 ## Beginner Tips & Tricks
 
 * When you work with your strategy & hyperopt file you should use a proper code editor like VSCode or PyCharm. A good code editor will provide syntax highlighting as well as line numbers, making it easy to find syntax errors (most likely pointed out by Freqtrade during startup).

From 4b2cec22ec645bd8a2ef0d75db1a3f2f0b586b1c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 9 Apr 2021 19:33:40 +0200
Subject: [PATCH 0166/1386] Chown .local dir

---
 .dockerignore    | 12 ++++++++++--
 Dockerfile       |  2 +-
 Dockerfile.armhf |  2 +-
 3 files changed, 12 insertions(+), 4 deletions(-)

diff --git a/.dockerignore b/.dockerignore
index 09f4c9f0c..889a4dfc7 100644
--- a/.dockerignore
+++ b/.dockerignore
@@ -1,9 +1,8 @@
 .git
 .gitignore
 Dockerfile
+Dockerfile.armhf
 .dockerignore
-config.json*
-*.sqlite
 .coveragerc
 .eggs
 .github
@@ -13,4 +12,13 @@ CONTRIBUTING.md
 MANIFEST.in
 README.md
 freqtrade.service
+freqtrade.egg-info
+
+config.json*
+*.sqlite
 user_data
+*.log
+
+.vscode
+.mypy_cache
+.ipynb_checkpoints
diff --git a/Dockerfile b/Dockerfile
index a6dc9a991..5d8bcdd41 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -43,7 +43,7 @@ FROM base as runtime-image
 COPY --from=python-deps /usr/local/lib /usr/local/lib
 ENV LD_LIBRARY_PATH /usr/local/lib
 
-COPY --from=python-deps /home/ftuser/.local /home/ftuser/.local
+COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
 
 USER ftuser
 # Install and execute
diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index 909c44eaa..df1c4bc80 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -42,7 +42,7 @@ FROM base as runtime-image
 COPY --from=python-deps /usr/local/lib /usr/local/lib
 ENV LD_LIBRARY_PATH /usr/local/lib
 
-COPY --from=python-deps /home/ftuser/.local /home/ftuser/.local
+COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
 
 USER ftuser
 # Install and execute

From 126127c1e11a09a4d4653c0ca9551ffc8cf35ab3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 9 Apr 2021 21:28:38 +0200
Subject: [PATCH 0167/1386] Fix armHF image to use ftuser on install too

---
 Dockerfile.armhf | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index df1c4bc80..332b91b35 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -33,7 +33,8 @@ RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
 ENV LD_LIBRARY_PATH /usr/local/lib
 
 # Install dependencies
-COPY requirements.txt /freqtrade/
+COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
+USER ftuser
 RUN  pip install --user --no-cache-dir numpy \
   && pip install --user --no-cache-dir -r requirements.txt
 

From 5f67400649d40637177a4a5071e364e94cdea0e6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 9 Apr 2021 21:58:15 +0200
Subject: [PATCH 0168/1386] Add SKDecimal Space

---
 freqtrade/optimize/decimalspace.py | 33 ++++++++++++++++++++++++++++++
 freqtrade/strategy/hyper.py        | 16 ++++-----------
 2 files changed, 37 insertions(+), 12 deletions(-)
 create mode 100644 freqtrade/optimize/decimalspace.py

diff --git a/freqtrade/optimize/decimalspace.py b/freqtrade/optimize/decimalspace.py
new file mode 100644
index 000000000..fbc6a7af6
--- /dev/null
+++ b/freqtrade/optimize/decimalspace.py
@@ -0,0 +1,33 @@
+import numpy as np
+
+from skopt.space import Integer
+
+
+class SKDecimal(Integer):
+
+    def __init__(self, low, high, decimals=3, prior="uniform", base=10, transform=None,
+                 name=None, dtype=np.int64):
+        self.decimals = decimals
+        _low = int(low * pow(10, self.decimals))
+        _high = int(high * pow(10, self.decimals))
+        self.low_orig = low
+        self.high_orig = high
+
+        super().__init__(_low, _high, prior, base, transform, name, dtype)
+
+    def __repr__(self):
+        return "Decimal(low={}, high={}, decimals={}, prior='{}', transform='{}')".format(
+            self.low_orig, self.high_orig, self.decimals, self.prior, self.transform_)
+
+    def __contains__(self, point):
+        if isinstance(point, list):
+            point = np.array(point)
+        return self.low_orig <= point <= self.high_orig
+
+    def transform(self, Xt):
+        aa = [int(x * pow(10, self.decimals)) for x in Xt]
+        return super().transform(aa)
+
+    def inverse_transform(self, Xt):
+        res = super().inverse_transform(Xt)
+        return [round(x * pow(0.1, self.decimals), self.decimals) for x in res]
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 709179997..9a7fc4ba4 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -10,6 +10,7 @@ from typing import Any, Iterator, Optional, Sequence, Tuple, Union
 
 with suppress(ImportError):
     from skopt.space import Integer, Real, Categorical
+    from freqtrade.optimize.decimalspace import SKDecimal
 
 from freqtrade.exceptions import OperationalException
 
@@ -168,22 +169,13 @@ class DecimalParameter(RealParameter):
         super().__init__(low=low, high=high, default=default, space=space, optimize=optimize,
                          load=load, **kwargs)
 
-    def get_space(self, name: str) -> 'Integer':
+    def get_space(self, name: str) -> 'SKDecimal':
         """
         Create skopt optimization space.
         :param name: A name of parameter field.
         """
-        low = int(self.opt_range[0] * pow(10, self._decimals))
-        high = int(self.opt_range[1] * pow(10, self._decimals))
-        return Integer(low, high, name=name, **self._space_params)
-
-    def _set_value(self, value: int):
-        """
-        Update current value. Used by hyperopt functions for the purpose where optimization and
-         value spaces differ.
-        :param value: An integer value.
-        """
-        self.value = round(value * pow(0.1, self._decimals), self._decimals)
+        return SKDecimal(*self.opt_range, decimals=self._decimals, name=name,
+                         **self._space_params)
 
 
 class CategoricalParameter(BaseParameter):

From fedff1a75ac7de025449c9fecd884cb8c17f80c5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 9 Apr 2021 22:10:20 +0200
Subject: [PATCH 0169/1386] Fix failing test

---
 tests/strategy/test_interface.py | 2 --
 1 file changed, 2 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 3bfa691b4..0ee80e0c5 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -596,8 +596,6 @@ def test_hyperopt_parameters():
     fltpar = DecimalParameter(low=0.0, high=5.5, default=1.0004, decimals=3, space='buy')
     assert isinstance(fltpar.get_space(''), Integer)
     assert fltpar.value == 1
-    fltpar._set_value(2222)
-    assert fltpar.value == 2.222
 
     catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'],
                                   default='buy_macd', space='buy')

From 34e47db18d4cd8bd44b1a8cd125a45c43c115dec Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 9 Apr 2021 22:15:24 +0200
Subject: [PATCH 0170/1386] Test SKDecimal space

---
 freqtrade/optimize/decimalspace.py |  1 -
 tests/optimize/test_hyperopt.py    | 18 ++++++++++++++++++
 2 files changed, 18 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/decimalspace.py b/freqtrade/optimize/decimalspace.py
index fbc6a7af6..f5370b6d6 100644
--- a/freqtrade/optimize/decimalspace.py
+++ b/freqtrade/optimize/decimalspace.py
@@ -1,5 +1,4 @@
 import numpy as np
-
 from skopt.space import Integer
 
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index c13da0d76..129fe53d9 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -15,6 +15,7 @@ from filelock import Timeout
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
 from freqtrade.data.history import load_data
 from freqtrade.exceptions import OperationalException
+from freqtrade.optimize.decimalspace import SKDecimal
 from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -1104,3 +1105,20 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir) -> None:
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
 
     hyperopt.start()
+
+
+def test_SKDecimal():
+    space = SKDecimal(1, 2, decimals=2)
+    assert 1.5 in space
+    assert 2.5 not in space
+    assert space.low == 100
+    assert space.high == 200
+
+    assert space.inverse_transform([200]) == [2.0]
+    assert space.inverse_transform([100]) == [1.0]
+    assert space.inverse_transform([150, 160]) == [1.5, 1.6]
+
+    assert space.transform([1.5]) == [150]
+    assert space.transform([2.0]) == [200]
+    assert space.transform([1.0]) == [100]
+    assert space.transform([1.5, 1.6]) == [150, 160]

From ea4b5d675df701d9cb0d6b36ada7cd9023408c97 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Apr 2021 07:12:31 +0200
Subject: [PATCH 0171/1386] Don't explode low/high, but use explicit parameters

---
 freqtrade/strategy/hyper.py | 48 ++++++++++++++++++++++---------------
 1 file changed, 29 insertions(+), 19 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 9a7fc4ba4..c72beba55 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -25,9 +25,8 @@ class BaseParameter(ABC):
     category: Optional[str]
     default: Any
     value: Any
-    opt_range: Sequence[Any]
 
-    def __init__(self, *, opt_range: Sequence[Any], default: Any, space: Optional[str] = None,
+    def __init__(self, *, default: Any, space: Optional[str] = None,
                  optimize: bool = True, load: bool = True, **kwargs):
         """
         Initialize hyperopt-optimizable parameter.
@@ -44,7 +43,6 @@ class BaseParameter(ABC):
         self.category = space
         self._space_params = kwargs
         self.value = default
-        self.opt_range = opt_range
         self.optimize = optimize
         self.load = load
 
@@ -69,7 +67,6 @@ class BaseParameter(ABC):
 class IntParameter(BaseParameter):
     default: int
     value: int
-    opt_range: Sequence[int]
 
     def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: int,
                  space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
@@ -90,10 +87,12 @@ class IntParameter(BaseParameter):
         if high is None or isinstance(low, Sequence):
             if not isinstance(low, Sequence) or len(low) != 2:
                 raise OperationalException('IntParameter space must be [low, high]')
-            opt_range = low
+            self.low, self.high = low
         else:
-            opt_range = [low, high]
-        super().__init__(opt_range=opt_range, default=default, space=space, optimize=optimize,
+            self.low = low
+            self.high = high
+
+        super().__init__(default=default, space=space, optimize=optimize,
                          load=load, **kwargs)
 
     def get_space(self, name: str) -> 'Integer':
@@ -101,13 +100,12 @@ class IntParameter(BaseParameter):
         Create skopt optimization space.
         :param name: A name of parameter field.
         """
-        return Integer(*self.opt_range, name=name, **self._space_params)
+        return Integer(low=self.low, high=self.high, name=name, **self._space_params)
 
 
 class RealParameter(BaseParameter):
     default: float
     value: float
-    opt_range: Sequence[float]
 
     def __init__(self, low: Union[float, Sequence[float]], high: Optional[float] = None, *,
                  default: float, space: Optional[str] = None, optimize: bool = True,
@@ -129,10 +127,11 @@ class RealParameter(BaseParameter):
         if high is None or isinstance(low, Sequence):
             if not isinstance(low, Sequence) or len(low) != 2:
                 raise OperationalException(f'{self.__class__.__name__} space must be [low, high]')
-            opt_range = low
+            self.low, self.high = low
         else:
-            opt_range = [low, high]
-        super().__init__(opt_range=opt_range, default=default, space=space, optimize=optimize,
+            self.low = low
+            self.high = high
+        super().__init__(default=default, space=space, optimize=optimize,
                          load=load, **kwargs)
 
     def get_space(self, name: str) -> 'Real':
@@ -140,13 +139,12 @@ class RealParameter(BaseParameter):
         Create skopt optimization space.
         :param name: A name of parameter field.
         """
-        return Real(*self.opt_range, name=name, **self._space_params)
+        return Real(low=self.low, high=self.high, name=name, **self._space_params)
 
 
-class DecimalParameter(RealParameter):
+class DecimalParameter(BaseParameter):
     default: float
     value: float
-    opt_range: Sequence[float]
 
     def __init__(self, low: Union[float, Sequence[float]], high: Optional[float] = None, *,
                  default: float, decimals: int = 3, space: Optional[str] = None,
@@ -162,11 +160,22 @@ class DecimalParameter(RealParameter):
                       parameter fieldname is prefixed with 'buy_' or 'sell_'.
         :param optimize: Include parameter in hyperopt optimizations.
         :param load: Load parameter value from {space}_params.
-        :param kwargs: Extra parameters to skopt.space.Real.
+        :param kwargs: Extra parameters to skopt.space.Integer.
         """
         self._decimals = decimals
         default = round(default, self._decimals)
-        super().__init__(low=low, high=high, default=default, space=space, optimize=optimize,
+
+        if high is not None and isinstance(low, Sequence):
+            raise OperationalException(f'{self.__class__.__name__} space invalid.')
+        if high is None or isinstance(low, Sequence):
+            if not isinstance(low, Sequence) or len(low) != 2:
+                raise OperationalException(f'{self.__class__.__name__} space must be [low, high]')
+            self.low, self.high = low
+        else:
+            self.low = low
+            self.high = high
+
+        super().__init__(default=default, space=space, optimize=optimize,
                          load=load, **kwargs)
 
     def get_space(self, name: str) -> 'SKDecimal':
@@ -174,7 +183,7 @@ class DecimalParameter(RealParameter):
         Create skopt optimization space.
         :param name: A name of parameter field.
         """
-        return SKDecimal(*self.opt_range, decimals=self._decimals, name=name,
+        return SKDecimal(low=self.low, high=self.high, decimals=self._decimals, name=name,
                          **self._space_params)
 
 
@@ -200,7 +209,8 @@ class CategoricalParameter(BaseParameter):
         if len(categories) < 2:
             raise OperationalException(
                 'CategoricalParameter space must be [a, b, ...] (at least two parameters)')
-        super().__init__(opt_range=categories, default=default, space=space, optimize=optimize,
+        self.opt_range = categories
+        super().__init__(default=default, space=space, optimize=optimize,
                          load=load, **kwargs)
 
     def get_space(self, name: str) -> 'Categorical':

From 83fbaf16c84d6395048e62956adf6509a8a70939 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Apr 2021 07:57:02 +0200
Subject: [PATCH 0172/1386] Extract numeric param validation and explosion

---
 freqtrade/strategy/hyper.py | 76 ++++++++++++++++++++-----------------
 1 file changed, 42 insertions(+), 34 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index c72beba55..35000d916 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -64,7 +64,43 @@ class BaseParameter(ABC):
         self.value = value
 
 
-class IntParameter(BaseParameter):
+class NumericParameter(BaseParameter):
+    """ Internal parameter used for Numeric purposes """
+    float_or_int = Union[int, float]
+    default: float_or_int
+    value: float_or_int
+
+    def __init__(self, low: Union[float_or_int, Sequence[float_or_int]],
+                 high: Optional[float_or_int] = None, *, default: float_or_int,
+                 space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
+        """
+        Initialize hyperopt-optimizable numeric parameter.
+        Cannot be instantiated, but provides the validation for other numeric parameters
+        :param low: Lower end (inclusive) of optimization space or [low, high].
+        :param high: Upper end (inclusive) of optimization space.
+                     Must be none of entire range is passed first parameter.
+        :param default: A default value.
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+                      parameter fieldname is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
+        :param kwargs: Extra parameters to skopt.space.*.
+        """
+        if high is not None and isinstance(low, Sequence):
+            raise OperationalException(f'{self.__class__.__name__} space invalid.')
+        if high is None or isinstance(low, Sequence):
+            if not isinstance(low, Sequence) or len(low) != 2:
+                raise OperationalException(f'{self.__class__.__name__} space must be [low, high]')
+            self.low, self.high = low
+        else:
+            self.low = low
+            self.high = high
+
+        super().__init__(default=default, space=space, optimize=optimize,
+                         load=load, **kwargs)
+
+
+class IntParameter(NumericParameter):
     default: int
     value: int
 
@@ -82,17 +118,8 @@ class IntParameter(BaseParameter):
         :param load: Load parameter value from {space}_params.
         :param kwargs: Extra parameters to skopt.space.Integer.
         """
-        if high is not None and isinstance(low, Sequence):
-            raise OperationalException('IntParameter space invalid.')
-        if high is None or isinstance(low, Sequence):
-            if not isinstance(low, Sequence) or len(low) != 2:
-                raise OperationalException('IntParameter space must be [low, high]')
-            self.low, self.high = low
-        else:
-            self.low = low
-            self.high = high
 
-        super().__init__(default=default, space=space, optimize=optimize,
+        super().__init__(low=low, high=high, default=default, space=space, optimize=optimize,
                          load=load, **kwargs)
 
     def get_space(self, name: str) -> 'Integer':
@@ -103,7 +130,7 @@ class IntParameter(BaseParameter):
         return Integer(low=self.low, high=self.high, name=name, **self._space_params)
 
 
-class RealParameter(BaseParameter):
+class RealParameter(NumericParameter):
     default: float
     value: float
 
@@ -122,16 +149,7 @@ class RealParameter(BaseParameter):
         :param load: Load parameter value from {space}_params.
         :param kwargs: Extra parameters to skopt.space.Real.
         """
-        if high is not None and isinstance(low, Sequence):
-            raise OperationalException(f'{self.__class__.__name__} space invalid.')
-        if high is None or isinstance(low, Sequence):
-            if not isinstance(low, Sequence) or len(low) != 2:
-                raise OperationalException(f'{self.__class__.__name__} space must be [low, high]')
-            self.low, self.high = low
-        else:
-            self.low = low
-            self.high = high
-        super().__init__(default=default, space=space, optimize=optimize,
+        super().__init__(low=low, high=high, default=default, space=space, optimize=optimize,
                          load=load, **kwargs)
 
     def get_space(self, name: str) -> 'Real':
@@ -142,7 +160,7 @@ class RealParameter(BaseParameter):
         return Real(low=self.low, high=self.high, name=name, **self._space_params)
 
 
-class DecimalParameter(BaseParameter):
+class DecimalParameter(NumericParameter):
     default: float
     value: float
 
@@ -165,17 +183,7 @@ class DecimalParameter(BaseParameter):
         self._decimals = decimals
         default = round(default, self._decimals)
 
-        if high is not None and isinstance(low, Sequence):
-            raise OperationalException(f'{self.__class__.__name__} space invalid.')
-        if high is None or isinstance(low, Sequence):
-            if not isinstance(low, Sequence) or len(low) != 2:
-                raise OperationalException(f'{self.__class__.__name__} space must be [low, high]')
-            self.low, self.high = low
-        else:
-            self.low = low
-            self.high = high
-
-        super().__init__(default=default, space=space, optimize=optimize,
+        super().__init__(low=low, high=high, default=default, space=space, optimize=optimize,
                          load=load, **kwargs)
 
     def get_space(self, name: str) -> 'SKDecimal':

From 9804e201146762f96752e18f41304b37bf47804a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Apr 2021 09:53:48 +0200
Subject: [PATCH 0173/1386] Don't use _set_value for autoOpt-Spaces

---
 freqtrade/optimize/hyperopt_auto.py |  4 ++--
 freqtrade/strategy/hyper.py         | 10 +---------
 2 files changed, 3 insertions(+), 11 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index c4d6f1581..f86204406 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -27,7 +27,7 @@ class HyperOptAuto(IHyperOpt):
             for attr_name, attr in self.strategy.enumerate_parameters('buy'):
                 if attr.optimize:
                     # noinspection PyProtectedMember
-                    attr._set_value(params[attr_name])
+                    attr.value = params[attr_name]
             return self.strategy.populate_buy_trend(dataframe, metadata)
 
         return populate_buy_trend
@@ -37,7 +37,7 @@ class HyperOptAuto(IHyperOpt):
             for attr_name, attr in self.strategy.enumerate_parameters('sell'):
                 if attr.optimize:
                     # noinspection PyProtectedMember
-                    attr._set_value(params[attr_name])
+                    attr.value = params[attr_name]
             return self.strategy.populate_sell_trend(dataframe, metadata)
 
         return populate_sell_trend
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 35000d916..3fedda974 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -50,19 +50,11 @@ class BaseParameter(ABC):
         return f'{self.__class__.__name__}({self.value})'
 
     @abstractmethod
-    def get_space(self, name: str) -> Union['Integer', 'Real', 'Categorical']:
+    def get_space(self, name: str) -> Union['Integer', 'Real', 'SKDecimal', 'Categorical']:
         """
         Get-space - will be used by Hyperopt to get the hyperopt Space
         """
 
-    def _set_value(self, value: Any):
-        """
-        Update current value. Used by hyperopt functions for the purpose where optimization and
-         value spaces differ.
-        :param value: A numerical value.
-        """
-        self.value = value
-
 
 class NumericParameter(BaseParameter):
     """ Internal parameter used for Numeric purposes """

From ebbe47f38d884b139610d60db09708b32dcb6b71 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Apr 2021 13:36:16 +0200
Subject: [PATCH 0174/1386] Simplify fiat convert and fix USD coingecko problem

---
 freqtrade/rpc/fiat_convert.py  | 103 +++++++--------------------------
 tests/rpc/test_fiat_convert.py |  78 +++----------------------
 2 files changed, 30 insertions(+), 151 deletions(-)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 4e26432d4..380070deb 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -4,9 +4,9 @@ e.g BTC to USD
 """
 
 import logging
-import time
-from typing import Dict, List
+from typing import Dict
 
+from cachetools.ttl import TTLCache
 from pycoingecko import CoinGeckoAPI
 
 from freqtrade.constants import SUPPORTED_FIAT
@@ -15,51 +15,6 @@ from freqtrade.constants import SUPPORTED_FIAT
 logger = logging.getLogger(__name__)
 
 
-class CryptoFiat:
-    """
-    Object to describe what is the price of Crypto-currency in a FIAT
-    """
-    # Constants
-    CACHE_DURATION = 6 * 60 * 60  # 6 hours
-
-    def __init__(self, crypto_symbol: str, fiat_symbol: str, price: float) -> None:
-        """
-        Create an object that will contains the price for a crypto-currency in fiat
-        :param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
-        :param fiat_symbol: FIAT currency you want to convert to (e.g USD)
-        :param price: Price in FIAT
-        """
-
-        # Public attributes
-        self.crypto_symbol = None
-        self.fiat_symbol = None
-        self.price = 0.0
-
-        # Private attributes
-        self._expiration = 0.0
-
-        self.crypto_symbol = crypto_symbol.lower()
-        self.fiat_symbol = fiat_symbol.lower()
-        self.set_price(price=price)
-
-    def set_price(self, price: float) -> None:
-        """
-        Set the price of the Crypto-currency in FIAT and set the expiration time
-        :param price: Price of the current Crypto currency in the fiat
-        :return: None
-        """
-        self.price = price
-        self._expiration = time.time() + self.CACHE_DURATION
-
-    def is_expired(self) -> bool:
-        """
-        Return if the current price is still valid or needs to be refreshed
-        :return: bool, true the price is expired and needs to be refreshed, false the price is
-         still valid
-        """
-        return self._expiration - time.time() <= 0
-
-
 class CryptoToFiatConverter:
     """
     Main class to initiate Crypto to FIAT.
@@ -84,7 +39,9 @@ class CryptoToFiatConverter:
         return CryptoToFiatConverter.__instance
 
     def __init__(self) -> None:
-        self._pairs: List[CryptoFiat] = []
+        # Timeout: 6h
+        self._pair_price: TTLCache = TTLCache(maxsize=500, ttl=6 * 60 * 60)
+
         self._load_cryptomap()
 
     def _load_cryptomap(self) -> None:
@@ -118,49 +75,31 @@ class CryptoToFiatConverter:
         """
         crypto_symbol = crypto_symbol.lower()
         fiat_symbol = fiat_symbol.lower()
+        inverse = False
 
+        if crypto_symbol == 'usd':
+            # usd corresponds to "uniswap-state-dollar" for coingecko.
+            # We'll therefore need to "swap" the currencies
+            logger.info(f"reversing Rates {crypto_symbol}, {fiat_symbol}")
+            crypto_symbol = fiat_symbol
+            fiat_symbol = 'usd'
+            inverse = True
+
+        symbol = f"{crypto_symbol}/{fiat_symbol}"
         # Check if the fiat convertion you want is supported
         if not self._is_supported_fiat(fiat=fiat_symbol):
             raise ValueError(f'The fiat {fiat_symbol} is not supported.')
 
-        # Get the pair that interest us and return the price in fiat
-        for pair in self._pairs:
-            if pair.crypto_symbol == crypto_symbol and pair.fiat_symbol == fiat_symbol:
-                # If the price is expired we refresh it, avoid to call the API all the time
-                if pair.is_expired():
-                    pair.set_price(
-                        price=self._find_price(
-                            crypto_symbol=pair.crypto_symbol,
-                            fiat_symbol=pair.fiat_symbol
-                        )
-                    )
+        price = self._pair_price.get(symbol, None)
 
-                # return the last price we have for this pair
-                return pair.price
-
-        # The pair does not exist, so we create it and return the price
-        return self._add_pair(
-            crypto_symbol=crypto_symbol,
-            fiat_symbol=fiat_symbol,
-            price=self._find_price(
+        if not price:
+            price = self._find_price(
                 crypto_symbol=crypto_symbol,
                 fiat_symbol=fiat_symbol
             )
-        )
-
-    def _add_pair(self, crypto_symbol: str, fiat_symbol: str, price: float) -> float:
-        """
-        :param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
-        :param fiat_symbol: FIAT currency you want to convert to (e.g USD)
-        :return: price in FIAT
-        """
-        self._pairs.append(
-            CryptoFiat(
-                crypto_symbol=crypto_symbol,
-                fiat_symbol=fiat_symbol,
-                price=price
-            )
-        )
+            if inverse and price != 0.0:
+                price = 1 / price
+            self._pair_price[symbol] = price
 
         return price
 
diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index ed21bc516..2d43addff 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -1,44 +1,15 @@
 # pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors,
 # pragma pylint: disable=protected-access, C0103
 
-import time
 from unittest.mock import MagicMock
 
 import pytest
 from requests.exceptions import RequestException
 
-from freqtrade.rpc.fiat_convert import CryptoFiat, CryptoToFiatConverter
+from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 from tests.conftest import log_has, log_has_re
 
 
-def test_pair_convertion_object():
-    pair_convertion = CryptoFiat(
-        crypto_symbol='btc',
-        fiat_symbol='usd',
-        price=12345.0
-    )
-
-    # Check the cache duration is 6 hours
-    assert pair_convertion.CACHE_DURATION == 6 * 60 * 60
-
-    # Check a regular usage
-    assert pair_convertion.crypto_symbol == 'btc'
-    assert pair_convertion.fiat_symbol == 'usd'
-    assert pair_convertion.price == 12345.0
-    assert pair_convertion.is_expired() is False
-
-    # Update the expiration time (- 2 hours) and check the behavior
-    pair_convertion._expiration = time.time() - 2 * 60 * 60
-    assert pair_convertion.is_expired() is True
-
-    # Check set price behaviour
-    time_reference = time.time() + pair_convertion.CACHE_DURATION
-    pair_convertion.set_price(price=30000.123)
-    assert pair_convertion.is_expired() is False
-    assert pair_convertion._expiration >= time_reference
-    assert pair_convertion.price == 30000.123
-
-
 def test_fiat_convert_is_supported(mocker):
     fiat_convert = CryptoToFiatConverter()
     assert fiat_convert._is_supported_fiat(fiat='USD') is True
@@ -47,28 +18,6 @@ def test_fiat_convert_is_supported(mocker):
     assert fiat_convert._is_supported_fiat(fiat='ABC') is False
 
 
-def test_fiat_convert_add_pair(mocker):
-
-    fiat_convert = CryptoToFiatConverter()
-
-    pair_len = len(fiat_convert._pairs)
-    assert pair_len == 0
-
-    fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='usd', price=12345.0)
-    pair_len = len(fiat_convert._pairs)
-    assert pair_len == 1
-    assert fiat_convert._pairs[0].crypto_symbol == 'btc'
-    assert fiat_convert._pairs[0].fiat_symbol == 'usd'
-    assert fiat_convert._pairs[0].price == 12345.0
-
-    fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='Eur', price=13000.2)
-    pair_len = len(fiat_convert._pairs)
-    assert pair_len == 2
-    assert fiat_convert._pairs[1].crypto_symbol == 'btc'
-    assert fiat_convert._pairs[1].fiat_symbol == 'eur'
-    assert fiat_convert._pairs[1].price == 13000.2
-
-
 def test_fiat_convert_find_price(mocker):
     fiat_convert = CryptoToFiatConverter()
 
@@ -95,8 +44,8 @@ def test_fiat_convert_unsupported_crypto(mocker, caplog):
 
 
 def test_fiat_convert_get_price(mocker):
-    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
-                 return_value=28000.0)
+    find_price = mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
+                              return_value=28000.0)
 
     fiat_convert = CryptoToFiatConverter()
 
@@ -104,26 +53,17 @@ def test_fiat_convert_get_price(mocker):
         fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='US Dollar')
 
     # Check the value return by the method
-    pair_len = len(fiat_convert._pairs)
+    pair_len = len(fiat_convert._pair_price)
     assert pair_len == 0
     assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0
-    assert fiat_convert._pairs[0].crypto_symbol == 'btc'
-    assert fiat_convert._pairs[0].fiat_symbol == 'usd'
-    assert fiat_convert._pairs[0].price == 28000.0
-    assert fiat_convert._pairs[0]._expiration != 0
-    assert len(fiat_convert._pairs) == 1
+    assert fiat_convert._pair_price['btc/usd'] == 28000.0
+    assert len(fiat_convert._pair_price) == 1
+    assert find_price.call_count == 1
 
     # Verify the cached is used
-    fiat_convert._pairs[0].price = 9867.543
-    expiration = fiat_convert._pairs[0]._expiration
+    fiat_convert._pair_price['btc/usd'] = 9867.543
     assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 9867.543
-    assert fiat_convert._pairs[0]._expiration == expiration
-
-    # Verify the cache expiration
-    expiration = time.time() - 2 * 60 * 60
-    fiat_convert._pairs[0]._expiration = expiration
-    assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0
-    assert fiat_convert._pairs[0]._expiration is not expiration
+    assert find_price.call_count == 1
 
 
 def test_fiat_convert_same_currencies(mocker):

From 37c2e037f11da94b7c55a567d30c6184830a3148 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Apr 2021 13:50:56 +0200
Subject: [PATCH 0175/1386] Rename dry_run_order to create_dry_run_order

---
 freqtrade/exchange/binance.py   | 2 +-
 freqtrade/exchange/exchange.py  | 8 ++++----
 freqtrade/exchange/ftx.py       | 2 +-
 freqtrade/exchange/kraken.py    | 2 +-
 tests/exchange/test_exchange.py | 4 ++--
 5 files changed, 9 insertions(+), 9 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 26ec30a8a..0bcfa5e17 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -52,7 +52,7 @@ class Binance(Exchange):
                 'In stoploss limit order, stop price should be more than limit price')
 
         if self._config['dry_run']:
-            dry_order = self.dry_run_order(
+            dry_order = self.create_dry_run_order(
                 pair, ordertype, "sell", amount, stop_price)
             return dry_order
 
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 37d92e253..7edace13c 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -543,8 +543,8 @@ class Exchange:
         # See also #2575 at github.
         return max(min_stake_amounts) * amount_reserve_percent
 
-    def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
-                      rate: float, params: Dict = {}) -> Dict[str, Any]:
+    def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
+                             rate: float, params: Dict = {}) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
         _amount = self.amount_to_precision(pair, amount)
         dry_order = {
@@ -618,7 +618,7 @@ class Exchange:
             rate: float, time_in_force: str) -> Dict:
 
         if self._config['dry_run']:
-            dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
+            dry_order = self.create_dry_run_order(pair, ordertype, "buy", amount, rate)
             return dry_order
 
         params = self._params.copy()
@@ -631,7 +631,7 @@ class Exchange:
              rate: float, time_in_force: str = 'gtc') -> Dict:
 
         if self._config['dry_run']:
-            dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
+            dry_order = self.create_dry_run_order(pair, ordertype, "sell", amount, rate)
             return dry_order
 
         params = self._params.copy()
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index f05490cbb..6312759b9 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -53,7 +53,7 @@ class Ftx(Exchange):
         stop_price = self.price_to_precision(pair, stop_price)
 
         if self._config['dry_run']:
-            dry_order = self.dry_run_order(
+            dry_order = self.create_dry_run_order(
                 pair, ordertype, "sell", amount, stop_price)
             return dry_order
 
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 724b11189..786f1b592 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -92,7 +92,7 @@ class Kraken(Exchange):
         stop_price = self.price_to_precision(pair, stop_price)
 
         if self._config['dry_run']:
-            dry_order = self.dry_run_order(
+            dry_order = self.create_dry_run_order(
                 pair, ordertype, "sell", amount, stop_price)
             return dry_order
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 3439c7a09..202f1885f 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -931,11 +931,11 @@ def test_exchange_has(default_conf, mocker):
     ("sell")
 ])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_dry_run_order(default_conf, mocker, side, exchange_name):
+def test_create_dry_run_order(default_conf, mocker, side, exchange_name):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
 
-    order = exchange.dry_run_order(
+    order = exchange.create_dry_run_order(
         pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200)
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]

From 14e857423528b87e0cbfd46f1e3ad2264cda8ccd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Apr 2021 14:13:00 +0200
Subject: [PATCH 0176/1386] fetch_balance is never called in dry-run

---
 freqtrade/exchange/exchange.py  |  4 ----
 tests/exchange/test_exchange.py | 15 ---------------
 2 files changed, 19 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 7edace13c..3224255d0 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -662,8 +662,6 @@ class Exchange:
 
     @retrier
     def get_balance(self, currency: str) -> float:
-        if self._config['dry_run']:
-            return self._config['dry_run_wallet']
 
         # ccxt exception is already handled by get_balances
         balances = self.get_balances()
@@ -675,8 +673,6 @@ class Exchange:
 
     @retrier
     def get_balances(self) -> dict:
-        if self._config['dry_run']:
-            return {}
 
         try:
             balances = self._api.fetch_balance()
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 202f1885f..4ceba6eba 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1245,14 +1245,6 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     assert "timeInForce" not in api_mock.create_order.call_args[0][5]
 
 
-def test_get_balance_dry_run(default_conf, mocker):
-    default_conf['dry_run'] = True
-    default_conf['dry_run_wallet'] = 999.9
-
-    exchange = get_patched_exchange(mocker, default_conf)
-    assert exchange.get_balance(currency='BTC') == 999.9
-
-
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_balance_prod(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
@@ -1276,13 +1268,6 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
         exchange.get_balance(currency='BTC')
 
 
-@pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_balances_dry_run(default_conf, mocker, exchange_name):
-    default_conf['dry_run'] = True
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
-    assert exchange.get_balances() == {}
-
-
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_balances_prod(default_conf, mocker, exchange_name):
     balance_item = {

From 96a5b6555dd6a2c4f7fc62112d618f7c1d928843 Mon Sep 17 00:00:00 2001
From: gbojen <gbojen@kpmg.com>
Date: Sat, 10 Apr 2021 14:31:12 +0200
Subject: [PATCH 0177/1386] fix documentation inconsistency fixes
 freqtrade/freqtrade#4650

---
 docs/includes/pairlists.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index d57757bbd..8688494cc 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -174,7 +174,7 @@ This filter removes pairs if the average volatility over a `lookback_days` days
 This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs. 
 
 In the below example:
-If the volatility over the last 10 days is not in the range of 0.20-0.30, remove the pair from the whitelist. The filter is applied every 24h.
+If the volatility over the last 10 days is not in the range of 0.05-0.50, remove the pair from the whitelist. The filter is applied every 24h.
 
 ```json
 "pairlists": [
@@ -190,7 +190,7 @@ If the volatility over the last 10 days is not in the range of 0.20-0.30, remove
 
 ### Full example of Pairlist Handlers
 
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value.
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value.
 
 ```json
 "exchange": {

From 579e68f31e122a3ebbd897371642a7ee299749c8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Apr 2021 14:37:09 +0200
Subject: [PATCH 0178/1386] Reduce log verbosity when  buying

---
 freqtrade/freqtradebot.py  | 11 ++++-------
 tests/test_freqtradebot.py |  2 +-
 2 files changed, 5 insertions(+), 8 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a701e8db9..1ebf28ebd 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -410,9 +410,7 @@ class FreqtradeBot(LoggingMixin):
 
         bid_strategy = self.config.get('bid_strategy', {})
         if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
-            logger.info(
-                f"Getting price from order book {bid_strategy['price_side'].capitalize()} side."
-            )
+
             order_book_top = bid_strategy.get('order_book_top', 1)
             order_book = self.exchange.fetch_l2_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
@@ -425,7 +423,8 @@ class FreqtradeBot(LoggingMixin):
                     f"Orderbook: {order_book}"
                  )
                 raise PricingError from e
-            logger.info(f'...top {order_book_top} order book buy rate {rate_from_l2:.8f}')
+            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")
@@ -479,19 +478,17 @@ class FreqtradeBot(LoggingMixin):
                 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 with stake_amount: "
+            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)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
-                    logger.info(f'Executing Buy for {pair}.')
                     return self.execute_buy(pair, stake_amount)
                 else:
                     return False
 
-            logger.info(f'Executing Buy for {pair}')
             return self.execute_buy(pair, stake_amount)
         else:
             return False
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c93f8b858..a7b9bb103 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -685,7 +685,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy
     assert trade.amount == 91.07468123
 
     assert log_has(
-        'Buy signal found: about create a new trade with stake_amount: 0.001 ...', caplog
+        'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...', caplog
     )
 
 

From 4820b4b314096fc2529ad67f5d2dd2a8ccd431b4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Apr 2021 14:52:34 +0200
Subject: [PATCH 0179/1386] Fix test failure

---
 tests/test_freqtradebot.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a7b9bb103..c91015766 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -685,7 +685,8 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy
     assert trade.amount == 91.07468123
 
     assert log_has(
-        'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...', caplog
+        'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...',
+        caplog
     )
 
 

From aaf9872ef37b5959ce1489da8470ce1dd534c2ad Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Apr 2021 19:53:00 +0200
Subject: [PATCH 0180/1386] Simplify webserver test

---
 tests/rpc/test_rpc_apiserver.py | 61 +++++++++++++--------------------
 1 file changed, 23 insertions(+), 38 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index d113a8802..e72749715 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -416,10 +416,10 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json()["max"] == 1
 
     # Create some test data
-    ftbot.enter_positions()
+    create_mock_trades(fee)
     rc = client_get(client, f"{BASE_URI}/count")
     assert_response(rc)
-    assert rc.json()["current"] == 1
+    assert rc.json()["current"] == 4
     assert rc.json()["max"] == 1
 
     ftbot.config['max_open_trades'] = float('inf')
@@ -612,7 +612,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, limit_sell_order):
+def test_api_profit(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))
     mocker.patch.multiple(
@@ -627,48 +627,33 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
     assert_response(rc, 200)
     assert rc.json()['trade_count'] == 0
 
-    ftbot.enter_positions()
-    trade = Trade.query.first()
-
+    create_mock_trades(fee)
     # Simulate fulfilled LIMIT_BUY order for trade
-    trade.update(limit_buy_order)
-    rc = client_get(client, f"{BASE_URI}/profit")
-    assert_response(rc, 200)
-    # One open trade
-    assert rc.json()['trade_count'] == 1
-    assert rc.json()['best_pair'] == ''
-    assert rc.json()['best_rate'] == 0
-
-    trade = Trade.query.first()
-    trade.update(limit_sell_order)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
 
     rc = client_get(client, f"{BASE_URI}/profit")
     assert_response(rc)
     assert rc.json() == {'avg_duration': ANY,
-                         'best_pair': 'ETH/BTC',
-                         'best_rate': 6.2,
-                         'first_trade_date': 'just now',
+                         'best_pair': 'XRP/BTC',
+                         'best_rate': 1.0,
+                         'first_trade_date': ANY,
                          'first_trade_timestamp': ANY,
-                         'latest_trade_date': 'just now',
+                         'latest_trade_date': '5 minutes ago',
                          'latest_trade_timestamp': ANY,
-                         'profit_all_coin': 6.217e-05,
-                         'profit_all_fiat': 0.76748865,
-                         'profit_all_percent_mean': 6.2,
-                         'profit_all_ratio_mean': 0.06201058,
-                         'profit_all_percent_sum': 6.2,
-                         'profit_all_ratio_sum': 0.06201058,
-                         'profit_closed_coin': 6.217e-05,
-                         'profit_closed_fiat': 0.76748865,
-                         'profit_closed_ratio_mean': 0.06201058,
-                         'profit_closed_percent_mean': 6.2,
-                         'profit_closed_ratio_sum': 0.06201058,
-                         'profit_closed_percent_sum': 6.2,
-                         'trade_count': 1,
-                         'closed_trade_count': 1,
-                         'winning_trades': 1,
+                         'profit_all_coin': -44.0631579,
+                         'profit_all_fiat': -543959.6842755,
+                         'profit_all_percent_mean': -66.41,
+                         'profit_all_ratio_mean': -0.6641100666666667,
+                         'profit_all_percent_sum': -398.47,
+                         'profit_all_ratio_sum': -3.9846604,
+                         '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,
+                         'trade_count': 6,
+                         'closed_trade_count': 2,
+                         'winning_trades': 2,
                          'losing_trades': 0,
                          }
 

From 906c4e64d335e6d401eac2c85d3fa0f0b2319f46 Mon Sep 17 00:00:00 2001
From: Ugur Cem Ozturk <ugurcemozturk@gmail.com>
Date: Sun, 11 Apr 2021 15:38:08 +0300
Subject: [PATCH 0181/1386] chore(readme): Fix markdown of docker manual

Link to docker-compose was pointing to the one from develop branch. It's changed as with the stable docker-compose.
---
 docs/docker_quickstart.md | 30 ++++++++++++++----------------
 1 file changed, 14 insertions(+), 16 deletions(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index ca0515281..b133e33f0 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -22,10 +22,10 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
 
 ### Docker quick start
 
-Create a new directory and place the [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) in this directory.
+Create a new directory and place the [docker-compose file](https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml) in this directory.
 
-=== "PC/MAC/Linux"
-    ``` bash
+#### PC/MAC/Linux
+    
     mkdir ft_userdata
     cd ft_userdata/
     # Download the docker-compose file from the repository
@@ -39,10 +39,10 @@ Create a new directory and place the [docker-compose file](https://github.com/fr
 
     # Create configuration - Requires answering interactive questions
     docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
+    
+
+#### RaspberryPi
 
-=== "RaspberryPi"
-    ``` bash
     mkdir ft_userdata
     cd ft_userdata/
     # Download the docker-compose file from the repository
@@ -56,7 +56,6 @@ Create a new directory and place the [docker-compose file](https://github.com/fr
 
     # Create configuration - Requires answering interactive questions
     docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
 
     !!! Note "Change your docker Image"
         You have to change the docker image in the docker-compose file for your Raspberry build to work properly.
@@ -68,12 +67,11 @@ Create a new directory and place the [docker-compose file](https://github.com/fr
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
 The last 2 steps in the snippet create the directory with `user_data`, as well as (interactively) the default configuration based on your selections.
 
-!!! Question "How to edit the bot configuration?"
-    You can edit the configuration at any time, which is available as `user_data/config.json` (within the directory `ft_userdata`) when using the above configuration.
+### Question: "How to edit the bot configuration?"
+You can edit the configuration at any time, which is available as `user_data/config.json` (within the directory `ft_userdata`) when using the above configuration.
+You can also change the both Strategy and commands by editing the command section of your `docker-compose.yml` file.
 
-    You can also change the both Strategy and commands by editing the command section of your `docker-compose.yml` file.
-
-#### Adding a custom strategy
+##### Adding a custom strategy
 
 1. The configuration is now available as `user_data/config.json`
 2. Copy a custom strategy to the directory `user_data/strategies/`
@@ -81,7 +79,7 @@ The last 2 steps in the snippet create the directory with `user_data`, as well a
 
 The `SampleStrategy` is run by default.
 
-!!! Warning "`SampleStrategy` is just a demo!"
+#### Warning "`SampleStrategy` is just a demo!"
     The `SampleStrategy` is there for your reference and give you ideas for your own strategy.
     Please always backtest your strategy and use dry-run for some time before risking real money!
     You will find more information about Strategy development in the [Strategy documentation](strategy-customization.md).
@@ -92,7 +90,7 @@ Once this is done, you're ready to launch the bot in trading mode (Dry-run or Li
 docker-compose up -d
 ```
 
-!!! Warning "Default configuration"
+#### Warning "Default configuration"
     While the configuration generated will be mostly functional, you will still need to verify that all options correspond to what you want (like Pricing, pairlist, ...) before starting the bot.
 
 #### Monitoring the bot
@@ -122,7 +120,7 @@ docker-compose up -d
 
 This will first pull the latest image, and will then restart the container with the just pulled version.
 
-!!! Warning "Check the Changelog"
+#### Warning "Check the Changelog"
     You should always check the changelog for breaking changes / manual interventions required and make sure the bot starts correctly after the update.
 
 ### Editing the docker-compose file
@@ -131,7 +129,7 @@ Advanced users may edit the docker-compose file further to include all possible
 
 All freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
 
-!!! Note "`docker-compose run --rm`"
+#### Note "`docker-compose run --rm`"
     Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
 
 #### Example: Download data with docker-compose

From 1b925ec4a9eff02f47be05263b472ae298c36631 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 12 Apr 2021 05:26:11 +0000
Subject: [PATCH 0182/1386] Bump sqlalchemy from 1.4.5 to 1.4.7

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.5 to 1.4.7.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1877624cf..8bcb9608c 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.46.38
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.5
+SQLAlchemy==1.4.7
 python-telegram-bot==13.4.1
 arrow==1.0.3
 cachetools==4.2.1

From 53bbb2b42c9e808252f8bdc7dd0a45d76c29f4bc Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 12 Apr 2021 05:26:47 +0000
Subject: [PATCH 0183/1386] Bump ccxt from 1.46.38 to 1.47.47

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.46.38 to 1.47.47.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.46.38...1.47.47)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1877624cf..8705ef8e1 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.2
 pandas==1.2.3
 
-ccxt==1.46.38
+ccxt==1.47.47
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From c19ebc0157cd7157099182e101aed8006ba463fe Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 12 Apr 2021 05:26:58 +0000
Subject: [PATCH 0184/1386] Bump mkdocs-material from 7.1.0 to 7.1.1

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.0 to 7.1.1.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.0...7.1.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 3dbaea111..cfd63d1d0 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.1.0
+mkdocs-material==7.1.1
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.1.1

From f1ac6853fc64270a32930e991d6d809c9576bc55 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 12 Apr 2021 11:11:53 +0200
Subject: [PATCH 0185/1386] Fix discord invite link

---
 docs/faq.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/faq.md b/docs/faq.md
index c890caf1a..7233a92fe 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -156,7 +156,7 @@ 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/X89cVG). 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 [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) - or the Freqtrade [discord community](https://discord.gg/MA9v74M). 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:
 

From d4dc05980c8b155dd8e7a1673387fdc20f505903 Mon Sep 17 00:00:00 2001
From: Chris van de Steeg <chris@chrisvandesteeg.nl>
Date: Mon, 12 Apr 2021 16:01:46 +0200
Subject: [PATCH 0186/1386] Update ftx.py

Stoploss price should be set as param instead of passing it as price according to ccxt
---
 freqtrade/exchange/ftx.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 6312759b9..fdfd5a674 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -63,10 +63,11 @@ class Ftx(Exchange):
                 # set orderPrice to place limit order, otherwise it's a market order
                 params['orderPrice'] = limit_rate
 
+            params['stopPrice'] = stop_price
             amount = self.amount_to_precision(pair, amount)
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
-                                           amount=amount, price=stop_price, params=params)
+                                           amount=amount, params=params)
             logger.info('stoploss order added for %s. '
                         'stop price: %s.', pair, stop_price)
             return order

From 1194d0c0f4ca3e6f7c595345849e839b0ff30a43 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 12 Apr 2021 20:03:37 +0200
Subject: [PATCH 0187/1386] Update brew before installing packages

---
 .github/workflows/ci.yml | 1 +
 1 file changed, 1 insertion(+)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 8e15a5a89..102e6ed78 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -148,6 +148,7 @@ jobs:
 
     - name: Installation - macOS
       run: |
+        brew update
         brew install hdf5 c-blosc
         python -m pip install --upgrade pip
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH

From 9a58a8534773393181012bc93930f1b138530c9a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 06:17:11 +0200
Subject: [PATCH 0188/1386] Don't export "hum" date versions for trade objects.

They are not used and have a rather high performance penalty due to
using arrow.get
---
 freqtrade/persistence/models.py         | 3 ---
 freqtrade/rpc/api_server/api_schemas.py | 2 --
 freqtrade/rpc/telegram.py               | 1 +
 tests/rpc/test_rpc.py                   | 4 ----
 tests/rpc/test_rpc_apiserver.py         | 4 ----
 tests/rpc/test_rpc_telegram.py          | 2 --
 tests/test_persistence.py               | 4 ----
 7 files changed, 1 insertion(+), 19 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index a22e75e1e..8b4aa325a 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -294,15 +294,12 @@ class LocalTrade():
             'fee_close_cost': self.fee_close_cost,
             'fee_close_currency': self.fee_close_currency,
 
-            'open_date_hum': arrow.get(self.open_date).humanize(),
             'open_date': self.open_date.strftime(DATETIME_PRINT_FORMAT),
             'open_timestamp': int(self.open_date.replace(tzinfo=timezone.utc).timestamp() * 1000),
             'open_rate': self.open_rate,
             'open_rate_requested': self.open_rate_requested,
             'open_trade_value': round(self.open_trade_value, 8),
 
-            'close_date_hum': (arrow.get(self.close_date).humanize()
-                               if self.close_date else None),
             'close_date': (self.close_date.strftime(DATETIME_PRINT_FORMAT)
                            if self.close_date else None),
             'close_timestamp': int(self.close_date.replace(
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index eaca477d7..41de0134c 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -151,13 +151,11 @@ class TradeSchema(BaseModel):
     fee_close: Optional[float]
     fee_close_cost: Optional[float]
     fee_close_currency: Optional[str]
-    open_date_hum: str
     open_date: str
     open_timestamp: int
     open_rate: float
     open_rate_requested: Optional[float]
     open_trade_value: float
-    close_date_hum: Optional[str]
     close_date: Optional[str]
     close_timestamp: Optional[int]
     close_rate: Optional[float]
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 17ddd1c91..a8c629149 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -294,6 +294,7 @@ class Telegram(RPCHandler):
 
             messages = []
             for r in results:
+                r['open_date_hum'] = arrow.get(r['open_date']).humanize()
                 lines = [
                     "*Trade ID:* `{trade_id}` `(since {open_date_hum})`",
                     "*Current Pair:* {pair}",
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 64918ed47..a97f6b65e 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -53,7 +53,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'pair': 'ETH/BTC',
         'base_currency': 'BTC',
         'open_date': ANY,
-        'open_date_hum': ANY,
         'open_timestamp': ANY,
         'is_open': ANY,
         'fee_open': ANY,
@@ -73,7 +72,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'timeframe': 5,
         'open_order_id': ANY,
         'close_date': None,
-        'close_date_hum': None,
         'close_timestamp': None,
         'open_rate': 1.098e-05,
         'close_rate': None,
@@ -121,7 +119,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'pair': 'ETH/BTC',
         'base_currency': 'BTC',
         'open_date': ANY,
-        'open_date_hum': ANY,
         'open_timestamp': ANY,
         'is_open': ANY,
         'fee_open': ANY,
@@ -141,7 +138,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
-        'close_date_hum': None,
         'close_timestamp': None,
         'open_rate': 1.098e-05,
         'close_rate': None,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index e72749715..2b6d96c61 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -755,7 +755,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'amount_requested': 123.0,
         'base_currency': 'BTC',
         'close_date': None,
-        'close_date_hum': None,
         'close_timestamp': None,
         'close_profit': None,
         'close_profit_pct': None,
@@ -770,7 +769,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'profit_fiat': ANY,
         'current_rate': 1.099e-05,
         'open_date': ANY,
-        'open_date_hum': ANY,
         'open_timestamp': ANY,
         'open_order': None,
         'open_rate': 0.123,
@@ -922,11 +920,9 @@ def test_api_forcebuy(botclient, mocker, fee):
         'amount_requested': 1,
         'trade_id': 22,
         'close_date': None,
-        'close_date_hum': None,
         'close_timestamp': None,
         'close_rate': 0.265441,
         'open_date': ANY,
-        'open_date_hum': 'just now',
         'open_timestamp': ANY,
         'open_rate': 0.245441,
         'pair': 'ETH/ETH',
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 27babb1b7..34bf057cb 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -177,9 +177,7 @@ def test_telegram_status(default_conf, update, mocker) -> None:
             'pair': 'ETH/BTC',
             'base_currency': 'BTC',
             'open_date': arrow.utcnow(),
-            'open_date_hum': arrow.utcnow().humanize,
             'close_date': None,
-            'close_date_hum': None,
             'open_rate': 1.099e-05,
             'close_rate': None,
             'current_rate': 1.098e-05,
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 3336e4e66..0a3d6858d 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -799,11 +799,9 @@ def test_to_json(default_conf, fee):
     assert result == {'trade_id': None,
                       'pair': 'ETH/BTC',
                       'is_open': None,
-                      'open_date_hum': '2 hours ago',
                       'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
                       'open_timestamp': int(trade.open_date.timestamp() * 1000),
                       'open_order_id': 'dry_run_buy_12345',
-                      'close_date_hum': None,
                       'close_date': None,
                       'close_timestamp': None,
                       'open_rate': 0.123,
@@ -865,10 +863,8 @@ def test_to_json(default_conf, fee):
 
     assert result == {'trade_id': None,
                       'pair': 'XRP/BTC',
-                      'open_date_hum': '2 hours ago',
                       'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
                       'open_timestamp': int(trade.open_date.timestamp() * 1000),
-                      'close_date_hum': 'an hour ago',
                       'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
                       'close_timestamp': int(trade.close_date.timestamp() * 1000),
                       'open_rate': 0.123,

From 4b902d6eb8e0e17e94365bd4de2b6c8c256d8b24 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 06:23:11 +0200
Subject: [PATCH 0189/1386] Don't use response-model on trades endpoint for now

---
 freqtrade/rpc/api_server/api_v1.py | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index b983402e9..663cc9ff4 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -17,8 +17,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   OpenTradeSchema, PairHistory, PerformanceEntry,
                                                   Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
                                                   Stats, StatusMsg, StrategyListResponse,
-                                                  StrategyResponse, TradeResponse, Version,
-                                                  WhitelistResponse)
+                                                  StrategyResponse, Version, WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -83,7 +82,9 @@ def status(rpc: RPC = Depends(get_rpc)):
         return []
 
 
-@router.get('/trades', response_model=TradeResponse, tags=['info', 'trading'])
+# Using the responsemodel here will cause a ~100% increase in response time (from 1s to 2s)
+# on big databases. Correct response model: response_model=TradeResponse,
+@router.get('/trades', tags=['info', 'trading'])
 def trades(limit: int = 0, rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_trade_history(limit)
 

From 9b23be402114cdde6f4ed7d2468c3b90595a931d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 06:49:53 +0200
Subject: [PATCH 0190/1386] Return a copy from `current_whitelist`

this avoids manipulating of the pair whitelist from within a strategy
---
 freqtrade/data/dataprovider.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index a035b7c3b..b4dea0743 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -170,6 +170,6 @@ class DataProvider:
         """
 
         if self._pairlists:
-            return self._pairlists.whitelist
+            return self._pairlists.whitelist.copy()
         else:
             raise OperationalException("Dataprovider was not initialized with a pairlist provider.")

From f1cf56cc4277ec5c9f7184a58f29b9169200d984 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 06:57:21 +0200
Subject: [PATCH 0191/1386] Update current_whitelist test

---
 tests/data/test_dataprovider.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index ee2e551b6..6b33fa7f2 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -214,8 +214,8 @@ def test_current_whitelist(mocker, default_conf, tickers):
     pairlist.refresh_pairlist()
 
     assert dp.current_whitelist() == pairlist._whitelist
-    # The identity of the 2 lists should be identical
-    assert dp.current_whitelist() is pairlist._whitelist
+    # The identity of the 2 lists should not be identical, but a copy
+    assert dp.current_whitelist() is not pairlist._whitelist
 
     with pytest.raises(OperationalException):
         dp = DataProvider(default_conf, exchange)

From 99e7ee12731533d91b2206e7f2df5008260ffb83 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 08:26:26 +0200
Subject: [PATCH 0192/1386] Fix ftx stoploss creation test

---
 tests/exchange/test_ftx.py | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index 17cfb26fa..494d86e56 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -39,8 +39,9 @@ def test_stoploss_order_ftx(default_conf, mocker):
     assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
     assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
-    assert api_mock.create_order.call_args_list[0][1]['price'] == 190
     assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
+    assert 'stopPrice' in api_mock.create_order.call_args_list[0][1]['params']
+    assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 190
 
     assert api_mock.create_order.call_count == 1
 
@@ -55,8 +56,8 @@ def test_stoploss_order_ftx(default_conf, mocker):
     assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
     assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
-    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
     assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
+    assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
 
     api_mock.create_order.reset_mock()
     order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
@@ -69,9 +70,9 @@ def test_stoploss_order_ftx(default_conf, mocker):
     assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
     assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
-    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
     assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
     assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == 217.8
+    assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
 
     # test exception handling
     with pytest.raises(DependencyException):

From e0f2bb6160f9478688601a0ffda7b35cb26439ca Mon Sep 17 00:00:00 2001
From: wr0ngc0degen <wr0ngc0degen@gmail.com>
Date: Tue, 13 Apr 2021 11:44:07 +0200
Subject: [PATCH 0193/1386] update conda dependencies to make compatible with
 tables package

- restrict python version in conda's environment.yml to fixed installation issues due to current incompatibility of tables package with python 3.9
---
 environment.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/environment.yml b/environment.yml
index 938b5b6b8..f58434c15 100644
--- a/environment.yml
+++ b/environment.yml
@@ -4,7 +4,7 @@ channels:
 # - defaults
 dependencies:
 # 1/4 req main
-    - python>=3.7
+    - python>=3.7,<3.9
     - numpy
     - pandas
     - pip

From 37c8fd6ad799ed0320147304304acdad3e18e0b4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 11:55:03 +0200
Subject: [PATCH 0194/1386] Remove arrow from models.py

---
 freqtrade/persistence/models.py | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 8b4aa325a..49d3e2d62 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -6,7 +6,6 @@ from datetime import datetime, timezone
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
-import arrow
 from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer, String,
                         create_engine, desc, func, inspect)
 from sqlalchemy.exc import NoSuchModuleError
@@ -160,8 +159,8 @@ class Order(_DECL_BASE):
         if self.status in ('closed', 'canceled', 'cancelled'):
             self.ft_is_open = False
             if order.get('filled', 0) > 0:
-                self.order_filled_date = arrow.utcnow().datetime
-        self.order_update_date = arrow.utcnow().datetime
+                self.order_filled_date = datetime.now(timezone.utc)
+        self.order_update_date = datetime.now(timezone.utc)
 
     @staticmethod
     def update_orders(orders: List['Order'], order: Dict[str, Any]):

From 638cd4e8f13b963b03beec0b311f520cf35f0185 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 12:04:22 +0200
Subject: [PATCH 0195/1386] Upgrade cleanup action to latest version

---
 .github/workflows/ci.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 102e6ed78..4169661c6 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -301,7 +301,7 @@ jobs:
     runs-on: ubuntu-20.04
     steps:
     - name: Cleanup previous runs on this branch
-      uses: rokroskar/workflow-run-cleanup-action@v0.2.2
+      uses: rokroskar/workflow-run-cleanup-action@v0.3.2
       if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/stable' && github.repository == 'freqtrade/freqtrade'"
       env:
         GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"

From e4bb6b158294a0b6b36ac5b9be41f93c9bbedafe Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 12:28:07 +0200
Subject: [PATCH 0196/1386] Add kucoin exchange subclass

Kucoin has some specific orderbook restrictions

closes #4723
---
 freqtrade/exchange/__init__.py     |  1 +
 freqtrade/exchange/bittrex.py      |  4 ----
 freqtrade/exchange/exchange.py     | 14 +++++++++++---
 freqtrade/exchange/kucoin.py       | 24 ++++++++++++++++++++++++
 tests/exchange/test_ccxt_compat.py | 13 ++++++++++---
 tests/exchange/test_exchange.py    |  3 +++
 6 files changed, 49 insertions(+), 10 deletions(-)
 create mode 100644 freqtrade/exchange/kucoin.py

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 8a5563623..889bb49c2 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -15,3 +15,4 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
                                          validate_exchanges)
 from freqtrade.exchange.ftx import Ftx
 from freqtrade.exchange.kraken import Kraken
+from freqtrade.exchange.kucoin import Kucoin
diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py
index fd7d47668..69e2f2b8d 100644
--- a/freqtrade/exchange/bittrex.py
+++ b/freqtrade/exchange/bittrex.py
@@ -12,10 +12,6 @@ class Bittrex(Exchange):
     """
     Bittrex exchange class. Contains adjustments needed for Freqtrade to work
     with this exchange.
-
-    Please note that this exchange is not included in the list of exchanges
-    officially supported by the Freqtrade development team. So some features
-    may still not work as expected.
     """
 
     _ft_has: Dict = {
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3224255d0..e52e0e0d0 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -63,6 +63,7 @@ class Exchange:
         "trades_pagination": "time",  # Possible are "time" or "id"
         "trades_pagination_arg": "since",
         "l2_limit_range": None,
+        "l2_limit_range_required": True,  # Allow Empty L2 limit (kucoin)
     }
     _ft_has: Dict = {}
 
@@ -1154,14 +1155,20 @@ class Exchange:
         return self.fetch_order(order_id, pair)
 
     @staticmethod
-    def get_next_limit_in_list(limit: int, limit_range: Optional[List[int]]):
+    def get_next_limit_in_list(limit: int, limit_range: Optional[List[int]],
+                               range_required: bool = True):
         """
         Get next greater value in the list.
         Used by fetch_l2_order_book if the api only supports a limited range
         """
         if not limit_range:
             return limit
-        return min([x for x in limit_range if limit <= x] + [max(limit_range)])
+
+        result = min([x for x in limit_range if limit <= x] + [max(limit_range)])
+        if not range_required and limit > result:
+            # Range is not required - we can use None as parameter.
+            return None
+        return result
 
     @retrier
     def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
@@ -1171,7 +1178,8 @@ class Exchange:
         Returns a dict in the format
         {'asks': [price, volume], 'bids': [price, volume]}
         """
-        limit1 = self.get_next_limit_in_list(limit, self._ft_has['l2_limit_range'])
+        limit1 = self.get_next_limit_in_list(limit, self._ft_has['l2_limit_range'],
+                                             self._ft_has['l2_limit_range_required'])
         try:
 
             return self._api.fetch_l2_order_book(pair, limit1)
diff --git a/freqtrade/exchange/kucoin.py b/freqtrade/exchange/kucoin.py
new file mode 100644
index 000000000..22886a1d8
--- /dev/null
+++ b/freqtrade/exchange/kucoin.py
@@ -0,0 +1,24 @@
+""" Kucoin exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Kucoin(Exchange):
+    """
+    Kucoin exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    _ft_has: Dict = {
+        "l2_limit_range": [20, 100],
+        "l2_limit_range_required": False,
+    }
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 870e6cabd..dce10da84 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -36,7 +36,12 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'hasQuoteVolume': True,
         'timeframe': '5m',
-    }
+    },
+    'kucoin': {
+        'pair': 'BTC/USDT',
+        'hasQuoteVolume': True,
+        'timeframe': '5m',
+    },
 }
 
 
@@ -100,14 +105,16 @@ class TestCCXTExchange():
         assert 'asks' in l2
         assert 'bids' in l2
         l2_limit_range = exchange._ft_has['l2_limit_range']
+        l2_limit_range_required = exchange._ft_has['l2_limit_range_required']
         for val in [1, 2, 5, 25, 100]:
             l2 = exchange.fetch_l2_order_book(pair, val)
             if not l2_limit_range or val in l2_limit_range:
                 assert len(l2['asks']) == val
                 assert len(l2['bids']) == val
             else:
-                next_limit = exchange.get_next_limit_in_list(val, l2_limit_range)
-                if next_limit > 200:
+                next_limit = exchange.get_next_limit_in_list(
+                    val, l2_limit_range, l2_limit_range_required)
+                if next_limit is None or next_limit > 200:
                     # Large orderbook sizes can be a problem for some exchanges (bitrex ...)
                     assert len(l2['asks']) > 200
                     assert len(l2['asks']) > 200
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 4ceba6eba..db67d038c 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1641,6 +1641,9 @@ def test_get_next_limit_in_list():
     # Going over the limit ...
     assert Exchange.get_next_limit_in_list(1001, limit_range) == 1000
     assert Exchange.get_next_limit_in_list(2000, limit_range) == 1000
+    # Without required range
+    assert Exchange.get_next_limit_in_list(2000, limit_range, False) is None
+    assert Exchange.get_next_limit_in_list(15, limit_range, False) == 20
 
     assert Exchange.get_next_limit_in_list(21, None) == 21
     assert Exchange.get_next_limit_in_list(100, None) == 100

From 521e48c94a5e5b18ba409d965757c7b8f509f08f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 13:55:08 +0200
Subject: [PATCH 0197/1386] Add doc section for Kucoin

part of #4723
---
 docs/exchanges.md | 12 ++++++++++++
 1 file changed, 12 insertions(+)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 1c5956088..662f2b908 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -100,6 +100,18 @@ To use subaccounts with FTX, you need to edit the configuration and add the foll
 }
 ```
 
+## Kucoin
+
+Kucoin requries a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
+
+```json
+"exchange": {
+    "name": "kucoin",
+    "key": "your_exchange_key",
+    "secret": "your_exchange_secret",
+    "password": "your_exchange_api_key_password",
+```
+
 ## All exchanges
 
 Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

From 82d66410f74b47f25cb4af60b702cad6fdebcae8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 19:20:57 +0200
Subject: [PATCH 0198/1386] Fix /performance output

if multiple messages are necessary

closes #4726
---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index a8c629149..09b7b235c 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -702,7 +702,7 @@ class Telegram(RPCHandler):
                              f"({trade['count']})</code>\n")
 
                 if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
-                    self._send_msg(output)
+                    self._send_msg(output, parse_mode=ParseMode.HTML)
                     output = stat_line
                 else:
                     output += stat_line

From c2f35ce416cf8d6e6c5806dd1a3e624a124d3843 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 20:09:22 +0200
Subject: [PATCH 0199/1386] /balance should use cached tickers when possible

---
 freqtrade/exchange/exchange.py  | 18 ++++++++++++++++--
 freqtrade/rpc/rpc.py            |  2 +-
 tests/exchange/test_exchange.py |  8 ++++++++
 tests/rpc/test_rpc.py           |  2 ++
 4 files changed, 27 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e52e0e0d0..3627a07e4 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -14,6 +14,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
+from cachetools import TTLCache
 from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE,
                                             decimal_to_precision)
 from pandas import DataFrame
@@ -84,6 +85,9 @@ class Exchange:
         # Timestamp of last markets refresh
         self._last_markets_refresh: int = 0
 
+        # Cache for 10 minutes ...
+        self._fetch_tickers_cache = TTLCache(maxsize=1, ttl=60 * 10)
+
         # Holds candles
         self._klines: Dict[Tuple[str, str], DataFrame] = {}
 
@@ -693,9 +697,19 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_tickers(self) -> Dict:
+    def get_tickers(self, cached: bool = False) -> Dict:
+        """
+        :param cached: Allow cached result
+        :return: fetch_tickers result
+        """
+        if cached:
+            tickers = self._fetch_tickers_cache.get('fetch_tickers')
+            if tickers:
+                return tickers
         try:
-            return self._api.fetch_tickers()
+            tickers = self._api.fetch_tickers()
+            self._fetch_tickers_cache['fetch_tickers'] = tickers
+            return tickers
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch. '
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 59758a573..88f8b36db 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -442,7 +442,7 @@ class RPC:
         output = []
         total = 0.0
         try:
-            tickers = self._freqtrade.exchange.get_tickers()
+            tickers = self._freqtrade.exchange.get_tickers(cached=True)
         except (ExchangeError):
             raise RPCException('Error getting current tickers.')
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index db67d038c..76095be2d 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1319,6 +1319,14 @@ def test_get_tickers(default_conf, mocker, exchange_name):
     assert tickers['ETH/BTC']['ask'] == 1
     assert tickers['BCH/BTC']['bid'] == 0.6
     assert tickers['BCH/BTC']['ask'] == 0.5
+    assert api_mock.fetch_tickers.call_count == 1
+
+    api_mock.fetch_tickers.reset_mock()
+
+    # Cached ticker should not call api again
+    tickers2 = exchange.get_tickers(cached=True)
+    assert tickers2 == tickers
+    assert api_mock.fetch_tickers.call_count == 0
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            "get_tickers", "fetch_tickers")
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index a97f6b65e..199845545 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -569,6 +569,8 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
     assert prec_satoshi(result['total'], 12.309096315)
     assert prec_satoshi(result['value'], 184636.44472997)
+    assert tickers.call_count == 1
+    assert tickers.call_args.kwargs['cached'] is True
     assert 'USD' == result['symbol']
     assert result['currencies'] == [
         {'currency': 'BTC',

From c316531c491c995c62bda57bda177669b8d41690 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 21:54:06 +0200
Subject: [PATCH 0200/1386] make tests 3.7 compatible

---
 tests/exchange/test_exchange.py | 2 ++
 tests/rpc/test_rpc.py           | 2 +-
 2 files changed, 3 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 76095be2d..882cf6b5a 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1327,6 +1327,8 @@ def test_get_tickers(default_conf, mocker, exchange_name):
     tickers2 = exchange.get_tickers(cached=True)
     assert tickers2 == tickers
     assert api_mock.fetch_tickers.call_count == 0
+    tickers2 = exchange.get_tickers(cached=False)
+    assert api_mock.fetch_tickers.call_count == 1
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            "get_tickers", "fetch_tickers")
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 199845545..a548505a7 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -570,7 +570,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     assert prec_satoshi(result['total'], 12.309096315)
     assert prec_satoshi(result['value'], 184636.44472997)
     assert tickers.call_count == 1
-    assert tickers.call_args.kwargs['cached'] is True
+    assert tickers.call_args[1]['cached'] is True
     assert 'USD' == result['symbol']
     assert result['currencies'] == [
         {'currency': 'BTC',

From ba38e398e42359293dd13f00b7b44615771f5fd1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 22:17:42 +0200
Subject: [PATCH 0201/1386] Add type hint

---
 freqtrade/exchange/exchange.py | 2 +-
 tests/rpc/test_rpc.py          | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3627a07e4..3958f6838 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -86,7 +86,7 @@ class Exchange:
         self._last_markets_refresh: int = 0
 
         # Cache for 10 minutes ...
-        self._fetch_tickers_cache = TTLCache(maxsize=1, ttl=60 * 10)
+        self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=1, ttl=60 * 10)
 
         # Holds candles
         self._klines: Dict[Tuple[str, str], DataFrame] = {}
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index a548505a7..63e09cbe1 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -570,7 +570,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     assert prec_satoshi(result['total'], 12.309096315)
     assert prec_satoshi(result['value'], 184636.44472997)
     assert tickers.call_count == 1
-    assert tickers.call_args[1]['cached'] is True
+    assert tickers.call_args_list[0][1]['cached'] is True
     assert 'USD' == result['symbol']
     assert result['currencies'] == [
         {'currency': 'BTC',

From 862df2b431021d43f8ab5fcba198cff07250d336 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Apr 2021 19:43:32 +0200
Subject: [PATCH 0202/1386] Add blacklist recommendation for kucoin

closes #4738
---
 docs/exchanges.md | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 662f2b908..8797ade8c 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -7,10 +7,10 @@ This page combines common gotchas and informations which are exchange-specific a
 !!! Tip "Stoploss on Exchange"
     Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
 
-### Blacklists
+### Binance Blacklist
 
 For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
-Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
+Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB trade unsellable as the expected amount is not there anymore.
 
 ### Binance sites
 
@@ -112,6 +112,11 @@ Kucoin requries a passphrase for each api key, you will therefore need to add th
     "password": "your_exchange_api_key_password",
 ```
 
+### Kucoin Blacklists
+
+For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
+Accounts having KCS accounts use this to pay for fees - if your first trade happens to be on `KCS`, further trades will consume this position and make the initial KCS trade unsellable as the expected amount is not there anymore.
+
 ## All exchanges
 
 Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

From e820814809f6bef69f1501f16fb797d841034dec Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Apr 2021 20:32:34 +0200
Subject: [PATCH 0203/1386] Default-stoploss-hyperopt should use decimal space,
 nto real

---
 freqtrade/optimize/hyperopt_interface.py        | 3 ++-
 freqtrade/optimize/space/__init__.py            | 4 ++++
 freqtrade/optimize/{ => space}/decimalspace.py  | 0
 freqtrade/strategy/hyper.py                     | 2 +-
 freqtrade/templates/sample_hyperopt_advanced.py | 4 ++--
 tests/optimize/test_hyperopt.py                 | 2 +-
 6 files changed, 10 insertions(+), 5 deletions(-)
 create mode 100644 freqtrade/optimize/space/__init__.py
 rename freqtrade/optimize/{ => space}/decimalspace.py (100%)

diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 633c8bdd5..fa28463e9 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -12,6 +12,7 @@ from skopt.space import Categorical, Dimension, Integer, Real
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import round_dict
+from freqtrade.optimize.space import SKDecimal
 from freqtrade.strategy import IStrategy
 
 
@@ -167,7 +168,7 @@ class IHyperOpt(ABC):
         You may override it in your custom Hyperopt class.
         """
         return [
-            Real(-0.35, -0.02, name='stoploss'),
+            SKDecimal(-0.35, -0.02, decimals=3, name='stoploss'),
         ]
 
     def generate_trailing_params(self, params: Dict) -> Dict:
diff --git a/freqtrade/optimize/space/__init__.py b/freqtrade/optimize/space/__init__.py
new file mode 100644
index 000000000..bbdac4ab9
--- /dev/null
+++ b/freqtrade/optimize/space/__init__.py
@@ -0,0 +1,4 @@
+# flake8: noqa: F401
+from skopt.space import Categorical, Dimension, Integer, Real
+
+from .decimalspace import SKDecimal
diff --git a/freqtrade/optimize/decimalspace.py b/freqtrade/optimize/space/decimalspace.py
similarity index 100%
rename from freqtrade/optimize/decimalspace.py
rename to freqtrade/optimize/space/decimalspace.py
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 3fedda974..16b576a73 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -10,7 +10,7 @@ from typing import Any, Iterator, Optional, Sequence, Tuple, Union
 
 with suppress(ImportError):
     from skopt.space import Integer, Real, Categorical
-    from freqtrade.optimize.decimalspace import SKDecimal
+    from freqtrade.optimize.space import SKDecimal
 
 from freqtrade.exceptions import OperationalException
 
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index 7736570f7..32ba21716 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -7,7 +7,7 @@ from typing import Any, Callable, Dict, List
 import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
-from skopt.space import Categorical, Dimension, Integer, Real  # noqa
+from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal, Real  # noqa
 
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
@@ -237,7 +237,7 @@ class AdvancedSampleHyperOpt(IHyperOpt):
         'stoploss' optimization hyperspace.
         """
         return [
-            Real(-0.35, -0.02, name='stoploss'),
+            SKDecimal(-0.35, -0.02, decimals=3, name='stoploss'),
         ]
 
     @staticmethod
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 129fe53d9..59bc4aefb 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -15,10 +15,10 @@ from filelock import Timeout
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
 from freqtrade.data.history import load_data
 from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.decimalspace import SKDecimal
 from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
+from freqtrade.optimize.space import SKDecimal
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.state import RunMode
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,

From 52c482cecfd3133a1e8f741f9b708eec55bd41f7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Apr 2021 20:34:34 +0200
Subject: [PATCH 0204/1386] Convert trailing and roi defaults to skdecimal

---
 freqtrade/optimize/hyperopt_interface.py        | 15 +++++++++------
 freqtrade/templates/sample_hyperopt_advanced.py | 10 +++++-----
 2 files changed, 14 insertions(+), 11 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index fa28463e9..1bb471b9c 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -7,7 +7,7 @@ import math
 from abc import ABC
 from typing import Any, Callable, Dict, List
 
-from skopt.space import Categorical, Dimension, Integer, Real
+from skopt.space import Categorical, Dimension, Integer
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
@@ -155,9 +155,12 @@ class IHyperOpt(ABC):
             Integer(roi_limits['roi_t1_min'], roi_limits['roi_t1_max'], name='roi_t1'),
             Integer(roi_limits['roi_t2_min'], roi_limits['roi_t2_max'], name='roi_t2'),
             Integer(roi_limits['roi_t3_min'], roi_limits['roi_t3_max'], name='roi_t3'),
-            Real(roi_limits['roi_p1_min'], roi_limits['roi_p1_max'], name='roi_p1'),
-            Real(roi_limits['roi_p2_min'], roi_limits['roi_p2_max'], name='roi_p2'),
-            Real(roi_limits['roi_p3_min'], roi_limits['roi_p3_max'], name='roi_p3'),
+            SKDecimal(roi_limits['roi_p1_min'], roi_limits['roi_p1_max'], decimals=5,
+                      name='roi_p1'),
+            SKDecimal(roi_limits['roi_p2_min'], roi_limits['roi_p2_max'], decimals=5,
+                      name='roi_p2'),
+            SKDecimal(roi_limits['roi_p3_min'], roi_limits['roi_p3_max'], decimals=5,
+                      name='roi_p3'),
         ]
 
     def stoploss_space(self) -> List[Dimension]:
@@ -198,14 +201,14 @@ class IHyperOpt(ABC):
             # other 'trailing' hyperspace parameters.
             Categorical([True], name='trailing_stop'),
 
-            Real(0.01, 0.35, name='trailing_stop_positive'),
+            SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
 
             # 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
             # so this intermediate parameter is used as the value of the difference between
             # them. The value of the 'trailing_stop_positive_offset' is constructed in the
             # generate_trailing_params() method.
             # This is similar to the hyperspace dimensions used for constructing the ROI tables.
-            Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'),
+            SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
 
             Categorical([True, False], name='trailing_only_offset_is_reached'),
         ]
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index 32ba21716..cc13b6ba3 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -223,9 +223,9 @@ class AdvancedSampleHyperOpt(IHyperOpt):
             Integer(10, 120, name='roi_t1'),
             Integer(10, 60, name='roi_t2'),
             Integer(10, 40, name='roi_t3'),
-            Real(0.01, 0.04, name='roi_p1'),
-            Real(0.01, 0.07, name='roi_p2'),
-            Real(0.01, 0.20, name='roi_p3'),
+            SKDecimal(0.01, 0.04, decimals=3, name='roi_p1'),
+            SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
+            SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
         ]
 
     @staticmethod
@@ -256,14 +256,14 @@ class AdvancedSampleHyperOpt(IHyperOpt):
             # other 'trailing' hyperspace parameters.
             Categorical([True], name='trailing_stop'),
 
-            Real(0.01, 0.35, name='trailing_stop_positive'),
+            SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
 
             # 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
             # so this intermediate parameter is used as the value of the difference between
             # them. The value of the 'trailing_stop_positive_offset' is constructed in the
             # generate_trailing_params() method.
             # This is similar to the hyperspace dimensions used for constructing the ROI tables.
-            Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'),
+            SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
 
             Categorical([True, False], name='trailing_only_offset_is_reached'),
         ]

From fa343b0484a5850ee9181a7a825ef9f3653d5d61 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Th=C3=A9o=20Martin?=
 <33117460+theomart@users.noreply.github.com>
Date: Thu, 15 Apr 2021 01:19:30 +0100
Subject: [PATCH 0205/1386] Fix get_min_pair_stake_amount formula

---
 freqtrade/exchange/exchange.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3958f6838..ea6bcb29f 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -539,7 +539,9 @@ class Exchange:
         # reserve some percent defined in config (5% default) + stoploss
         amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
                                                         DEFAULT_AMOUNT_RESERVE_PERCENT)
-        amount_reserve_percent += abs(stoploss)
+        amount_reserve_percent = (
+          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)
 

From 885096f2b3830e14bf8b1678ad31e696775ddfbd Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Th=C3=A9o=20Martin?=
 <33117460+theomart@users.noreply.github.com>
Date: Thu, 15 Apr 2021 01:22:52 +0100
Subject: [PATCH 0206/1386] Update tests for get_min_pair_stake_amount

---
 tests/exchange/test_exchange.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 882cf6b5a..3bfff50e8 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -371,7 +371,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
-    assert isclose(result, 2 * 1.1)
+    assert isclose(result, 2 * (1+0.05) / (1-abs(stoploss)))
 
     # min amount is set
     markets["ETH/BTC"]["limits"] = {
@@ -383,7 +383,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert isclose(result, 2 * 2 * 1.1)
+    assert isclose(result, 2 * 2 * (1+0.05) / (1-abs(stoploss)))
 
     # min amount and cost are set (cost is minimal)
     markets["ETH/BTC"]["limits"] = {
@@ -395,7 +395,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert isclose(result, max(2, 2 * 2) * 1.1)
+    assert isclose(result, max(2, 2 * 2) * (1+0.05) / (1-abs(stoploss)))
 
     # min amount and cost are set (amount is minial)
     markets["ETH/BTC"]["limits"] = {
@@ -407,10 +407,10 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert isclose(result, max(8, 2 * 2) * 1.1)
+    assert isclose(result, max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss)))
 
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
-    assert isclose(result, max(8, 2 * 2) * 1.45)
+    assert isclose(result, max(8, 2 * 2) * (1+0.05) / (1-abs(-0.4)))
 
     # Really big stoploss
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
@@ -432,7 +432,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
-    assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) * 1.1, 8)
+    assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss)), 8)
 
 
 def test_set_sandbox(default_conf, mocker):

From ce23d9dfeef32c1a67f0cfbcc28fd39ff4305b11 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Th=C3=A9o=20Martin?=
 <33117460+theomart@users.noreply.github.com>
Date: Thu, 15 Apr 2021 01:38:08 +0100
Subject: [PATCH 0207/1386] Fix test min stake amount

---
 tests/exchange/test_exchange.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 3bfff50e8..4531bf816 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -410,7 +410,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
     assert isclose(result, max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss)))
 
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
-    assert isclose(result, max(8, 2 * 2) * (1+0.05) / (1-abs(-0.4)))
+    assert isclose(result, max(8, 2 * 2) * 1.5)
 
     # Really big stoploss
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)

From c9c039d640b59e0794b7c54ff30a1f8412e6c86d Mon Sep 17 00:00:00 2001
From: JoeSchr <JoeSchr@users.noreply.github.com>
Date: Thu, 15 Apr 2021 15:21:28 +0200
Subject: [PATCH 0208/1386] remove `copy()` from `custom_info` example

`set_index` automatically copies if not stated otherwise with `inplace=True`
> inplacebool, default False
If True, modifies the DataFrame in place (do not create a new object).

from: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.set_index.html?highlight=set_index#pandas.DataFrame.set_index
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 7fa824a5b..96c927965 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -57,7 +57,7 @@ class AwesomeStrategy(IStrategy):
         dataframe['atr'] = ta.ATR(dataframe)
         if self.dp.runmode.value in ('backtest', 'hyperopt'):
           # add indicator mapped to correct DatetimeIndex to custom_info
-          self.custom_info[metadata['pair']] = dataframe[['date', 'atr']].copy().set_index('date')
+          self.custom_info[metadata['pair']] = dataframe[['date', 'atr']].set_index('date')
         return dataframe
 ```
 

From 7142787256fd870193699929c377c0706a01599b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 15 Apr 2021 15:41:35 +0200
Subject: [PATCH 0209/1386] Roll back unintended changes that break rendering

---
 docs/docker_quickstart.md | 30 ++++++++++++++++--------------
 1 file changed, 16 insertions(+), 14 deletions(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index b133e33f0..9096000c1 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -14,7 +14,7 @@ To simplify running freqtrade, please install [`docker-compose`](https://docs.do
 
 ## Freqtrade with docker-compose
 
-Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) ready for usage.
+Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker-compose file](https://github.com/freqtrade/freqtrade/blob/stable/docker-compose.yml) ready for usage.
 
 !!! Note
     - The following section assumes that `docker` and `docker-compose` are installed and available to the logged in user.
@@ -24,8 +24,8 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
 
 Create a new directory and place the [docker-compose file](https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml) in this directory.
 
-#### PC/MAC/Linux
-    
+=== "PC/MAC/Linux"
+    ``` bash
     mkdir ft_userdata
     cd ft_userdata/
     # Download the docker-compose file from the repository
@@ -39,10 +39,10 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
 
     # Create configuration - Requires answering interactive questions
     docker-compose run --rm freqtrade new-config --config user_data/config.json
-    
-
-#### RaspberryPi
+    ```
 
+=== "RaspberryPi"
+    ``` bash
     mkdir ft_userdata
     cd ft_userdata/
     # Download the docker-compose file from the repository
@@ -56,6 +56,7 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
 
     # Create configuration - Requires answering interactive questions
     docker-compose run --rm freqtrade new-config --config user_data/config.json
+    ```
 
     !!! Note "Change your docker Image"
         You have to change the docker image in the docker-compose file for your Raspberry build to work properly.
@@ -67,11 +68,12 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
 The last 2 steps in the snippet create the directory with `user_data`, as well as (interactively) the default configuration based on your selections.
 
-### Question: "How to edit the bot configuration?"
-You can edit the configuration at any time, which is available as `user_data/config.json` (within the directory `ft_userdata`) when using the above configuration.
-You can also change the both Strategy and commands by editing the command section of your `docker-compose.yml` file.
+!!! Question "How to edit the bot configuration?"
+    You can edit the configuration at any time, which is available as `user_data/config.json` (within the directory `ft_userdata`) when using the above configuration.
 
-##### Adding a custom strategy
+    You can also change the both Strategy and commands by editing the command section of your `docker-compose.yml` file.
+
+#### Adding a custom strategy
 
 1. The configuration is now available as `user_data/config.json`
 2. Copy a custom strategy to the directory `user_data/strategies/`
@@ -79,7 +81,7 @@ You can also change the both Strategy and commands by editing the command sectio
 
 The `SampleStrategy` is run by default.
 
-#### Warning "`SampleStrategy` is just a demo!"
+!!! Warning "`SampleStrategy` is just a demo!"
     The `SampleStrategy` is there for your reference and give you ideas for your own strategy.
     Please always backtest your strategy and use dry-run for some time before risking real money!
     You will find more information about Strategy development in the [Strategy documentation](strategy-customization.md).
@@ -90,7 +92,7 @@ Once this is done, you're ready to launch the bot in trading mode (Dry-run or Li
 docker-compose up -d
 ```
 
-#### Warning "Default configuration"
+!!! Warning "Default configuration"
     While the configuration generated will be mostly functional, you will still need to verify that all options correspond to what you want (like Pricing, pairlist, ...) before starting the bot.
 
 #### Monitoring the bot
@@ -120,7 +122,7 @@ docker-compose up -d
 
 This will first pull the latest image, and will then restart the container with the just pulled version.
 
-#### Warning "Check the Changelog"
+!!! Warning "Check the Changelog"
     You should always check the changelog for breaking changes / manual interventions required and make sure the bot starts correctly after the update.
 
 ### Editing the docker-compose file
@@ -129,7 +131,7 @@ Advanced users may edit the docker-compose file further to include all possible
 
 All freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
 
-#### Note "`docker-compose run --rm`"
+!!! Note "`docker-compose run --rm`"
     Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
 
 #### Example: Download data with docker-compose

From ce870bbcf7b7b4fe2dfd79884c2da33f225d4af3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 15 Apr 2021 21:38:20 +0200
Subject: [PATCH 0210/1386] Use 3 decimals for ROI space

---
 freqtrade/optimize/hyperopt_interface.py | 10 +++++-----
 freqtrade/optimize/space/decimalspace.py |  5 +++--
 2 files changed, 8 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 1bb471b9c..889854cad 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -140,7 +140,7 @@ class IHyperOpt(ABC):
             'roi_p2': roi_limits['roi_p2_min'],
             'roi_p3': roi_limits['roi_p3_min'],
         }
-        logger.info(f"Min roi table: {round_dict(self.generate_roi_table(p), 5)}")
+        logger.info(f"Min roi table: {round_dict(self.generate_roi_table(p), 3)}")
         p = {
             'roi_t1': roi_limits['roi_t1_max'],
             'roi_t2': roi_limits['roi_t2_max'],
@@ -149,17 +149,17 @@ class IHyperOpt(ABC):
             'roi_p2': roi_limits['roi_p2_max'],
             'roi_p3': roi_limits['roi_p3_max'],
         }
-        logger.info(f"Max roi table: {round_dict(self.generate_roi_table(p), 5)}")
+        logger.info(f"Max roi table: {round_dict(self.generate_roi_table(p), 3)}")
 
         return [
             Integer(roi_limits['roi_t1_min'], roi_limits['roi_t1_max'], name='roi_t1'),
             Integer(roi_limits['roi_t2_min'], roi_limits['roi_t2_max'], name='roi_t2'),
             Integer(roi_limits['roi_t3_min'], roi_limits['roi_t3_max'], name='roi_t3'),
-            SKDecimal(roi_limits['roi_p1_min'], roi_limits['roi_p1_max'], decimals=5,
+            SKDecimal(roi_limits['roi_p1_min'], roi_limits['roi_p1_max'], decimals=3,
                       name='roi_p1'),
-            SKDecimal(roi_limits['roi_p2_min'], roi_limits['roi_p2_max'], decimals=5,
+            SKDecimal(roi_limits['roi_p2_min'], roi_limits['roi_p2_max'], decimals=3,
                       name='roi_p2'),
-            SKDecimal(roi_limits['roi_p3_min'], roi_limits['roi_p3_max'], decimals=5,
+            SKDecimal(roi_limits['roi_p3_min'], roi_limits['roi_p3_max'], decimals=3,
                       name='roi_p3'),
         ]
 
diff --git a/freqtrade/optimize/space/decimalspace.py b/freqtrade/optimize/space/decimalspace.py
index f5370b6d6..643999cc1 100644
--- a/freqtrade/optimize/space/decimalspace.py
+++ b/freqtrade/optimize/space/decimalspace.py
@@ -9,8 +9,9 @@ class SKDecimal(Integer):
         self.decimals = decimals
         _low = int(low * pow(10, self.decimals))
         _high = int(high * pow(10, self.decimals))
-        self.low_orig = low
-        self.high_orig = high
+        # trunc to precision to avoid points out of space
+        self.low_orig = round(_low * pow(0.1, self.decimals), self.decimals)
+        self.high_orig = round(_high * pow(0.1, self.decimals), self.decimals)
 
         super().__init__(_low, _high, prior, base, transform, name, dtype)
 

From 5e51ba6258c77a33e7b06ed132159ade64029c7d Mon Sep 17 00:00:00 2001
From: grillzoo <theo.martin21@gmail.com>
Date: Thu, 15 Apr 2021 21:38:00 +0100
Subject: [PATCH 0211/1386] fix flake8

---
 freqtrade/exchange/exchange.py  | 2 +-
 tests/exchange/test_exchange.py | 5 ++++-
 2 files changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ea6bcb29f..ed7918b36 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -541,7 +541,7 @@ class Exchange:
                                                         DEFAULT_AMOUNT_RESERVE_PERCENT)
         amount_reserve_percent = (
           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)
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 4531bf816..27f4d0db9 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -432,7 +432,10 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
-    assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss)), 8)
+    assert round(result, 8) == round(
+        max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss)),
+        8
+    )
 
 
 def test_set_sandbox(default_conf, mocker):

From 01b303e0f95bf3c1dc4c7a375b82bcf2f29fc645 Mon Sep 17 00:00:00 2001
From: grillzoo <theo.martin21@gmail.com>
Date: Thu, 15 Apr 2021 21:58:07 +0100
Subject: [PATCH 0212/1386] Aligning the doc

---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index eb3351b8f..0ade558f1 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -167,7 +167,7 @@ This exchange has also a limit on USD - where all orders must be > 10$ - which h
 
 To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).
 
-With a stoploss of 10% - we'd therefore end up with a value of ~13.8$ (`12 * (1 + 0.05 + 0.1)`).
+With a reserve of 5%, the minimum stake amount would be ~12.6$ (`12 * (1 + 0.05)`). If we take in account a stoploss of 10% on top of that - we'd end up with a value of ~14$ (`12.6 / (1 - 0.1)`).
 
 To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
 

From 271e4500d984145a07de6c6de58f267a8b0cb904 Mon Sep 17 00:00:00 2001
From: Gonzalo Matheu <gmatheu@simtlix.com>
Date: Wed, 31 Mar 2021 18:08:53 -0300
Subject: [PATCH 0213/1386] telegram: Adding dynamic keyboard to /forcebuy
 response

---
 freqtrade/rpc/telegram.py | 11 +++++++++--
 1 file changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 92899d67f..d263cb605 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -626,6 +626,10 @@ class Telegram(RPCHandler):
                 self._rpc._rpc_forcebuy(pair, price)
             except RPCException as e:
                 self._send_msg(str(e))
+        else:
+            whitelist = self._rpc._rpc_whitelist()['whitelist']
+            pairs_keyboard: List[List[Union[str, KeyboardButton]]] = [[f'/forcebuy {pair}' for pair in whitelist]]
+            self._send_msg("Which pair?", keyboard=pairs_keyboard)
 
     @authorized_only
     def _trades(self, update: Update, context: CallbackContext) -> None:
@@ -942,7 +946,8 @@ class Telegram(RPCHandler):
         )
 
     def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
-                  disable_notification: bool = False) -> None:
+                  disable_notification: bool = False,
+                  keyboard: List[List[Union[str, KeyboardButton]]] = None) -> None:
         """
         Send given markdown message
         :param msg: message
@@ -950,7 +955,9 @@ class Telegram(RPCHandler):
         :param parse_mode: telegram parse mode
         :return: None
         """
-        reply_markup = ReplyKeyboardMarkup(self._keyboard, resize_keyboard=True)
+        if keyboard is None:
+            keyboard = self._keyboard
+        reply_markup = ReplyKeyboardMarkup(keyboard, resize_keyboard=True)
         try:
             try:
                 self._updater.bot.send_message(

From e2f28991e6e5f3b7d429a3d50ad63ba6dd7f47c5 Mon Sep 17 00:00:00 2001
From: Gonzalo Matheu <gmatheu@simtlix.com>
Date: Wed, 31 Mar 2021 21:51:15 -0300
Subject: [PATCH 0214/1386] telegram: Wrapping long line

---
 freqtrade/rpc/telegram.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index d263cb605..ae308a1cf 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -628,7 +628,9 @@ class Telegram(RPCHandler):
                 self._send_msg(str(e))
         else:
             whitelist = self._rpc._rpc_whitelist()['whitelist']
-            pairs_keyboard: List[List[Union[str, KeyboardButton]]] = [[f'/forcebuy {pair}' for pair in whitelist]]
+            pairs_keyboard: List[List[Union[str, KeyboardButton]]] = [
+                [f'/forcebuy {pair}' for pair in whitelist]
+            ]
             self._send_msg("Which pair?", keyboard=pairs_keyboard)
 
     @authorized_only

From 50bdae8eb200294136d03f0c287847aaf9b5386b Mon Sep 17 00:00:00 2001
From: Gonzalo Matheu <gmatheu@simtlix.com>
Date: Sat, 10 Apr 2021 20:13:04 -0300
Subject: [PATCH 0215/1386] telegram: Adding forcebuy inline keyboard

---
 freqtrade/rpc/telegram.py      | 62 +++++++++++++++++++++++++++-------
 tests/rpc/test_rpc_telegram.py | 28 +++++++++++++++
 2 files changed, 78 insertions(+), 12 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ae308a1cf..b24638e48 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -12,9 +12,9 @@ from typing import Any, Callable, Dict, List, Union
 
 import arrow
 from tabulate import tabulate
-from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update
+from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update, BotCommand, InlineKeyboardMarkup, InlineKeyboardButton
 from telegram.error import NetworkError, TelegramError
-from telegram.ext import CallbackContext, CommandHandler, Updater
+from telegram.ext import CallbackContext, CommandHandler, Updater, CallbackQueryHandler
 from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
@@ -169,6 +169,11 @@ class Telegram(RPCHandler):
             [h.command for h in handles]
         )
 
+        self._current_callback_query_handler = None
+        self._callback_query_handlers = {
+            'forcebuy': CallbackQueryHandler(self._forcebuy_inline)
+        }
+
     def cleanup(self) -> None:
         """
         Stops all running telegram threads.
@@ -610,6 +615,24 @@ class Telegram(RPCHandler):
         except RPCException as e:
             self._send_msg(str(e))
 
+    def _forcebuy_action(self, pair, price = None):
+        try:
+            self._rpc._rpc_forcebuy(pair, price)
+        except RPCException as e:
+            self._send_msg(str(e))
+
+    def _forcebuy_inline(self, update: Update, _: CallbackContext) -> None:
+        query = update.callback_query
+        pair = query.data
+        query.answer()
+        query.edit_message_text(text=f"Force Buying: {pair}")
+        self._forcebuy_action(pair)
+
+    @staticmethod
+    def _layout_inline_keyboard(buttons: List[InlineKeyboardButton],
+                                cols=3) -> List[List[InlineKeyboardButton]]:
+        return [buttons[i:i + cols] for i in range(0, len(buttons), cols)]
+
     @authorized_only
     def _forcebuy(self, update: Update, context: CallbackContext) -> None:
         """
@@ -622,16 +645,13 @@ class Telegram(RPCHandler):
         if context.args:
             pair = context.args[0]
             price = float(context.args[1]) if len(context.args) > 1 else None
-            try:
-                self._rpc._rpc_forcebuy(pair, price)
-            except RPCException as e:
-                self._send_msg(str(e))
+            self._forcebuy_action(pair, price)
         else:
             whitelist = self._rpc._rpc_whitelist()['whitelist']
-            pairs_keyboard: List[List[Union[str, KeyboardButton]]] = [
-                [f'/forcebuy {pair}' for pair in whitelist]
-            ]
-            self._send_msg("Which pair?", keyboard=pairs_keyboard)
+            pairs = [InlineKeyboardButton(pair, callback_data=pair) for pair in whitelist]
+            self._send_inline_msg("Which pair?",
+                                  keyboard=self._layout_inline_keyboard(pairs),
+                                  callback_query_handler='forcebuy')
 
     @authorized_only
     def _trades(self, update: Update, context: CallbackContext) -> None:
@@ -947,9 +967,27 @@ class Telegram(RPCHandler):
             f"*Current state:* `{val['state']}`"
         )
 
+    def _send_inline_msg(self, msg: str, callback_query_handler,
+                         parse_mode: str = ParseMode.MARKDOWN, disable_notification: bool = False,
+                  keyboard: List[List[InlineKeyboardButton]] = None, ) -> None:
+        """
+        Send given markdown message
+        :param msg: message
+        :param bot: alternative bot
+        :param parse_mode: telegram parse mode
+        :return: None
+        """
+        if self._current_callback_query_handler:
+            self._updater.dispatcher.remove_handler(self._current_callback_query_handler)
+        self._current_callback_query_handler = self._callback_query_handlers[callback_query_handler]
+        self._updater.dispatcher.add_handler(self._current_callback_query_handler)
+
+        self._send_msg(msg, parse_mode, disable_notification, keyboard, reply_markup=InlineKeyboardMarkup)
+
     def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
                   disable_notification: bool = False,
-                  keyboard: List[List[Union[str, KeyboardButton]]] = None) -> None:
+                  keyboard: List[List[Union[str, KeyboardButton]]] = None,
+                  reply_markup=ReplyKeyboardMarkup) -> None:
         """
         Send given markdown message
         :param msg: message
@@ -959,7 +997,7 @@ class Telegram(RPCHandler):
         """
         if keyboard is None:
             keyboard = self._keyboard
-        reply_markup = ReplyKeyboardMarkup(keyboard, resize_keyboard=True)
+        reply_markup = reply_markup(keyboard, resize_keyboard=True)
         try:
             try:
                 self._updater.bot.send_message(
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 27babb1b7..7fdbf77f7 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -6,6 +6,7 @@ import re
 from datetime import datetime
 from random import choice, randint
 from string import ascii_uppercase
+from functools import reduce
 from unittest.mock import ANY, MagicMock
 
 import arrow
@@ -53,6 +54,12 @@ class DummyCls(Telegram):
         """
         raise Exception('test')
 
+def get_telegram_testobject_with_inline(mocker, default_conf, mock=True, ftbot=None):
+    inline_msg_mock = MagicMock()
+    telegram, ftbot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    mocker.patch('freqtrade.rpc.telegram.Telegram._send_inline_msg', inline_msg_mock)
+
+    return telegram, ftbot, msg_mock, inline_msg_mock
 
 def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
     msg_mock = MagicMock()
@@ -901,6 +908,27 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
     assert msg_mock.call_args_list[0][0][0] == 'Forcebuy not enabled.'
 
 
+def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
+
+    fbuy_mock = MagicMock(return_value=None)
+    mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
+
+    telegram, freqtradebot, _, inline_msg_mock = get_telegram_testobject_with_inline(mocker, default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+
+    context = MagicMock()
+    context.args = []
+    telegram._forcebuy(update=update, context=context)
+
+    assert fbuy_mock.call_count == 0
+    assert inline_msg_mock.call_count == 1
+    assert inline_msg_mock.call_args_list[0][0][0] == 'Which pair?'
+    assert inline_msg_mock.call_args_list[0][1]['callback_query_handler'] == 'forcebuy'
+    keyboard = inline_msg_mock.call_args_list[0][1]['keyboard']
+    assert reduce(lambda acc, x: acc + len(x), keyboard, 0) == 4
+
+
 def test_performance_handle(default_conf, update, ticker, fee,
                             limit_buy_order, limit_sell_order, mocker) -> None:
 

From 5fae4ea2fdcc46f31117b7d64dd1b477e7b8ffe3 Mon Sep 17 00:00:00 2001
From: Gonzalo Matheu <gmatheu@simtlix.com>
Date: Wed, 14 Apr 2021 17:52:47 -0300
Subject: [PATCH 0216/1386] telegram: Formatting code

---
 freqtrade/rpc/telegram.py      | 12 ++++++++----
 tests/rpc/test_rpc_telegram.py |  5 ++++-
 2 files changed, 12 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index b24638e48..52cd7a5ed 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -12,7 +12,10 @@ from typing import Any, Callable, Dict, List, Union
 
 import arrow
 from tabulate import tabulate
-from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update, BotCommand, InlineKeyboardMarkup, InlineKeyboardButton
+from telegram import (
+        KeyboardButton, ParseMode, ReplyKeyboardMarkup,
+        Update, InlineKeyboardMarkup, InlineKeyboardButton
+    )
 from telegram.error import NetworkError, TelegramError
 from telegram.ext import CallbackContext, CommandHandler, Updater, CallbackQueryHandler
 from telegram.utils.helpers import escape_markdown
@@ -615,7 +618,7 @@ class Telegram(RPCHandler):
         except RPCException as e:
             self._send_msg(str(e))
 
-    def _forcebuy_action(self, pair, price = None):
+    def _forcebuy_action(self, pair, price=None):
         try:
             self._rpc._rpc_forcebuy(pair, price)
         except RPCException as e:
@@ -969,7 +972,7 @@ class Telegram(RPCHandler):
 
     def _send_inline_msg(self, msg: str, callback_query_handler,
                          parse_mode: str = ParseMode.MARKDOWN, disable_notification: bool = False,
-                  keyboard: List[List[InlineKeyboardButton]] = None, ) -> None:
+                         keyboard: List[List[InlineKeyboardButton]] = None, ) -> None:
         """
         Send given markdown message
         :param msg: message
@@ -982,7 +985,8 @@ class Telegram(RPCHandler):
         self._current_callback_query_handler = self._callback_query_handlers[callback_query_handler]
         self._updater.dispatcher.add_handler(self._current_callback_query_handler)
 
-        self._send_msg(msg, parse_mode, disable_notification, keyboard, reply_markup=InlineKeyboardMarkup)
+        self._send_msg(msg, parse_mode, disable_notification, keyboard,
+                       reply_markup=InlineKeyboardMarkup)
 
     def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
                   disable_notification: bool = False,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 7fdbf77f7..c80709ac1 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -54,6 +54,7 @@ class DummyCls(Telegram):
         """
         raise Exception('test')
 
+
 def get_telegram_testobject_with_inline(mocker, default_conf, mock=True, ftbot=None):
     inline_msg_mock = MagicMock()
     telegram, ftbot, msg_mock = get_telegram_testobject(mocker, default_conf)
@@ -61,6 +62,7 @@ def get_telegram_testobject_with_inline(mocker, default_conf, mock=True, ftbot=N
 
     return telegram, ftbot, msg_mock, inline_msg_mock
 
+
 def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
     msg_mock = MagicMock()
     if mock:
@@ -914,7 +916,8 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
     fbuy_mock = MagicMock(return_value=None)
     mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
 
-    telegram, freqtradebot, _, inline_msg_mock = get_telegram_testobject_with_inline(mocker, default_conf)
+    telegram, freqtradebot, _, inline_msg_mock = get_telegram_testobject_with_inline(mocker,
+                                                                                     default_conf)
     patch_get_signal(freqtradebot, (True, False))
 
     context = MagicMock()

From e3c5a4b3fc8b1e33eca8c3313d42889e20bf8b0b Mon Sep 17 00:00:00 2001
From: Gonzalo Matheu <gmatheu@simtlix.com>
Date: Wed, 14 Apr 2021 18:20:10 -0300
Subject: [PATCH 0217/1386] telegram: Formatting imports

---
 freqtrade/rpc/telegram.py      | 8 +++-----
 tests/rpc/test_rpc_telegram.py | 2 +-
 2 files changed, 4 insertions(+), 6 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 52cd7a5ed..8a25fc61f 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -12,12 +12,10 @@ from typing import Any, Callable, Dict, List, Union
 
 import arrow
 from tabulate import tabulate
-from telegram import (
-        KeyboardButton, ParseMode, ReplyKeyboardMarkup,
-        Update, InlineKeyboardMarkup, InlineKeyboardButton
-    )
+from telegram import (InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton, ParseMode,
+                      ReplyKeyboardMarkup, Update)
 from telegram.error import NetworkError, TelegramError
-from telegram.ext import CallbackContext, CommandHandler, Updater, CallbackQueryHandler
+from telegram.ext import CallbackContext, CallbackQueryHandler, CommandHandler, Updater
 from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index c80709ac1..a3147f956 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -4,9 +4,9 @@
 
 import re
 from datetime import datetime
+from functools import reduce
 from random import choice, randint
 from string import ascii_uppercase
-from functools import reduce
 from unittest.mock import ANY, MagicMock
 
 import arrow

From 7a98de10ea6cea4c13e74fc3c1cc9ae36817cf6c Mon Sep 17 00:00:00 2001
From: Gonzalo Matheu <gmatheu@simtlix.com>
Date: Thu, 15 Apr 2021 09:31:20 -0300
Subject: [PATCH 0218/1386] telegram: Formatting typings

---
 freqtrade/rpc/telegram.py | 22 ++++++++++++----------
 1 file changed, 12 insertions(+), 10 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 8a25fc61f..0d978cc6e 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -8,7 +8,7 @@ import logging
 from datetime import timedelta
 from html import escape
 from itertools import chain
-from typing import Any, Callable, Dict, List, Union
+from typing import Any, Callable, Dict, List, Optional, Union, cast
 
 import arrow
 from tabulate import tabulate
@@ -88,7 +88,7 @@ class Telegram(RPCHandler):
         Validates the keyboard configuration from telegram config
         section.
         """
-        self._keyboard: List[List[Union[str, KeyboardButton]]] = [
+        self._keyboard: List[List[Union[str, KeyboardButton, InlineKeyboardButton]]] = [
             ['/daily', '/profit', '/balance'],
             ['/status', '/status table', '/performance'],
             ['/count', '/start', '/stop', '/help']
@@ -170,7 +170,7 @@ class Telegram(RPCHandler):
             [h.command for h in handles]
         )
 
-        self._current_callback_query_handler = None
+        self._current_callback_query_handler: Optional[CallbackQueryHandler] = None
         self._callback_query_handlers = {
             'forcebuy': CallbackQueryHandler(self._forcebuy_inline)
         }
@@ -623,11 +623,12 @@ class Telegram(RPCHandler):
             self._send_msg(str(e))
 
     def _forcebuy_inline(self, update: Update, _: CallbackContext) -> None:
-        query = update.callback_query
-        pair = query.data
-        query.answer()
-        query.edit_message_text(text=f"Force Buying: {pair}")
-        self._forcebuy_action(pair)
+        if update.callback_query:
+            query = update.callback_query
+            pair = query.data
+            query.answer()
+            query.edit_message_text(text=f"Force Buying: {pair}")
+            self._forcebuy_action(pair)
 
     @staticmethod
     def _layout_inline_keyboard(buttons: List[InlineKeyboardButton],
@@ -983,12 +984,13 @@ class Telegram(RPCHandler):
         self._current_callback_query_handler = self._callback_query_handlers[callback_query_handler]
         self._updater.dispatcher.add_handler(self._current_callback_query_handler)
 
-        self._send_msg(msg, parse_mode, disable_notification, keyboard,
+        self._send_msg(msg, parse_mode, disable_notification,
+                       cast(List[List[Union[str, KeyboardButton, InlineKeyboardButton]]], keyboard),
                        reply_markup=InlineKeyboardMarkup)
 
     def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
                   disable_notification: bool = False,
-                  keyboard: List[List[Union[str, KeyboardButton]]] = None,
+                  keyboard: List[List[Union[str, KeyboardButton, InlineKeyboardButton]]] = None,
                   reply_markup=ReplyKeyboardMarkup) -> None:
         """
         Send given markdown message

From 2011912a19620c337b37a777123e80f86f0c9ebb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 16 Apr 2021 07:46:00 +0200
Subject: [PATCH 0219/1386] Adapt documentation to use 3 decimals only

---
 docs/hyperopt.md | 25 +++++++++++++++++--------
 1 file changed, 17 insertions(+), 8 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 07cc963cf..0e6bded92 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -460,23 +460,26 @@ As stated in the comment, you can also use it as the value of the `minimal_roi`
 
 #### Default ROI Search Space
 
-If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
+If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 3 digits after the decimal point):
 
-| # step | 1m     |                   | 5m       |             | 1h         |                   | 1d           |                   |
-| ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
-| 1      | 0      | 0.01161...0.11992 | 0        | 0.03...0.31 | 0          | 0.06883...0.71124 | 0            | 0.12178...1.25835 |
-| 2      | 2...8  | 0.00774...0.04255 | 10...40  | 0.02...0.11 | 120...480  | 0.04589...0.25238 | 2880...11520 | 0.08118...0.44651 |
-| 3      | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
-| 4      | 6...44 | 0.0               | 30...220 | 0.0         | 360...2640 | 0.0               | 8640...63360 | 0.0               |
+| # step | 1m     |               | 5m       |             | 1h         |               | 1d           |               |
+| ------ | ------ | ------------- | -------- | ----------- | ---------- | ------------- | ------------ | ------------- |
+| 1      | 0      | 0.011...0.119 | 0        | 0.03...0.31 | 0          | 0.068...0.711 | 0            | 0.121...1.258 |
+| 2      | 2...8  | 0.007...0.042 | 10...40  | 0.02...0.11 | 120...480  | 0.045...0.252 | 2880...11520 | 0.081...0.446 |
+| 3      | 4...20 | 0.003...0.015 | 20...100 | 0.01...0.04 | 240...1200 | 0.022...0.091 | 5760...28800 | 0.040...0.162 |
+| 4      | 6...44 | 0.0           | 30...220 | 0.0         | 360...2640 | 0.0           | 8640...63360 | 0.0           |
 
 These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
 
 If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
-Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps). 
+Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
 
 A sample for these methods can be found in [sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
+!!! Note "Reduced search space"
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is sufficient, every value more precise than this will usually result in overfitted results.
+
 ### Understand Hyperopt Stoploss results
 
 If you are optimizing stoploss values (i.e. if optimization search-space contains 'all', 'default' or 'stoploss'), your result will look as follows and include stoploss:
@@ -516,6 +519,9 @@ If you have the `stoploss_space()` method in your custom hyperopt file, remove i
 
 Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
+!!! Note "Reduced search space"
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is sufficient, every value more precise than this will usually result in overfitted results.
+
 ### Understand Hyperopt Trailing Stop results
 
 If you are optimizing trailing stop values (i.e. if optimization search-space contains 'all' or 'trailing'), your result will look as follows and include trailing stop parameters:
@@ -551,6 +557,9 @@ If you are optimizing trailing stop values, Freqtrade creates the 'trailing' opt
 
 Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
+!!! Note "Reduced search space"
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is sufficient, every value more precise than this will usually result in overfitted results.
+
 ### Reproducible results
 
 The search for optimal parameters starts with a few (currently 30) random combinations in the hyperspace of parameters, random Hyperopt epochs. These random epochs are marked with an asterisk character (`*`) in the first column in the Hyperopt output.

From 8ce5522a100f2058f7ba20a662fbfba3eb78cf71 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 16 Apr 2021 08:00:04 +0200
Subject: [PATCH 0220/1386] Add additional documentation for SKDecimal space

---
 docs/advanced-hyperopt.md | 24 +++++++++++++++++++++++-
 docs/hyperopt.md          |  1 +
 2 files changed, 24 insertions(+), 1 deletion(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index cc71f39a7..c86978b80 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -79,9 +79,31 @@ class MyAwesomeStrategy(IStrategy):
     class HyperOpt:
         # Define a custom stoploss space.
         def stoploss_space(self):
-            return [Real(-0.05, -0.01, name='stoploss')]
+            return [SKDecimal(-0.05, -0.01, decimals=3, name='stoploss')]
 ```
 
+## Space options
+
+For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:
+
+* `Categorical` - Pick from a list of categories (e.g. `Categorical(['a', 'b', 'c'], name="cat")`)
+* `Integer` - Pick from a range of whole numbers (e.g. `Integer(1, 10, name='rsi')`)
+* `SKDecimal` - Pick from a range of decimal numbers with limited precision (e.g. `SKDecimal(0.1, 0.5, decimals=3, name='adx')`). *Available only with freqtrade*.
+* `Real` - Pick from a range of decimal numbers with full precision (e.g. `Real(0.1, 0.5, name='adx')`
+
+You can import all of these from `freqtrade.optimize.space`, although `Categorical`, `Integer` and `Real` are only aliases for their corresponding scikit-optimize Spaces. `SKDecimal` is provided by freqtrade for faster optimizations.
+
+``` python
+from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal, Real  # noqa
+```
+
+!!! Hint "SKDecimal vs. Real"
+    We recommend to use `SKDecimal` instead of the `Real` space in almost all cases. While the Real space provides full accuracy (up to ~16 decimal places) - this precision is rarely needed, and leads to unnecessary long hyperopt times.
+
+    Assuming the definition of a rather small space (`SKDecimal(0.10, 0.15, decimals=2, name='xxx')`) - SKDecimal will have 5 possibilities (`[0.10, 0.11, 0.12, 0.13, 0.14, 0.15]`).
+
+    A corresponding real space `Real(0.10, 0.15 name='xxx')`  on the other hand has an almost unlimited number of possibilities (`[0.10, 0.010000000001, 0.010000000002, ... 0.014999999999, 0.01500000000]`).
+
 ---
 
 ## Legacy Hyperopt
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 0e6bded92..b073a73b6 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -294,6 +294,7 @@ Based on the results, hyperopt will tell you which parameter combination produce
 ## Parameter types
 
 There are four parameter types each suited for different purposes.
+
 * `IntParameter` - defines an integral parameter with upper and lower boundaries of search space.
 * `DecimalParameter` - defines a floating point parameter with a limited number of decimals (default 3). Should be preferred instead of `RealParameter` in most cases.
 * `RealParameter` - defines a floating point parameter with upper and lower boundaries and no precision limit. Rarely used as it creates a space with a near infinite number of possibilities.

From e6936ae1352246125a66685abf9ac35d05fbce3e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 16 Apr 2021 19:16:29 +0200
Subject: [PATCH 0221/1386] Improve wording in docs

---
 docs/hyperopt.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index b073a73b6..21cbadf7f 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -479,7 +479,7 @@ Override the `roi_space()` method if you need components of the ROI tables to va
 A sample for these methods can be found in [sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 !!! Note "Reduced search space"
-    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is sufficient, every value more precise than this will usually result in overfitted results.
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
 
 ### Understand Hyperopt Stoploss results
 
@@ -521,7 +521,7 @@ If you have the `stoploss_space()` method in your custom hyperopt file, remove i
 Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 !!! Note "Reduced search space"
-    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is sufficient, every value more precise than this will usually result in overfitted results.
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
 
 ### Understand Hyperopt Trailing Stop results
 
@@ -559,7 +559,7 @@ If you are optimizing trailing stop values, Freqtrade creates the 'trailing' opt
 Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 !!! Note "Reduced search space"
-    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is sufficient, every value more precise than this will usually result in overfitted results.
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
 
 ### Reproducible results
 

From aeb81f90ff0cf375def82f21194c922baa4c4b76 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 16 Apr 2021 19:35:56 +0200
Subject: [PATCH 0222/1386] Implement errorhandling for /trade endpoint

---
 freqtrade/rpc/api_server/api_v1.py |  5 ++++-
 tests/rpc/test_rpc_apiserver.py    | 20 ++++++++++++++++++++
 2 files changed, 24 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 6873c0c4c..02736aca6 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -90,7 +90,10 @@ def trades(limit: int = 0, rpc: RPC = Depends(get_rpc)):
 
 @router.get('/trade/{tradeid}', response_model=OpenTradeSchema, tags=['info', 'trading'])
 def trade(tradeid: int = 0, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_trade_status([tradeid])[0]
+    try:
+        return rpc._rpc_trade_status([tradeid])[0]
+    except (RPCException, KeyError):
+        raise HTTPException(status_code=404, detail='Trade not found.')
 
 
 @router.delete('/trades/{tradeid}', response_model=DeleteTrade, tags=['info', 'trading'])
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index a65b4ed6f..760d78b03 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -522,6 +522,26 @@ def test_api_trades(botclient, mocker, fee, markets):
     assert rc.json()['trades_count'] == 1
 
 
+def test_api_trade_single(botclient, mocker, fee, ticker, markets):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets),
+        fetch_ticker=ticker,
+    )
+    rc = client_get(client, f"{BASE_URI}/trade/3")
+    assert_response(rc, 404)
+    assert rc.json()['detail'] == 'Trade not found.'
+
+    create_mock_trades(fee)
+    Trade.query.session.flush()
+
+    rc = client_get(client, f"{BASE_URI}/trade/3")
+    assert_response(rc)
+    assert rc.json()['trade_id'] == 3
+
+
 def test_api_delete_trade(botclient, mocker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))

From 5c579613e1cf8505f659210ecae518168a0f026b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 16 Apr 2021 19:42:13 +0200
Subject: [PATCH 0223/1386] add /trade endpoint to rest_client script

---
 docs/rest-api.md       | 12 ++++++++----
 scripts/rest_client.py | 12 ++++++++++--
 2 files changed, 18 insertions(+), 6 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index be3107fcb..5c25e9eeb 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -235,6 +235,9 @@ pair_history
 performance
 	Return the performance of the different coins.
 
+ping
+	simple ping
+
 plot_config
 	Return plot configuration if the strategy defines one.
 
@@ -271,15 +274,16 @@ strategy
 
         :param strategy: Strategy class name
 
+trade
+	Return specific trade
+
+        :param trade_id: Specify which trade to get.
+
 trades
 	Return trades history.
 
         :param limit: Limits trades to the X last trades. No limit to get all the trades.
 
-trade
-	Return specific trade.
-        :param tradeid: Specify which trade to get.
-
 version
 	Return the version of the bot.
 
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 4d667879d..40b338ce8 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -127,7 +127,7 @@ class FtRestClient():
         return self._delete("locks/{}".format(lock_id))
 
     def daily(self, days=None):
-        """Return the amount of open trades.
+        """Return the profits for each day, and amount of trades.
 
         :return: json object
         """
@@ -195,7 +195,7 @@ class FtRestClient():
     def logs(self, limit=None):
         """Show latest logs.
 
-        :param limit: Limits log messages to the last <limit> logs. No limit to get all the trades.
+        :param limit: Limits log messages to the last <limit> logs. No limit to get the entire log.
         :return: json object
         """
         return self._get("logs", params={"limit": limit} if limit else 0)
@@ -208,6 +208,14 @@ class FtRestClient():
         """
         return self._get("trades", params={"limit": limit} if limit else 0)
 
+    def trade(self, trade_id):
+        """Return specific trade
+
+        :param trade_id: Specify which trade to get.
+        :return: json object
+        """
+        return self._get("trade/{}".format(trade_id))
+
     def delete_trade(self, trade_id):
         """Delete trade from the database.
         Tries to close open orders. Requires manual handling of this asset on the exchange.

From 1eb9ce4227a0424b5153e8f47d1522fe2ac1de29 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 17 Apr 2021 10:47:32 +0200
Subject: [PATCH 0224/1386] Allow specifying pairs for optimize commands via
 `--pairs`

---
 freqtrade/commands/arguments.py          | 2 +-
 freqtrade/commands/cli_options.py        | 2 +-
 freqtrade/configuration/configuration.py | 1 +
 3 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 9468a7f7d..9cf9992ce 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -17,7 +17,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
 ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "dry_run_wallet", "fee"]
 
 ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
-                        "max_open_trades", "stake_amount", "fee"]
+                        "max_open_trades", "stake_amount", "fee", "pairs"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 4fac8ac72..e49895de4 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -330,7 +330,7 @@ AVAILABLE_CLI_OPTIONS = {
     # Script options
     "pairs": Arg(
         '-p', '--pairs',
-        help='Show profits for only these pairs. Pairs are space-separated.',
+        help='Limit command to these pairs. Pairs are space-separated.',
         nargs='+',
     ),
     # Download data
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 9acd532cc..cc11f97c2 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -445,6 +445,7 @@ class Configuration:
         """
 
         if "pairs" in config:
+            config['exchange']['pair_whitelist'] = config['pairs']
             return
 
         if "pairs_file" in self.args and self.args["pairs_file"]:

From 6a9c47d15f7476f72dfb220e643a8801bcf5d058 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 17 Apr 2021 10:48:24 +0200
Subject: [PATCH 0225/1386] Update docs with new options

---
 docs/backtesting.md |  6 +++++-
 docs/edge.md        | 10 +++++++++-
 docs/hyperopt.md    | 11 ++++++++---
 3 files changed, 22 insertions(+), 5 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index e16225f94..ee9926f32 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -15,7 +15,8 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--data-format-ohlcv {json,jsongz,hdf5}]
                              [--max-open-trades INT]
                              [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                             [--eps] [--dmmp] [--enable-protections]
+                             [-p PAIRS [PAIRS ...]] [--eps] [--dmmp]
+                             [--enable-protections]
                              [--dry-run-wallet DRY_RUN_WALLET]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export EXPORT] [--export-filename PATH]
@@ -37,6 +38,9 @@ optional arguments:
                         setting.
   --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
                         entry and exit).
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Limit command to these pairs. Pairs are space-
+                        separated.
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
                         stacking).
diff --git a/docs/edge.md b/docs/edge.md
index 7f0a9cb2d..237ff36f6 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -215,8 +215,10 @@ Let's say the stake currency is **ETH** and there is $10$ **ETH** on the wallet.
 usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                       [--userdir PATH] [-s NAME] [--strategy-path PATH]
                       [-i TIMEFRAME] [--timerange TIMERANGE]
+                      [--data-format-ohlcv {json,jsongz,hdf5}]
                       [--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
-                      [--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
+                      [--fee FLOAT] [-p PAIRS [PAIRS ...]]
+                      [--stoplosses STOPLOSS_RANGE]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -224,6 +226,9 @@ optional arguments:
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
+  --data-format-ohlcv {json,jsongz,hdf5}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `None`).
   --max-open-trades INT
                         Override the value of the `max_open_trades`
                         configuration setting.
@@ -232,6 +237,9 @@ optional arguments:
                         setting.
   --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
                         entry and exit).
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Limit command to these pairs. Pairs are space-
+                        separated.
   --stoplosses STOPLOSS_RANGE
                         Defines a range of stoploss values against which edge
                         will assess the strategy. The format is "min,max,step"
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 21cbadf7f..51905e616 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -44,8 +44,9 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--data-format-ohlcv {json,jsongz,hdf5}]
                           [--max-open-trades INT]
                           [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                          [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
-                          [--dmmp] [--enable-protections]
+                          [-p PAIRS [PAIRS ...]] [--hyperopt NAME]
+                          [--hyperopt-path PATH] [--eps] [--dmmp]
+                          [--enable-protections]
                           [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
                           [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
@@ -69,6 +70,9 @@ optional arguments:
                         setting.
   --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
                         entry and exit).
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Limit command to these pairs. Pairs are space-
+                        separated.
   --hyperopt NAME       Specify hyperopt class name which will be used by the
                         bot.
   --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
@@ -105,7 +109,8 @@ optional arguments:
                         reproducible hyperopt results.
   --min-trades INT      Set minimal desired number of trades for evaluations
                         in the hyperopt optimization path (default: 1).
-  --hyperopt-loss NAME  Specify the class name of the hyperopt loss function
+  --hyperopt-loss NAME, --hyperoptloss NAME
+                        Specify the class name of the hyperopt loss function
                         class (IHyperOptLoss). Different functions can
                         generate completely different results, since the
                         target for optimization is different. Built-in

From c8d3d449a3b0fee283999d5782939dc0bbc7ff5d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 17 Apr 2021 10:51:02 +0200
Subject: [PATCH 0226/1386] Add quick test for pair_whitelist overwrite

---
 tests/test_configuration.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index a512bf58a..b2c883108 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1002,6 +1002,7 @@ def test_pairlist_resolving():
     config = configuration.get_config()
 
     assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert config['exchange']['pair_whitelist'] == ['ETH/BTC', 'XRP/BTC']
     assert config['exchange']['name'] == 'binance'
 
 

From fbb90755395e205f2235229dc2eb14c25ee88c99 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 17 Apr 2021 10:53:03 +0200
Subject: [PATCH 0227/1386] Update util command structures too

---
 docs/data-download.md | 6 +++---
 docs/plotting.md      | 6 ++++--
 2 files changed, 7 insertions(+), 5 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 04f444a8b..7a78334d5 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -30,7 +30,7 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-
+                        Limit command to these pairs. Pairs are space-
                         separated.
   --pairs-file FILE     File containing a list of pairs to download.
   --days INT            Download data for given number of days.
@@ -48,10 +48,10 @@ optional arguments:
                         exchange/pairs/timeframes.
   --data-format-ohlcv {json,jsongz,hdf5}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `json`).
+                        (default: `None`).
   --data-format-trades {json,jsongz,hdf5}
                         Storage format for downloaded trades data. (default:
-                        `jsongz`).
+                        `None`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/docs/plotting.md b/docs/plotting.md
index 63afa16b6..5d454c414 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -37,7 +37,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-
+                        Limit command to these pairs. Pairs are space-
                         separated.
   --indicators1 INDICATORS1 [INDICATORS1 ...]
                         Set indicators from your strategy you want in the
@@ -90,6 +90,7 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
+
 ```
 
 Example:
@@ -244,7 +245,7 @@ usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-
+                        Limit command to these pairs. Pairs are space-
                         separated.
   --timerange TIMERANGE
                         Specify what timerange of data to use.
@@ -286,6 +287,7 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
+
 ```
 
 The `-p/--pairs`  argument, can be used to limit the pairs that are considered for this calculation.

From 44bfb53668d8a5fd301e0c2187623a6e958589a6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 17 Apr 2021 19:29:34 +0200
Subject: [PATCH 0228/1386] Don't use current rate for closed trades

---
 freqtrade/rpc/api_server/api_schemas.py |  1 -
 freqtrade/rpc/rpc.py                    | 11 +++++++----
 tests/rpc/test_rpc_apiserver.py         |  1 -
 3 files changed, 7 insertions(+), 6 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 41de0134c..12bee1cf2 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -189,7 +189,6 @@ class OpenTradeSchema(TradeSchema):
     stoploss_current_dist_ratio: Optional[float]
     stoploss_entry_dist: Optional[float]
     stoploss_entry_dist_ratio: Optional[float]
-    base_currency: str
     current_profit: float
     current_profit_abs: float
     current_profit_pct: float
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 88f8b36db..b86562e80 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -167,10 +167,13 @@ class RPC:
                 if trade.open_order_id:
                     order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
                 # calculate profit and send message to user
-                try:
-                    current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                except (ExchangeError, PricingError):
-                    current_rate = NAN
+                if trade.is_open:
+                    try:
+                        current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
+                    except (ExchangeError, PricingError):
+                        current_rate = NAN
+                else:
+                    current_rate = trade.close_rate
                 current_profit = trade.calc_profit_ratio(current_rate)
                 current_profit_abs = trade.calc_profit(current_rate)
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 3d27922d8..d610906d5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -773,7 +773,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     assert rc.json()[0] == {
         'amount': 123.0,
         'amount_requested': 123.0,
-        'base_currency': 'BTC',
         'close_date': None,
         'close_timestamp': None,
         'close_profit': None,

From 0737e3fa2230ba27dee588476fa589691123554e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 17 Apr 2021 19:48:29 +0200
Subject: [PATCH 0229/1386] Clarify refresh_period section for volumepairlist

part of #4689
---
 docs/includes/pairlists.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 8688494cc..85d157e75 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -60,6 +60,8 @@ When used in the chain of Pairlist Handlers in a non-leading position (after Sta
 When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
 
 The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+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:
 
@@ -90,6 +92,7 @@ This filter allows freqtrade to ignore pairs until they have been listed for at
 #### PerformanceFilter
 
 Sorts pairs by past trade performance, as follows:
+
 1. Positive performance.
 2. No closed trades yet.
 3. Negative performance.

From 296ea30cc341345bd87a46f99bbe99e511481ce2 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Apr 2021 05:22:35 +0000
Subject: [PATCH 0230/1386] Bump pytest-asyncio from 0.14.0 to 0.15.0

Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.14.0 to 0.15.0.
- [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases)
- [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.14.0...v0.15.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index cd93f2433..6ddbffb74 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -9,7 +9,7 @@ flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.2.1
 mypy==0.812
 pytest==6.2.3
-pytest-asyncio==0.14.0
+pytest-asyncio==0.15.0
 pytest-cov==2.11.1
 pytest-mock==3.5.1
 pytest-random-order==1.0.4

From 8d2e6954a1fabb833b6e75a5609a4993aeac90bf Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Apr 2021 05:22:41 +0000
Subject: [PATCH 0231/1386] Bump flake8 from 3.9.0 to 3.9.1

Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.9.0 to 3.9.1.
- [Release notes](https://gitlab.com/pycqa/flake8/tags)
- [Commits](https://gitlab.com/pycqa/flake8/compare/3.9.0...3.9.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index cd93f2433..35c57769a 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==3.0.1
-flake8==3.9.0
+flake8==3.9.1
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.2.1
 mypy==0.812

From 05246e6637637590909e9e34d0a3a813cc14aa5f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Apr 2021 05:22:52 +0000
Subject: [PATCH 0232/1386] Bump pandas from 1.2.3 to 1.2.4

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.3 to 1.2.4.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.3...v1.2.4)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 129bb05b2..c6051463c 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.20.2
-pandas==1.2.3
+pandas==1.2.4
 
 ccxt==1.47.47
 # Pin cryptography for now due to rust build errors with piwheels

From 59d02f3f039f4e696ac78f7b2eeb3d7888020224 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Apr 2021 05:23:27 +0000
Subject: [PATCH 0233/1386] Bump sqlalchemy from 1.4.7 to 1.4.9

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.7 to 1.4.9.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 129bb05b2..5159d69e1 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.47.47
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.7
+SQLAlchemy==1.4.9
 python-telegram-bot==13.4.1
 arrow==1.0.3
 cachetools==4.2.1

From b94de3030a11610d48aae70f9e9f182e098c0096 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Apr 2021 05:23:33 +0000
Subject: [PATCH 0234/1386] Bump mkdocs-material from 7.1.1 to 7.1.2

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.1 to 7.1.2.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.1...7.1.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index cfd63d1d0..4d7082a7f 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.1.1
+mkdocs-material==7.1.2
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.1.1

From 9407dbcf87eea8a511642045b2910f54de448f49 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 19 Apr 2021 07:46:39 +0200
Subject: [PATCH 0235/1386] Add freqtrade powered by ccxt

---
 README.md                           |  2 +-
 docs/assets/ccxt-logo.svg           |  3 ++
 docs/assets/freqtrade_poweredby.svg | 44 +++++++++++++++++++++++++++++
 docs/index.md                       |  5 ++--
 4 files changed, 51 insertions(+), 3 deletions(-)
 create mode 100644 docs/assets/ccxt-logo.svg
 create mode 100644 docs/assets/freqtrade_poweredby.svg

diff --git a/README.md b/README.md
index c3a665c47..916f9cf17 100644
--- a/README.md
+++ b/README.md
@@ -1,4 +1,4 @@
-# Freqtrade
+# ![freqtrade](docs/assets/freqtrade_poweredby.svg)
 
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
diff --git a/docs/assets/ccxt-logo.svg b/docs/assets/ccxt-logo.svg
new file mode 100644
index 000000000..e52682546
--- /dev/null
+++ b/docs/assets/ccxt-logo.svg
@@ -0,0 +1,3 @@
+<?xml version="1.0" encoding="UTF-8" standalone="no"?>
+<!DOCTYPE svg PUBLIC "-//W3C//DTD SVG 1.1//EN" "http://www.w3.org/Graphics/SVG/1.1/DTD/svg11.dtd">
+<svg version="1.1" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink" preserveAspectRatio="xMidYMid meet" viewBox="0 0 90 90" width="100" height="100"><defs><path d="M0 90L0 0L90 0L90 90L0 90ZM50 60L60 60L60 80L70 80L70 60L80 60L80 50L50 50L50 60ZM30 80L40 80L40 70L30 70L30 80ZM30 60L20 60L20 70L10 70L10 80L20 80L20 70L30 70L30 60L40 60L40 50L30 50L30 60ZM10 60L20 60L20 50L10 50L10 60ZM10 40L40 40L40 30L20 30L20 20L40 20L40 10L10 10L10 40ZM50 40L80 40L80 30L60 30L60 20L80 20L80 10L50 10L50 40Z" id="c6g67PWSoP"></path></defs><g><g><g><use xlink:href="#c6g67PWSoP" opacity="1" fill="#000000" fill-opacity="1"></use></g></g></g></svg>
\ No newline at end of file
diff --git a/docs/assets/freqtrade_poweredby.svg b/docs/assets/freqtrade_poweredby.svg
new file mode 100644
index 000000000..1041f87ab
--- /dev/null
+++ b/docs/assets/freqtrade_poweredby.svg
@@ -0,0 +1,44 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<svg width="2904" height="842.1" version="1.1" viewBox="0 0 768.4 222.8" xmlns="http://www.w3.org/2000/svg" xmlns:cc="http://creativecommons.org/ns#" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:xlink="http://www.w3.org/1999/xlink">
+ <defs>
+  <path id="c6g67PWSoP" d="m0 90v-90h90v90zm50-30h10v20h10v-20h10v-10h-30zm-20 20h10v-10h-10zm0-20h-10v10h-10v10h10v-10h10v-10h10v-10h-10zm-20 0h10v-10h-10zm0-20h30v-10h-20v-10h20v-10h-30zm40 0h30v-10h-20v-10h20v-10h-30z"/>
+ </defs>
+ <metadata>
+  <rdf:RDF>
+   <cc:Work rdf:about="">
+    <dc:format>image/svg+xml</dc:format>
+    <dc:type rdf:resource="http://purl.org/dc/dcmitype/StillImage"/>
+    <dc:title/>
+   </cc:Work>
+  </rdf:RDF>
+ </metadata>
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+    <path d="m124.1 149.4a14.91 13.76 0 0 1-7.453 11.92 14.91 13.76 0 0 1-14.91 0 14.91 13.76 0 0 1-7.453-11.92" stroke-width=".2884"/>
+    <path d="m109.5 168.6-0.0236 0.0126-3e-3 0.0266-0.0192-0.0186-0.0262 5e-3 0.0117-0.024-0.0132-0.0233 0.0265 4e-3 0.0181-0.0197 5e-3 0.0263z" stroke-width=".2567"/>
+   </g>
+   <text x="193.47108" y="203.99724" fill="#000000" font-family="sans-serif" font-size="96.8px" stroke="#000000" stroke-width="2.42" style="line-height:1.25" xml:space="preserve"><tspan x="193.47108" y="203.99724" font-family="'DejaVu Sans'" stroke="#000000" stroke-width="2.42">Freqtrade</tspan></text>
+  </g>
+ </g>
+ <g transform="translate(-.5293 -59.8)">
+  <use transform="matrix(.5686 0 0 .5651 704.5 87.9)" width="100%" height="100%" fill="#000000" xlink:href="#c6g67PWSoP"/>
+  <text x="701.3158" y="107.94523" fill="#666666" font-family="sans-serif" font-size="17.62px" stroke-width=".4405" text-align="end" text-anchor="end" style="line-height:1.25" xml:space="preserve"><tspan x="701.3158" y="107.94523" text-align="end">powered</tspan><tspan x="701.3158" y="129.97223" text-align="end">by</tspan></text>
+ </g>
+</svg>
diff --git a/docs/index.md b/docs/index.md
index 61f2276c3..c2b6d5629 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -1,4 +1,5 @@
-# Freqtrade
+![freqtrade](assets/freqtrade_poweredby.svg)
+
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
@@ -39,7 +40,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [FTX](https://ftx.com)
 - [X] [Kraken](https://kraken.com/)
-- [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
+- [ ] [potentially many others through <img alt="ccxt" width="30px" src="assets/ccxt-logo.svg" />](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ### Community tested
 

From 66b3ecfeed6023794d9710dde825f49d46ed0bd1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 19 Apr 2021 08:32:17 +0200
Subject: [PATCH 0236/1386] Remove faulty font-family in svg

---
 docs/assets/freqtrade_poweredby.svg | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/assets/freqtrade_poweredby.svg b/docs/assets/freqtrade_poweredby.svg
index 1041f87ab..71d165cbf 100644
--- a/docs/assets/freqtrade_poweredby.svg
+++ b/docs/assets/freqtrade_poweredby.svg
@@ -34,7 +34,7 @@
     <path d="m124.1 149.4a14.91 13.76 0 0 1-7.453 11.92 14.91 13.76 0 0 1-14.91 0 14.91 13.76 0 0 1-7.453-11.92" stroke-width=".2884"/>
     <path d="m109.5 168.6-0.0236 0.0126-3e-3 0.0266-0.0192-0.0186-0.0262 5e-3 0.0117-0.024-0.0132-0.0233 0.0265 4e-3 0.0181-0.0197 5e-3 0.0263z" stroke-width=".2567"/>
    </g>
-   <text x="193.47108" y="203.99724" fill="#000000" font-family="sans-serif" font-size="96.8px" stroke="#000000" stroke-width="2.42" style="line-height:1.25" xml:space="preserve"><tspan x="193.47108" y="203.99724" font-family="'DejaVu Sans'" stroke="#000000" stroke-width="2.42">Freqtrade</tspan></text>
+   <text x="193.47108" y="203.99724" fill="#000000" font-family="sans-serif" font-size="96.8px" stroke="#000000" stroke-width="2.42" style="line-height:1.25" xml:space="preserve"><tspan x="193.47108" y="203.99724" stroke="#000000" stroke-width="2.42">Freqtrade</tspan></text>
   </g>
  </g>
  <g transform="translate(-.5293 -59.8)">

From 0ddc68b37d82bb7ee64ce0851cd050bce0b3539f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Apr 2021 09:41:49 +0000
Subject: [PATCH 0237/1386] Bump ccxt from 1.47.47 to 1.48.22

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.47.47 to 1.48.22.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.47.47...1.48.22)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index d71cd1c05..a89eb2383 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.2
 pandas==1.2.4
 
-ccxt==1.47.47
+ccxt==1.48.22
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From a2acb54e7efc90fa2ce8af85284518cb840d26fa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 19 Apr 2021 15:15:40 +0200
Subject: [PATCH 0238/1386] Clarify comments in pairlist

---
 freqtrade/plugins/pairlist/IPairList.py      | 2 +-
 freqtrade/plugins/pairlist/StaticPairList.py | 2 +-
 freqtrade/plugins/pairlist/VolumePairList.py | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index 184feff9e..c4a9c3e40 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -85,7 +85,7 @@ class IPairList(LoggingMixin, ABC):
         position in the chain.
 
         :param cached_pairlist: Previously generated pairlist (cached)
-        :param tickers: Tickers (from exchange.get_tickers()).
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: List of pairs
         """
         raise OperationalException("This Pairlist Handler should not be used "
diff --git a/freqtrade/plugins/pairlist/StaticPairList.py b/freqtrade/plugins/pairlist/StaticPairList.py
index c5ced48c9..13d30fc47 100644
--- a/freqtrade/plugins/pairlist/StaticPairList.py
+++ b/freqtrade/plugins/pairlist/StaticPairList.py
@@ -46,7 +46,7 @@ class StaticPairList(IPairList):
         """
         Generate the pairlist
         :param cached_pairlist: Previously generated pairlist (cached)
-        :param tickers: Tickers (from exchange.get_tickers()).
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: List of pairs
         """
         if self._allow_inactive:
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index dd8fc64fd..e85fb1805 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -67,7 +67,7 @@ class VolumePairList(IPairList):
         """
         Generate the pairlist
         :param cached_pairlist: Previously generated pairlist (cached)
-        :param tickers: Tickers (from exchange.get_tickers()).
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: List of pairs
         """
         # Generate dynamic whitelist

From 75612496d7294ca6b0ccd89a62cb16562109d307 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 19 Apr 2021 19:01:39 +0200
Subject: [PATCH 0239/1386] Improve poweredBy logo spacing

---
 docs/assets/freqtrade_poweredby.svg | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/assets/freqtrade_poweredby.svg b/docs/assets/freqtrade_poweredby.svg
index 71d165cbf..957ec6401 100644
--- a/docs/assets/freqtrade_poweredby.svg
+++ b/docs/assets/freqtrade_poweredby.svg
@@ -34,11 +34,11 @@
     <path d="m124.1 149.4a14.91 13.76 0 0 1-7.453 11.92 14.91 13.76 0 0 1-14.91 0 14.91 13.76 0 0 1-7.453-11.92" stroke-width=".2884"/>
     <path d="m109.5 168.6-0.0236 0.0126-3e-3 0.0266-0.0192-0.0186-0.0262 5e-3 0.0117-0.024-0.0132-0.0233 0.0265 4e-3 0.0181-0.0197 5e-3 0.0263z" stroke-width=".2567"/>
    </g>
-   <text x="193.47108" y="203.99724" fill="#000000" font-family="sans-serif" font-size="96.8px" stroke="#000000" stroke-width="2.42" style="line-height:1.25" xml:space="preserve"><tspan x="193.47108" y="203.99724" stroke="#000000" stroke-width="2.42">Freqtrade</tspan></text>
+   <text x="193.47108" y="203.99724" fill="#000000" font-family="sans-serif" font-size="96.8px" stroke="#000000" stroke-width="2.42" style="line-height:1.25" xml:space="preserve"><tspan x="193.47108" y="203.99724" font-family="'DejaVu Sans'" stroke="#000000" stroke-width="2.42">Freqtrade</tspan></text>
   </g>
  </g>
  <g transform="translate(-.5293 -59.8)">
   <use transform="matrix(.5686 0 0 .5651 704.5 87.9)" width="100%" height="100%" fill="#000000" xlink:href="#c6g67PWSoP"/>
-  <text x="701.3158" y="107.94523" fill="#666666" font-family="sans-serif" font-size="17.62px" stroke-width=".4405" text-align="end" text-anchor="end" style="line-height:1.25" xml:space="preserve"><tspan x="701.3158" y="107.94523" text-align="end">powered</tspan><tspan x="701.3158" y="129.97223" text-align="end">by</tspan></text>
+  <text x="691.69672" y="107.94523" fill="#666666" font-family="sans-serif" font-size="17.62px" stroke-width=".4405" text-align="end" text-anchor="end" style="line-height:1.25" xml:space="preserve"><tspan x="691.69672" y="107.94523" text-align="end">powered</tspan><tspan x="691.69672" y="129.97223" text-align="end">by</tspan></text>
  </g>
 </svg>

From c9e901cf325756707e51e4dbda2f060b2fed827b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 11:31:37 +0200
Subject: [PATCH 0240/1386] Move wallet tasks to test_wallets

---
 tests/test_freqtradebot.py | 59 --------------------------------------
 tests/test_wallets.py      | 59 +++++++++++++++++++++++++++++++++++++-
 2 files changed, 58 insertions(+), 60 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c91015766..0634df9e4 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -207,65 +207,6 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
                                                          freqtrade.get_free_open_trades())
 
 
-def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-
-    with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades())
-
-
-@pytest.mark.parametrize("balance_ratio,result1", [
-                        (1, 0.005),
-                        (0.99, 0.00495),
-                        (0.50, 0.0025),
-                        ])
-def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
-                                                 limit_buy_order_open, fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
-        get_fee=fee
-    )
-
-    conf = deepcopy(default_conf)
-    conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
-    conf['dry_run_wallet'] = 0.01
-    conf['max_open_trades'] = 2
-    conf['tradable_balance_ratio'] = balance_ratio
-
-    freqtrade = FreqtradeBot(conf)
-    patch_get_signal(freqtrade)
-
-    # no open trades, order amount should be 'balance / max_open_trades'
-    result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades())
-    assert result == result1
-
-    # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
-    freqtrade.execute_buy('ETH/BTC', result)
-
-    result = freqtrade.wallets.get_trade_stake_amount('LTC/BTC', freqtrade.get_free_open_trades())
-    assert result == result1
-
-    # create 2 trades, order amount should be None
-    freqtrade.execute_buy('LTC/BTC', result)
-
-    result = freqtrade.wallets.get_trade_stake_amount('XRP/BTC', freqtrade.get_free_open_trades())
-    assert result == 0
-
-    # set max_open_trades = None, so do not trade
-    conf['max_open_trades'] = 0
-    freqtrade = FreqtradeBot(conf)
-    result = freqtrade.wallets.get_trade_stake_amount('NEO/BTC', freqtrade.get_free_open_trades())
-    assert result == 0
-
-
 def test_edge_called_in_process(mocker, edge_conf) -> None:
     patch_RPCManager(mocker)
     patch_edge(mocker)
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index b7aead0c4..e6e41bab1 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -1,7 +1,12 @@
 # pragma pylint: disable=missing-docstring
+from copy import deepcopy
 from unittest.mock import MagicMock
 
-from tests.conftest import get_patched_freqtradebot
+import pytest
+
+from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
+from freqtrade.exceptions import DependencyException
+from tests.conftest import get_patched_freqtradebot, patch_wallet
 
 
 def test_sync_wallet_at_boot(mocker, default_conf):
@@ -106,3 +111,55 @@ def test_sync_wallet_missing_data(mocker, default_conf):
     assert freqtrade.wallets._wallets['GAS'].used is None
     assert freqtrade.wallets._wallets['GAS'].total == 0.260739
     assert freqtrade.wallets.get_free('GAS') == 0.260739
+
+
+def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
+    patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    with pytest.raises(DependencyException, match=r'.*stake amount.*'):
+        freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades())
+
+
+@pytest.mark.parametrize("balance_ratio,result1", [
+                        (1, 0.005),
+                        (0.99, 0.00495),
+                        (0.50, 0.0025),
+])
+def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
+                                                 limit_buy_order_open, fee, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        buy=MagicMock(return_value=limit_buy_order_open),
+        get_fee=fee
+    )
+
+    conf = deepcopy(default_conf)
+    conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
+    conf['dry_run_wallet'] = 0.01
+    conf['max_open_trades'] = 2
+    conf['tradable_balance_ratio'] = balance_ratio
+
+    freqtrade = get_patched_freqtradebot(mocker, conf)
+
+    # no open trades, order amount should be 'balance / max_open_trades'
+    result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades())
+    assert result == result1
+
+    # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
+    freqtrade.execute_buy('ETH/BTC', result)
+
+    result = freqtrade.wallets.get_trade_stake_amount('LTC/BTC', freqtrade.get_free_open_trades())
+    assert result == result1
+
+    # create 2 trades, order amount should be None
+    freqtrade.execute_buy('LTC/BTC', result)
+
+    result = freqtrade.wallets.get_trade_stake_amount('XRP/BTC', freqtrade.get_free_open_trades())
+    assert result == 0
+
+    # set max_open_trades = None, so do not trade
+    freqtrade.config['max_open_trades'] = 0
+    result = freqtrade.wallets.get_trade_stake_amount('NEO/BTC', freqtrade.get_free_open_trades())
+    assert result == 0

From bd7e535e42ccca777697f497d0e9264698c4421a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 11:58:47 +0200
Subject: [PATCH 0241/1386] Use "human" amounts in stake_amount tests

---
 tests/test_wallets.py | 18 +++++++++---------
 1 file changed, 9 insertions(+), 9 deletions(-)

diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index e6e41bab1..562957790 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -122,9 +122,9 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
 
 
 @pytest.mark.parametrize("balance_ratio,result1", [
-                        (1, 0.005),
-                        (0.99, 0.00495),
-                        (0.50, 0.0025),
+                        (1, 50),
+                        (0.99, 49.5),
+                        (0.50, 25),
 ])
 def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
                                                  limit_buy_order_open, fee, mocker) -> None:
@@ -137,29 +137,29 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
 
     conf = deepcopy(default_conf)
     conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
-    conf['dry_run_wallet'] = 0.01
+    conf['dry_run_wallet'] = 100
     conf['max_open_trades'] = 2
     conf['tradable_balance_ratio'] = balance_ratio
 
     freqtrade = get_patched_freqtradebot(mocker, conf)
 
     # no open trades, order amount should be 'balance / max_open_trades'
-    result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.get_free_open_trades())
     assert result == result1
 
     # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
-    freqtrade.execute_buy('ETH/BTC', result)
+    freqtrade.execute_buy('ETH/USDT', result)
 
-    result = freqtrade.wallets.get_trade_stake_amount('LTC/BTC', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('LTC/USDDT', freqtrade.get_free_open_trades())
     assert result == result1
 
     # create 2 trades, order amount should be None
     freqtrade.execute_buy('LTC/BTC', result)
 
-    result = freqtrade.wallets.get_trade_stake_amount('XRP/BTC', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', freqtrade.get_free_open_trades())
     assert result == 0
 
     # set max_open_trades = None, so do not trade
     freqtrade.config['max_open_trades'] = 0
-    result = freqtrade.wallets.get_trade_stake_amount('NEO/BTC', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT', freqtrade.get_free_open_trades())
     assert result == 0

From 2254f65fa7f8c32d2d23d559fa57f297bf424dd0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 12:54:22 +0200
Subject: [PATCH 0242/1386] use binance intests instead of bittrex

---
 tests/commands/test_commands.py   |  4 +-
 tests/config_test_comments.json   |  2 +-
 tests/conftest.py                 |  8 ++--
 tests/conftest_trades.py          | 12 ++---
 tests/plugins/test_protections.py |  2 +-
 tests/rpc/test_rpc.py             |  4 +-
 tests/rpc/test_rpc_apiserver.py   |  8 ++--
 tests/rpc/test_rpc_manager.py     |  2 +-
 tests/rpc/test_rpc_telegram.py    | 22 ++++-----
 tests/rpc/test_rpc_webhook.py     | 10 ++--
 tests/strategy/test_interface.py  |  8 ++--
 tests/test_freqtradebot.py        | 77 ++++++++++++++++++++-----------
 tests/test_persistence.py         | 54 +++++++++++-----------
 13 files changed, 117 insertions(+), 96 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 232fc4e2c..d86bced5d 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -116,7 +116,7 @@ def test_list_timeframes(mocker, capsys):
                            '1h': 'hour',
                            '1d': 'day',
                            }
-    patch_exchange(mocker, api_mock=api_mock)
+    patch_exchange(mocker, api_mock=api_mock, id='bittrex')
     args = [
         "list-timeframes",
     ]
@@ -201,7 +201,7 @@ def test_list_markets(mocker, markets, capsys):
 
     api_mock = MagicMock()
     api_mock.markets = markets
-    patch_exchange(mocker, api_mock=api_mock)
+    patch_exchange(mocker, api_mock=api_mock, id='bittrex')
 
     # Test with no --config
     args = [
diff --git a/tests/config_test_comments.json b/tests/config_test_comments.json
index 4f201f86c..48a087dec 100644
--- a/tests/config_test_comments.json
+++ b/tests/config_test_comments.json
@@ -59,7 +59,7 @@
         }
     },
     "exchange": {
-        "name": "bittrex",
+        "name": "binance",
         "sandbox": false,
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
diff --git a/tests/conftest.py b/tests/conftest.py
index 4a2106a4d..cc4fe91f0 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -79,7 +79,7 @@ def patched_configuration_load_config_file(mocker, config) -> None:
     )
 
 
-def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> None:
+def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> None:
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
@@ -98,7 +98,7 @@ def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> No
         mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock())
 
 
-def get_patched_exchange(mocker, config, api_mock=None, id='bittrex',
+def get_patched_exchange(mocker, config, api_mock=None, id='binance',
                          mock_markets=True) -> Exchange:
     patch_exchange(mocker, api_mock, id, mock_markets)
     config['exchange']['name'] = id
@@ -293,7 +293,7 @@ def get_default_conf(testdatadir):
             "order_book_max": 1
         },
         "exchange": {
-            "name": "bittrex",
+            "name": "binance",
             "enabled": True,
             "key": "key",
             "secret": "secret",
@@ -1765,7 +1765,7 @@ def open_trade():
     return Trade(
         pair='ETH/BTC',
         open_rate=0.00001099,
-        exchange='bittrex',
+        exchange='binance',
         open_order_id='123456789',
         amount=90.99181073,
         fee_open=0.0,
diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py
index 34fc58aee..b92b51144 100644
--- a/tests/conftest_trades.py
+++ b/tests/conftest_trades.py
@@ -31,7 +31,7 @@ def mock_trade_1(fee):
         is_open=True,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
         open_rate=0.123,
-        exchange='bittrex',
+        exchange='binance',
         open_order_id='dry_run_buy_12345',
         strategy='DefaultStrategy',
         timeframe=5,
@@ -84,7 +84,7 @@ def mock_trade_2(fee):
         close_rate=0.128,
         close_profit=0.005,
         close_profit_abs=0.000584127,
-        exchange='bittrex',
+        exchange='binance',
         is_open=False,
         open_order_id='dry_run_sell_12345',
         strategy='DefaultStrategy',
@@ -144,7 +144,7 @@ def mock_trade_3(fee):
         close_rate=0.06,
         close_profit=0.01,
         close_profit_abs=0.000155,
-        exchange='bittrex',
+        exchange='binance',
         is_open=False,
         strategy='DefaultStrategy',
         timeframe=5,
@@ -187,7 +187,7 @@ def mock_trade_4(fee):
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
         is_open=True,
         open_rate=0.123,
-        exchange='bittrex',
+        exchange='binance',
         open_order_id='prod_buy_12345',
         strategy='DefaultStrategy',
         timeframe=5,
@@ -239,7 +239,7 @@ def mock_trade_5(fee):
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
         is_open=True,
         open_rate=0.123,
-        exchange='bittrex',
+        exchange='binance',
         strategy='SampleStrategy',
         stoploss_order_id='prod_stoploss_3455',
         timeframe=5,
@@ -293,7 +293,7 @@ def mock_trade_6(fee):
         fee_close=fee.return_value,
         is_open=True,
         open_rate=0.15,
-        exchange='bittrex',
+        exchange='binance',
         strategy='SampleStrategy',
         open_order_id="prod_sell_6",
         timeframe=5,
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index 545387eaa..a39301145 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -27,7 +27,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
         open_rate=open_rate,
         is_open=is_open,
         amount=0.01 / open_rate,
-        exchange='bittrex',
+        exchange='binance',
     )
     trade.recalc_open_trade_value()
     if not is_open:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 63e09cbe1..6d31e7635 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -106,7 +106,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_entry_dist': -0.00010475,
         'stoploss_entry_dist_ratio': -0.10448878,
         'open_order': None,
-        'exchange': 'bittrex',
+        'exchange': 'binance',
     }
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
@@ -172,7 +172,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_entry_dist': -0.00010475,
         'stoploss_entry_dist_ratio': -0.10448878,
         'open_order': None,
-        'exchange': 'bittrex',
+        'exchange': 'binance',
     }
 
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index d610906d5..6505629eb 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -468,7 +468,7 @@ def test_api_show_config(botclient, mocker):
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
     assert 'dry_run' in rc.json()
-    assert rc.json()['exchange'] == 'bittrex'
+    assert rc.json()['exchange'] == 'binance'
     assert rc.json()['timeframe'] == '5m'
     assert rc.json()['timeframe_ms'] == 300000
     assert rc.json()['timeframe_min'] == 5
@@ -825,7 +825,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'sell_order_status': None,
         'strategy': 'DefaultStrategy',
         'timeframe': 5,
-        'exchange': 'bittrex',
+        'exchange': 'binance',
     }
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
@@ -916,7 +916,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         pair='ETH/ETH',
         amount=1,
         amount_requested=1,
-        exchange='bittrex',
+        exchange='binance',
         stake_amount=1,
         open_rate=0.245441,
         open_order_id="123456",
@@ -979,7 +979,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'sell_order_status': None,
         'strategy': 'DefaultStrategy',
         'timeframe': 5,
-        'exchange': 'bittrex',
+        'exchange': 'binance',
         }
 
 
diff --git a/tests/rpc/test_rpc_manager.py b/tests/rpc/test_rpc_manager.py
index 3068e9764..6996c932b 100644
--- a/tests/rpc/test_rpc_manager.py
+++ b/tests/rpc/test_rpc_manager.py
@@ -140,7 +140,7 @@ def test_startupmessages_telegram_enabled(mocker, default_conf, caplog) -> None:
     rpc_manager.startup_messages(default_conf, freqtradebot.pairlists, freqtradebot.protections)
 
     assert telegram_mock.call_count == 3
-    assert "*Exchange:* `bittrex`" in telegram_mock.call_args_list[1][0][0]['status']
+    assert "*Exchange:* `binance`" in telegram_mock.call_args_list[1][0][0]['status']
 
     telegram_mock.reset_mock()
     default_conf['dry_run'] = True
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 34bf057cb..ba32dc385 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -688,7 +688,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
         'trade_id': 1,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': 'profit',
         'limit': 1.173e-05,
@@ -749,7 +749,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
         'trade_id': 1,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': 'loss',
         'limit': 1.043e-05,
@@ -800,7 +800,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
         'trade_id': 1,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': 'loss',
         'limit': 1.099e-05,
@@ -1178,7 +1178,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     telegram._show_config(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
-    assert '*Exchange:* `bittrex`' in msg_mock.call_args_list[0][0][0]
+    assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
     assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
     assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
@@ -1187,7 +1187,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     telegram._show_config(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
-    assert '*Exchange:* `bittrex`' in msg_mock.call_args_list[0][0][0]
+    assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
     assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
     assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
@@ -1197,7 +1197,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
     msg = {
         'type': RPCMessageType.BUY_NOTIFICATION,
         'trade_id': 1,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 1.099e-05,
         'order_type': 'limit',
@@ -1213,7 +1213,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
 
     telegram.send_msg(msg)
     assert msg_mock.call_args[0][0] \
-        == '\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC (#1)\n' \
+        == '\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n' \
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00001099`\n' \
            '*Current Rate:* `0.00001099`\n' \
@@ -1242,11 +1242,11 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
     telegram.send_msg({
         'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
         'trade_id': 1,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'reason': CANCEL_REASON['TIMEOUT']
     })
-    assert (msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Bittrex:* '
+    assert (msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Binance:* '
             'Cancelling open buy Order for ETH/BTC (#1). '
             'Reason: cancelled due to timeout.')
 
@@ -1393,7 +1393,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
     telegram.send_msg({
         'type': RPCMessageType.BUY_NOTIFICATION,
         'trade_id': 1,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 1.099e-05,
         'order_type': 'limit',
@@ -1405,7 +1405,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
         'amount': 1333.3333333333335,
         'open_date': arrow.utcnow().shift(hours=-1)
     })
-    assert msg_mock.call_args[0][0] == ('\N{LARGE BLUE CIRCLE} *Bittrex:* Buying ETH/BTC (#1)\n'
+    assert msg_mock.call_args[0][0] == ('\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n'
                                         '*Amount:* `1333.33333333`\n'
                                         '*Open Rate:* `0.00001099`\n'
                                         '*Current Rate:* `0.00001099`\n'
diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index 5361cd947..62818ecbb 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -59,7 +59,7 @@ def test_send_msg(default_conf, mocker):
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     msg = {
         'type': RPCMessageType.BUY_NOTIFICATION,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 0.005,
         'stake_amount': 0.8,
@@ -80,7 +80,7 @@ def test_send_msg(default_conf, mocker):
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     msg = {
         'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 0.005,
         'stake_amount': 0.8,
@@ -101,7 +101,7 @@ def test_send_msg(default_conf, mocker):
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     msg = {
         'type': RPCMessageType.SELL_NOTIFICATION,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': "profit",
         'limit': 0.005,
@@ -127,7 +127,7 @@ def test_send_msg(default_conf, mocker):
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     msg = {
         'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': "profit",
         'limit': 0.005,
@@ -184,7 +184,7 @@ def test_exception_send_msg(default_conf, mocker, caplog):
     webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
     msg = {
         'type': RPCMessageType.BUY_NOTIFICATION,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 0.005,
         'order_type': 'limit',
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 0ee80e0c5..78fa368e4 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -219,7 +219,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
             open_date=arrow.utcnow().shift(hours=-1).datetime,
             fee_open=fee.return_value,
             fee_close=fee.return_value,
-            exchange='bittrex',
+            exchange='binance',
             open_rate=1,
         )
 
@@ -258,7 +258,7 @@ def test_min_roi_reached2(default_conf, fee) -> None:
             open_date=arrow.utcnow().shift(hours=-1).datetime,
             fee_open=fee.return_value,
             fee_close=fee.return_value,
-            exchange='bittrex',
+            exchange='binance',
             open_rate=1,
         )
 
@@ -293,7 +293,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
         open_date=arrow.utcnow().shift(hours=-1).datetime,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
         open_rate=1,
     )
 
@@ -346,7 +346,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
         open_date=arrow.utcnow().shift(hours=-1).datetime,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
         open_rate=1,
     )
     trade.adjust_min_max_rates(trade.open_rate)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 0634df9e4..433cce170 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -362,7 +362,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
     assert trade.stake_amount == 0.001
     assert trade.is_open
     assert trade.open_date is not None
-    assert trade.exchange == 'bittrex'
+    assert trade.exchange == 'binance'
 
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -621,7 +621,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy
     assert trade.stake_amount == default_conf['stake_amount']
     assert trade.is_open
     assert trade.open_date is not None
-    assert trade.exchange == 'bittrex'
+    assert trade.exchange == 'binance'
     assert trade.open_rate == 0.00001098
     assert trade.amount == 91.07468123
 
@@ -718,7 +718,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
         is_open=True,
         amount=20,
         open_rate=0.01,
-        exchange='bittrex',
+        exchange='binance',
     ))
     Trade.query.session.add(Trade(
         pair='ETH/BTC',
@@ -728,7 +728,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
         is_open=True,
         amount=12,
         open_rate=0.001,
-        exchange='bittrex',
+        exchange='binance',
     ))
 
     assert pair not in freqtrade.active_pair_whitelist
@@ -969,7 +969,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
                  return_value=limit_buy_order['amount'])
 
     stoploss = MagicMock(return_value={'id': 13434334})
-    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
+    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
 
     freqtrade = FreqtradeBot(default_conf)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -1001,6 +1001,9 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Binance',
         stoploss=stoploss
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1025,7 +1028,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = 100
 
     hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
-    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order)
+    mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', hanging_stoploss_order)
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert trade.stoploss_order_id == 100
@@ -1038,7 +1041,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.stoploss_order_id = 100
 
     canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
-    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order)
+    mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', canceled_stoploss_order)
     stoploss.reset_mock()
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -1064,14 +1067,14 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'average': 2,
         'amount': limit_buy_order['amount'],
     })
-    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hit)
+    mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
     assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog)
     assert trade.stoploss_order_id is None
     assert trade.is_open is False
 
     mocker.patch(
-        'freqtrade.exchange.Exchange.stoploss',
+        'freqtrade.exchange.Binance.stoploss',
         side_effect=ExchangeError()
     )
     trade.is_open = True
@@ -1083,9 +1086,9 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     # It should try to add stoploss order
     trade.stoploss_order_id = 100
     stoploss.reset_mock()
-    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order',
+    mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order',
                  side_effect=InvalidOrderException())
-    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
+    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
     freqtrade.handle_stoploss_on_exchange(trade)
     assert stoploss.call_count == 1
 
@@ -1095,7 +1098,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     trade.is_open = False
     stoploss.reset_mock()
     mocker.patch('freqtrade.exchange.Exchange.fetch_order')
-    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
+    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert stoploss.call_count == 0
 
@@ -1115,6 +1118,9 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Binance',
         fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}),
         stoploss=MagicMock(side_effect=ExchangeError()),
     )
@@ -1149,6 +1155,9 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
         buy=MagicMock(return_value=limit_buy_order_open),
         sell=sell_mock,
         get_fee=fee,
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Binance',
         fetch_order=MagicMock(return_value={'status': 'canceled'}),
         stoploss=MagicMock(side_effect=InvalidOrderException()),
     )
@@ -1194,6 +1203,9 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
         sell=sell_mock,
         get_fee=fee,
         fetch_order=MagicMock(return_value={'status': 'canceled'}),
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Binance',
         stoploss=MagicMock(side_effect=InsufficientFundsError()),
     )
     patch_get_signal(freqtrade)
@@ -1231,6 +1243,9 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Binance',
         stoploss=stoploss,
         stoploss_adjust=MagicMock(return_value=True),
     )
@@ -1271,7 +1286,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
         }
     })
 
-    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging)
 
     # stoploss initially at 5%
     assert freqtrade.handle_trade(trade) is False
@@ -1286,8 +1301,8 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock(return_value={'id': 13434334})
-    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock)
-    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
+    mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
+    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
 
     # stoploss should not be updated as the interval is 60 seconds
     assert freqtrade.handle_trade(trade) is False
@@ -1334,6 +1349,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Binance',
         stoploss=stoploss,
         stoploss_adjust=MagicMock(return_value=True),
     )
@@ -1369,9 +1387,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
             'stopPrice': '0.1'
         }
     }
-    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+    mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
-    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging)
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
 
@@ -1380,8 +1398,8 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
 
     # Fail creating stoploss order
     caplog.clear()
-    cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock())
-    mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=ExchangeError())
+    cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock())
+    mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError())
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
@@ -1403,6 +1421,9 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
         buy=MagicMock(return_value={'id': limit_buy_order['id']}),
         sell=MagicMock(return_value={'id': limit_sell_order['id']}),
         get_fee=fee,
+    )
+    mocker.patch.multiple(
+        'freqtrade.exchange.Binance',
         stoploss=stoploss,
         stoploss_adjust=MagicMock(return_value=True),
     )
@@ -1443,7 +1464,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
         }
     })
 
-    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging)
 
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -1457,8 +1478,8 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock(return_value={'id': 13434334})
-    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock)
-    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
+    mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
+    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
 
     # stoploss should not be updated as the interval is 60 seconds
     assert freqtrade.handle_trade(trade) is False
@@ -2603,7 +2624,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     assert {
         'trade_id': 1,
         'type': RPCMessageType.SELL_NOTIFICATION,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': 'profit',
         'limit': 1.172e-05,
@@ -2653,7 +2674,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
         'trade_id': 1,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': 'loss',
         'limit': 1.044e-05,
@@ -2710,7 +2731,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
         'trade_id': 1,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': 'loss',
         'limit': 1.08801e-05,
@@ -2916,7 +2937,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
         'trade_id': 1,
-        'exchange': 'Bittrex',
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': 'profit',
         'limit': 1.172e-05,
@@ -3899,7 +3920,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
     assert trade.stake_amount == 0.001
     assert trade.is_open
     assert trade.open_date is not None
-    assert trade.exchange == 'bittrex'
+    assert trade.exchange == 'binance'
 
     assert len(Trade.query.all()) == 1
 
@@ -4355,7 +4376,7 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
         is_open=True,
         amount=20,
         open_rate=0.01,
-        exchange='bittrex',
+        exchange='binance',
     )
     Trade.query.session.add(trade)
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 0a3d6858d..3b90f368f 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -64,7 +64,7 @@ def test_init_dryrun_db(default_conf, tmpdir):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
+def test_update_with_binance(limit_buy_order, limit_sell_order, fee, caplog):
     """
     On this test we will buy and sell a crypto currency.
 
@@ -102,7 +102,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
         open_date=arrow.utcnow().datetime,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
     )
     assert trade.open_order_id is None
     assert trade.close_profit is None
@@ -142,7 +142,7 @@ def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_date=arrow.utcnow().datetime,
-        exchange='bittrex',
+        exchange='binance',
     )
 
     trade.open_order_id = 'something'
@@ -177,7 +177,7 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
         amount=5,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
     )
 
     trade.open_order_id = 'something'
@@ -205,7 +205,7 @@ def test_trade_close(limit_buy_order, limit_sell_order, fee):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_date=arrow.Arrow(2020, 2, 1, 15, 5, 1).datetime,
-        exchange='bittrex',
+        exchange='binance',
     )
     assert trade.close_profit is None
     assert trade.close_date is None
@@ -233,7 +233,7 @@ def test_calc_close_trade_price_exception(limit_buy_order, fee):
         amount=5,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
     )
 
     trade.open_order_id = 'something'
@@ -250,7 +250,7 @@ def test_update_open_order(limit_buy_order):
         amount=5,
         fee_open=0.1,
         fee_close=0.1,
-        exchange='bittrex',
+        exchange='binance',
     )
 
     assert trade.open_order_id is None
@@ -274,7 +274,7 @@ def test_update_invalid_order(limit_buy_order):
         open_rate=0.001,
         fee_open=0.1,
         fee_close=0.1,
-        exchange='bittrex',
+        exchange='binance',
     )
     limit_buy_order['type'] = 'invalid'
     with pytest.raises(ValueError, match=r'Unknown order type'):
@@ -290,7 +290,7 @@ def test_calc_open_trade_value(limit_buy_order, fee):
         open_rate=0.00001099,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
     )
     trade.open_order_id = 'open_trade'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
@@ -311,7 +311,7 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
         open_rate=0.00001099,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
     )
     trade.open_order_id = 'close_trade'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
@@ -336,7 +336,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
         open_rate=0.00001099,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
     )
     trade.open_order_id = 'something'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
@@ -370,7 +370,7 @@ def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
         open_rate=0.00001099,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
     )
     trade.open_order_id = 'something'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
@@ -400,7 +400,7 @@ def test_clean_dry_run_db(default_conf, fee):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_rate=0.123,
-        exchange='bittrex',
+        exchange='binance',
         open_order_id='dry_run_buy_12345'
     )
     Trade.query.session.add(trade)
@@ -412,7 +412,7 @@ def test_clean_dry_run_db(default_conf, fee):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_rate=0.123,
-        exchange='bittrex',
+        exchange='binance',
         open_order_id='dry_run_sell_12345'
     )
     Trade.query.session.add(trade)
@@ -425,7 +425,7 @@ def test_clean_dry_run_db(default_conf, fee):
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_rate=0.123,
-        exchange='bittrex',
+        exchange='binance',
         open_order_id='prod_buy_12345'
     )
     Trade.query.session.add(trade)
@@ -463,7 +463,7 @@ def test_migrate_old(mocker, default_conf, fee):
                                 );"""
     insert_table_old = """INSERT INTO trades (exchange, pair, is_open, open_order_id, fee,
                           open_rate, stake_amount, amount, open_date)
-                          VALUES ('BITTREX', 'BTC_ETC', 1, '123123', {fee},
+                          VALUES ('binance', 'BTC_ETC', 1, '123123', {fee},
                           0.00258580, {stake}, {amount},
                           '2017-11-28 12:44:24.000000')
                           """.format(fee=fee.return_value,
@@ -472,7 +472,7 @@ def test_migrate_old(mocker, default_conf, fee):
                                      )
     insert_table_old2 = """INSERT INTO trades (exchange, pair, is_open, fee,
                           open_rate, close_rate, stake_amount, amount, open_date)
-                          VALUES ('BITTREX', 'BTC_ETC', 0, {fee},
+                          VALUES ('binance', 'BTC_ETC', 0, {fee},
                           0.00258580, 0.00268580, {stake}, {amount},
                           '2017-11-28 12:44:24.000000')
                           """.format(fee=fee.return_value,
@@ -500,7 +500,7 @@ def test_migrate_old(mocker, default_conf, fee):
     assert trade.amount_requested == amount
     assert trade.stake_amount == default_conf.get("stake_amount")
     assert trade.pair == "ETC/BTC"
-    assert trade.exchange == "bittrex"
+    assert trade.exchange == "binance"
     assert trade.max_rate == 0.0
     assert trade.stop_loss == 0.0
     assert trade.initial_stop_loss == 0.0
@@ -694,7 +694,7 @@ def test_adjust_stop_loss(fee):
         amount=5,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
         open_rate=1,
         max_rate=1,
     )
@@ -746,7 +746,7 @@ def test_adjust_min_max_rates(fee):
         amount=5,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
         open_rate=1,
     )
 
@@ -790,7 +790,7 @@ def test_to_json(default_conf, fee):
         fee_close=fee.return_value,
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         open_rate=0.123,
-        exchange='bittrex',
+        exchange='binance',
         open_order_id='dry_run_buy_12345'
     )
     result = trade.to_json()
@@ -841,7 +841,7 @@ def test_to_json(default_conf, fee):
                       'max_rate': None,
                       'strategy': None,
                       'timeframe': None,
-                      'exchange': 'bittrex',
+                      'exchange': 'binance',
                       }
 
     # Simulate dry_run entries
@@ -856,7 +856,7 @@ def test_to_json(default_conf, fee):
         close_date=arrow.utcnow().shift(hours=-1).datetime,
         open_rate=0.123,
         close_rate=0.125,
-        exchange='bittrex',
+        exchange='binance',
     )
     result = trade.to_json()
     assert isinstance(result, dict)
@@ -906,7 +906,7 @@ def test_to_json(default_conf, fee):
                       'sell_order_status': None,
                       'strategy': None,
                       'timeframe': None,
-                      'exchange': 'bittrex',
+                      'exchange': 'binance',
                       }
 
 
@@ -919,7 +919,7 @@ def test_stoploss_reinitialization(default_conf, fee):
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         amount=10,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
         open_rate=1,
         max_rate=1,
     )
@@ -978,7 +978,7 @@ def test_update_fee(fee):
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         amount=10,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
         open_rate=1,
         max_rate=1,
     )
@@ -1017,7 +1017,7 @@ def test_fee_updated(fee):
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         amount=10,
         fee_close=fee.return_value,
-        exchange='bittrex',
+        exchange='binance',
         open_rate=1,
         max_rate=1,
     )

From 1936dd1ee8a0c3187dfec1216909c71572ae1205 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 15:45:07 +0200
Subject: [PATCH 0243/1386] Add test-case verifying "changing" wallet

with unlimited amount
---
 tests/test_wallets.py | 19 +++++++++++++------
 1 file changed, 13 insertions(+), 6 deletions(-)

diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 562957790..86f49698b 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -121,13 +121,14 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
         freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades())
 
 
-@pytest.mark.parametrize("balance_ratio,result1", [
-                        (1, 50),
-                        (0.99, 49.5),
-                        (0.50, 25),
+@pytest.mark.parametrize("balance_ratio,result1,result2", [
+                        (1, 50, 66.66666),
+                        (0.99, 49.5, 66.0),
+                        (0.50, 25, 33.3333),
 ])
 def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
-                                                 limit_buy_order_open, fee, mocker) -> None:
+                                                 result2, limit_buy_order_open,
+                                                 fee, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
@@ -150,7 +151,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
     freqtrade.execute_buy('ETH/USDT', result)
 
-    result = freqtrade.wallets.get_trade_stake_amount('LTC/USDDT', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT', freqtrade.get_free_open_trades())
     assert result == result1
 
     # create 2 trades, order amount should be None
@@ -159,6 +160,12 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', freqtrade.get_free_open_trades())
     assert result == 0
 
+    freqtrade.config['max_open_trades'] = 3
+    freqtrade.config['dry_run_wallet'] = 200
+    freqtrade.wallets.start_cap = 200
+    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', freqtrade.get_free_open_trades())
+    assert round(result, 4) == round(result2, 4)
+
     # set max_open_trades = None, so do not trade
     freqtrade.config['max_open_trades'] = 0
     result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT', freqtrade.get_free_open_trades())

From 06d6f9ac41b1425a19062074ba6a0f945a98788f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 15:55:48 +0200
Subject: [PATCH 0244/1386] Fix calculation of unlimited_stake in case of
 modified wallet

---
 freqtrade/wallets.py | 15 ++++++++-------
 1 file changed, 8 insertions(+), 7 deletions(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index f4432e932..889fe6fa8 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -130,14 +130,13 @@ class Wallets:
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets
 
-    def _get_available_stake_amount(self) -> float:
+    def _get_available_stake_amount(self, val_tied_up: float) -> float:
         """
         Return the total currently available balance in stake currency,
         respecting tradable_balance_ratio.
         Calculated as
-        (<open_trade stakes> + free amount ) * tradable_balance_ratio - <open_trade stakes>
+        (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
-        val_tied_up = Trade.total_open_trades_stakes()
 
         # Ensure <tradable_balance_ratio>% is used from the overall balance
         # Otherwise we'd risk lowering stakes with each open trade.
@@ -151,12 +150,13 @@ class Wallets:
         Calculate stake amount for "unlimited" stake amount
         :return: 0 if max number of trades reached, else stake_amount to use.
         """
-        if not free_open_trades:
+        if not free_open_trades or self._config['max_open_trades'] == 0:
             return 0
 
-        available_amount = self._get_available_stake_amount()
+        val_tied_up = Trade.total_open_trades_stakes()
+        available_amount = self._get_available_stake_amount(val_tied_up)
 
-        return available_amount / free_open_trades
+        return (available_amount + val_tied_up) / self._config['max_open_trades']
 
     def _check_available_stake_amount(self, stake_amount: float) -> float:
         """
@@ -165,7 +165,8 @@ class Wallets:
         :return: float: Stake amount
         :raise: DependencyException if balance is lower than stake-amount
         """
-        available_amount = self._get_available_stake_amount()
+        val_tied_up = Trade.total_open_trades_stakes()
+        available_amount = self._get_available_stake_amount(val_tied_up)
 
         if self._config['amend_last_stake_amount']:
             # Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio

From 71b017e7c34c837b13e039740154cd0896d7bf79 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 19 Apr 2021 19:53:16 +0200
Subject: [PATCH 0245/1386] Simplify webhook test

---
 tests/rpc/test_rpc_webhook.py | 20 ++++++++++++++------
 1 file changed, 14 insertions(+), 6 deletions(-)

diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index 62818ecbb..bfb9cbb01 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -25,6 +25,11 @@ def get_webhook_dict() -> dict:
             "value2": "limit {limit:8f}",
             "value3": "{stake_amount:8f} {stake_currency}"
         },
+        "webhookbuyfill": {
+            "value1": "Buy Order for {pair} filled",
+            "value2": "at {open_rate:8f}",
+            "value3": "{stake_amount:8f} {stake_currency}"
+        },
         "webhooksell": {
             "value1": "Selling {pair}",
             "value2": "limit {limit:8f}",
@@ -35,6 +40,11 @@ def get_webhook_dict() -> dict:
             "value2": "limit {limit:8f}",
             "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
         },
+        "webhooksellfill": {
+            "value1": "Sell Order for {pair} filled",
+            "value2": "at {close_rate:8f}",
+            "value3": "{stake_amount:8f} {stake_currency}"
+        },
         "webhookstatus": {
             "value1": "Status: {status}",
             "value2": "",
@@ -76,8 +86,8 @@ def test_send_msg(default_conf, mocker):
     assert (msg_mock.call_args[0][0]["value3"] ==
             default_conf["webhook"]["webhookbuy"]["value3"].format(**msg))
     # Test buy cancel
-    msg_mock = MagicMock()
-    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    msg_mock.reset_mock()
+
     msg = {
         'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
         'exchange': 'Binance',
@@ -97,8 +107,7 @@ def test_send_msg(default_conf, mocker):
     assert (msg_mock.call_args[0][0]["value3"] ==
             default_conf["webhook"]["webhookbuycancel"]["value3"].format(**msg))
     # Test sell
-    msg_mock = MagicMock()
-    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    msg_mock.reset_mock()
     msg = {
         'type': RPCMessageType.SELL_NOTIFICATION,
         'exchange': 'Binance',
@@ -123,8 +132,7 @@ def test_send_msg(default_conf, mocker):
     assert (msg_mock.call_args[0][0]["value3"] ==
             default_conf["webhook"]["webhooksell"]["value3"].format(**msg))
     # Test sell cancel
-    msg_mock = MagicMock()
-    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    msg_mock.reset_mock()
     msg = {
         'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
         'exchange': 'Binance',

From fecd5c582b81e191b82a5d90834b0592eb1ffbe7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 19 Apr 2021 19:58:29 +0200
Subject: [PATCH 0246/1386] Add buy and sell fill notifications

closes #3542
---
 config_full.json.example      |  2 ++
 docs/webhook-config.md        | 46 +++++++++++++++++++++++++++++++
 freqtrade/freqtradebot.py     | 28 ++++++++++++++++---
 freqtrade/rpc/rpc.py          |  2 ++
 freqtrade/rpc/telegram.py     |  8 ++++++
 freqtrade/rpc/webhook.py      |  4 +++
 tests/rpc/test_rpc_webhook.py | 51 +++++++++++++++++++++++++++++++++--
 7 files changed, 136 insertions(+), 5 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 717797933..973afe2c8 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -163,7 +163,9 @@
             "warning": "on",
             "startup": "on",
             "buy": "on",
+            "buy_fill": "on",
             "sell": "on",
+            "sell_fill": "on",
             "buy_cancel": "on",
             "sell_cancel": "on"
         }
diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index 2e41ad2cc..8ce6edc18 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -19,6 +19,11 @@ Sample configuration (tested using IFTTT).
             "value1": "Cancelling Open Buy Order for {pair}",
             "value2": "limit {limit:8f}",
             "value3": "{stake_amount:8f} {stake_currency}"
+        },
+         "webhookbuyfill": {
+            "value1": "Buy Order for {pair} filled",
+            "value2": "at {open_rate:8f}",
+            "value3": ""
         },
         "webhooksell": {
             "value1": "Selling {pair}",
@@ -30,6 +35,11 @@ Sample configuration (tested using IFTTT).
             "value2": "limit {limit:8f}",
             "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
         },
+        "webhooksellfill": {
+            "value1": "Sell Order for {pair} filled",
+            "value2": "at {close_rate:8f}.",
+            "value3": ""
+        },
         "webhookstatus": {
             "value1": "Status: {status}",
             "value2": "",
@@ -91,6 +101,21 @@ Possible parameters are:
 * `order_type`
 * `current_rate`
 
+### Webhookbuyfill
+
+The fields in `webhook.webhookbuyfill` are filled when the bot filled a buy order. Parameters are filled using string.format.
+Possible parameters are:
+
+* `trade_id`
+* `exchange`
+* `pair`
+* `open_rate`
+* `amount`
+* `open_date`
+* `stake_amount`
+* `stake_currency`
+* `fiat_currency`
+
 ### Webhooksell
 
 The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format.
@@ -103,6 +128,27 @@ Possible parameters are:
 * `limit`
 * `amount`
 * `open_rate`
+* `profit_amount`
+* `profit_ratio`
+* `stake_currency`
+* `fiat_currency`
+* `sell_reason`
+* `order_type`
+* `open_date`
+* `close_date`
+
+### Webhooksellfill
+
+The fields in `webhook.webhooksellfill` are filled when the bot fills a sell order (closes a Trae). Parameters are filled using string.format.
+Possible parameters are:
+
+* `trade_id`
+* `exchange`
+* `pair`
+* `gain`
+* `close_rate`
+* `amount`
+* `open_rate`
 * `current_rate`
 * `profit_amount`
 * `profit_ratio`
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1ebf28ebd..68f98ec21 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -675,6 +675,21 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
+    def _notify_buy_fill(self, trade: Trade) -> None:
+        msg = {
+            'trade_id': trade.id,
+            'type': RPCMessageType.BUY_FILL_NOTIFICATION,
+            'exchange': self.exchange.name.capitalize(),
+            'pair': trade.pair,
+            'open_rate': trade.open_rate,
+            'stake_amount': trade.stake_amount,
+            'stake_currency': self.config['stake_currency'],
+            'fiat_currency': self.config.get('fiat_display_currency', None),
+            'amount': trade.amount,
+            'open_date': trade.open_date,
+        }
+        self.rpc.send_msg(msg)
+
 #
 # SELL / exit positions / close trades logic and methods
 #
@@ -1212,19 +1227,20 @@ class FreqtradeBot(LoggingMixin):
 
         return True
 
-    def _notify_sell(self, trade: Trade, order_type: str) -> None:
+    def _notify_sell(self, trade: Trade, order_type: str, fill: bool = False) -> None:
         """
         Sends rpc notification when a sell occured.
         """
         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.get_sell_rate(trade.pair, False)
+        current_rate = self.get_sell_rate(trade.pair, False) if not fill else None
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
         msg = {
-            'type': RPCMessageType.SELL_NOTIFICATION,
+            'type': (RPCMessageType.SELL_FILL_NOTIFICATION if fill
+                     else RPCMessageType.SELL_NOTIFICATION),
             'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
@@ -1233,6 +1249,7 @@ class FreqtradeBot(LoggingMixin):
             'order_type': order_type,
             'amount': trade.amount,
             'open_rate': trade.open_rate,
+            'close_rate': trade.close_rate,
             'current_rate': current_rate,
             'profit_amount': profit_trade,
             'profit_ratio': profit_ratio,
@@ -1344,9 +1361,14 @@ class FreqtradeBot(LoggingMixin):
 
         # Updating wallets when order is closed
         if not trade.is_open:
+            self._notify_sell(trade, '', True)
             self.protections.stop_per_pair(trade.pair)
             self.protections.global_stop()
             self.wallets.update()
+        elif trade.open_order_id is None:
+            # Buy fill
+            self._notify_buy_fill(trade)
+
         return False
 
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index b86562e80..bf0b88f6c 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -35,8 +35,10 @@ class RPCMessageType(Enum):
     WARNING_NOTIFICATION = 'warning'
     STARTUP_NOTIFICATION = 'startup'
     BUY_NOTIFICATION = 'buy'
+    BUY_FILL_NOTIFICATION = 'buy_fill'
     BUY_CANCEL_NOTIFICATION = 'buy_cancel'
     SELL_NOTIFICATION = 'sell'
+    SELL_FILL_NOTIFICATION = 'sell_fill'
     SELL_CANCEL_NOTIFICATION = 'sell_cancel'
 
     def __repr__(self):
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 09b7b235c..4dceeb46c 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -209,6 +209,10 @@ class Telegram(RPCHandler):
                        "Cancelling open buy Order for {pair} (#{trade_id}). "
                        "Reason: {reason}.".format(**msg))
 
+        elif msg['type'] == RPCMessageType.BUY_FILL_NOTIFICATION:
+            message = ("\N{LARGE CIRCLE} *{exchange}:* "
+                       "Buy order for {pair} (#{trade_id}) filled for {open_rate}.".format(**msg))
+
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)
             msg['profit_percent'] = round(msg['profit_ratio'] * 100, 2)
@@ -240,6 +244,10 @@ class Telegram(RPCHandler):
             message = ("\N{WARNING SIGN} *{exchange}:* Cancelling Open Sell Order "
                        "for {pair} (#{trade_id}). Reason: {reason}").format(**msg)
 
+        elif msg['type'] == RPCMessageType.SELL_FILL_NOTIFICATION:
+            message = ("\N{LARGE CIRCLE} *{exchange}:* "
+                       "Sell order for {pair} (#{trade_id}) filled at {close_rate}.".format(**msg))
+
         elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
             message = '*Status:* `{status}`'.format(**msg)
 
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index 5a30a9be8..c7e012af5 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -49,8 +49,12 @@ class Webhook(RPCHandler):
                 valuedict = self._config['webhook'].get('webhookbuy', None)
             elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
                 valuedict = self._config['webhook'].get('webhookbuycancel', None)
+            elif msg['type'] == RPCMessageType.BUY_FILL_NOTIFICATION:
+                valuedict = self._config['webhook'].get('webhookbuyfill', None)
             elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
                 valuedict = self._config['webhook'].get('webhooksell', None)
+            elif msg['type'] == RPCMessageType.SELL_FILL_NOTIFICATION:
+                valuedict = self._config['webhook'].get('webhooksellfill', None)
             elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
                 valuedict = self._config['webhook'].get('webhooksellcancel', None)
             elif msg['type'] in (RPCMessageType.STATUS_NOTIFICATION,
diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index bfb9cbb01..38d2fe539 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -43,7 +43,7 @@ def get_webhook_dict() -> dict:
         "webhooksellfill": {
             "value1": "Sell Order for {pair} filled",
             "value2": "at {close_rate:8f}",
-            "value3": "{stake_amount:8f} {stake_currency}"
+            "value3": ""
         },
         "webhookstatus": {
             "value1": "Status: {status}",
@@ -59,7 +59,7 @@ def test__init__(mocker, default_conf):
     assert webhook._config == default_conf
 
 
-def test_send_msg(default_conf, mocker):
+def test_send_msg_webhook(default_conf, mocker):
     default_conf["webhook"] = get_webhook_dict()
     msg_mock = MagicMock()
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
@@ -106,6 +106,27 @@ def test_send_msg(default_conf, mocker):
             default_conf["webhook"]["webhookbuycancel"]["value2"].format(**msg))
     assert (msg_mock.call_args[0][0]["value3"] ==
             default_conf["webhook"]["webhookbuycancel"]["value3"].format(**msg))
+    # Test buy fill
+    msg_mock.reset_mock()
+
+    msg = {
+        'type': RPCMessageType.BUY_FILL_NOTIFICATION,
+        'exchange': 'Bittrex',
+        'pair': 'ETH/BTC',
+        'open_rate': 0.005,
+        'stake_amount': 0.8,
+        'stake_amount_fiat': 500,
+        'stake_currency': 'BTC',
+        'fiat_currency': 'EUR'
+    }
+    webhook.send_msg(msg=msg)
+    assert msg_mock.call_count == 1
+    assert (msg_mock.call_args[0][0]["value1"] ==
+            default_conf["webhook"]["webhookbuyfill"]["value1"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value2"] ==
+            default_conf["webhook"]["webhookbuyfill"]["value2"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value3"] ==
+            default_conf["webhook"]["webhookbuyfill"]["value3"].format(**msg))
     # Test sell
     msg_mock.reset_mock()
     msg = {
@@ -156,6 +177,32 @@ def test_send_msg(default_conf, mocker):
             default_conf["webhook"]["webhooksellcancel"]["value2"].format(**msg))
     assert (msg_mock.call_args[0][0]["value3"] ==
             default_conf["webhook"]["webhooksellcancel"]["value3"].format(**msg))
+    # Test Sell fill
+    msg_mock.reset_mock()
+    msg = {
+        'type': RPCMessageType.SELL_FILL_NOTIFICATION,
+        'exchange': 'Bittrex',
+        'pair': 'ETH/BTC',
+        'gain': "profit",
+        'close_rate': 0.005,
+        'amount': 0.8,
+        'order_type': 'limit',
+        'open_rate': 0.004,
+        'current_rate': 0.005,
+        'profit_amount': 0.001,
+        'profit_ratio': 0.20,
+        'stake_currency': 'BTC',
+        'sell_reason': SellType.STOP_LOSS.value
+    }
+    webhook.send_msg(msg=msg)
+    assert msg_mock.call_count == 1
+    assert (msg_mock.call_args[0][0]["value1"] ==
+            default_conf["webhook"]["webhooksellfill"]["value1"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value2"] ==
+            default_conf["webhook"]["webhooksellfill"]["value2"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value3"] ==
+            default_conf["webhook"]["webhooksellfill"]["value3"].format(**msg))
+
     for msgtype in [RPCMessageType.STATUS_NOTIFICATION,
                     RPCMessageType.WARNING_NOTIFICATION,
                     RPCMessageType.STARTUP_NOTIFICATION]:

From 8800a097700077955bc5149d567c1df92e1f9445 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 19 Apr 2021 21:32:04 +0200
Subject: [PATCH 0247/1386] Don't send double-notifications for stoploss fills

---
 freqtrade/freqtradebot.py      |  3 ++-
 tests/rpc/test_rpc_telegram.py | 13 ++++++++-----
 tests/test_freqtradebot.py     | 23 +++++++++++++++--------
 3 files changed, 25 insertions(+), 14 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 68f98ec21..76212bf97 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1361,7 +1361,8 @@ class FreqtradeBot(LoggingMixin):
 
         # Updating wallets when order is closed
         if not trade.is_open:
-            self._notify_sell(trade, '', True)
+            if not stoploss_order:
+                self._notify_sell(trade, '', True)
             self.protections.stop_per_pair(trade.pair)
             self.protections.global_stop()
             self.wallets.update()
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index ba32dc385..a3c823aac 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -683,7 +683,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     context.args = ["1"]
     telegram._forcesell(update=update, context=context)
 
-    assert msg_mock.call_count == 3
+    assert msg_mock.call_count == 4
     last_msg = msg_mock.call_args_list[-1][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
@@ -703,6 +703,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
         'sell_reason': SellType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
+        'close_rate': ANY,
     } == last_msg
 
 
@@ -743,7 +744,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
     context.args = ["1"]
     telegram._forcesell(update=update, context=context)
 
-    assert msg_mock.call_count == 3
+    assert msg_mock.call_count == 4
 
     last_msg = msg_mock.call_args_list[-1][0][0]
     assert {
@@ -764,6 +765,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
         'sell_reason': SellType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
+        'close_rate': ANY,
     } == last_msg
 
 
@@ -794,9 +796,9 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     context.args = ["all"]
     telegram._forcesell(update=update, context=context)
 
-    # Called for each trade 3 times
-    assert msg_mock.call_count == 8
-    msg = msg_mock.call_args_list[1][0][0]
+    # Called for each trade 4 times
+    assert msg_mock.call_count == 12
+    msg = msg_mock.call_args_list[2][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
         'trade_id': 1,
@@ -815,6 +817,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'sell_reason': SellType.FORCE_SELL.value,
         'open_date': ANY,
         'close_date': ANY,
+        'close_rate': ANY,
     } == msg
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 433cce170..39c3f0561 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1710,6 +1710,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
         open_rate=0.01,
         open_date=arrow.utcnow().datetime,
         amount=11,
+        exchange="binance",
     )
     assert not freqtrade.update_trade_state(trade, None)
     assert log_has_re(r'Orderid for trade .* is empty.', caplog)
@@ -2262,7 +2263,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     # check it does cancel sell orders over the time limit
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
-    assert rpc_mock.call_count == 1
+    assert rpc_mock.call_count == 2
     assert open_trade.is_open is True
     # Custom user sell-timeout is never called
     assert freqtrade.strategy.check_sell_timeout.call_count == 0
@@ -2319,7 +2320,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     # note this is for a partially-complete buy order
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
-    assert rpc_mock.call_count == 1
+    assert rpc_mock.call_count == 2
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     assert len(trades) == 1
     assert trades[0].amount == 23.0
@@ -2354,7 +2355,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
 
     assert cancel_order_mock.call_count == 1
-    assert rpc_mock.call_count == 1
+    assert rpc_mock.call_count == 2
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     assert len(trades) == 1
     # Verify that trade has been updated
@@ -2394,7 +2395,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     assert log_has_re(r"Could not update trade amount: .*", caplog)
 
     assert cancel_order_mock.call_count == 1
-    assert rpc_mock.call_count == 1
+    assert rpc_mock.call_count == 2
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     assert len(trades) == 1
     # Verify that trade has been updated
@@ -2639,6 +2640,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         'sell_reason': SellType.ROI.value,
         'open_date': ANY,
         'close_date': ANY,
+        'close_rate': ANY,
     } == last_msg
 
 
@@ -2689,6 +2691,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': ANY,
         'close_date': ANY,
+        'close_rate': ANY,
     } == last_msg
 
 
@@ -2746,7 +2749,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': ANY,
         'close_date': ANY,
-
+        'close_rate': ANY,
     } == last_msg
 
 
@@ -2830,7 +2833,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     trade = Trade.query.first()
     assert trade
     assert cancel_order.call_count == 1
-    assert rpc_mock.call_count == 2
+    assert rpc_mock.call_count == 3
 
 
 def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
@@ -2898,7 +2901,10 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     assert trade.stoploss_order_id is None
     assert trade.is_open is False
     assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
-    assert rpc_mock.call_count == 2
+    assert rpc_mock.call_count == 3
+    assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY_NOTIFICATION
+    assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL_NOTIFICATION
+    assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL_NOTIFICATION
 
 
 def test_execute_sell_market_order(default_conf, ticker, fee,
@@ -2932,7 +2938,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     assert not trade.is_open
     assert trade.close_profit == 0.0620716
 
-    assert rpc_mock.call_count == 2
+    assert rpc_mock.call_count == 3
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
@@ -2952,6 +2958,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
         'sell_reason': SellType.ROI.value,
         'open_date': ANY,
         'close_date': ANY,
+        'close_rate': ANY,
 
     } == last_msg
 

From 0341ac5a55bc0a985776c38137489bc81960e80a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 06:41:58 +0200
Subject: [PATCH 0248/1386] rename RPC message types

---
 freqtrade/freqtradebot.py      |  16 ++---
 freqtrade/rpc/rpc.py           |  18 ++---
 freqtrade/rpc/rpc_manager.py   |   8 +--
 freqtrade/rpc/telegram.py      | 117 +++++++++++++++++----------------
 freqtrade/rpc/webhook.py       |  18 ++---
 tests/rpc/test_rpc_manager.py  |   6 +-
 tests/rpc/test_rpc_telegram.py |  28 ++++----
 tests/rpc/test_rpc_webhook.py  |  28 ++++----
 tests/test_freqtradebot.py     |  14 ++--
 9 files changed, 128 insertions(+), 125 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 76212bf97..c48ea851e 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -113,7 +113,7 @@ class FreqtradeBot(LoggingMixin):
         via RPC about changes in the bot status.
         """
         self.rpc.send_msg({
-            'type': RPCMessageType.STATUS_NOTIFICATION,
+            'type': RPCMessageType.STATUS,
             'status': msg
         })
 
@@ -205,7 +205,7 @@ class FreqtradeBot(LoggingMixin):
 
         if len(open_trades) != 0:
             msg = {
-                'type': RPCMessageType.WARNING_NOTIFICATION,
+                'type': RPCMessageType.WARNING,
                 'status':  f"{len(open_trades)} open trades active.\n\n"
                            f"Handle these trades manually on {self.exchange.name}, "
                            f"or '/start' the bot again and use '/stopbuy' "
@@ -634,7 +634,7 @@ class FreqtradeBot(LoggingMixin):
         """
         msg = {
             'trade_id': trade.id,
-            'type': RPCMessageType.BUY_NOTIFICATION,
+            'type': RPCMessageType.BUY,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
             'limit': trade.open_rate,
@@ -658,7 +658,7 @@ class FreqtradeBot(LoggingMixin):
 
         msg = {
             'trade_id': trade.id,
-            'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
+            'type': RPCMessageType.BUY_CANCEL,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
             'limit': trade.open_rate,
@@ -678,7 +678,7 @@ class FreqtradeBot(LoggingMixin):
     def _notify_buy_fill(self, trade: Trade) -> None:
         msg = {
             'trade_id': trade.id,
-            'type': RPCMessageType.BUY_FILL_NOTIFICATION,
+            'type': RPCMessageType.BUY_FILL,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
             'open_rate': trade.open_rate,
@@ -1239,8 +1239,8 @@ class FreqtradeBot(LoggingMixin):
         gain = "profit" if profit_ratio > 0 else "loss"
 
         msg = {
-            'type': (RPCMessageType.SELL_FILL_NOTIFICATION if fill
-                     else RPCMessageType.SELL_NOTIFICATION),
+            'type': (RPCMessageType.SELL_FILL if fill
+                     else RPCMessageType.SELL),
             'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
@@ -1284,7 +1284,7 @@ class FreqtradeBot(LoggingMixin):
         gain = "profit" if profit_ratio > 0 else "loss"
 
         msg = {
-            'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+            'type': RPCMessageType.SELL_CANCEL,
             'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index bf0b88f6c..e5c0dffba 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -31,15 +31,15 @@ logger = logging.getLogger(__name__)
 
 
 class RPCMessageType(Enum):
-    STATUS_NOTIFICATION = 'status'
-    WARNING_NOTIFICATION = 'warning'
-    STARTUP_NOTIFICATION = 'startup'
-    BUY_NOTIFICATION = 'buy'
-    BUY_FILL_NOTIFICATION = 'buy_fill'
-    BUY_CANCEL_NOTIFICATION = 'buy_cancel'
-    SELL_NOTIFICATION = 'sell'
-    SELL_FILL_NOTIFICATION = 'sell_fill'
-    SELL_CANCEL_NOTIFICATION = 'sell_cancel'
+    STATUS = 'status'
+    WARNING = 'warning'
+    STARTUP = 'startup'
+    BUY = 'buy'
+    BUY_FILL = 'buy_fill'
+    BUY_CANCEL = 'buy_cancel'
+    SELL = 'sell'
+    SELL_FILL = 'sell_fill'
+    SELL_CANCEL = 'sell_cancel'
 
     def __repr__(self):
         return self.value
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index 7977d68de..f819b55b4 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -67,7 +67,7 @@ class RPCManager:
     def startup_messages(self, config: Dict[str, Any], pairlist, protections) -> None:
         if config['dry_run']:
             self.send_msg({
-                'type': RPCMessageType.WARNING_NOTIFICATION,
+                'type': RPCMessageType.WARNING,
                 'status': 'Dry run is enabled. All trades are simulated.'
             })
         stake_currency = config['stake_currency']
@@ -79,7 +79,7 @@ class RPCManager:
         exchange_name = config['exchange']['name']
         strategy_name = config.get('strategy', '')
         self.send_msg({
-            'type': RPCMessageType.STARTUP_NOTIFICATION,
+            'type': RPCMessageType.STARTUP,
             'status': f'*Exchange:* `{exchange_name}`\n'
                       f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
                       f'*Minimum ROI:* `{minimal_roi}`\n'
@@ -88,13 +88,13 @@ class RPCManager:
                       f'*Strategy:* `{strategy_name}`'
         })
         self.send_msg({
-            'type': RPCMessageType.STARTUP_NOTIFICATION,
+            'type': RPCMessageType.STARTUP,
             'status': f'Searching for {stake_currency} pairs to buy and sell '
                       f'based on {pairlist.short_desc()}'
         })
         if len(protections.name_list) > 0:
             prots = '\n'.join([p for prot in protections.short_desc() for k, p in prot.items()])
             self.send_msg({
-                'type': RPCMessageType.STARTUP_NOTIFICATION,
+                'type': RPCMessageType.STARTUP,
                 'status': f'Using Protections: \n{prots}'
             })
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 4dceeb46c..778baea3c 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -176,6 +176,53 @@ class Telegram(RPCHandler):
         """
         self._updater.stop()
 
+    def _format_buy_msg(self, msg: Dict[str, Any]) -> str:
+        if self._rpc._fiat_converter:
+            msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
+                msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
+        else:
+            msg['stake_amount_fiat'] = 0
+
+        message = (f"\N{LARGE BLUE CIRCLE} *{msg['exchange']}:* Buying {msg['pair']}"
+                   f" (#{msg['trade_id']})\n"
+                   f"*Amount:* `{msg['amount']:.8f}`\n"
+                   f"*Open Rate:* `{msg['limit']:.8f}`\n"
+                   f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
+                   f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}")
+
+        if msg.get('fiat_currency', None):
+            message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
+        message += ")`"
+        return message
+
+    def _format_sell_msg(self, msg: Dict[str, Any]) -> str:
+        msg['amount'] = round(msg['amount'], 8)
+        msg['profit_percent'] = round(msg['profit_ratio'] * 100, 2)
+        msg['duration'] = msg['close_date'].replace(
+            microsecond=0) - msg['open_date'].replace(microsecond=0)
+        msg['duration_min'] = msg['duration'].total_seconds() / 60
+
+        msg['emoji'] = self._get_sell_emoji(msg)
+
+        message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
+                   "*Amount:* `{amount:.8f}`\n"
+                   "*Open Rate:* `{open_rate:.8f}`\n"
+                   "*Current Rate:* `{current_rate:.8f}`\n"
+                   "*Close Rate:* `{limit:.8f}`\n"
+                   "*Sell Reason:* `{sell_reason}`\n"
+                   "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
+                   "*Profit:* `{profit_percent:.2f}%`").format(**msg)
+
+        # Check if all sell properties are available.
+        # This might not be the case if the message origin is triggered by /forcesell
+        if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency'])
+                and self._rpc._fiat_converter):
+            msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
+                msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
+            message += (' `({gain}: {profit_amount:.8f} {stake_currency}'
+                        ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
+        return message
+
     def send_msg(self, msg: Dict[str, Any]) -> None:
         """ Send a message to telegram channel """
 
@@ -186,75 +233,31 @@ class Telegram(RPCHandler):
             # Notification disabled
             return
 
-        if msg['type'] == RPCMessageType.BUY_NOTIFICATION:
-            if self._rpc._fiat_converter:
-                msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
-                    msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
-            else:
-                msg['stake_amount_fiat'] = 0
+        if msg['type'] == RPCMessageType.BUY:
+            message = self._format_buy_msg(msg)
 
-            message = (f"\N{LARGE BLUE CIRCLE} *{msg['exchange']}:* Buying {msg['pair']}"
-                       f" (#{msg['trade_id']})\n"
-                       f"*Amount:* `{msg['amount']:.8f}`\n"
-                       f"*Open Rate:* `{msg['limit']:.8f}`\n"
-                       f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
-                       f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}")
-
-            if msg.get('fiat_currency', None):
-                message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
-            message += ")`"
-
-        elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
+        elif msg['type'] in (RPCMessageType.BUY_CANCEL, RPCMessageType.SELL_CANCEL):
+            msg['message_side'] = 'buy' if msg['type'] == RPCMessageType.BUY_CANCEL else 'sell'
             message = ("\N{WARNING SIGN} *{exchange}:* "
-                       "Cancelling open buy Order for {pair} (#{trade_id}). "
+                       "Cancelling open {message_side} Order for {pair} (#{trade_id}). "
                        "Reason: {reason}.".format(**msg))
 
-        elif msg['type'] == RPCMessageType.BUY_FILL_NOTIFICATION:
+        elif msg['type'] == (RPCMessageType.BUY_FILL, RPCMessageType.SELL_FILL):
+            msg['message_side'] = 'Buy' if msg['type'] == RPCMessageType.BUY_FILL else 'Sell'
+
             message = ("\N{LARGE CIRCLE} *{exchange}:* "
                        "Buy order for {pair} (#{trade_id}) filled for {open_rate}.".format(**msg))
 
-        elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
-            msg['amount'] = round(msg['amount'], 8)
-            msg['profit_percent'] = round(msg['profit_ratio'] * 100, 2)
-            msg['duration'] = msg['close_date'].replace(
-                microsecond=0) - msg['open_date'].replace(microsecond=0)
-            msg['duration_min'] = msg['duration'].total_seconds() / 60
+        elif msg['type'] == RPCMessageType.SELL:
+            message = self._format_sell_msg(msg)
 
-            msg['emoji'] = self._get_sell_emoji(msg)
-
-            message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
-                       "*Amount:* `{amount:.8f}`\n"
-                       "*Open Rate:* `{open_rate:.8f}`\n"
-                       "*Current Rate:* `{current_rate:.8f}`\n"
-                       "*Close Rate:* `{limit:.8f}`\n"
-                       "*Sell Reason:* `{sell_reason}`\n"
-                       "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
-                       "*Profit:* `{profit_percent:.2f}%`").format(**msg)
-
-            # Check if all sell properties are available.
-            # This might not be the case if the message origin is triggered by /forcesell
-            if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency'])
-                    and self._rpc._fiat_converter):
-                msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
-                    msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
-                message += (' `({gain}: {profit_amount:.8f} {stake_currency}'
-                            ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
-
-        elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
-            message = ("\N{WARNING SIGN} *{exchange}:* Cancelling Open Sell Order "
-                       "for {pair} (#{trade_id}). Reason: {reason}").format(**msg)
-
-        elif msg['type'] == RPCMessageType.SELL_FILL_NOTIFICATION:
-            message = ("\N{LARGE CIRCLE} *{exchange}:* "
-                       "Sell order for {pair} (#{trade_id}) filled at {close_rate}.".format(**msg))
-
-        elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
+        elif msg['type'] == RPCMessageType.STATUS:
             message = '*Status:* `{status}`'.format(**msg)
 
-        elif msg['type'] == RPCMessageType.WARNING_NOTIFICATION:
+        elif msg['type'] == RPCMessageType.WARNING:
             message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
 
-        elif msg['type'] == RPCMessageType.STARTUP_NOTIFICATION:
+        elif msg['type'] == RPCMessageType.STARTUP:
             message = '{status}'.format(**msg)
 
         else:
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index c7e012af5..24e1348f1 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -45,21 +45,21 @@ class Webhook(RPCHandler):
         """ Send a message to telegram channel """
         try:
 
-            if msg['type'] == RPCMessageType.BUY_NOTIFICATION:
+            if msg['type'] == RPCMessageType.BUY:
                 valuedict = self._config['webhook'].get('webhookbuy', None)
-            elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
+            elif msg['type'] == RPCMessageType.BUY_CANCEL:
                 valuedict = self._config['webhook'].get('webhookbuycancel', None)
-            elif msg['type'] == RPCMessageType.BUY_FILL_NOTIFICATION:
+            elif msg['type'] == RPCMessageType.BUY_FILL:
                 valuedict = self._config['webhook'].get('webhookbuyfill', None)
-            elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
+            elif msg['type'] == RPCMessageType.SELL:
                 valuedict = self._config['webhook'].get('webhooksell', None)
-            elif msg['type'] == RPCMessageType.SELL_FILL_NOTIFICATION:
+            elif msg['type'] == RPCMessageType.SELL_FILL:
                 valuedict = self._config['webhook'].get('webhooksellfill', None)
-            elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
+            elif msg['type'] == RPCMessageType.SELL_CANCEL:
                 valuedict = self._config['webhook'].get('webhooksellcancel', None)
-            elif msg['type'] in (RPCMessageType.STATUS_NOTIFICATION,
-                                 RPCMessageType.STARTUP_NOTIFICATION,
-                                 RPCMessageType.WARNING_NOTIFICATION):
+            elif msg['type'] in (RPCMessageType.STATUS,
+                                 RPCMessageType.STARTUP,
+                                 RPCMessageType.WARNING):
                 valuedict = self._config['webhook'].get('webhookstatus', None)
             else:
                 raise NotImplementedError('Unknown message type: {}'.format(msg['type']))
diff --git a/tests/rpc/test_rpc_manager.py b/tests/rpc/test_rpc_manager.py
index 6996c932b..69a757fcf 100644
--- a/tests/rpc/test_rpc_manager.py
+++ b/tests/rpc/test_rpc_manager.py
@@ -71,7 +71,7 @@ def test_send_msg_telegram_disabled(mocker, default_conf, caplog) -> None:
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     rpc_manager = RPCManager(freqtradebot)
     rpc_manager.send_msg({
-        'type': RPCMessageType.STATUS_NOTIFICATION,
+        'type': RPCMessageType.STATUS,
         'status': 'test'
     })
 
@@ -86,7 +86,7 @@ def test_send_msg_telegram_enabled(mocker, default_conf, caplog) -> None:
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     rpc_manager = RPCManager(freqtradebot)
     rpc_manager.send_msg({
-        'type': RPCMessageType.STATUS_NOTIFICATION,
+        'type': RPCMessageType.STATUS,
         'status': 'test'
     })
 
@@ -124,7 +124,7 @@ def test_send_msg_webhook_CustomMessagetype(mocker, default_conf, caplog) -> Non
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
     assert 'webhook' in [mod.name for mod in rpc_manager.registered_modules]
-    rpc_manager.send_msg({'type': RPCMessageType.STARTUP_NOTIFICATION,
+    rpc_manager.send_msg({'type': RPCMessageType.STARTUP,
                           'status': 'TestMessage'})
     assert log_has(
         "Message type 'startup' not implemented by handler webhook.",
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index a3c823aac..accb94d34 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -686,7 +686,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     assert msg_mock.call_count == 4
     last_msg = msg_mock.call_args_list[-1][0][0]
     assert {
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -748,7 +748,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
 
     last_msg = msg_mock.call_args_list[-1][0][0]
     assert {
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -800,7 +800,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     assert msg_mock.call_count == 12
     msg = msg_mock.call_args_list[2][0][0]
     assert {
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -1198,7 +1198,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
 def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
 
     msg = {
-        'type': RPCMessageType.BUY_NOTIFICATION,
+        'type': RPCMessageType.BUY,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -1243,7 +1243,7 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
 
     telegram.send_msg({
-        'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
+        'type': RPCMessageType.BUY_CANCEL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -1261,7 +1261,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     old_convamount = telegram._rpc._fiat_converter.convert_amount
     telegram._rpc._fiat_converter.convert_amount = lambda a, b, c: -24.812
     telegram.send_msg({
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'KEY/ETH',
@@ -1291,7 +1291,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
 
     msg_mock.reset_mock()
     telegram.send_msg({
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'KEY/ETH',
@@ -1328,7 +1328,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
     old_convamount = telegram._rpc._fiat_converter.convert_amount
     telegram._rpc._fiat_converter.convert_amount = lambda a, b, c: -24.812
     telegram.send_msg({
-        'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+        'type': RPCMessageType.SELL_CANCEL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'KEY/ETH',
@@ -1340,7 +1340,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
 
     msg_mock.reset_mock()
     telegram.send_msg({
-        'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+        'type': RPCMessageType.SELL_CANCEL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'KEY/ETH',
@@ -1357,7 +1357,7 @@ def test_send_msg_status_notification(default_conf, mocker) -> None:
 
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
     telegram.send_msg({
-        'type': RPCMessageType.STATUS_NOTIFICATION,
+        'type': RPCMessageType.STATUS,
         'status': 'running'
     })
     assert msg_mock.call_args[0][0] == '*Status:* `running`'
@@ -1366,7 +1366,7 @@ def test_send_msg_status_notification(default_conf, mocker) -> None:
 def test_warning_notification(default_conf, mocker) -> None:
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
     telegram.send_msg({
-        'type': RPCMessageType.WARNING_NOTIFICATION,
+        'type': RPCMessageType.WARNING,
         'status': 'message'
     })
     assert msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Warning:* `message`'
@@ -1375,7 +1375,7 @@ def test_warning_notification(default_conf, mocker) -> None:
 def test_startup_notification(default_conf, mocker) -> None:
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
     telegram.send_msg({
-        'type': RPCMessageType.STARTUP_NOTIFICATION,
+        'type': RPCMessageType.STARTUP,
         'status': '*Custom:* `Hello World`'
     })
     assert msg_mock.call_args[0][0] == '*Custom:* `Hello World`'
@@ -1394,7 +1394,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
 
     telegram.send_msg({
-        'type': RPCMessageType.BUY_NOTIFICATION,
+        'type': RPCMessageType.BUY,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -1420,7 +1420,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
 
     telegram.send_msg({
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'KEY/ETH',
diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index 38d2fe539..0560f8d53 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -68,7 +68,7 @@ def test_send_msg_webhook(default_conf, mocker):
     msg_mock = MagicMock()
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     msg = {
-        'type': RPCMessageType.BUY_NOTIFICATION,
+        'type': RPCMessageType.BUY,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 0.005,
@@ -89,7 +89,7 @@ def test_send_msg_webhook(default_conf, mocker):
     msg_mock.reset_mock()
 
     msg = {
-        'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
+        'type': RPCMessageType.BUY_CANCEL,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 0.005,
@@ -110,8 +110,8 @@ def test_send_msg_webhook(default_conf, mocker):
     msg_mock.reset_mock()
 
     msg = {
-        'type': RPCMessageType.BUY_FILL_NOTIFICATION,
-        'exchange': 'Bittrex',
+        'type': RPCMessageType.BUY_FILL,
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'open_rate': 0.005,
         'stake_amount': 0.8,
@@ -130,7 +130,7 @@ def test_send_msg_webhook(default_conf, mocker):
     # Test sell
     msg_mock.reset_mock()
     msg = {
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': "profit",
@@ -155,7 +155,7 @@ def test_send_msg_webhook(default_conf, mocker):
     # Test sell cancel
     msg_mock.reset_mock()
     msg = {
-        'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
+        'type': RPCMessageType.SELL_CANCEL,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': "profit",
@@ -180,8 +180,8 @@ def test_send_msg_webhook(default_conf, mocker):
     # Test Sell fill
     msg_mock.reset_mock()
     msg = {
-        'type': RPCMessageType.SELL_FILL_NOTIFICATION,
-        'exchange': 'Bittrex',
+        'type': RPCMessageType.SELL_FILL,
+        'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': "profit",
         'close_rate': 0.005,
@@ -203,9 +203,9 @@ def test_send_msg_webhook(default_conf, mocker):
     assert (msg_mock.call_args[0][0]["value3"] ==
             default_conf["webhook"]["webhooksellfill"]["value3"].format(**msg))
 
-    for msgtype in [RPCMessageType.STATUS_NOTIFICATION,
-                    RPCMessageType.WARNING_NOTIFICATION,
-                    RPCMessageType.STARTUP_NOTIFICATION]:
+    for msgtype in [RPCMessageType.STATUS,
+                    RPCMessageType.WARNING,
+                    RPCMessageType.STARTUP]:
         # Test notification
         msg = {
             'type': msgtype,
@@ -228,8 +228,8 @@ def test_exception_send_msg(default_conf, mocker, caplog):
     del default_conf["webhook"]["webhookbuy"]
 
     webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
-    webhook.send_msg({'type': RPCMessageType.BUY_NOTIFICATION})
-    assert log_has(f"Message type '{RPCMessageType.BUY_NOTIFICATION}' not configured for webhooks",
+    webhook.send_msg({'type': RPCMessageType.BUY})
+    assert log_has(f"Message type '{RPCMessageType.BUY}' not configured for webhooks",
                    caplog)
 
     default_conf["webhook"] = get_webhook_dict()
@@ -238,7 +238,7 @@ def test_exception_send_msg(default_conf, mocker, caplog):
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
     webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
     msg = {
-        'type': RPCMessageType.BUY_NOTIFICATION,
+        'type': RPCMessageType.BUY,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 0.005,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 39c3f0561..25239d503 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2624,7 +2624,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
         'trade_id': 1,
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'gain': 'profit',
@@ -2674,7 +2674,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -2732,7 +2732,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     last_msg = rpc_mock.call_args_list[-1][0][0]
 
     assert {
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -2902,9 +2902,9 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     assert trade.is_open is False
     assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
     assert rpc_mock.call_count == 3
-    assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY_NOTIFICATION
-    assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL_NOTIFICATION
-    assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL_NOTIFICATION
+    assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY
+    assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL
+    assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
 
 
 def test_execute_sell_market_order(default_conf, ticker, fee,
@@ -2941,7 +2941,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     assert rpc_mock.call_count == 3
     last_msg = rpc_mock.call_args_list[-1][0][0]
     assert {
-        'type': RPCMessageType.SELL_NOTIFICATION,
+        'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',

From d740aae8ca96a221a744b69fb16f708b8a632623 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 06:49:29 +0200
Subject: [PATCH 0249/1386] Default fill notifications to off

---
 freqtrade/constants.py    | 14 ++++++++++++--
 freqtrade/freqtradebot.py |  4 ++--
 2 files changed, 14 insertions(+), 4 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 7b955c37d..aea6e1ff2 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -246,14 +246,24 @@ CONF_SCHEMA = {
                 'balance_dust_level': {'type': 'number', 'minimum': 0.0},
                 'notification_settings': {
                     'type': 'object',
+                    'default': {},
                     'properties': {
                         'status': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'buy': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
-                        'sell': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'buy_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
-                        'sell_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}
+                        'buy_fill': {'type': 'string',
+                                     'enum': TELEGRAM_SETTING_OPTIONS,
+                                     'default': 'off'
+                                     },
+                        'sell': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'sell_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'sell_fill': {
+                            'type': 'string',
+                            'enum': TELEGRAM_SETTING_OPTIONS,
+                            'default': 'off'
+                            },
                     }
                 }
             },
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c48ea851e..ad55b38f8 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1361,12 +1361,12 @@ class FreqtradeBot(LoggingMixin):
 
         # Updating wallets when order is closed
         if not trade.is_open:
-            if not stoploss_order:
+            if not stoploss_order and not trade.open_order_id:
                 self._notify_sell(trade, '', True)
             self.protections.stop_per_pair(trade.pair)
             self.protections.global_stop()
             self.wallets.update()
-        elif trade.open_order_id is None:
+        elif not trade.open_order_id:
             # Buy fill
             self._notify_buy_fill(trade)
 

From efbe0843be6a05d623a77c8e91adfce2158ca9f0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 07:57:34 +0200
Subject: [PATCH 0250/1386] Add documentation for fill messages

---
 docs/telegram-usage.md         | 9 ++++++++-
 tests/rpc/test_rpc_telegram.py | 8 ++++----
 tests/test_freqtradebot.py     | 2 +-
 3 files changed, 13 insertions(+), 6 deletions(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 377977892..824cb17c7 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -82,12 +82,19 @@ Example configuration showing the different settings:
          "buy": "silent",
          "sell": "on",
          "buy_cancel": "silent",
-         "sell_cancel": "on"
+         "sell_cancel": "on",
+         "buy_fill": "off",
+         "sell_fill": "off"
       },
       "balance_dust_level": 0.01
    },
 ```
 
+`buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange.
+`sell` notifications are sent when the order is placed, while `sell_fill` notifications are sent when the order is filled on the exchange.
+`*_fill` notifications are off by default and must be explicitly enabled.
+
+
 `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
 
 ## Create a custom keyboard (command shortcut buttons)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index accb94d34..718c1d3a0 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1335,8 +1335,8 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'reason': 'Cancelled on exchange'
     })
     assert msg_mock.call_args[0][0] \
-        == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH (#1).'
-            ' Reason: Cancelled on exchange')
+        == ('\N{WARNING SIGN} *Binance:* Cancelling open sell Order for KEY/ETH (#1).'
+            ' Reason: Cancelled on exchange.')
 
     msg_mock.reset_mock()
     telegram.send_msg({
@@ -1347,8 +1347,8 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'reason': 'timeout'
     })
     assert msg_mock.call_args[0][0] \
-        == ('\N{WARNING SIGN} *Binance:* Cancelling Open Sell Order for KEY/ETH (#1).'
-            ' Reason: timeout')
+        == ('\N{WARNING SIGN} *Binance:* Cancelling open sell Order for KEY/ETH (#1).'
+            ' Reason: timeout.')
     # Reset singleton function to avoid random breaks
     telegram._rpc._fiat_converter.convert_amount = old_convamount
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 25239d503..44791f928 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2263,7 +2263,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     # check it does cancel sell orders over the time limit
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
-    assert rpc_mock.call_count == 2
+    assert rpc_mock.call_count == 1
     assert open_trade.is_open is True
     # Custom user sell-timeout is never called
     assert freqtrade.strategy.check_sell_timeout.call_count == 0

From f821ef5aec8fb8321b75bfbe9ab33e0eed380ef5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 19:36:30 +0200
Subject: [PATCH 0251/1386] Final finetunings of rpc_fill messages

---
 freqtrade/rpc/telegram.py      |  2 +-
 tests/conftest.py              |  3 ++-
 tests/rpc/test_rpc_telegram.py | 19 +++++++++++++++++++
 3 files changed, 22 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 778baea3c..ffe7a7ceb 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -242,7 +242,7 @@ class Telegram(RPCHandler):
                        "Cancelling open {message_side} Order for {pair} (#{trade_id}). "
                        "Reason: {reason}.".format(**msg))
 
-        elif msg['type'] == (RPCMessageType.BUY_FILL, RPCMessageType.SELL_FILL):
+        elif msg['type'] in (RPCMessageType.BUY_FILL, RPCMessageType.SELL_FILL):
             msg['message_side'] = 'Buy' if msg['type'] == RPCMessageType.BUY_FILL else 'Sell'
 
             message = ("\N{LARGE CIRCLE} *{exchange}:* "
diff --git a/tests/conftest.py b/tests/conftest.py
index cc4fe91f0..788586134 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -314,7 +314,8 @@ def get_default_conf(testdatadir):
         "telegram": {
             "enabled": True,
             "token": "token",
-            "chat_id": "0"
+            "chat_id": "0",
+            "notification_settings": {},
         },
         "datadir": str(testdatadir),
         "initial_state": "running",
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 718c1d3a0..d72ba36ad 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1254,6 +1254,25 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
             'Reason: cancelled due to timeout.')
 
 
+def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
+
+    default_conf['telegram']['notification_settings']['buy_fill'] = 'on'
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+
+    telegram.send_msg({
+        'type': RPCMessageType.BUY_FILL,
+        'trade_id': 1,
+        'exchange': 'Binance',
+        'pair': 'ETH/USDT',
+        'open_rate': 200,
+        'stake_amount': 100,
+        'amount': 0.5,
+        'open_date': arrow.utcnow().datetime
+    })
+    assert (msg_mock.call_args[0][0] == '\N{LARGE CIRCLE} *Binance:* '
+            'Buy order for ETH/USDT (#1) filled for 200.')
+
+
 def test_send_msg_sell_notification(default_conf, mocker) -> None:
 
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)

From fd110c7d625fc8b5bc12445fe94998eb1f10eb31 Mon Sep 17 00:00:00 2001
From: Jose Hidalgo <jose.hidalgo@xogito.com>
Date: Tue, 20 Apr 2021 11:50:53 -0600
Subject: [PATCH 0252/1386] The error that it prints says the contrary to what
 was evaluated.

ex. Trading stopped due to Max Drawdown 0.79 < 0.2 within 48 candles
---
 freqtrade/plugins/protections/max_drawdown_protection.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/protections/max_drawdown_protection.py b/freqtrade/plugins/protections/max_drawdown_protection.py
index d1c6b192d..67e204039 100644
--- a/freqtrade/plugins/protections/max_drawdown_protection.py
+++ b/freqtrade/plugins/protections/max_drawdown_protection.py
@@ -61,7 +61,7 @@ class MaxDrawdown(IProtection):
 
         if drawdown > self._max_allowed_drawdown:
             self.log_once(
-                f"Trading stopped due to Max Drawdown {drawdown:.2f} < {self._max_allowed_drawdown}"
+                f"Trading stopped due to Max Drawdown {drawdown:.2f} > {self._max_allowed_drawdown}"
                 f" within {self.lookback_period_str}.", logger.info)
             until = self.calculate_lock_end(trades, self._stop_duration)
 

From 5defd9a7f882d75a9bf2c457cdc3ddd94a8bb7e4 Mon Sep 17 00:00:00 2001
From: Bernd Zeimetz <bernd@bzed.de>
Date: Tue, 20 Apr 2021 19:52:57 +0200
Subject: [PATCH 0253/1386] setup.sh: Install libpython3-dev on Debian/Ubuntu

Python.h is required to build c modules for Python.
---
 setup.sh | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/setup.sh b/setup.sh
index d0ca1f643..631c31df2 100755
--- a/setup.sh
+++ b/setup.sh
@@ -138,7 +138,7 @@ function install_macos() {
 # 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
+    sudo apt-get install -y build-essential autoconf libtool pkg-config make wget git libpython3-dev
     install_talib
 }
 

From cfa9315e2a3dd1706bca0f09a4e1e48315912ec3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 20:29:53 +0200
Subject: [PATCH 0254/1386] Prevent out of candle ROI sells

---
 freqtrade/optimize/backtesting.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ff1dd934c..a1d4a2578 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -239,7 +239,7 @@ class Backtesting:
                 # Use the maximum between close_rate and low as we
                 # cannot sell outside of a candle.
                 # Applies when a new ROI setting comes in place and the whole candle is above that.
-                return max(close_rate, sell_row[LOW_IDX])
+                return min(max(close_rate, sell_row[LOW_IDX]), sell_row[HIGH_IDX])
 
             else:
                 # This should not be reached...

From bd92ce938c6b92c2092cd119b597fc29d26ec2ab Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 18 Apr 2021 16:05:28 +0200
Subject: [PATCH 0255/1386] trade_history should paginate through results

this avoids huge results
---
 freqtrade/rpc/api_server/api_schemas.py |  1 +
 freqtrade/rpc/api_server/api_v1.py      |  4 ++--
 freqtrade/rpc/rpc.py                    | 10 ++++++----
 scripts/rest_client.py                  | 14 ++++++++++----
 tests/rpc/test_rpc_apiserver.py         |  2 +-
 5 files changed, 20 insertions(+), 11 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 12bee1cf2..e582f6aa8 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -199,6 +199,7 @@ class OpenTradeSchema(TradeSchema):
 class TradeResponse(BaseModel):
     trades: List[TradeSchema]
     trades_count: int
+    total_trades: int
 
 
 class ForceBuyResponse(BaseModel):
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index ebfafc290..cb3a5a710 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -85,8 +85,8 @@ def status(rpc: RPC = Depends(get_rpc)):
 # Using the responsemodel here will cause a ~100% increase in response time (from 1s to 2s)
 # on big databases. Correct response model: response_model=TradeResponse,
 @router.get('/trades', tags=['info', 'trading'])
-def trades(limit: int = 0, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_trade_history(limit)
+def trades(limit: int = 500, offset: int = 0, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_trade_history(min(limit, 500), offset=offset, order_by_id=True)
 
 
 @router.get('/trade/{tradeid}', response_model=OpenTradeSchema, tags=['info', 'trading'])
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index e5c0dffba..a7a4dcf5c 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -300,11 +300,12 @@ class RPC:
             'data': data
         }
 
-    def _rpc_trade_history(self, limit: int) -> Dict:
+    def _rpc_trade_history(self, limit: int, offset: int = 0, order_by_id: bool = False) -> Dict:
         """ Returns the X last trades """
-        if limit > 0:
+        order_by = Trade.id if order_by_id else Trade.close_date.desc()
+        if limit:
             trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
-                Trade.close_date.desc()).limit(limit)
+                order_by).limit(limit).offset(offset)
         else:
             trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
                 Trade.close_date.desc()).all()
@@ -313,7 +314,8 @@ class RPC:
 
         return {
             "trades": output,
-            "trades_count": len(output)
+            "trades_count": len(output),
+            "total_trades": Trade.get_trades([Trade.is_open.is_(False)]).count(),
         }
 
     def _rpc_stats(self) -> Dict[str, Any]:
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 40b338ce8..900b784f2 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -200,13 +200,19 @@ class FtRestClient():
         """
         return self._get("logs", params={"limit": limit} if limit else 0)
 
-    def trades(self, limit=None):
-        """Return trades history.
+    def trades(self, limit=None, offset=None):
+        """Return trades history, sorted by id
 
-        :param limit: Limits trades to the X last trades. No limit to get all the trades.
+        :param limit: Limits trades to the X last trades. Max 500 trades.
+        :param offset: Offset by this amount of trades.
         :return: json object
         """
-        return self._get("trades", params={"limit": limit} if limit else 0)
+        params = {}
+        if limit:
+            params['limit'] = limit
+        if offset:
+            params['offset'] = offset
+        return self._get("trades", params)
 
     def trade(self, trade_id):
         """Return specific trade
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 6505629eb..d87d4e59d 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -506,7 +506,7 @@ def test_api_trades(botclient, mocker, fee, markets):
     )
     rc = client_get(client, f"{BASE_URI}/trades")
     assert_response(rc)
-    assert len(rc.json()) == 2
+    assert len(rc.json()) == 3
     assert rc.json()['trades_count'] == 0
 
     create_mock_trades(fee)

From 759bbd8e72fb72507669b1c67671eb3c67a95c64 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 21:23:37 +0200
Subject: [PATCH 0256/1386] Update documentation about pagination

---
 docs/rest-api.md | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 5c25e9eeb..514e0f719 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -124,7 +124,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `stop` | Stops the trader.
 | `stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `reload_config` | Reloads the configuration file.
-| `trades` | List last trades.
+| `trades` | List last trades. Limited to 500 trades per call.
 | `trade/<tradeid>` | Get specific trade.
 | `delete_trade <trade_id>` | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
 | `show_config` | Shows part of the current configuration with relevant settings to operation.
@@ -280,9 +280,10 @@ trade
         :param trade_id: Specify which trade to get.
 
 trades
-	Return trades history.
+	Return trades history, sorted by id
 
-        :param limit: Limits trades to the X last trades. No limit to get all the trades.
+        :param limit: Limits trades to the X last trades. Max 500 trades.
+        :param offset: Offset by this amount of trades.
 
 version
 	Return the version of the bot.
@@ -290,6 +291,7 @@ version
 whitelist
 	Show the current whitelist.
 
+
 ```
 
 ### OpenAPI interface

From 05ce3acc466dda62f7f65bb80d172d972d5923a5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 21:28:13 +0200
Subject: [PATCH 0257/1386] Improve tests for api_trades

---
 docs/rest-api.md                | 2 --
 tests/rpc/test_rpc_apiserver.py | 3 +++
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index 514e0f719..a0029a44c 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -290,8 +290,6 @@ version
 
 whitelist
 	Show the current whitelist.
-
-
 ```
 
 ### OpenAPI interface
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index d87d4e59d..69d312e65 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -508,6 +508,7 @@ def test_api_trades(botclient, mocker, fee, markets):
     assert_response(rc)
     assert len(rc.json()) == 3
     assert rc.json()['trades_count'] == 0
+    assert rc.json()['total_trades'] == 0
 
     create_mock_trades(fee)
     Trade.query.session.flush()
@@ -516,10 +517,12 @@ def test_api_trades(botclient, mocker, fee, markets):
     assert_response(rc)
     assert len(rc.json()['trades']) == 2
     assert rc.json()['trades_count'] == 2
+    assert rc.json()['total_trades'] == 2
     rc = client_get(client, f"{BASE_URI}/trades?limit=1")
     assert_response(rc)
     assert len(rc.json()['trades']) == 1
     assert rc.json()['trades_count'] == 1
+    assert rc.json()['total_trades'] == 2
 
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):

From 9f6f3e0862b27693706ecbb44be0856834d05717 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 20 Apr 2021 21:41:18 +0200
Subject: [PATCH 0258/1386] Address ZeroDivisionExceptiond

closes #4764 closes #4617
---
 freqtrade/persistence/models.py | 2 ++
 tests/test_persistence.py       | 3 +++
 2 files changed, 5 insertions(+)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 49d3e2d62..e7fd488c7 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -547,6 +547,8 @@ class LocalTrade():
             rate=(rate or self.close_rate),
             fee=(fee or self.fee_close)
         )
+        if self.open_trade_value == 0.0:
+            return 0.0
         profit_ratio = (close_trade_value / self.open_trade_value) - 1
         return float(f"{profit_ratio:.8f}")
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 3b90f368f..dad0e275e 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -388,6 +388,9 @@ def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
     # Test with a custom fee rate on the close trade
     assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
 
+    trade.open_trade_value = 0.0
+    assert trade.calc_profit_ratio(fee=0.003) == 0.0
+
 
 @pytest.mark.usefixtures("init_persistence")
 def test_clean_dry_run_db(default_conf, fee):

From 0233aa248e6fc9edfaa9567e7dd50941616d4d0b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 21 Apr 2021 17:22:16 +0200
Subject: [PATCH 0259/1386] Limit stake_amount to max available amount

---
 freqtrade/wallets.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 889fe6fa8..4415e4d53 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -156,7 +156,9 @@ class Wallets:
         val_tied_up = Trade.total_open_trades_stakes()
         available_amount = self._get_available_stake_amount(val_tied_up)
 
-        return (available_amount + val_tied_up) / self._config['max_open_trades']
+        # Theoretical amount can be above available amount - therefore limit to available amount!
+        return min((available_amount + val_tied_up) / self._config['max_open_trades'],
+                   available_amount)
 
     def _check_available_stake_amount(self, stake_amount: float) -> float:
         """

From ba2d4d4656d2ecc929bd517786a2c0e325ea7c45 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 21 Apr 2021 19:27:21 +0200
Subject: [PATCH 0260/1386] Reduce number of calls to
 `Trade.total_open_traes_stakes()`

---
 freqtrade/wallets.py | 23 +++++++++++------------
 1 file changed, 11 insertions(+), 12 deletions(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 4415e4d53..dba16cc35 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -145,7 +145,8 @@ class Wallets:
                             self._config['tradable_balance_ratio']) - val_tied_up
         return available_amount
 
-    def _calculate_unlimited_stake_amount(self, free_open_trades: int) -> float:
+    def _calculate_unlimited_stake_amount(self, free_open_trades: int, available_amount: float,
+                                          val_tied_up: float) -> float:
         """
         Calculate stake amount for "unlimited" stake amount
         :return: 0 if max number of trades reached, else stake_amount to use.
@@ -153,22 +154,17 @@ class Wallets:
         if not free_open_trades or self._config['max_open_trades'] == 0:
             return 0
 
-        val_tied_up = Trade.total_open_trades_stakes()
-        available_amount = self._get_available_stake_amount(val_tied_up)
-
+        possible_stake = (available_amount + val_tied_up) / self._config['max_open_trades']
         # Theoretical amount can be above available amount - therefore limit to available amount!
-        return min((available_amount + val_tied_up) / self._config['max_open_trades'],
-                   available_amount)
+        return min(possible_stake, available_amount)
 
-    def _check_available_stake_amount(self, stake_amount: float) -> float:
+    def _check_available_stake_amount(self, stake_amount: float, available_amount: float) -> float:
         """
         Check if stake amount can be fulfilled with the available balance
         for the stake currency
         :return: float: Stake amount
         :raise: DependencyException if balance is lower than stake-amount
         """
-        val_tied_up = Trade.total_open_trades_stakes()
-        available_amount = self._get_available_stake_amount(val_tied_up)
 
         if self._config['amend_last_stake_amount']:
             # Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio
@@ -195,17 +191,20 @@ class Wallets:
         stake_amount: float
         # Ensure wallets are uptodate.
         self.update()
+        val_tied_up = Trade.total_open_trades_stakes()
+        available_amount = self._get_available_stake_amount(val_tied_up)
 
         if edge:
             stake_amount = edge.stake_amount(
                 pair,
                 self.get_free(self._config['stake_currency']),
                 self.get_total(self._config['stake_currency']),
-                Trade.total_open_trades_stakes()
+                val_tied_up
             )
         else:
             stake_amount = self._config['stake_amount']
             if stake_amount == UNLIMITED_STAKE_AMOUNT:
-                stake_amount = self._calculate_unlimited_stake_amount(free_open_trades)
+                stake_amount = self._calculate_unlimited_stake_amount(
+                    free_open_trades, available_amount, val_tied_up)
 
-        return self._check_available_stake_amount(stake_amount)
+        return self._check_available_stake_amount(stake_amount, available_amount)

From f7a4331c864bafc1d8454dfe7dbcb42393275768 Mon Sep 17 00:00:00 2001
From: onerobotband <onerobotband@gmail.com>
Date: Wed, 21 Apr 2021 18:38:57 +0100
Subject: [PATCH 0261/1386] Create config_ftx.json.example

to stop the dl trades error from popping up all the time
---
 config_ftx.json.example | 99 +++++++++++++++++++++++++++++++++++++++++
 1 file changed, 99 insertions(+)
 create mode 100644 config_ftx.json.example

diff --git a/config_ftx.json.example b/config_ftx.json.example
new file mode 100644
index 000000000..33e884976
--- /dev/null
+++ b/config_ftx.json.example
@@ -0,0 +1,99 @@
+{
+    "max_open_trades": 3,
+    "stake_currency": "BTC",
+    "stake_amount": 0.05,
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "USD",
+    "timeframe": "5m",
+    "dry_run": true,
+    "cancel_open_orders_on_exit": false,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30
+    },
+    "bid_strategy": {
+        "ask_last_balance": 0.0,
+        "use_order_book": false,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy": {
+        "use_order_book": false,
+        "order_book_min": 1,
+        "order_book_max": 1,
+        "use_sell_signal": true,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
+    },
+    "exchange": {
+        "name": "ftx",
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_async_config": {
+            "enableRateLimit": true,
+            "rateLimit": 50
+        },
+        "pair_whitelist": [
+            "ALGO/BTC",
+            "ATOM/BTC",
+            "BAT/BTC",
+            "BCH/BTC",
+            "BRD/BTC",
+            "EOS/BTC",
+            "ETH/BTC",
+            "IOTA/BTC",
+            "LINK/BTC",
+            "LTC/BTC",
+            "NEO/BTC",
+            "NXS/BTC",
+            "XMR/BTC",
+            "XRP/BTC",
+            "XTZ/BTC"
+        ],
+        "pair_blacklist": [
+            "BNB/BTC"
+        ]
+    },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "telegram": {
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
+    },
+    "bot_name": "freqtrade",
+    "initial_state": "running",
+    "forcebuy_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}

From d8c8a8d8c22923c301f8db7e1099a5422c5fe026 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 21 Apr 2021 20:01:10 +0200
Subject: [PATCH 0262/1386] Remvoe pointless arguments from
 get_trade_stake_amount

---
 freqtrade/freqtradebot.py          |  3 +--
 freqtrade/optimize/backtesting.py  |  8 +++-----
 freqtrade/rpc/rpc.py               |  3 +--
 freqtrade/wallets.py               |  8 ++++----
 tests/optimize/test_backtesting.py | 10 +++++-----
 tests/test_freqtradebot.py         | 16 ++++++----------
 tests/test_integration.py          |  6 ++----
 tests/test_wallets.py              | 12 ++++++------
 8 files changed, 28 insertions(+), 38 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1ebf28ebd..f370ff34f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -472,8 +472,7 @@ class FreqtradeBot(LoggingMixin):
         (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
 
         if buy and not sell:
-            stake_amount = self.wallets.get_trade_stake_amount(pair, self.get_free_open_trades(),
-                                                               self.edge)
+            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
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ff1dd934c..71110b914 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -273,11 +273,9 @@ class Backtesting:
 
         return None
 
-    def _enter_trade(self, pair: str, row: List, max_open_trades: int,
-                     open_trade_count: int) -> Optional[LocalTrade]:
+    def _enter_trade(self, pair: str, row: List) -> Optional[LocalTrade]:
         try:
-            stake_amount = self.wallets.get_trade_stake_amount(
-                pair, max_open_trades - open_trade_count, None)
+            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)
@@ -388,7 +386,7 @@ class Backtesting:
                         and tmp != end_date
                         and row[BUY_IDX] == 1 and row[SELL_IDX] != 1
                         and not PairLocks.is_pair_locked(pair, row[DATE_IDX])):
-                    trade = self._enter_trade(pair, row, max_open_trades, open_trade_count_start)
+                    trade = self._enter_trade(pair, row)
                     if trade:
                         # TODO: hacky workaround to avoid opening > max_open_trades
                         # This emulates previous behaviour - not sure if this is correct
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index b86562e80..eedb1c510 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -603,8 +603,7 @@ class RPC:
             raise RPCException(f'position for {pair} already open - id: {trade.id}')
 
         # gen stake amount
-        stakeamount = self._freqtrade.wallets.get_trade_stake_amount(
-            pair, self._freqtrade.get_free_open_trades())
+        stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
 
         # execute buy
         if self._freqtrade.execute_buy(pair, stakeamount, price, forcebuy=True):
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index dba16cc35..bbbe5ba5e 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -145,13 +145,13 @@ class Wallets:
                             self._config['tradable_balance_ratio']) - val_tied_up
         return available_amount
 
-    def _calculate_unlimited_stake_amount(self, free_open_trades: int, available_amount: float,
+    def _calculate_unlimited_stake_amount(self, available_amount: float,
                                           val_tied_up: float) -> float:
         """
         Calculate stake amount for "unlimited" stake amount
         :return: 0 if max number of trades reached, else stake_amount to use.
         """
-        if not free_open_trades or self._config['max_open_trades'] == 0:
+        if self._config['max_open_trades'] == 0:
             return 0
 
         possible_stake = (available_amount + val_tied_up) / self._config['max_open_trades']
@@ -182,7 +182,7 @@ class Wallets:
 
         return stake_amount
 
-    def get_trade_stake_amount(self, pair: str, free_open_trades: int, edge=None) -> float:
+    def get_trade_stake_amount(self, pair: str, edge=None) -> float:
         """
         Calculate stake amount for the trade
         :return: float: Stake amount
@@ -205,6 +205,6 @@ class Wallets:
             stake_amount = self._config['stake_amount']
             if stake_amount == UNLIMITED_STAKE_AMOUNT:
                 stake_amount = self._calculate_unlimited_stake_amount(
-                    free_open_trades, available_amount, val_tied_up)
+                    available_amount, val_tied_up)
 
         return self._check_available_stake_amount(stake_amount, available_amount)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 4bbfe8a78..41d4207c3 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -457,7 +457,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
         Backtesting(default_conf)
 
 
-def test_backtest__enter_trade(default_conf, fee, mocker, testdatadir) -> None:
+def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
@@ -474,24 +474,24 @@ def test_backtest__enter_trade(default_conf, fee, mocker, testdatadir) -> None:
         0.00099,  # Low
         0.0012,  # High
     ]
-    trade = backtesting._enter_trade(pair, row=row, max_open_trades=2, open_trade_count=0)
+    trade = backtesting._enter_trade(pair, row=row)
     assert isinstance(trade, LocalTrade)
     assert trade.stake_amount == 495
 
-    trade = backtesting._enter_trade(pair, row=row, max_open_trades=2, open_trade_count=2)
+    trade = backtesting._enter_trade(pair, row=row)
     assert trade is None
 
     # Stake-amount too high!
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)
 
-    trade = backtesting._enter_trade(pair, row=row, max_open_trades=2, open_trade_count=0)
+    trade = backtesting._enter_trade(pair, row=row)
     assert trade is None
 
     # Stake-amount too high!
     mocker.patch("freqtrade.wallets.Wallets.get_trade_stake_amount",
                  side_effect=DependencyException)
 
-    trade = backtesting._enter_trade(pair, row=row, max_open_trades=2, open_trade_count=0)
+    trade = backtesting._enter_trade(pair, row=row)
     assert trade is None
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 433cce170..b0fa2d6c2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -160,8 +160,7 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
 
     freqtrade = FreqtradeBot(default_conf)
 
-    result = freqtrade.wallets.get_trade_stake_amount(
-        'ETH/BTC', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
     assert result == default_conf['stake_amount']
 
 
@@ -197,14 +196,12 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
 
         if expected[i] is not None:
             limit_buy_order_open['id'] = str(i)
-            result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC',
-                                                              freqtrade.get_free_open_trades())
+            result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
             assert pytest.approx(result) == expected[i]
             freqtrade.execute_buy('ETH/BTC', result)
         else:
             with pytest.raises(DependencyException):
-                freqtrade.wallets.get_trade_stake_amount('ETH/BTC',
-                                                         freqtrade.get_free_open_trades())
+                freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
 
 
 def test_edge_called_in_process(mocker, edge_conf) -> None:
@@ -230,9 +227,9 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
     freqtrade = FreqtradeBot(edge_conf)
 
     assert freqtrade.wallets.get_trade_stake_amount(
-        'NEO/BTC', freqtrade.get_free_open_trades(), freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
+        'NEO/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
     assert freqtrade.wallets.get_trade_stake_amount(
-        'LTC/BTC', freqtrade.get_free_open_trades(), freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
+        'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
 
 
 def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None:
@@ -448,8 +445,7 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open,
     patch_get_signal(freqtrade)
 
     assert not freqtrade.create_trade('ETH/BTC')
-    assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades(),
-                                                    freqtrade.edge) == 0
+    assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
 
 
 def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 1c60faa7b..be0dd1137 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -177,8 +177,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
 
     trades = Trade.query.all()
     assert len(trades) == 4
-    assert freqtrade.wallets.get_trade_stake_amount(
-        'XRP/BTC', freqtrade.get_free_open_trades()) == result1
+    assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1
 
     rpc._rpc_forcebuy('TKN/BTC', None)
 
@@ -199,8 +198,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     # One trade sold
     assert len(trades) == 4
     # stake-amount should now be reduced, since one trade was sold at a loss.
-    assert freqtrade.wallets.get_trade_stake_amount(
-        'XRP/BTC', freqtrade.get_free_open_trades()) < result1
+    assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') < result1
     # Validate that balance of sold trade is not in dry-run balances anymore.
     bals2 = freqtrade.wallets.get_all_balances()
     assert bals != bals2
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 86f49698b..ff303e2ec 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -118,7 +118,7 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades())
+        freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
 
 
 @pytest.mark.parametrize("balance_ratio,result1,result2", [
@@ -145,28 +145,28 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     freqtrade = get_patched_freqtradebot(mocker, conf)
 
     # no open trades, order amount should be 'balance / max_open_trades'
-    result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
     assert result == result1
 
     # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
     freqtrade.execute_buy('ETH/USDT', result)
 
-    result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
     assert result == result1
 
     # create 2 trades, order amount should be None
     freqtrade.execute_buy('LTC/BTC', result)
 
-    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
     assert result == 0
 
     freqtrade.config['max_open_trades'] = 3
     freqtrade.config['dry_run_wallet'] = 200
     freqtrade.wallets.start_cap = 200
-    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
     assert round(result, 4) == round(result2, 4)
 
     # set max_open_trades = None, so do not trade
     freqtrade.config['max_open_trades'] = 0
-    result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT', freqtrade.get_free_open_trades())
+    result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT')
     assert result == 0

From 92a2e254af2c0182840830f3c0f2b9ba10d566cc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 21 Apr 2021 20:17:30 +0200
Subject: [PATCH 0263/1386] Fix backtesting test

---
 tests/optimize/test_backtesting.py | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 41d4207c3..00114be5b 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -463,6 +463,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     patch_exchange(mocker)
     default_conf['stake_amount'] = 'unlimited'
+    default_conf['max_open_trades'] = 2
     backtesting = Backtesting(default_conf)
     pair = 'UNITTEST/BTC'
     row = [
@@ -478,8 +479,14 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     assert isinstance(trade, LocalTrade)
     assert trade.stake_amount == 495
 
+    # Fake 2 trades, so there's not enough amount for the next trade left.
+    LocalTrade.trades_open.append(trade)
+    LocalTrade.trades_open.append(trade)
     trade = backtesting._enter_trade(pair, row=row)
     assert trade is None
+    LocalTrade.trades_open.pop()
+    trade = backtesting._enter_trade(pair, row=row)
+    assert trade is not None
 
     # Stake-amount too high!
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)
@@ -487,7 +494,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     trade = backtesting._enter_trade(pair, row=row)
     assert trade is None
 
-    # Stake-amount too high!
+    # Stake-amount throwing error
     mocker.patch("freqtrade.wallets.Wallets.get_trade_stake_amount",
                  side_effect=DependencyException)
 

From 896ec58cadd3d94eb8d61077e3ec07be1c895b48 Mon Sep 17 00:00:00 2001
From: Jose Hidalgo <c0d5x@protonmail.com>
Date: Wed, 21 Apr 2021 15:02:33 -0600
Subject: [PATCH 0264/1386] Add the reason why there is a global pairlock when
 lock is available

---
 freqtrade/freqtradebot.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ad55b38f8..a64d3f4cc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -378,7 +378,7 @@ class FreqtradeBot(LoggingMixin):
             if lock:
                 self.log_once(f"Global pairlock active until "
                               f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)}. "
-                              "Not creating new trades.", logger.info)
+                              f"Not creating new trades, reason: {lock.reason}.", logger.info)
             else:
                 self.log_once("Global pairlock active. Not creating new trades.", logger.info)
             return trades_created

From 515c73f3990ee976baea1c8dd959a090d64a2c86 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 22 Apr 2021 06:51:26 +0200
Subject: [PATCH 0265/1386] Don't hard-limit trades endpoint for now

---
 freqtrade/rpc/api_server/api_v1.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index cb3a5a710..e907b92f0 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -86,7 +86,7 @@ def status(rpc: RPC = Depends(get_rpc)):
 # on big databases. Correct response model: response_model=TradeResponse,
 @router.get('/trades', tags=['info', 'trading'])
 def trades(limit: int = 500, offset: int = 0, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_trade_history(min(limit, 500), offset=offset, order_by_id=True)
+    return rpc._rpc_trade_history(limit, offset=offset, order_by_id=True)
 
 
 @router.get('/trade/{tradeid}', response_model=OpenTradeSchema, tags=['info', 'trading'])

From 09efa7b06b7cd39726d07c9f1f231249651271c8 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 22 Apr 2021 10:07:13 +0300
Subject: [PATCH 0266/1386] Add --new-pairs-days parameter for download-data
 command.

This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
---
 docs/data-download.md                    |  6 ++++--
 freqtrade/commands/arguments.py          |  5 +++--
 freqtrade/commands/cli_options.py        |  7 +++++++
 freqtrade/commands/data_commands.py      |  9 +++++----
 freqtrade/configuration/configuration.py |  7 +++++++
 freqtrade/data/history/history_utils.py  | 15 ++++++++++-----
 6 files changed, 36 insertions(+), 13 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 7a78334d5..7b09cf49c 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -11,8 +11,9 @@ Otherwise `--exchange` becomes mandatory.
 You can use a relative timerange (`--days 20`) or an absolute starting point (`--timerange 20200101-`). For incremental downloads, the relative approach should be used.
 
 !!! Tip "Tip: Updating existing data"
-    If you already have backtesting data available in your data-directory and would like to refresh this data up to today, use `--days xx` with a number slightly higher than the missing number of days. Freqtrade will keep the available data and only download the missing data.
-    Be careful though: If the number is too small (which would result in a few missing days), the whole dataset will be removed and only xx days will be downloaded.
+    If you already have backtesting data available in your data-directory and would like to refresh this data up to today, do not use `--days` or `--timerange` parameters. Freqtrade will keep the available data and only download the missing data.
+    If you are updating existing data after inserting new pairs that you have no data for, use `--new-pairs-days xx` parameter. Specified number of days will be downloaded for new pairs while old pairs will be updated with missing data only.
+    If you use `--days xx` parameter alone - data for specified number of days will be downloaded for _all_ pairs. Be careful, if specified number of days is smaller than gap between now and last downloaded candle - freqtrade will delete all existing data to avoid gaps in candle data.
 
 ### Usage
 
@@ -34,6 +35,7 @@ optional arguments:
                         separated.
   --pairs-file FILE     File containing a list of pairs to download.
   --days INT            Download data for given number of days.
+  --new-pairs-days INT  Download data of new pairs for given number of days. Default: `30`.
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --dl-trades           Download trades instead of OHLCV data. The bot will
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 9cf9992ce..ffd317799 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -60,8 +60,9 @@ ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
 ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
 
-ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "timerange", "download_trades", "exchange",
-                      "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
+ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "timerange",
+                      "download_trades", "exchange", "timeframes", "erase", "dataformat_ohlcv",
+                      "dataformat_trades"]
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index e49895de4..80c56ecfa 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -345,6 +345,13 @@ AVAILABLE_CLI_OPTIONS = {
         type=check_int_positive,
         metavar='INT',
     ),
+    "new_pairs_days": Arg(
+        '--new-pairs-days',
+        help='Download data of new pairs for given number of days. Default: `%(default)s`.',
+        type=check_int_positive,
+        metavar='INT',
+        default=30,
+    ),
     "download_trades": Arg(
         '--dl-trades',
         help='Download trades instead of OHLCV data. The bot will resample trades to the '
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 1ce02eee5..58191ddb4 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -62,8 +62,8 @@ def start_download_data(args: Dict[str, Any]) -> None:
         if config.get('download_trades'):
             pairs_not_available = refresh_backtest_trades_data(
                 exchange, pairs=expanded_pairs, datadir=config['datadir'],
-                timerange=timerange, erase=bool(config.get('erase')),
-                data_format=config['dataformat_trades'])
+                timerange=timerange, new_pairs_days=config['new_pairs_days'],
+                erase=bool(config.get('erase')), data_format=config['dataformat_trades'])
 
             # Convert downloaded trade data to different timeframes
             convert_trades_to_ohlcv(
@@ -75,8 +75,9 @@ def start_download_data(args: Dict[str, Any]) -> None:
         else:
             pairs_not_available = refresh_backtest_ohlcv_data(
                 exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
-                datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
-                data_format=config['dataformat_ohlcv'])
+                datadir=config['datadir'], timerange=timerange,
+                new_pairs_days=config['new_pairs_days'],
+                erase=bool(config.get('erase')), data_format=config['dataformat_ohlcv'])
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index cc11f97c2..86f337c1b 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -108,6 +108,8 @@ class Configuration:
 
         self._process_plot_options(config)
 
+        self._process_data_options(config)
+
         # Check if the exchange set by the user is supported
         check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True))
 
@@ -399,6 +401,11 @@ class Configuration:
         self._args_to_config(config, argname='dataformat_trades',
                              logstring='Using "{}" to store trades data.')
 
+    def _process_data_options(self, config: Dict[str, Any]) -> None:
+
+        self._args_to_config(config, argname='new_pairs_days',
+                             logstring='Detected --new-pairs-days: {}')
+
     def _process_runmode(self, config: Dict[str, Any]) -> None:
 
         self._args_to_config(config, argname='dry_run',
diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 3b8b5a2f0..58965abe0 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -155,6 +155,7 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
 def _download_pair_history(datadir: Path,
                            exchange: Exchange,
                            pair: str, *,
+                           new_pairs_days: int = 30,
                            timeframe: str = '5m',
                            timerange: Optional[TimeRange] = None,
                            data_handler: IDataHandler = None) -> bool:
@@ -193,7 +194,7 @@ def _download_pair_history(datadir: Path,
                                                timeframe=timeframe,
                                                since_ms=since_ms if since_ms else
                                                int(arrow.utcnow().shift(
-                                                   days=-30).float_timestamp) * 1000
+                                                   days=-new_pairs_days).float_timestamp) * 1000
                                                )
         # TODO: Maybe move parsing to exchange class (?)
         new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
@@ -223,7 +224,8 @@ def _download_pair_history(datadir: Path,
 
 def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes: List[str],
                                 datadir: Path, timerange: Optional[TimeRange] = None,
-                                erase: bool = False, data_format: str = None) -> List[str]:
+                                new_pairs_days: int = 30, erase: bool = False,
+                                data_format: str = None) -> List[str]:
     """
     Refresh stored ohlcv data for backtesting and hyperopt operations.
     Used by freqtrade download-data subcommand.
@@ -246,12 +248,14 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
             logger.info(f'Downloading pair {pair}, interval {timeframe}.')
             _download_pair_history(datadir=datadir, exchange=exchange,
                                    pair=pair, timeframe=str(timeframe),
+                                   new_pairs_days=new_pairs_days,
                                    timerange=timerange, data_handler=data_handler)
     return pairs_not_available
 
 
 def _download_trades_history(exchange: Exchange,
                              pair: str, *,
+                             new_pairs_days: int = 30,
                              timerange: Optional[TimeRange] = None,
                              data_handler: IDataHandler
                              ) -> bool:
@@ -263,7 +267,7 @@ def _download_trades_history(exchange: Exchange,
 
         since = timerange.startts * 1000 if \
             (timerange and timerange.starttype == 'date') else int(arrow.utcnow().shift(
-                days=-30).float_timestamp) * 1000
+                days=-new_pairs_days).float_timestamp) * 1000
 
         trades = data_handler.trades_load(pair)
 
@@ -311,8 +315,8 @@ def _download_trades_history(exchange: Exchange,
 
 
 def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path,
-                                 timerange: TimeRange, erase: bool = False,
-                                 data_format: str = 'jsongz') -> List[str]:
+                                 timerange: TimeRange, new_pairs_days: int = 30,
+                                 erase: bool = False, data_format: str = 'jsongz') -> List[str]:
     """
     Refresh stored trades data for backtesting and hyperopt operations.
     Used by freqtrade download-data subcommand.
@@ -333,6 +337,7 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir:
         logger.info(f'Downloading trades for pair {pair}.')
         _download_trades_history(exchange=exchange,
                                  pair=pair,
+                                 new_pairs_days=new_pairs_days,
                                  timerange=timerange,
                                  data_handler=data_handler)
     return pairs_not_available

From f744df2374b8a7edb450277f640f815a0eca647f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 22 Apr 2021 10:01:41 +0200
Subject: [PATCH 0267/1386] Fix bad fill message

---
 freqtrade/rpc/telegram.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ffe7a7ceb..cb3dbe6c8 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -246,7 +246,8 @@ class Telegram(RPCHandler):
             msg['message_side'] = 'Buy' if msg['type'] == RPCMessageType.BUY_FILL else 'Sell'
 
             message = ("\N{LARGE CIRCLE} *{exchange}:* "
-                       "Buy order for {pair} (#{trade_id}) filled for {open_rate}.".format(**msg))
+                       "{message_side} order for {pair} (#{trade_id}) filled "
+                       "for {open_rate}.".format(**msg))
 
         elif msg['type'] == RPCMessageType.SELL:
             message = self._format_sell_msg(msg)

From 3144185409ddeb36529b693a7bcb19df400aac20 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 22 Apr 2021 11:18:28 +0300
Subject: [PATCH 0268/1386] Allow specifying "new_pairs_days" in config.

---
 freqtrade/commands/cli_options.py | 1 -
 freqtrade/constants.py            | 2 ++
 2 files changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 80c56ecfa..b583b47ba 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -350,7 +350,6 @@ AVAILABLE_CLI_OPTIONS = {
         help='Download data of new pairs for given number of days. Default: `%(default)s`.',
         type=check_int_positive,
         metavar='INT',
-        default=30,
     ),
     "download_trades": Arg(
         '--dl-trades',
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index aea6e1ff2..77bd2a029 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -11,6 +11,7 @@ DEFAULT_EXCHANGE = 'bittrex'
 PROCESS_THROTTLE_SECS = 5  # sec
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
+NEW_PAIRS_DAYS = 30
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
@@ -96,6 +97,7 @@ CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
+        'new_pairs_days': {'type': 'integer', 'default': NEW_PAIRS_DAYS},
         'timeframe': {'type': 'string'},
         'stake_currency': {'type': 'string'},
         'stake_amount': {

From 7e2e196643cfa5bf6cf5aa76c55fab33139f65f9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 22 Apr 2021 17:13:22 +0200
Subject: [PATCH 0269/1386] improve sell_message by using sell rate

---
 freqtrade/rpc/telegram.py      | 11 ++++++-----
 tests/rpc/test_rpc_telegram.py | 29 +++++++++++++++++++++++++++++
 2 files changed, 35 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index cb3dbe6c8..3eeedcd12 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -242,13 +242,14 @@ class Telegram(RPCHandler):
                        "Cancelling open {message_side} Order for {pair} (#{trade_id}). "
                        "Reason: {reason}.".format(**msg))
 
-        elif msg['type'] in (RPCMessageType.BUY_FILL, RPCMessageType.SELL_FILL):
-            msg['message_side'] = 'Buy' if msg['type'] == RPCMessageType.BUY_FILL else 'Sell'
-
+        elif msg['type'] == RPCMessageType.BUY_FILL:
             message = ("\N{LARGE CIRCLE} *{exchange}:* "
-                       "{message_side} order for {pair} (#{trade_id}) filled "
+                       "Buy order for {pair} (#{trade_id}) filled "
                        "for {open_rate}.".format(**msg))
-
+        elif msg['type'] == RPCMessageType.SELL_FILL:
+            message = ("\N{LARGE CIRCLE} *{exchange}:* "
+                       "Sell order for {pair} (#{trade_id}) filled "
+                       "for {close_rate}.".format(**msg))
         elif msg['type'] == RPCMessageType.SELL:
             message = self._format_sell_msg(msg)
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index d72ba36ad..6a36c12a7 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1372,6 +1372,35 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
     telegram._rpc._fiat_converter.convert_amount = old_convamount
 
 
+def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
+
+    default_conf['telegram']['notification_settings']['sell_fill'] = 'on'
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+
+    telegram.send_msg({
+        'type': RPCMessageType.SELL_FILL,
+        'trade_id': 1,
+        'exchange': 'Binance',
+        'pair': 'ETH/USDT',
+        'gain': 'loss',
+        'limit': 3.201e-05,
+        'amount': 0.1,
+        'order_type': 'market',
+        'open_rate': 500,
+        'close_rate': 550,
+        'current_rate': 3.201e-05,
+        'profit_amount': -0.05746268,
+        'profit_ratio': -0.57405275,
+        'stake_currency': 'ETH',
+        'fiat_currency': 'USD',
+        'sell_reason': SellType.STOP_LOSS.value,
+        'open_date': arrow.utcnow().shift(hours=-1),
+        'close_date': arrow.utcnow(),
+    })
+    assert msg_mock.call_args[0][0] \
+        == ('\N{LARGE CIRCLE} *Binance:* Sell order for ETH/USDT (#1) filled for 550.')
+
+
 def test_send_msg_status_notification(default_conf, mocker) -> None:
 
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)

From 0d2457cd478978dfbad3d2de526be03170176c35 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 22 Apr 2021 19:28:39 +0200
Subject: [PATCH 0270/1386] Add lock_reason to per-pair lock

---
 freqtrade/freqtradebot.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a64d3f4cc..c3a4bc0e0 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -456,7 +456,8 @@ class FreqtradeBot(LoggingMixin):
             lock = PairLocks.get_pair_longest_lock(pair, nowtime)
             if lock:
                 self.log_once(f"Pair {pair} is still locked until "
-                              f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)}.",
+                              f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)} "
+                              f"due to {lock.reason}.",
                               logger.info)
             else:
                 self.log_once(f"Pair {pair} is still locked.", logger.info)

From ccaf5764da5f9d63c77bb901a0b89541cb3ea661 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 22 Apr 2021 19:41:01 +0200
Subject: [PATCH 0271/1386] Small adjustments

---
 docs/data-download.md  | 8 +++++---
 freqtrade/constants.py | 3 +--
 2 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 7b09cf49c..01561c89b 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -21,8 +21,9 @@ You can use a relative timerange (`--days 20`) or an absolute starting point (`-
 usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH]
                                [-p PAIRS [PAIRS ...]] [--pairs-file FILE]
-                               [--days INT] [--timerange TIMERANGE]
-                               [--dl-trades] [--exchange EXCHANGE]
+                               [--days INT] [--new-pairs-days INT]
+                               [--timerange TIMERANGE] [--dl-trades]
+                               [--exchange EXCHANGE]
                                [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
                                [--erase]
                                [--data-format-ohlcv {json,jsongz,hdf5}]
@@ -35,7 +36,8 @@ optional arguments:
                         separated.
   --pairs-file FILE     File containing a list of pairs to download.
   --days INT            Download data for given number of days.
-  --new-pairs-days INT  Download data of new pairs for given number of days. Default: `30`.
+  --new-pairs-days INT  Download data of new pairs for given number of days.
+                        Default: `None`.
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --dl-trades           Download trades instead of OHLCV data. The bot will
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 77bd2a029..bfd1e72f1 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -11,7 +11,6 @@ DEFAULT_EXCHANGE = 'bittrex'
 PROCESS_THROTTLE_SECS = 5  # sec
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
-NEW_PAIRS_DAYS = 30
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
@@ -97,7 +96,7 @@ CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
-        'new_pairs_days': {'type': 'integer', 'default': NEW_PAIRS_DAYS},
+        'new_pairs_days': {'type': 'integer', 'default': 30},
         'timeframe': {'type': 'string'},
         'stake_currency': {'type': 'string'},
         'stake_amount': {

From 406c1267a2cc2f396656be2ea0d96293c8335d88 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 22 Apr 2021 20:01:08 +0200
Subject: [PATCH 0272/1386] Remove superfluss space

---
 freqtrade/data/converter.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index c9d4ef19f..af6c6a2ef 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -113,7 +113,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
     pct_missing = (len_after - len_before) / len_before if len_before > 0 else 0
     if len_before != len_after:
         message = (f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}"
-                   f" - {round(pct_missing * 100, 2)} %")
+                   f" - {round(pct_missing * 100, 2)}%")
         if pct_missing > 0.01:
             logger.info(message)
         else:

From 4005708f85b8b1885143168e5f9cf0323d34ef09 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 23 Apr 2021 06:50:39 +0200
Subject: [PATCH 0273/1386] Handle edge with volumepairlist and empty
 pair_whitelist

closes #4779
---
 freqtrade/edge/edge_positioning.py |  9 +++++++--
 tests/edge/test_edge.py            | 23 ++++++++++++++++++++---
 2 files changed, 27 insertions(+), 5 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index d1f76c21f..334aabfab 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -81,10 +81,15 @@ class Edge:
         if config.get('fee'):
             self.fee = config['fee']
         else:
-            self.fee = self.exchange.get_fee(symbol=expand_pairlist(
-                self.config['exchange']['pair_whitelist'], list(self.exchange.markets))[0])
+            try:
+                self.fee = self.exchange.get_fee(symbol=expand_pairlist(
+                    self.config['exchange']['pair_whitelist'], list(self.exchange.markets))[0])
+            except IndexError:
+                self.fee = None
 
     def calculate(self, pairs: List[str]) -> bool:
+        if self.fee is None and pairs:
+            self.fee = self.exchange.get_fee(pairs[0])
 
         heartbeat = self.edge_config.get('process_throttle_secs')
 
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 5142dd985..25e0da5e2 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -330,11 +330,11 @@ def test_edge_process_no_data(mocker, edge_conf, caplog):
 
 def test_edge_process_no_trades(mocker, edge_conf, caplog):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
-    mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
-    mocker.patch('freqtrade.edge.edge_positioning.refresh_data', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', return_value=0.001)
+    mocker.patch('freqtrade.edge.edge_positioning.refresh_data', )
     mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data)
     # Return empty
-    mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[]))
+    mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', return_value=[])
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
     assert not edge.calculate(edge_conf['exchange']['pair_whitelist'])
@@ -342,6 +342,23 @@ def test_edge_process_no_trades(mocker, edge_conf, caplog):
     assert log_has("No trades found.", caplog)
 
 
+def test_edge_process_no_pairs(mocker, edge_conf, caplog):
+    edge_conf['exchange']['pair_whitelist'] = []
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', return_value=0.001)
+    mocker.patch('freqtrade.edge.edge_positioning.refresh_data')
+    mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data)
+    # Return empty
+    mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', return_value=[])
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+    assert fee_mock.call_count == 0
+    assert edge.fee is None
+
+    assert not edge.calculate(['XRP/USDT'])
+    assert fee_mock.call_count == 1
+    assert edge.fee == 0.001
+
+
 def test_edge_init_error(mocker, edge_conf,):
     edge_conf['stake_amount'] = 0.5
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))

From b69a9134f59f3eed093dc0fad8c5b7191cdcb888 Mon Sep 17 00:00:00 2001
From: saeedrss <saeedrss@yahoo.com>
Date: Fri, 23 Apr 2021 21:27:13 +0430
Subject: [PATCH 0274/1386] fixing support for HitBTC #4778

hitbtc by default send candle from beginning (not most recently)
this change fixed
---
 freqtrade/exchange/exchange.py | 11 +++++++++--
 1 file changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ed7918b36..809cdb4e1 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -874,8 +874,15 @@ class Exchange:
                 "Fetching pair %s, interval %s, since %s %s...",
                 pair, timeframe, since_ms, s
             )
-
-            data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
+			#fixing support for HitBTC #4778
+            if self.name== 'HitBTC':
+                data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
+                                                        since=since_ms,
+                                                        limit=self.ohlcv_candle_limit(timeframe),
+                                                        params={"sort": "DESC"}
+                                                         )
+            else:
+                data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
                                                      since=since_ms,
                                                      limit=self.ohlcv_candle_limit(timeframe))
 

From df16fbd742bd6b0f11a9391c57f8a828f9bc5d68 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 23 Apr 2021 19:22:41 +0200
Subject: [PATCH 0275/1386] Add "dataload complete" message to backtest +
 hyperopt

---
 freqtrade/optimize/backtesting.py | 1 +
 freqtrade/optimize/hyperopt.py    | 2 +-
 2 files changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index a1d4a2578..4731e6a38 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -478,6 +478,7 @@ class Backtesting:
         data: Dict[str, Any] = {}
 
         data, timerange = self.load_bt_data()
+        logger.info("Dataload complete. Calculating indicators")
 
         for strat in self.strategylist:
             min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d6003cf86..d1dabff36 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -379,7 +379,7 @@ class Hyperopt:
         logger.info(f"Using optimizer random state: {self.random_state}")
         self.hyperopt_table_header = -1
         data, timerange = self.backtesting.load_bt_data()
-
+        logger.info("Dataload complete. Calculating indicators")
         preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
 
         # Trim startup period from analyzed dataframe

From 191a31db30403fcef3dad510167c45c41599c833 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 23 Apr 2021 19:36:26 +0200
Subject: [PATCH 0276/1386] NameErrors should not stop loading a different
 strategy

---
 freqtrade/resolvers/iresolver.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 37cfd70e6..b51795e9e 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -61,7 +61,7 @@ class IResolver:
         module = importlib.util.module_from_spec(spec)
         try:
             spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
-        except (ModuleNotFoundError, SyntaxError, ImportError) as err:
+        except (ModuleNotFoundError, SyntaxError, ImportError, NameError) as err:
             # Catch errors in case a specific module is not installed
             logger.warning(f"Could not import {module_path} due to '{err}'")
             if enum_failed:

From 9dc7f776d98a0e1db3412b1baa76ed8c93055d5e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 23 Apr 2021 20:35:30 +0200
Subject: [PATCH 0277/1386] Improve log output when loading parameters

---
 freqtrade/strategy/hyper.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 16b576a73..988eae531 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -260,12 +260,15 @@ class HyperStrategyMixin(object):
         :param params: Dictionary with new parameter values.
         """
         if not params:
-            return
+            logger.info(f"No params for {space} found, using default values.")
+
         for attr_name, attr in self.enumerate_parameters():
-            if attr_name in params:
+            if params and attr_name in params:
                 if attr.load:
                     attr.value = params[attr_name]
                     logger.info(f'Strategy Parameter: {attr_name} = {attr.value}')
                 else:
                     logger.warning(f'Parameter "{attr_name}" exists, but is disabled. '
                                    f'Default value "{attr.value}" used.')
+            else:
+                logger.info(f'Strategy Parameter(default): {attr_name} = {attr.value}')

From 90476c4287aebacc7dc148950f420cffe8e8f038 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 24 Apr 2021 07:00:33 +0200
Subject: [PATCH 0278/1386] Add "range" property to IntParameter

---
 freqtrade/strategy/hyper.py | 33 ++++++++++++++++++++++++++++-----
 1 file changed, 28 insertions(+), 5 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 988eae531..32486136d 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -5,7 +5,7 @@ This module defines a base class for auto-hyperoptable strategies.
 import logging
 from abc import ABC, abstractmethod
 from contextlib import suppress
-from typing import Any, Iterator, Optional, Sequence, Tuple, Union
+from typing import Any, Dict, Iterator, Optional, Sequence, Tuple, Union
 
 
 with suppress(ImportError):
@@ -13,6 +13,7 @@ with suppress(ImportError):
     from freqtrade.optimize.space import SKDecimal
 
 from freqtrade.exceptions import OperationalException
+from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -25,6 +26,7 @@ class BaseParameter(ABC):
     category: Optional[str]
     default: Any
     value: Any
+    hyperopt: bool = False
 
     def __init__(self, *, default: Any, space: Optional[str] = None,
                  optimize: bool = True, load: bool = True, **kwargs):
@@ -121,6 +123,20 @@ class IntParameter(NumericParameter):
         """
         return Integer(low=self.low, high=self.high, name=name, **self._space_params)
 
+    @property
+    def range(self):
+        """
+        Get each value in this space as list.
+        Returns a List from low to high (inclusive) in Hyperopt mode.
+        Returns a List with 1 item (`value`) in "non-hyperopt" mode, to avoid
+        calculating 100ds of indicators.
+        """
+        if self.hyperopt:
+            # Scikit-optimize ranges are "inclusive", while python's "range" is exclusive
+            return range(self.low, self.high + 1)
+        else:
+            return range(self.value, self.value + 1)
+
 
 class RealParameter(NumericParameter):
     default: float
@@ -227,12 +243,11 @@ class HyperStrategyMixin(object):
      strategy logic.
     """
 
-    def __init__(self, *args, **kwargs):
+    def __init__(self, config: Dict[str, Any], *args, **kwargs):
         """
         Initialize hyperoptable strategy mixin.
         """
-        self._load_params(getattr(self, 'buy_params', None))
-        self._load_params(getattr(self, 'sell_params', None))
+        self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
 
     def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
         """
@@ -254,7 +269,14 @@ class HyperStrategyMixin(object):
                             (attr_name.startswith(category + '_') and attr.category is None)):
                         yield attr_name, attr
 
-    def _load_params(self, params: dict) -> None:
+    def _load_hyper_params(self, hyperopt: bool = False) -> None:
+        """
+        Load Hyperoptable parameters
+        """
+        self._load_params(getattr(self, 'buy_params', None), 'buy', hyperopt)
+        self._load_params(getattr(self, 'sell_params', None), 'sell', hyperopt)
+
+    def _load_params(self, params: dict, space: str, hyperopt: bool = False) -> None:
         """
         Set optimizeable parameter values.
         :param params: Dictionary with new parameter values.
@@ -263,6 +285,7 @@ class HyperStrategyMixin(object):
             logger.info(f"No params for {space} found, using default values.")
 
         for attr_name, attr in self.enumerate_parameters():
+            attr.hyperopt = hyperopt
             if params and attr_name in params:
                 if attr.load:
                     attr.value = params[attr_name]

From 5c7f278c8a21a7744978acd2ec4f8c93abffe1f4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 24 Apr 2021 07:18:35 +0200
Subject: [PATCH 0279/1386] add tests for IntParameter.range

---
 tests/optimize/conftest.py       | 2 ++
 tests/optimize/test_hyperopt.py  | 9 +++++++++
 tests/strategy/test_interface.py | 8 ++++++++
 3 files changed, 19 insertions(+)

diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 5c789ec1e..11b4674f3 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -6,6 +6,7 @@ import pandas as pd
 import pytest
 
 from freqtrade.optimize.hyperopt import Hyperopt
+from freqtrade.state import RunMode
 from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 
@@ -15,6 +16,7 @@ def hyperopt_conf(default_conf):
     hyperconf = deepcopy(default_conf)
     hyperconf.update({
         'datadir': Path(default_conf['datadir']),
+        'runmode': RunMode.HYPEROPT,
         'hyperopt': 'DefaultHyperOpt',
         'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
                          'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 59bc4aefb..f725a5581 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -21,6 +21,7 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.state import RunMode
+from freqtrade.strategy.hyper import IntParameter
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
@@ -1103,6 +1104,14 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir) -> None:
     })
     hyperopt = Hyperopt(hyperopt_conf)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
+    assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
+
+    assert hyperopt.backtesting.strategy.buy_rsi.hyperopt is True
+    assert hyperopt.backtesting.strategy.buy_rsi.value == 35
+    buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
+    assert isinstance(buy_rsi_range, range)
+    # Range from 0 - 50 (inclusive)
+    assert len(list(buy_rsi_range)) == 51
 
     hyperopt.start()
 
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 78fa368e4..347d35b19 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -588,6 +588,14 @@ def test_hyperopt_parameters():
     intpar = IntParameter(low=0, high=5, default=1, space='buy')
     assert intpar.value == 1
     assert isinstance(intpar.get_space(''), Integer)
+    assert isinstance(intpar.range, range)
+    assert len(list(intpar.range)) == 1
+    # Range contains ONLY the default / value.
+    assert list(intpar.range) == [intpar.value]
+    intpar.hyperopt = True
+
+    assert len(list(intpar.range)) == 6
+    assert list(intpar.range) == [0, 1, 2, 3, 4, 5]
 
     fltpar = RealParameter(low=0.0, high=5.5, default=1.0, space='buy')
     assert isinstance(fltpar.get_space(''), Real)

From d647b841f0191b4a3c2a031452b96ebe1306403d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 24 Apr 2021 09:03:59 +0200
Subject: [PATCH 0280/1386] Add docs how to optimize indicator parameters

---
 docs/hyperopt.md | 179 ++++++++++++++++++++++++++++++++++++-----------
 1 file changed, 139 insertions(+), 40 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 51905e616..bea8dc256 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -165,11 +165,22 @@ Rarely you may also need to create a [nested class](advanced-hyperopt.md#overrid
 !!! Tip "Quickly optimize ROI, stoploss and trailing stoploss"
     You can quickly optimize the spaces `roi`, `stoploss` and `trailing` without changing anything in your strategy.
 
-    ```python
+    ``` bash
     # Have a working strategy at hand.
     freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss trailing --strategy MyWorkingStrategy --config config.json -e 100
     ```
 
+### Hyperopt execution logic
+
+Hyperopt will first load your data into memory and will then run `populate_indicators()` once per Pair to generate all indicators.
+
+Hyperopt will then spawn into different processes (number of processors, or `-j <n>`), and run backtesting over and over again, changing the parameters that are part of the `--spaces` defined.
+
+For every new set of parameters, freqtrade will run first `populate_buy_trend()` followed by `populate_sell_trend()`, and then run the regular backtesting process to simulate trades.
+
+After backtesting, the results are passed into the [loss function](#loss-functions), which will evaluate if this result was better or worse than previous results.  
+Based on the loss function result, hyperopt will determine the next set of parameters to try in the next round of backtesting.
+
 ### Configure your Guards and Triggers
 
 There are two places you need to change in your strategy file to add a new buy hyperopt for testing:
@@ -188,59 +199,54 @@ There you have two different types of indicators: 1. `guards` and 2. `triggers`.
     Sticking signals are signals that are active for multiple candles. This can lead into buying a signal late (right before the signal disappears - which means that the chance of success is a lot lower than right at the beginning).
 
 Hyper-optimization will, for each epoch round, pick one trigger and possibly
-multiple guards. The constructed strategy will be something like "*buy exactly when close price touches lower Bollinger band, BUT only if
-ADX > 10*".
-
-```python
-from freqtrade.strategy import IntParameter, IStrategy
-
-class MyAwesomeStrategy(IStrategy):
-    # If parameter is prefixed with `buy_` or `sell_` then specifying `space` parameter is optional
-    # and space is inferred from parameter name.
-    buy_adx_min = IntParameter(0, 100, default=10)
-
-    def populate_buy_trend(self, dataframe: 'DataFrame', metadata: dict) -> 'DataFrame':
-        dataframe.loc[
-            (
-                (dataframe['adx'] > self.buy_adx_min.value)
-            ), 'buy'] = 1
-        return dataframe
-```
+multiple guards.
 
 #### Sell optimization
 
 Similar to the buy-signal above, sell-signals can also be optimized.
 Place the corresponding settings into the following methods
 
-* Define the parameters at the class level hyperopt shall be optimizing.
+* Define the parameters at the class level hyperopt shall be optimizing, either naming them `sell_*`, or by explicitly defining `space='sell'`.
 * Within `populate_sell_trend()` - use defined parameter values instead of raw constants.
 
 The configuration and rules are the same than for buy signals.
 
-```python
-class MyAwesomeStrategy(IStrategy):
-    # There is no strict parameter naming scheme. If you do not use `buy_` or `sell_` prefixes - 
-    # please specify to which space parameter belongs using `space` parameter. Possible values: 
-    # 'buy' or 'sell'.
-    adx_max = IntParameter(0, 100, default=50, space='sell')
+## Solving a Mystery
 
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        dataframe.loc[
-            (
-                (dataframe['adx'] < self.adx_max.value)
-            ), 'buy'] = 1
+Let's say you are curious: should you use MACD crossings or lower Bollinger Bands to trigger your buys. 
+And you also wonder should you use RSI or ADX to help with those buy decisions. 
+If you decide to use RSI or ADX, which values should I use for them? 
+
+So let's use hyperparameter optimization to solve this mystery.
+
+### Defining indicators to be used
+
+We start by calculating the indicators our strategy is going to use.
+
+``` python
+class MyAwesomeStrategy(IStrategy):
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Generate all indicators used by the strategy
+        """
+        dataframe['adx'] = ta.ADX(dataframe)
+        dataframe['rsi'] = ta.RSI(dataframe)
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        bollinger = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
+        dataframe['bb_lowerband'] = boll['lowerband']
+        dataframe['bb_middleband'] = boll['middleband']
+        dataframe['bb_upperband'] = boll['upperband']
         return dataframe
 ```
 
-## Solving a Mystery
+### Hyperoptable parameters
 
-Let's say you are curious: should you use MACD crossings or lower Bollinger
-Bands to trigger your buys. And you also wonder should you use RSI or ADX to
-help with those buy decisions. If you decide to use RSI or ADX, which values
-should I use for them? So let's use hyperparameter optimization to solve this
-mystery.
-
-We will start by defining hyperoptable parameters:
+We continue to define hyperoptable parameters:
 
 ```python
 class MyAwesomeStrategy(IStrategy):
@@ -260,6 +266,8 @@ The last one we call `trigger` and use it to decide which buy trigger we want to
 So let's write the buy strategy using these values:
 
 ```python
+
+
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         conditions = []
         # GUARDS AND TRENDS
@@ -288,7 +296,7 @@ So let's write the buy strategy using these values:
 ```
 
 Hyperopt will now call `populate_buy_trend()` many times (`epochs`) with different value combinations.  
-It will use the given historical data and make buys based on the buy signals generated with the above function.  
+It will use the given historical data and simulate buys based on the buy signals generated with the above function.  
 Based on the results, hyperopt will tell you which parameter combination produced the best results (based on the configured [loss function](#loss-functions)).
 
 !!! Note
@@ -314,6 +322,87 @@ There are four parameter types each suited for different purposes.
 !!! Warning
     Hyperoptable parameters cannot be used in `populate_indicators` - as hyperopt does not recalculate indicators for each epoch, so the starting value would be used in this case.
 
+### Optimizing an indicator parameter
+
+Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy.
+
+``` python
+import talib.abstract as ta
+
+from freqtrade.strategy import IStrategy
+from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+class MyAwesomeStrategy(IStrategy):
+    stoploss = 0.5
+    timeframe = '15m'
+    # Define the parameter spaces
+    buy_ema_short = IntParameter(3, 50, default=5)
+    buy_ema_long = IntParameter(15, 200, default=50)
+
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """Generate all indicators used by the strategy"""
+        
+        # Calculate all ema_short values
+        for val in self.buy_ema_short.range:
+            dataframe[f'ema_short_{val}'] = ta.EMA(dataframe, timeperiod=val)
+        
+        # Calculate all ema_long values
+        for val in self.buy_ema_long.range:
+            dataframe[f'ema_long_{val}'] = ta.EMA(dataframe, timeperiod=val)
+        
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        conditions = []
+        conditions.append(qtpylib.crossed_above(
+                dataframe[f'ema_short_{self.buy_ema_short.value}'], dataframe[f'ema_long_{self.buy_ema_long.value}']
+            ))
+
+        # Check that volume is not 0
+        conditions.append(dataframe['volume'] > 0)
+
+        if conditions:
+            dataframe.loc[
+                reduce(lambda x, y: x & y, conditions),
+                'buy'] = 1
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        conditions = []
+        conditions.append(qtpylib.crossed_above(
+                dataframe[f'ema_long_{self.buy_ema_long.value}'], dataframe[f'ema_short_{self.buy_ema_short.value}']
+            ))
+
+        # Check that volume is not 0
+        conditions.append(dataframe['volume'] > 0)
+
+        if conditions:
+            dataframe.loc[
+                reduce(lambda x, y: x & y, conditions),
+                'sell'] = 1
+        return dataframe
+```
+
+Breaking it down:
+
+Using `self.buy_ema_short.range` will return a range object containing all entries between the Parameters low and high value.
+In this case (`IntParameter(3, 50, default=5)`), the loop would run for all numbers between 3 and 50 (`[3, 4, 5, ... 49, 50]`).
+By using this in a loop, hyperopt will generate 48 new columns (`['buy_ema_3', 'buy_ema_4', ... , 'buy_ema_50']`).
+
+Hyperopt itself will then use the selected value to create the buy and sell signals
+
+While this strategy is most likely too simple to provide consistent profit, it should serve as an example how optimize indicator parameters.
+
+!!! Note
+    `self.buy_ema_short.range` will act differently between hyperopt and other modes. For hyperopt, the above example may generate 48 new columns, however for all other modes (backtesting, dry/live), it will only generate the column for the selected value. You should therefore avoid using the resulting column with explicit values (values other than `self.buy_ema_short.value`).
+
+??? Hint "Performance tip"
+    By doing the calculation of all possible indicators in `populate_indicators()`, the calculation of the indicator happens only once for every parameter.  
+    While this may slow down the hyperopt startup speed, the overall performance will increase as the Hyperopt execution itself may pick the same value for multiple epochs (changing other values).
+    You should however try to use space ranges as small as possible. Every new column will require more memory, and every possibility hyperopt can try will increase the search space.
+
 ## Loss-functions
 
 Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.
@@ -606,6 +695,16 @@ number).
 You can also enable position stacking in the configuration file by explicitly setting
 `"position_stacking"=true`.
 
+## Out of Memory errors
+
+As hyperopt consumes a lot of memory (the complete data needs to be in memory once per parallel backtesting process), it's likely that you run into "out of memory" errors.
+To combat these, you have multiple options:
+
+* reduce the amount of pairs
+* reduce the timerange used (`--timerange <timerange>`)
+* reduce the number of parallel processes (`-j <n>`)
+* Increase the memory of your machine
+
 ## Show details of Hyperopt results
 
 After you run Hyperopt for the desired amount of epochs, you can later list all results for analysis, select only best or profitable once, and show the details for any of the epochs previously evaluated. This can be done with the `hyperopt-list` and `hyperopt-show` sub-commands. The usage of these sub-commands is described in the [Utils](utils.md#list-hyperopt-results) chapter.

From 7453dac668274f02dbff38a0d6dea69197b3b9f5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 24 Apr 2021 13:13:41 +0200
Subject: [PATCH 0281/1386] Improve doc wording

---
 docs/hyperopt.md | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index bea8dc256..b3fdc699b 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -198,8 +198,7 @@ There you have two different types of indicators: 1. `guards` and 2. `triggers`.
     However, this guide will make this distinction to make it clear that signals should not be "sticking".
     Sticking signals are signals that are active for multiple candles. This can lead into buying a signal late (right before the signal disappears - which means that the chance of success is a lot lower than right at the beginning).
 
-Hyper-optimization will, for each epoch round, pick one trigger and possibly
-multiple guards.
+Hyper-optimization will, for each epoch round, pick one trigger and possibly multiple guards.
 
 #### Sell optimization
 
@@ -266,8 +265,6 @@ The last one we call `trigger` and use it to decide which buy trigger we want to
 So let's write the buy strategy using these values:
 
 ```python
-
-
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         conditions = []
         # GUARDS AND TRENDS
@@ -327,6 +324,9 @@ There are four parameter types each suited for different purposes.
 Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy.
 
 ``` python
+from pandas import DataFrame
+from functools import reduce
+
 import talib.abstract as ta
 
 from freqtrade.strategy import IStrategy
@@ -334,7 +334,7 @@ from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParame
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class MyAwesomeStrategy(IStrategy):
-    stoploss = 0.5
+    stoploss = -0.05
     timeframe = '15m'
     # Define the parameter spaces
     buy_ema_short = IntParameter(3, 50, default=5)

From 31b0e3b5e8cc672c7a94a0e708b91a96e870dc9e Mon Sep 17 00:00:00 2001
From: Joe Schr <joe.vandelay@gmail.com>
Date: Sat, 24 Apr 2021 13:25:28 +0200
Subject: [PATCH 0282/1386] add distribution graph to example notebook

---
 .../templates/strategy_analysis_example.ipynb | 22 +++++++++++++++++++
 1 file changed, 22 insertions(+)

diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 491afbdd7..0bc593e2d 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -282,6 +282,28 @@
     "graph.show(renderer=\"browser\")\n"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Plot average profit per trade as distribution graph"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import plotly.figure_factory as ff\n",
+    "\n",
+    "hist_data = [trades.profit_ratio]\n",
+    "group_labels = ['profit_ratio']  # name of the dataset\n",
+    "\n",
+    "fig = ff.create_distplot(hist_data, group_labels,bin_size=0.01)\n",
+    "fig.show()\n"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},

From 185d754b8bd827d59e4eafae3edc4f6fe85077f1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 24 Apr 2021 13:39:20 +0200
Subject: [PATCH 0283/1386] Improve documentation to suggest
 config-private.json

---
 docs/configuration.md | 26 +++++++++++++++++++++++---
 1 file changed, 23 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 0ade558f1..37395c5ee 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -11,7 +11,16 @@ Per default, the bot loads the configuration from the `config.json` file, locate
 
 You can specify a different configuration file used by the bot with the `-c/--config` command line option.
 
-In some advanced use cases, multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
+Multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
+
+!!! Tip "Use multiple configuration files to keep secrets secret"
+    You can use a 2nd configuration file containing your secrets. That way you can share your "primary" configuration file, while still keeping your API keys for yourself.
+
+    ``` bash
+    freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>
+    ```
+    The 2nd file should only specify what you intend to override.
+    If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
 
 If you used the [Quick start](installation.md/#quick-start) method for installing 
 the bot, the installation script should have already created the default configuration file (`config.json`) for you.
@@ -518,16 +527,27 @@ API Keys are usually only required for live trading (trading for real money, bot
 **Insert your Exchange API key (change them by fake api keys):**
 
 ```json
-"exchange": {
+{
+    "exchange": {
         "name": "bittrex",
         "key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
         "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
-        ...
+        //"password": "", // Optional, not needed by all exchanges)
+        // ...
+    }
+    //...
 }
 ```
 
 You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
 
+!!! Hint "Keep your secrets secret"
+    To keep your secrets secret, we recommend to use a 2nd configuration for your API keys.
+    Simply use the above snippet in a new configuration file (e.g. `config-private.json`) and keep your settings in this file.
+    You can then start the bot with `freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>` to have your keys loaded.
+
+    **NEVER** share your private configuration file or your exchange keys with anyone!
+
 ### Using proxy with Freqtrade
 
 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.

From b223775385684c0698a143538ad8acb9086730ca Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 24 Apr 2021 15:56:53 +0200
Subject: [PATCH 0284/1386] Update "output" of jupyter notebook as well

---
 docs/strategy_analysis_example.md | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 5c479aa0b..4c938500c 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -195,4 +195,18 @@ graph.show(renderer="browser")
 
 ```
 
+## Plot average profit per trade as distribution graph
+
+
+```python
+import plotly.figure_factory as ff
+
+hist_data = [trades.profit_ratio]
+group_labels = ['profit_ratio']  # name of the dataset
+
+fig = ff.create_distplot(hist_data, group_labels,bin_size=0.01)
+fig.show()
+
+```
+
 Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.

From 88f26971fa6fdfc7ac05868b509d4d301fb4be8a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 24 Apr 2021 19:15:09 +0200
Subject: [PATCH 0285/1386] Use defaultdict for backtesting

---
 freqtrade/optimize/backtesting.py | 5 +----
 1 file changed, 1 insertion(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fc5c0fdd7..fb9826a23 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -352,7 +352,7 @@ class Backtesting:
         data: Dict = self._get_ohlcv_as_lists(processed)
 
         # Indexes per pair, so some pairs are allowed to have a missing start.
-        indexes: Dict = {}
+        indexes: Dict = defaultdict(int)
         tmp = start_date + timedelta(minutes=self.timeframe_min)
 
         open_trades: Dict[str, List[LocalTrade]] = defaultdict(list)
@@ -363,9 +363,6 @@ class Backtesting:
             open_trade_count_start = open_trade_count
 
             for i, pair in enumerate(data):
-                if pair not in indexes:
-                    indexes[pair] = 0
-
                 try:
                     row = data[pair][indexes[pair]]
                 except IndexError:

From cb86c90d3ef4047c50f0fdb6392f03cc94cd86ce Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 24 Apr 2021 19:16:54 +0200
Subject: [PATCH 0286/1386] Remove obsolete TODO's

---
 freqtrade/configuration/configuration.py | 2 --
 freqtrade/exchange/exchange.py           | 1 -
 2 files changed, 3 deletions(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 86f337c1b..f6d0520c5 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -75,8 +75,6 @@ class Configuration:
         # Normalize config
         if 'internals' not in config:
             config['internals'] = {}
-        # TODO: This can be deleted along with removal of deprecated
-        # experimental settings
         if 'ask_strategy' not in config:
             config['ask_strategy'] = {}
 
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ed7918b36..80b392d73 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -363,7 +363,6 @@ class Exchange:
         invalid_pairs = []
         for pair in extended_pairs:
             # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
-            # TODO: add a support for having coins in BTC/USDT format
             if self.markets and pair not in self.markets:
                 raise OperationalException(
                     f'Pair {pair} is not available on {self.name}. '

From e855530483d7c2ff6cbb8c813ed050565833cbbb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 24 Apr 2021 20:26:37 +0200
Subject: [PATCH 0287/1386] hdf5 handler should include the end-date

---
 freqtrade/data/history/hdf5datahandler.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py
index d116637e7..e80cfeba2 100644
--- a/freqtrade/data/history/hdf5datahandler.py
+++ b/freqtrade/data/history/hdf5datahandler.py
@@ -89,7 +89,7 @@ class HDF5DataHandler(IDataHandler):
             if timerange.starttype == 'date':
                 where.append(f"date >= Timestamp({timerange.startts * 1e9})")
             if timerange.stoptype == 'date':
-                where.append(f"date < Timestamp({timerange.stopts * 1e9})")
+                where.append(f"date <= Timestamp({timerange.stopts * 1e9})")
 
         pairdata = pd.read_hdf(filename, key=key, mode="r", where=where)
 

From 2eda25426f8b3bdfc6031a437456079e5ed8f8b2 Mon Sep 17 00:00:00 2001
From: wr0ngc0degen <wr0ngc0degen@gmail.com>
Date: Sun, 25 Apr 2021 05:47:59 +0200
Subject: [PATCH 0288/1386] fix typo in sample_strategy.py

fix copy-paste issue in populate_sell_trend docstring
---
 freqtrade/templates/sample_strategy.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index a51b30f3f..e51feff1e 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -361,7 +361,7 @@ class SampleStrategy(IStrategy):
         Based on TA indicators, populates the sell signal for the given dataframe
         :param dataframe: DataFrame populated with indicators
         :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with buy column
+        :return: DataFrame with sell column
         """
         dataframe.loc[
             (

From 4636b3970b29a1a82c1a1fc56f46453b7ee1f019 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Apr 2021 08:25:12 +0200
Subject: [PATCH 0289/1386] Fix failed test due to exchange downtime

---
 tests/optimize/test_hyperopt.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index f725a5581..90ff8a1d0 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1094,7 +1094,9 @@ def test_print_epoch_details(capsys):
     assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
 
 
-def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir) -> None:
+def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
     # No hyperopt needed
     del hyperopt_conf['hyperopt']

From 0fd68aee51ad010a7155aba0ff0caee8f62d57ef Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 17 Apr 2021 10:49:09 +0300
Subject: [PATCH 0290/1386] Add IStrategy.custom_sell method which allows
 per-trade sell signal evaluation.

---
 freqtrade/strategy/interface.py | 28 ++++++++++++++++++++++++++--
 1 file changed, 26 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 54c7f2353..b0710e833 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -285,6 +285,27 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return self.stoploss
 
+    def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
+                    current_profit: float, **kwargs) -> bool:
+        """
+        Custom sell signal logic indicating that specified position should be sold. Returning True
+        from this method is equal to setting sell signal on a candle at specified time.
+        This method is not called when sell signal is set.
+
+        This method should be overridden to create sell signals that depend on trade parameters. For
+        example you could implement a stoploss relative to candle when trade was opened, or a custom
+        1:2 risk-reward ROI.
+
+        :param pair: Pair that's currently analyzed
+        :param trade: trade object.
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param current_profit: Current profit (as ratio), calculated based on current_rate.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: Whether trade should exit now.
+        """
+        return False
+
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
@@ -535,9 +556,12 @@ class IStrategy(ABC, HyperStrategyMixin):
                 and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
             # sell_profit_only and profit doesn't reach the offset - ignore sell signal
             sell_signal = False
-        else:
-            sell_signal = sell and not buy and ask_strategy.get('use_sell_signal', True)
+        elif ask_strategy.get('use_sell_signal', True):
+            sell = sell or self.custom_sell(trade.pair, trade, date, current_rate, current_profit)
+            sell_signal = sell and not buy
             # TODO: return here if sell-signal should be favored over ROI
+        else:
+            sell_signal = False
 
         # Start evaluations
         # Sequence:

From 1292e08fe47ab5ae8455c24f70612708988bd46c Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 17 Apr 2021 11:26:03 +0300
Subject: [PATCH 0291/1386] Use strategy_safe_wrapper() when calling
 custom_sell().

---
 freqtrade/strategy/interface.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index b0710e833..1a007da15 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -557,7 +557,8 @@ class IStrategy(ABC, HyperStrategyMixin):
             # sell_profit_only and profit doesn't reach the offset - ignore sell signal
             sell_signal = False
         elif ask_strategy.get('use_sell_signal', True):
-            sell = sell or self.custom_sell(trade.pair, trade, date, current_rate, current_profit)
+            sell = sell or strategy_safe_wrapper(self.custom_sell, default_retval=False)(
+                trade.pair, trade, date, current_rate, current_profit)
             sell_signal = sell and not buy
             # TODO: return here if sell-signal should be favored over ROI
         else:

From a77337e4241245a8cb77f2c5cf47fe71f3bd5104 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 20 Apr 2021 10:37:45 +0300
Subject: [PATCH 0292/1386] Document IStrategy.custom_sell.

---
 docs/strategy-advanced.md | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 96c927965..758d08fca 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -69,6 +69,20 @@ class AwesomeStrategy(IStrategy):
 
 See `custom_stoploss` examples below on how to access the saved dataframe columns
 
+## Custom sell signal
+
+It is possible to define custom sell signals. This is very useful when we need to customize sell conditions for each individual trade.
+
+An example of how we can sell trades that were open longer than 1 day:
+
+``` python
+class AwesomeStrategy(IStrategy):
+    def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
+                    current_profit: float, **kwargs) -> bool:
+        time_delta = datetime.datetime.utcnow() - trade.open_date_utc
+        return time_delta.days >= 1
+```
+
 ## Custom stoploss
 
 The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss.

From 1aad128d85dd2e9962631a1ffd8d5a3fd0dacbd1 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 20 Apr 2021 11:17:00 +0300
Subject: [PATCH 0293/1386] Support returning a string from custom_sell() and
 have it recorded as custom sell reason.

---
 freqtrade/freqtradebot.py         | 11 ++++---
 freqtrade/optimize/backtesting.py |  2 +-
 freqtrade/strategy/interface.py   | 50 ++++++++++++++++++++-----------
 3 files changed, 41 insertions(+), 22 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ceb822472..9cce8c105 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -961,7 +961,7 @@ class FreqtradeBot(LoggingMixin):
 
         if should_sell.sell_flag:
             logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
-            self.execute_sell(trade, sell_rate, should_sell.sell_type)
+            self.execute_sell(trade, sell_rate, should_sell.sell_type, should_sell.sell_reason)
             return True
         return False
 
@@ -1150,12 +1150,15 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
 
-    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> bool:
+    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType,
+                     custom_reason: Optional[str] = None) -> bool:
         """
         Executes a limit sell for the given trade and limit
         :param trade: Trade instance
         :param limit: limit rate for the sell order
-        :param sellreason: Reason the sell was triggered
+        :param sell_reason: Reason the sell was triggered
+        :param custom_reason: A custom sell reason. Provided only if
+        sell_reason == SellType.CUSTOM_SELL,
         :return: True if it succeeds (supported) False (not supported)
         """
         sell_type = 'sell'
@@ -1213,7 +1216,7 @@ class FreqtradeBot(LoggingMixin):
         trade.open_order_id = order['id']
         trade.sell_order_status = ''
         trade.close_rate_requested = limit
-        trade.sell_reason = sell_reason.value
+        trade.sell_reason = custom_reason or sell_reason.value
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') == 'closed':
             self.update_trade_state(trade, trade.open_order_id, order)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fb9826a23..57ac70cc1 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -255,7 +255,7 @@ class Backtesting:
 
         if sell.sell_flag:
             trade.close_date = sell_row[DATE_IDX]
-            trade.sell_reason = sell.sell_type.value
+            trade.sell_reason = sell.sell_reason or sell.sell_type.value
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 1a007da15..74e92f389 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -7,7 +7,7 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
 from enum import Enum
-from typing import Dict, List, NamedTuple, Optional, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple, Union
 
 import arrow
 from pandas import DataFrame
@@ -24,6 +24,7 @@ from freqtrade.wallets import Wallets
 
 
 logger = logging.getLogger(__name__)
+CUSTOM_SELL_MAX_LENGTH = 64
 
 
 class SignalType(Enum):
@@ -45,6 +46,7 @@ class SellType(Enum):
     SELL_SIGNAL = "sell_signal"
     FORCE_SELL = "force_sell"
     EMERGENCY_SELL = "emergency_sell"
+    CUSTOM_SELL = "custom_sell"
     NONE = ""
 
     def __str__(self):
@@ -58,6 +60,7 @@ class SellCheckTuple(NamedTuple):
     """
     sell_flag: bool
     sell_type: SellType
+    sell_reason: Optional[str] = None
 
 
 class IStrategy(ABC, HyperStrategyMixin):
@@ -286,25 +289,28 @@ class IStrategy(ABC, HyperStrategyMixin):
         return self.stoploss
 
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
-                    current_profit: float, **kwargs) -> bool:
+                    current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """
-        Custom sell signal logic indicating that specified position should be sold. Returning True
-        from this method is equal to setting sell signal on a candle at specified time.
-        This method is not called when sell signal is set.
+        Custom sell signal logic indicating that specified position should be sold. Returning a
+        string or True from this method is equal to setting sell signal on a candle at specified
+        time. This method is not called when sell signal is set.
 
         This method should be overridden to create sell signals that depend on trade parameters. For
         example you could implement a stoploss relative to candle when trade was opened, or a custom
         1:2 risk-reward ROI.
 
+        Custom sell reason max length is 64. Exceeding this limit will raise OperationalException.
+
         :param pair: Pair that's currently analyzed
         :param trade: trade object.
         :param current_time: datetime object, containing the current datetime
         :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return bool: Whether trade should exit now.
+        :return: To execute sell, return a string with custom sell reason or True. Otherwise return
+        None or False.
         """
-        return False
+        return None
 
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
@@ -552,17 +558,27 @@ class IStrategy(ABC, HyperStrategyMixin):
                        and self.min_roi_reached(trade=trade, current_profit=current_profit,
                                                 current_time=date))
 
+        sell_signal = SellType.NONE
+        custom_reason = None
         if (ask_strategy.get('sell_profit_only', False)
                 and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
             # sell_profit_only and profit doesn't reach the offset - ignore sell signal
-            sell_signal = False
-        elif ask_strategy.get('use_sell_signal', True):
-            sell = sell or strategy_safe_wrapper(self.custom_sell, default_retval=False)(
-                trade.pair, trade, date, current_rate, current_profit)
-            sell_signal = sell and not buy
+            pass
+        elif ask_strategy.get('use_sell_signal', True) and not buy:
+            if sell:
+                sell_signal = SellType.SELL_SIGNAL
+            else:
+                custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
+                    trade.pair, trade, date, current_rate, current_profit)
+                if custom_reason:
+                    sell_signal = SellType.CUSTOM_SELL
+                    if isinstance(custom_reason, bool):
+                        custom_reason = None
+                    elif isinstance(custom_reason, str):
+                        if len(custom_reason) > CUSTOM_SELL_MAX_LENGTH:
+                            raise OperationalException('Custom sell reason returned '
+                                                       'from custom_sell is too long.')
             # TODO: return here if sell-signal should be favored over ROI
-        else:
-            sell_signal = False
 
         # Start evaluations
         # Sequence:
@@ -574,10 +590,10 @@ class IStrategy(ABC, HyperStrategyMixin):
                          f"sell_type=SellType.ROI")
             return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
 
-        if sell_signal:
+        if sell_signal != SellType.NONE:
             logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, "
-                         f"sell_type=SellType.SELL_SIGNAL")
-            return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)
+                         f"sell_type={sell_signal}, custom_reason={custom_reason}")
+            return SellCheckTuple(sell_flag=True, sell_type=sell_signal, sell_reason=custom_reason)
 
         if stoplossflag.sell_flag:
 

From a90e7956958c6bcb63101f65c91d442ceaf10c83 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 21 Apr 2021 09:37:16 +0300
Subject: [PATCH 0294/1386] Warn and trim custom sell reason if it is too long.

---
 freqtrade/strategy/interface.py | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 74e92f389..435ac3ed3 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -572,12 +572,14 @@ class IStrategy(ABC, HyperStrategyMixin):
                     trade.pair, trade, date, current_rate, current_profit)
                 if custom_reason:
                     sell_signal = SellType.CUSTOM_SELL
-                    if isinstance(custom_reason, bool):
-                        custom_reason = None
-                    elif isinstance(custom_reason, str):
+                    if isinstance(custom_reason, str):
                         if len(custom_reason) > CUSTOM_SELL_MAX_LENGTH:
-                            raise OperationalException('Custom sell reason returned '
-                                                       'from custom_sell is too long.')
+                            logger.warning(f'Custom sell reason returned from custom_sell is too '
+                                           f'long and was trimmed to {CUSTOM_SELL_MAX_LENGTH} '
+                                           f'characters.')
+                            custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH]
+                    else:
+                        custom_reason = None
             # TODO: return here if sell-signal should be favored over ROI
 
         # Start evaluations

From bfad4e82adf1c6413835a8e1e27b8d49f5ae4c5d Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 21 Apr 2021 10:11:54 +0300
Subject: [PATCH 0295/1386] Make execute_sell() use SellCheckTuple for sell
 reason.

---
 freqtrade/freqtradebot.py       | 20 ++++++++++----------
 freqtrade/rpc/rpc.py            |  5 +++--
 freqtrade/strategy/interface.py | 16 +++++++++++-----
 tests/test_freqtradebot.py      | 22 +++++++++++++---------
 4 files changed, 37 insertions(+), 26 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 9cce8c105..7888e64bc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -28,7 +28,7 @@ from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.state import State
-from freqtrade.strategy.interface import IStrategy, SellType
+from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -850,7 +850,8 @@ class FreqtradeBot(LoggingMixin):
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Selling the trade forcefully')
-            self.execute_sell(trade, trade.stop_loss, sell_reason=SellType.EMERGENCY_SELL)
+            self.execute_sell(trade, trade.stop_loss, sell_reason=SellCheckTuple(
+                sell_flag=True, sell_type=SellType.EMERGENCY_SELL))
 
         except ExchangeError:
             trade.stoploss_order_id = None
@@ -961,7 +962,7 @@ class FreqtradeBot(LoggingMixin):
 
         if should_sell.sell_flag:
             logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
-            self.execute_sell(trade, sell_rate, should_sell.sell_type, should_sell.sell_reason)
+            self.execute_sell(trade, sell_rate, should_sell)
             return True
         return False
 
@@ -1150,8 +1151,7 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
 
-    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType,
-                     custom_reason: Optional[str] = None) -> bool:
+    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
         """
         Executes a limit sell for the given trade and limit
         :param trade: Trade instance
@@ -1162,7 +1162,7 @@ class FreqtradeBot(LoggingMixin):
         :return: True if it succeeds (supported) False (not supported)
         """
         sell_type = 'sell'
-        if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
+        if sell_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
             sell_type = 'stoploss'
 
         # if stoploss is on exchange and we are on dry_run mode,
@@ -1179,10 +1179,10 @@ class FreqtradeBot(LoggingMixin):
                 logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
 
         order_type = self.strategy.order_types[sell_type]
-        if sell_reason == SellType.EMERGENCY_SELL:
+        if sell_reason.sell_type == SellType.EMERGENCY_SELL:
             # Emergency sells (default to market!)
             order_type = self.strategy.order_types.get("emergencysell", "market")
-        if sell_reason == SellType.FORCE_SELL:
+        if sell_reason.sell_type == SellType.FORCE_SELL:
             # Force sells (default to the sell_type defined in the strategy,
             # but we allow this value to be changed)
             order_type = self.strategy.order_types.get("forcesell", order_type)
@@ -1193,7 +1193,7 @@ class FreqtradeBot(LoggingMixin):
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                 pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
                 time_in_force=time_in_force,
-                sell_reason=sell_reason.value):
+                sell_reason=sell_reason.sell_type.value):
             logger.info(f"User requested abortion of selling {trade.pair}")
             return False
 
@@ -1216,7 +1216,7 @@ class FreqtradeBot(LoggingMixin):
         trade.open_order_id = order['id']
         trade.sell_order_status = ''
         trade.close_rate_requested = limit
-        trade.sell_reason = custom_reason or sell_reason.value
+        trade.sell_reason = sell_reason.sell_reason
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') == 'closed':
             self.update_trade_state(trade, trade.open_order_id, order)
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 4a8907582..957f31b63 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -24,7 +24,7 @@ from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 from freqtrade.state import State
-from freqtrade.strategy.interface import SellType
+from freqtrade.strategy.interface import SellCheckTuple, SellType
 
 
 logger = logging.getLogger(__name__)
@@ -554,7 +554,8 @@ class RPC:
             if not fully_canceled:
                 # Get current rate and execute sell
                 current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                self._freqtrade.execute_sell(trade, current_rate, SellType.FORCE_SELL)
+                sell_reason = SellCheckTuple(sell_flag=True, sell_type=SellType.FORCE_SELL)
+                self._freqtrade.execute_sell(trade, current_rate, sell_reason)
         # ---- EOF def _exec_forcesell ----
 
         if self._freqtrade.state != State.RUNNING:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 435ac3ed3..c73574729 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -7,7 +7,7 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
 from enum import Enum
-from typing import Dict, List, NamedTuple, Optional, Tuple, Union
+from typing import Dict, List, Optional, Tuple, Union
 
 import arrow
 from pandas import DataFrame
@@ -54,13 +54,18 @@ class SellType(Enum):
         return self.value
 
 
-class SellCheckTuple(NamedTuple):
+class SellCheckTuple(object):
     """
     NamedTuple for Sell type + reason
     """
-    sell_flag: bool
+    sell_flag: bool     # TODO: Remove?
     sell_type: SellType
-    sell_reason: Optional[str] = None
+    sell_reason: Optional[str]
+
+    def __init__(self, sell_flag: bool, sell_type: SellType, sell_reason: Optional[str] = None):
+        self.sell_flag = sell_flag
+        self.sell_type = sell_type
+        self.sell_reason = sell_reason or sell_type.value
 
 
 class IStrategy(ABC, HyperStrategyMixin):
@@ -594,7 +599,8 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         if sell_signal != SellType.NONE:
             logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, "
-                         f"sell_type={sell_signal}, custom_reason={custom_reason}")
+                         f"sell_type=SellType.{sell_signal.name}" +
+                         (f", custom_reason={custom_reason}" if custom_reason else ""))
             return SellCheckTuple(sell_flag=True, sell_type=sell_signal, sell_reason=custom_reason)
 
         if stoplossflag.sell_flag:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index ad000515e..aecff95ee 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2606,14 +2606,16 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         fetch_ticker=ticker_sell_up
     )
     # Prevented sell ...
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.ROI))
     assert rpc_mock.call_count == 0
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
     # Repatch with true
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.ROI))
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
     assert rpc_mock.call_count == 1
@@ -2665,7 +2667,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellType.STOP_LOSS)
+                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2722,7 +2724,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
 
     trade.stop_loss = 0.00001099 * 0.99
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellType.STOP_LOSS)
+                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2774,7 +2776,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     trade.stoploss_order_id = "abcd"
 
     freqtrade.execute_sell(trade=trade, limit=1234,
-                           sell_reason=SellType.STOP_LOSS)
+                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
     assert sellmock.call_count == 1
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
@@ -2824,7 +2826,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellType.SELL_SIGNAL)
+                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
 
     trade = Trade.query.first()
     assert trade
@@ -2929,7 +2931,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     )
     freqtrade.config['order_types']['sell'] = 'market'
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.ROI))
 
     assert not trade.is_open
     assert trade.close_profit == 0.0620716
@@ -2983,8 +2986,9 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
         fetch_ticker=ticker_sell_up
     )
 
+    sell_reason = SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
     assert not freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                                      sell_reason=SellType.ROI)
+                                      sell_reason=sell_reason)
     assert mock_insuf.call_count == 1
 
 
@@ -3226,7 +3230,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellType.STOP_LOSS)
+                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
     trade.close(ticker_sell_down()['bid'])
     assert freqtrade.strategy.is_pair_locked(trade.pair)
 

From 961b38636fa2ae7c8f4c9a97e5b90c83ff97c232 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 22 Apr 2021 09:21:19 +0300
Subject: [PATCH 0296/1386] Remove explicit sell_flag parameter from
 SellCheckTuple.

---
 freqtrade/freqtradebot.py       |  2 +-
 freqtrade/rpc/rpc.py            |  2 +-
 freqtrade/strategy/interface.py | 26 ++++++++++++++------------
 tests/test_freqtradebot.py      | 24 ++++++++++++------------
 tests/test_integration.py       | 14 +++++++-------
 5 files changed, 35 insertions(+), 33 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7888e64bc..08c69bb53 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -851,7 +851,7 @@ class FreqtradeBot(LoggingMixin):
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Selling the trade forcefully')
             self.execute_sell(trade, trade.stop_loss, sell_reason=SellCheckTuple(
-                sell_flag=True, sell_type=SellType.EMERGENCY_SELL))
+                sell_type=SellType.EMERGENCY_SELL))
 
         except ExchangeError:
             trade.stoploss_order_id = None
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 957f31b63..fd97ad7d4 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -554,7 +554,7 @@ class RPC:
             if not fully_canceled:
                 # Get current rate and execute sell
                 current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
-                sell_reason = SellCheckTuple(sell_flag=True, sell_type=SellType.FORCE_SELL)
+                sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
                 self._freqtrade.execute_sell(trade, current_rate, sell_reason)
         # ---- EOF def _exec_forcesell ----
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index c73574729..bc8b3e59f 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -58,15 +58,17 @@ class SellCheckTuple(object):
     """
     NamedTuple for Sell type + reason
     """
-    sell_flag: bool     # TODO: Remove?
     sell_type: SellType
     sell_reason: Optional[str]
 
-    def __init__(self, sell_flag: bool, sell_type: SellType, sell_reason: Optional[str] = None):
-        self.sell_flag = sell_flag
+    def __init__(self, sell_type: SellType, sell_reason: Optional[str] = None):
         self.sell_type = sell_type
         self.sell_reason = sell_reason or sell_type.value
 
+    @property
+    def sell_flag(self):
+        return self.sell_type != SellType.NONE
+
 
 class IStrategy(ABC, HyperStrategyMixin):
     """
@@ -593,25 +595,25 @@ class IStrategy(ABC, HyperStrategyMixin):
         # Sell-signal
         # Stoploss
         if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS:
-            logger.debug(f"{trade.pair} - Required profit reached. sell_flag=True, "
+            logger.debug(f"{trade.pair} - Required profit reached. "
                          f"sell_type=SellType.ROI")
-            return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
+            return SellCheckTuple(sell_type=SellType.ROI)
 
         if sell_signal != SellType.NONE:
-            logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, "
+            logger.debug(f"{trade.pair} - Sell signal received. "
                          f"sell_type=SellType.{sell_signal.name}" +
                          (f", custom_reason={custom_reason}" if custom_reason else ""))
-            return SellCheckTuple(sell_flag=True, sell_type=sell_signal, sell_reason=custom_reason)
+            return SellCheckTuple(sell_type=sell_signal, sell_reason=custom_reason)
 
         if stoplossflag.sell_flag:
 
-            logger.debug(f"{trade.pair} - Stoploss hit. sell_flag=True, "
+            logger.debug(f"{trade.pair} - Stoploss hit. "
                          f"sell_type={stoplossflag.sell_type}")
             return stoplossflag
 
         # This one is noisy, commented out...
-        # logger.debug(f"{trade.pair} - No sell signal. sell_flag=False")
-        return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
+        # logger.debug(f"{trade.pair} - No sell signal.")
+        return SellCheckTuple(sell_type=SellType.NONE)
 
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
@@ -675,9 +677,9 @@ class IStrategy(ABC, HyperStrategyMixin):
                 logger.debug(f"{trade.pair} - Trailing stop saved "
                              f"{trade.stop_loss - trade.initial_stop_loss:.6f}")
 
-            return SellCheckTuple(sell_flag=True, sell_type=sell_type)
+            return SellCheckTuple(sell_type=sell_type)
 
-        return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
+        return SellCheckTuple(sell_type=SellType.NONE)
 
     def min_roi_reached_entry(self, trade_dur: int) -> Tuple[Optional[int], Optional[float]]:
         """
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index aecff95ee..7a2f6a1ed 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1973,7 +1973,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     # if ROI is reached we must sell
     patch_get_signal(freqtrade, value=(False, True))
     assert freqtrade.handle_trade(trade)
-    assert log_has("ETH/BTC - Required profit reached. sell_flag=True, sell_type=SellType.ROI",
+    assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
 
 
@@ -2002,7 +2002,7 @@ def test_handle_trade_use_sell_signal(
 
     patch_get_signal(freqtrade, value=(False, True))
     assert freqtrade.handle_trade(trade)
-    assert log_has("ETH/BTC - Sell signal received. sell_flag=True, sell_type=SellType.SELL_SIGNAL",
+    assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
 
 
@@ -2607,7 +2607,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     )
     # Prevented sell ...
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.ROI))
+                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert rpc_mock.call_count == 0
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
@@ -2615,7 +2615,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.ROI))
+                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
     assert rpc_mock.call_count == 1
@@ -2667,7 +2667,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
+                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2724,7 +2724,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
 
     trade.stop_loss = 0.00001099 * 0.99
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
+                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2776,7 +2776,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     trade.stoploss_order_id = "abcd"
 
     freqtrade.execute_sell(trade=trade, limit=1234,
-                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
+                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     assert sellmock.call_count == 1
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
@@ -2826,7 +2826,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
+                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     trade = Trade.query.first()
     assert trade
@@ -2932,7 +2932,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     freqtrade.config['order_types']['sell'] = 'market'
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.ROI))
+                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
     assert trade.close_profit == 0.0620716
@@ -2986,7 +2986,7 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
         fetch_ticker=ticker_sell_up
     )
 
-    sell_reason = SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
+    sell_reason = SellCheckTuple(sell_type=SellType.ROI)
     assert not freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
                                       sell_reason=sell_reason)
     assert mock_insuf.call_count == 1
@@ -3081,7 +3081,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
-        sell_flag=False, sell_type=SellType.NONE))
+        sell_type=SellType.NONE))
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
@@ -3230,7 +3230,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     )
 
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_flag=True, sell_type=SellType.STOP_LOSS))
+                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     trade.close(ticker_sell_down()['bid'])
     assert freqtrade.strategy.is_pair_locked(trade.pair)
 
diff --git a/tests/test_integration.py b/tests/test_integration.py
index be0dd1137..217910961 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -51,8 +51,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
         side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
     # Sell 3rd trade (not called for the first trade)
     should_sell_mock = MagicMock(side_effect=[
-        SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
-        SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)]
+        SellCheckTuple(sell_type=SellType.NONE),
+        SellCheckTuple(sell_type=SellType.SELL_SIGNAL)]
     )
     cancel_order_mock = MagicMock()
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -156,11 +156,11 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
         _notify_sell=MagicMock(),
     )
     should_sell_mock = MagicMock(side_effect=[
-        SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
-        SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL),
-        SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
-        SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
-        SellCheckTuple(sell_flag=None, sell_type=SellType.NONE)]
+        SellCheckTuple(sell_type=SellType.NONE),
+        SellCheckTuple(sell_type=SellType.SELL_SIGNAL),
+        SellCheckTuple(sell_type=SellType.NONE),
+        SellCheckTuple(sell_type=SellType.NONE),
+        SellCheckTuple(sell_type=SellType.NONE)]
     )
     mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
 

From 595b8735f80df633834a4d8266694cdcb52287b8 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 25 Apr 2021 09:15:56 +0300
Subject: [PATCH 0297/1386] Add dataframe parameter to custom_stoploss() and
 custom_sell() methods.

---
 freqtrade/freqtradebot.py               | 13 +++++++------
 freqtrade/optimize/backtesting.py       |  7 ++++---
 freqtrade/strategy/interface.py         | 21 ++++++++++++---------
 tests/strategy/test_default_strategy.py |  3 ++-
 tests/strategy/test_interface.py        |  4 ++--
 5 files changed, 27 insertions(+), 21 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 08c69bb53..f8c757189 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -11,6 +11,7 @@ from typing import Any, Dict, List, Optional
 
 import arrow
 from cachetools import TTLCache
+from pandas import DataFrame
 
 from freqtrade import __version__, constants
 from freqtrade.configuration import validate_config_consistency
@@ -783,10 +784,10 @@ class FreqtradeBot(LoggingMixin):
 
         config_ask_strategy = self.config.get('ask_strategy', {})
 
+        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
+                                                                  self.strategy.timeframe)
         if (config_ask_strategy.get('use_sell_signal', True) or
                 config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
-            analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
-                                                                      self.strategy.timeframe)
 
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
@@ -813,13 +814,13 @@ class FreqtradeBot(LoggingMixin):
                 # resulting in outdated RPC messages
                 self._sell_rate_cache[trade.pair] = sell_rate
 
-                if self._check_and_execute_sell(trade, sell_rate, buy, sell):
+                if self._check_and_execute_sell(analyzed_df, trade, sell_rate, buy, sell):
                     return True
 
         else:
             logger.debug('checking sell')
             sell_rate = self.get_sell_rate(trade.pair, True)
-            if self._check_and_execute_sell(trade, sell_rate, buy, sell):
+            if self._check_and_execute_sell(analyzed_df, trade, sell_rate, buy, sell):
                 return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -950,13 +951,13 @@ class FreqtradeBot(LoggingMixin):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
-    def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
+    def _check_and_execute_sell(self, dataframe: DataFrame, trade: Trade, sell_rate: float,
                                 buy: bool, sell: bool) -> bool:
         """
         Check and execute sell
         """
         should_sell = self.strategy.should_sell(
-            trade, sell_rate, datetime.now(timezone.utc), buy, sell,
+            dataframe, trade, sell_rate, datetime.now(timezone.utc), buy, sell,
             force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 57ac70cc1..559938e9e 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -247,9 +247,10 @@ class Backtesting:
         else:
             return sell_row[OPEN_IDX]
 
-    def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
+    def _get_sell_trade_entry(self, dataframe: DataFrame, trade: LocalTrade,
+                              sell_row: Tuple) -> Optional[LocalTrade]:
 
-        sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
+        sell = self.strategy.should_sell(dataframe, trade, sell_row[OPEN_IDX],  # type: ignore
                                          sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
 
@@ -396,7 +397,7 @@ class Backtesting:
 
                 for trade in open_trades[pair]:
                     # also check the buying candle for sell conditions.
-                    trade_entry = self._get_sell_trade_entry(trade, row)
+                    trade_entry = self._get_sell_trade_entry(processed[pair], trade, row)
                     # Sell occured
                     if trade_entry:
                         # logger.debug(f"{pair} - Backtesting sell {trade}")
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index bc8b3e59f..9a6901712 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -274,7 +274,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         return True
 
     def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
-                        current_profit: float, **kwargs) -> float:
+                        current_profit: float, dataframe: DataFrame, **kwargs) -> float:
         """
         Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
         e.g. returning -0.05 would create a stoploss 5% below current_rate.
@@ -296,7 +296,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         return self.stoploss
 
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
-                    current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
+                    current_profit: float, dataframe: DataFrame,
+                    **kwargs) -> Optional[Union[str, bool]]:
         """
         Custom sell signal logic indicating that specified position should be sold. Returning a
         string or True from this method is equal to setting sell signal on a candle at specified
@@ -534,8 +535,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         else:
             return False
 
-    def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
-                    sell: bool, low: float = None, high: float = None,
+    def should_sell(self, dataframe: DataFrame, trade: Trade, rate: float, date: datetime,
+                    buy: bool, sell: bool, low: float = None, high: float = None,
                     force_stoploss: float = 0) -> SellCheckTuple:
         """
         This function evaluates if one of the conditions required to trigger a sell
@@ -551,8 +552,9 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         trade.adjust_min_max_rates(high or current_rate)
 
-        stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
-                                              current_time=date, current_profit=current_profit,
+        stoplossflag = self.stop_loss_reached(dataframe=dataframe, current_rate=current_rate,
+                                              trade=trade, current_time=date,
+                                              current_profit=current_profit,
                                               force_stoploss=force_stoploss, high=high)
 
         # Set current rate to high for backtesting sell
@@ -576,7 +578,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                 sell_signal = SellType.SELL_SIGNAL
             else:
                 custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
-                    trade.pair, trade, date, current_rate, current_profit)
+                    trade.pair, trade, date, current_rate, current_profit, dataframe)
                 if custom_reason:
                     sell_signal = SellType.CUSTOM_SELL
                     if isinstance(custom_reason, str):
@@ -615,7 +617,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # logger.debug(f"{trade.pair} - No sell signal.")
         return SellCheckTuple(sell_type=SellType.NONE)
 
-    def stop_loss_reached(self, current_rate: float, trade: Trade,
+    def stop_loss_reached(self, dataframe: DataFrame, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
                           force_stoploss: float, high: float = None) -> SellCheckTuple:
         """
@@ -633,7 +635,8 @@ class IStrategy(ABC, HyperStrategyMixin):
                                                     )(pair=trade.pair, trade=trade,
                                                       current_time=current_time,
                                                       current_rate=current_rate,
-                                                      current_profit=current_profit)
+                                                      current_profit=current_profit,
+                                                      dataframe=dataframe)
             # Sanity check - error cases will return None
             if stop_loss_value:
                 # logger.info(f"{trade.pair} {stop_loss_value=} {current_profit=}")
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index ec7b3c33d..a8862e9c9 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -41,4 +41,5 @@ def test_default_strategy(result, fee):
                                        rate=20000, time_in_force='gtc', sell_reason='roi') is True
 
     assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
-                                    current_rate=20_000, current_profit=0.05) == strategy.stoploss
+                                    current_rate=20_000, current_profit=0.05, dataframe=None
+                                    ) == strategy.stoploss
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 347d35b19..d2a09e466 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -360,7 +360,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
     now = arrow.utcnow().datetime
     sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade,
                                          current_time=now, current_profit=profit,
-                                         force_stoploss=0, high=None)
+                                         force_stoploss=0, high=None, dataframe=None)
     assert isinstance(sl_flag, SellCheckTuple)
     assert sl_flag.sell_type == expected
     if expected == SellType.NONE:
@@ -371,7 +371,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
 
     sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit2), trade=trade,
                                          current_time=now, current_profit=profit2,
-                                         force_stoploss=0, high=None)
+                                         force_stoploss=0, high=None, dataframe=None)
     assert sl_flag.sell_type == expected2
     if expected2 == SellType.NONE:
         assert sl_flag.sell_flag is False

From 004550529ea498fc584668d8b292e2fcab7d37e1 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 25 Apr 2021 09:31:53 +0300
Subject: [PATCH 0298/1386] Document dataframe parameter in custom_stoploss().

---
 docs/strategy-advanced.md | 83 ++++++++++++++-------------------------
 1 file changed, 29 insertions(+), 54 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 758d08fca..7648498d3 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -42,33 +42,6 @@ class AwesomeStrategy(IStrategy):
 
 ***
 
-### Storing custom information using DatetimeIndex from `dataframe`
-
-Imagine you need to store an indicator like `ATR` or `RSI` into `custom_info`. To use this in a meaningful way, you will not only need the raw data of the indicator, but probably also need to keep the right timestamps.
-
-```python
-import talib.abstract as ta
-class AwesomeStrategy(IStrategy):
-    # Create custom dictionary
-    custom_info = {}
-
-    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        # using "ATR" here as example
-        dataframe['atr'] = ta.ATR(dataframe)
-        if self.dp.runmode.value in ('backtest', 'hyperopt'):
-          # add indicator mapped to correct DatetimeIndex to custom_info
-          self.custom_info[metadata['pair']] = dataframe[['date', 'atr']].set_index('date')
-        return dataframe
-```
-
-!!! Warning
-    The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.
-
-!!! Note
-    If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
-
-See `custom_stoploss` examples below on how to access the saved dataframe columns
-
 ## Custom sell signal
 
 It is possible to define custom sell signals. This is very useful when we need to customize sell conditions for each individual trade.
@@ -107,7 +80,8 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, **kwargs) -> float:
+                        current_rate: float, current_profit: float, dataframe: Dataframe,
+                        **kwargs) -> float:
         """
         Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
         e.g. returning -0.05 would create a stoploss 5% below current_rate.
@@ -157,7 +131,8 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, **kwargs) -> float:
+                        current_rate: float, current_profit: float, dataframe: DataFrame,
+                        **kwargs) -> float:
 
         # Make sure you have the longest interval first - these conditions are evaluated from top to bottom.
         if current_time - timedelta(minutes=120) > trade.open_date_utc:
@@ -183,7 +158,8 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, **kwargs) -> float:
+                        current_rate: float, current_profit: float, dataframe: DataFrame,
+                        **kwargs) -> float:
 
         if pair in ('ETH/BTC', 'XRP/BTC'):
             return -0.10
@@ -209,7 +185,8 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, **kwargs) -> float:
+                        current_rate: float, current_profit: float, dataframe: DataFrame,
+                        **kwargs) -> float:
 
         if current_profit < 0.04:
             return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
@@ -249,7 +226,8 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, **kwargs) -> float:
+                        current_rate: float, current_profit: float, dataframe: DataFrame,
+                        **kwargs) -> float:
 
         # evaluate highest to lowest, so that highest possible stop is used
         if current_profit > 0.40:
@@ -266,14 +244,20 @@ class AwesomeStrategy(IStrategy):
 
 Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g. "ATR"
 
-See: "Storing custom information using DatetimeIndex from `dataframe`" example above) on how to store the indicator into `custom_info`
-
 !!! Warning
-    only use .iat[-1] in live mode, not in backtesting/hyperopt
-    otherwise you will look into the future
+    Only use `dataframe` values up until and including `current_time` value. Reading past
+    `current_time` you will look into the future, which will produce incorrect backtesting results
+    and throw an exception in dry/live runs.
     see [Common mistakes when developing strategies](strategy-customization.md#common-mistakes-when-developing-strategies) for more info.
 
+!!! Note
+    DataFrame is indexed by candle date. During dry/live runs `current_time` and
+    `trade.open_date_utc` will not match candle dates precisely and using them as indices will throw
+    an error. Use `date = timeframe_to_prev_date(self.timeframe, date)` to round a date to previous
+    candle before using it as a `dataframe` index.
+
 ``` python
+from freqtrade.exchange import timeframe_to_prev_date
 from freqtrade.persistence import Trade
 from freqtrade.state import RunMode
 
@@ -284,28 +268,19 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, **kwargs) -> float:
+                        current_rate: float, current_profit: float, dataframe: DataFrame,
+                        **kwargs) -> float:
 
         result = 1
         if self.custom_info and pair in self.custom_info and trade:
-            # using current_time directly (like below) will only work in backtesting.
-            # so check "runmode" to make sure that it's only used in backtesting/hyperopt
-            if self.dp and self.dp.runmode.value in ('backtest', 'hyperopt'):
-              relative_sl = self.custom_info[pair].loc[current_time]['atr']
-            # in live / dry-run, it'll be really the current time
-            else:
-              # but we can just use the last entry from an already analyzed dataframe instead
-              dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
-                                                                       timeframe=self.timeframe)
-              # WARNING
-              # only use .iat[-1] in live mode, not in backtesting/hyperopt
-              # otherwise you will look into the future
-              # see: https://www.freqtrade.io/en/latest/strategy-customization/#common-mistakes-when-developing-strategies
-              relative_sl = dataframe['atr'].iat[-1]
-
-            if (relative_sl is not None):
+            # Using current_time directly would only work in backtesting. Live/dry runs need time to
+            # be rounded to previous candle to be used as dataframe index. Rounding must also be 
+            # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
+            current_time = timeframe_to_prev_date(self.timeframe, current_time)
+            current_row = dataframe.loc[current_time]
+            if 'atr' in current_row:
                 # new stoploss relative to current_rate
-                new_stoploss = (current_rate-relative_sl)/current_rate
+                new_stoploss = (current_rate - current_row['atr']) / current_rate
                 # turn into relative negative offset required by `custom_stoploss` return implementation
                 result = new_stoploss - 1
 

From e58fe7a8cbbb978aa7c7a8ffcec4ebe0e3660414 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 25 Apr 2021 09:45:34 +0300
Subject: [PATCH 0299/1386] Update custom_sell documentation.

---
 docs/strategy-advanced.md | 23 +++++++++++++++++++----
 1 file changed, 19 insertions(+), 4 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 7648498d3..59c4a6a35 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -46,16 +46,31 @@ class AwesomeStrategy(IStrategy):
 
 It is possible to define custom sell signals. This is very useful when we need to customize sell conditions for each individual trade.
 
-An example of how we can sell trades that were open longer than 1 day:
+An example of how we can set stop-loss and take-profit targets in the dataframe and also sell trades that were open longer than 1 day:
 
 ``` python
 class AwesomeStrategy(IStrategy):
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
-                    current_profit: float, **kwargs) -> bool:
-        time_delta = datetime.datetime.utcnow() - trade.open_date_utc
-        return time_delta.days >= 1
+                    current_profit: float, dataframe: Dataframe, **kwargs) -> bool:
+        trade_row = dataframe.loc[timeframe_to_prev_date(trade.open_date_utc)]
+        
+        # Sell when price falls below value in stoploss column of taken buy signal.
+        if 'stop_loss' in trade_row:
+            if current_rate <= trade_row['stop_loss'] < trade.open_rate:
+                return 'stop_loss'
+
+        # Sell when price reaches value in take_profit column of taken buy signal.
+        if 'take_profit' in trade_row:
+            if trade.open_rate < trade_row['take_profit'] <= current_rate:
+                return 'take_profit'
+
+        # Sell any positions at a loss if they are helpd for more than two days.
+        if current_profit < 0 and (current_time.replace(tzinfo=trade.open_date_utc.tzinfo) - trade.open_date_utc).days >= 1:
+            return 'unclog'
 ```
 
+See [Custom stoploss using an indicator from dataframe example](strategy-customization.md#custom-stoploss-using-an-indicator-from-dataframe-example) for explanation on how to use `dataframe` parameter. 
+
 ## Custom stoploss
 
 The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss.

From 98f6fce2ecf6decd360d5706d1c6ffca38643b5d Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 25 Apr 2021 09:48:24 +0300
Subject: [PATCH 0300/1386] Use correct sell reason in case of custom sell
 reason.

---
 freqtrade/freqtradebot.py         | 2 +-
 freqtrade/optimize/backtesting.py | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index f8c757189..6dcd920c7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1194,7 +1194,7 @@ class FreqtradeBot(LoggingMixin):
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                 pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
                 time_in_force=time_in_force,
-                sell_reason=sell_reason.sell_type.value):
+                sell_reason=sell_reason.sell_reason):
             logger.info(f"User requested abortion of selling {trade.pair}")
             return False
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 559938e9e..88957bafb 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -256,7 +256,7 @@ class Backtesting:
 
         if sell.sell_flag:
             trade.close_date = sell_row[DATE_IDX]
-            trade.sell_reason = sell.sell_reason or sell.sell_type.value
+            trade.sell_reason = sell.sell_reason
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
 
@@ -266,7 +266,7 @@ class Backtesting:
                     pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
                     rate=closerate,
                     time_in_force=time_in_force,
-                    sell_reason=sell.sell_type.value):
+                    sell_reason=sell.sell_reason):
                 return None
 
             trade.close(closerate, show_msg=False)

From fd3afdc230edb38db7ea92091259af537e1ed4bf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Apr 2021 10:10:09 +0200
Subject: [PATCH 0301/1386] plot-profit should use absolute values

---
 freqtrade/data/btanalysis.py  | 6 +++---
 freqtrade/plot/plotting.py    | 8 ++++----
 tests/data/test_btanalysis.py | 5 +++--
 tests/test_plotting.py        | 9 +++++----
 4 files changed, 15 insertions(+), 13 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index c98477f4e..e07b0a40f 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -337,7 +337,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     """
     Adds a column `col_name` with the cumulative profit for the given trades array.
     :param df: DataFrame with date index
-    :param trades: DataFrame containing trades (requires columns close_date and profit_ratio)
+    :param trades: DataFrame containing trades (requires columns close_date and profit_abs)
     :param col_name: Column name that will be assigned the results
     :param timeframe: Timeframe used during the operations
     :return: Returns df with one additional column, col_name, containing the cumulative profit.
@@ -349,8 +349,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     timeframe_minutes = timeframe_to_minutes(timeframe)
     # Resample to timeframe to make sure trades match candles
     _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_date'
-                                  )[['profit_ratio']].sum()
-    df.loc[:, col_name] = _trades_sum['profit_ratio'].cumsum()
+                                  )[['profit_abs']].sum()
+    df.loc[:, col_name] = _trades_sum['profit_abs'].cumsum()
     # Set first value to 0
     df.loc[df.iloc[0].name, col_name] = 0
     # FFill to get continuous
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 682c2b018..5ffe7f155 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -441,7 +441,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
 
 
 def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
-                          trades: pd.DataFrame, timeframe: str) -> go.Figure:
+                          trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure:
     # Combine close-values for all pairs, rename columns to "pair"
     df_comb = combine_dataframes_with_mean(data, "close")
 
@@ -466,8 +466,8 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
                         subplot_titles=["AVG Close Price", "Combined Profit", "Profit per pair"])
     fig['layout'].update(title="Freqtrade Profit plot")
     fig['layout']['yaxis1'].update(title='Price')
-    fig['layout']['yaxis2'].update(title='Profit')
-    fig['layout']['yaxis3'].update(title='Profit')
+    fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
+    fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
     fig['layout']['xaxis']['rangeslider'].update(visible=False)
 
     fig.add_trace(avgclose, 1, 1)
@@ -581,6 +581,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
     fig = generate_profit_graph(plot_elements['pairs'], plot_elements['ohlcv'],
-                                trades, config.get('timeframe', '5m'))
+                                trades, config.get('timeframe', '5m'), config.get('stake_currency'))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / 'plot', auto_open=True)
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index e42c13e18..6bde60926 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -1,3 +1,4 @@
+from math import isclose
 from pathlib import Path
 from unittest.mock import MagicMock
 
@@ -246,7 +247,7 @@ def test_create_cum_profit(testdatadir):
                                     "cum_profits", timeframe="5m")
     assert "cum_profits" in cum_profits.columns
     assert cum_profits.iloc[0]['cum_profits'] == 0
-    assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
+    assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
 
 
 def test_create_cum_profit1(testdatadir):
@@ -264,7 +265,7 @@ def test_create_cum_profit1(testdatadir):
                                     "cum_profits", timeframe="5m")
     assert "cum_profits" in cum_profits.columns
     assert cum_profits.iloc[0]['cum_profits'] == 0
-    assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
+    assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
 
     with pytest.raises(ValueError, match='Trade dataframe empty.'):
         create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 1752f9b94..a22c8c681 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -331,13 +331,13 @@ def test_generate_profit_graph(testdatadir):
 
     trades = trades[trades['pair'].isin(pairs)]
 
-    fig = generate_profit_graph(pairs, data, trades, timeframe="5m")
+    fig = generate_profit_graph(pairs, data, trades, timeframe="5m", stake_currency='BTC')
     assert isinstance(fig, go.Figure)
 
     assert fig.layout.title.text == "Freqtrade Profit plot"
     assert fig.layout.yaxis.title.text == "Price"
-    assert fig.layout.yaxis2.title.text == "Profit"
-    assert fig.layout.yaxis3.title.text == "Profit"
+    assert fig.layout.yaxis2.title.text == "Profit BTC"
+    assert fig.layout.yaxis3.title.text == "Profit BTC"
 
     figure = fig.layout.figure
     assert len(figure.data) == 5
@@ -356,7 +356,8 @@ def test_generate_profit_graph(testdatadir):
 
     with pytest.raises(OperationalException, match=r"No trades found.*"):
         # Pair cannot be empty - so it's an empty dataframe.
-        generate_profit_graph(pairs, data, trades.loc[trades['pair'].isnull()], timeframe="5m")
+        generate_profit_graph(pairs, data, trades.loc[trades['pair'].isnull()], timeframe="5m",
+                              stake_currency='BTC')
 
 
 def test_start_plot_dataframe(mocker):

From 7448a05f15db0b0ad5c4e023cbd2ea51d500f9ce Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Apr 2021 11:01:04 +0200
Subject: [PATCH 0302/1386] Use correct variable in pairlist_manager

---
 freqtrade/plot/plotting.py           | 3 ++-
 freqtrade/plugins/pairlistmanager.py | 2 +-
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 5ffe7f155..d5a729ee1 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -581,6 +581,7 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
     fig = generate_profit_graph(plot_elements['pairs'], plot_elements['ohlcv'],
-                                trades, config.get('timeframe', '5m'), config.get('stake_currency'))
+                                trades, config.get('timeframe', '5m'),
+                                config.get('stake_currency', ''))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / 'plot', auto_open=True)
diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index 4e4135981..29c78084c 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -83,7 +83,7 @@ class PairListManager():
         pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
 
         # Generate the pairlist with first Pairlist Handler in the chain
-        pairlist = self._pairlist_handlers[0].gen_pairlist(self._whitelist, tickers)
+        pairlist = self._pairlist_handlers[0].gen_pairlist(pairlist, tickers)
 
         # Process all Pairlist Handlers in the chain
         for pairlist_handler in self._pairlist_handlers:

From 9c21c75cf5ef34cdd59d340e8e0b1e3f7b504ba0 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 25 Apr 2021 13:12:33 +0300
Subject: [PATCH 0303/1386] Fix inaccuracy in docs.

---
 docs/strategy-advanced.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 59c4a6a35..f869a3c3a 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -52,8 +52,8 @@ An example of how we can set stop-loss and take-profit targets in the dataframe
 class AwesomeStrategy(IStrategy):
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, dataframe: Dataframe, **kwargs) -> bool:
-        trade_row = dataframe.loc[timeframe_to_prev_date(trade.open_date_utc)]
-        
+        trade_row = dataframe.loc[dataframe['date'] == timeframe_to_prev_date(trade.open_date_utc)].squeeze()
+
         # Sell when price falls below value in stoploss column of taken buy signal.
         if 'stop_loss' in trade_row:
             if current_rate <= trade_row['stop_loss'] < trade.open_rate:
@@ -292,7 +292,7 @@ class AwesomeStrategy(IStrategy):
             # be rounded to previous candle to be used as dataframe index. Rounding must also be 
             # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
             current_time = timeframe_to_prev_date(self.timeframe, current_time)
-            current_row = dataframe.loc[current_time]
+            current_row = dataframe.loc[dataframe['date'] == current_time].squeeze()
             if 'atr' in current_row:
                 # new stoploss relative to current_rate
                 new_stoploss = (current_rate - current_row['atr']) / current_rate

From bb7ef2f8044a8b8a70ae1a47445a1e84f8f18705 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Apr 2021 20:10:47 +0200
Subject: [PATCH 0304/1386] Cache pairlist in pairlist, not globally

closes #4797 closes #4689
---
 freqtrade/plugins/pairlist/IPairList.py      |  3 +--
 freqtrade/plugins/pairlist/StaticPairList.py |  3 +--
 freqtrade/plugins/pairlist/VolumePairList.py | 22 ++++++++++++--------
 freqtrade/plugins/pairlistmanager.py         | 20 ++----------------
 tests/plugins/test_pairlist.py               |  7 ++-----
 5 files changed, 19 insertions(+), 36 deletions(-)

diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index c4a9c3e40..3e6252fc4 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -73,7 +73,7 @@ class IPairList(LoggingMixin, ABC):
         """
         raise NotImplementedError()
 
-    def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
+    def gen_pairlist(self, tickers: Dict) -> List[str]:
         """
         Generate the pairlist.
 
@@ -84,7 +84,6 @@ class IPairList(LoggingMixin, ABC):
         it will raise the exception if a Pairlist Handler is used at the first
         position in the chain.
 
-        :param cached_pairlist: Previously generated pairlist (cached)
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: List of pairs
         """
diff --git a/freqtrade/plugins/pairlist/StaticPairList.py b/freqtrade/plugins/pairlist/StaticPairList.py
index 13d30fc47..d8623e13d 100644
--- a/freqtrade/plugins/pairlist/StaticPairList.py
+++ b/freqtrade/plugins/pairlist/StaticPairList.py
@@ -42,10 +42,9 @@ class StaticPairList(IPairList):
         """
         return f"{self.name}"
 
-    def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
+    def gen_pairlist(self, tickers: Dict) -> List[str]:
         """
         Generate the pairlist
-        :param cached_pairlist: Previously generated pairlist (cached)
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: List of pairs
         """
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index e85fb1805..8eff137b0 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -4,9 +4,10 @@ Volume PairList provider
 Provides dynamic pair list based on trade volumes
 """
 import logging
-from datetime import datetime
 from typing import Any, Dict, List
 
+from cachetools.ttl import TTLCache
+
 from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -33,7 +34,8 @@ class VolumePairList(IPairList):
         self._number_pairs = self._pairlistconfig['number_assets']
         self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
         self._min_value = self._pairlistconfig.get('min_value', 0)
-        self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
+        self._refresh_period = self._pairlistconfig.get('refresh_period', 1800)
+        self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
 
         if not self._exchange.exchange_has('fetchTickers'):
             raise OperationalException(
@@ -63,17 +65,19 @@ class VolumePairList(IPairList):
         """
         return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs."
 
-    def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
+    def gen_pairlist(self, tickers: Dict) -> List[str]:
         """
         Generate the pairlist
-        :param cached_pairlist: Previously generated pairlist (cached)
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: List of pairs
         """
         # Generate dynamic whitelist
         # Must always run if this pairlist is not the first in the list.
-        if self._last_refresh + self.refresh_period < datetime.now().timestamp():
-            self._last_refresh = int(datetime.now().timestamp())
+        pairlist = self._pair_cache.get('pairlist')
+        if pairlist:
+            # Item found - no refresh necessary
+            return pairlist
+        else:
 
             # Use fresh pairlist
             # Check if pair quote currency equals to the stake currency.
@@ -82,9 +86,9 @@ class VolumePairList(IPairList):
                     if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
                         and v[self._sort_key] is not None)]
             pairlist = [s['symbol'] for s in filtered_tickers]
-        else:
-            # Use the cached pairlist if it's not time yet to refresh
-            pairlist = cached_pairlist
+
+            pairlist = self.filter_pairlist(pairlist, tickers)
+            self._pair_cache['pairlist'] = pairlist
 
         return pairlist
 
diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index 29c78084c..d1cdd2c5b 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -3,7 +3,7 @@ PairList manager class
 """
 import logging
 from copy import deepcopy
-from typing import Any, Dict, List
+from typing import Dict, List
 
 from cachetools import TTLCache, cached
 
@@ -79,11 +79,8 @@ class PairListManager():
         if self._tickers_needed:
             tickers = self._get_cached_tickers()
 
-        # Adjust whitelist if filters are using tickers
-        pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
-
         # Generate the pairlist with first Pairlist Handler in the chain
-        pairlist = self._pairlist_handlers[0].gen_pairlist(pairlist, tickers)
+        pairlist = self._pairlist_handlers[0].gen_pairlist(tickers)
 
         # Process all Pairlist Handlers in the chain
         for pairlist_handler in self._pairlist_handlers:
@@ -95,19 +92,6 @@ class PairListManager():
 
         self._whitelist = pairlist
 
-    def _prepare_whitelist(self, pairlist: List[str], tickers: Dict[str, Any]) -> List[str]:
-        """
-        Prepare sanitized pairlist for Pairlist Handlers that use tickers data - remove
-        pairs that do not have ticker available
-        """
-        if self._tickers_needed:
-            # Copy list since we're modifying this list
-            for p in deepcopy(pairlist):
-                if p not in tickers:
-                    pairlist.remove(p)
-
-        return pairlist
-
     def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
         """
         Verify and remove items from pairlist - returning a filtered pairlist.
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index bf225271f..57bbbdaf5 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -604,17 +604,14 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
                           get_tickers=tickers
                           )
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
-    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == 0
+    assert len(freqtrade.pairlists._pairlist_handlers[0]._pair_cache) == 0
     assert tickers.call_count == 0
     freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
 
-    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh != 0
-    lrf = freqtrade.pairlists._pairlist_handlers[0]._last_refresh
+    assert len(freqtrade.pairlists._pairlist_handlers[0]._pair_cache) == 1
     freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
-    # Time should not be updated.
-    assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
 
 
 def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers):

From 4a5eba3db476b0fa10d846372e387441f4d7ad17 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Apr 2021 05:25:53 +0000
Subject: [PATCH 0305/1386] Bump mkdocs-material from 7.1.2 to 7.1.3

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.2 to 7.1.3.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.2...7.1.3)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 4d7082a7f..a431b1702 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.1.2
+mkdocs-material==7.1.3
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.1.1

From 14ef080d2886017d7b71fb73430e1cea750f332f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Apr 2021 05:26:02 +0000
Subject: [PATCH 0306/1386] Bump sqlalchemy from 1.4.9 to 1.4.11

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.9 to 1.4.11.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a89eb2383..08b1fef0b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.48.22
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.9
+SQLAlchemy==1.4.11
 python-telegram-bot==13.4.1
 arrow==1.0.3
 cachetools==4.2.1

From 09a3448fd4967c4a1ac33175698911e28af0ef44 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Apr 2021 05:26:09 +0000
Subject: [PATCH 0307/1386] Bump pytest-mock from 3.5.1 to 3.6.0

Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.5.1 to 3.6.0.
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.5.1...v3.6.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 5e96e2cc2..e3d6ddca8 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -11,7 +11,7 @@ mypy==0.812
 pytest==6.2.3
 pytest-asyncio==0.15.0
 pytest-cov==2.11.1
-pytest-mock==3.5.1
+pytest-mock==3.6.0
 pytest-random-order==1.0.4
 isort==5.8.0
 

From e5bdafd4ab71214665e34ae5ba8cb5baad42784d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Apr 2021 05:26:37 +0000
Subject: [PATCH 0308/1386] Bump ccxt from 1.48.22 to 1.48.76

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.48.22 to 1.48.76.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.48.22...1.48.76)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a89eb2383..b8f0ace87 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.2
 pandas==1.2.4
 
-ccxt==1.48.22
+ccxt==1.48.76
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From bdcf21e18728bf42f232085653ad982ff98d13c9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Apr 2021 05:26:43 +0000
Subject: [PATCH 0309/1386] Bump pycoingecko from 1.4.1 to 2.0.0

Bumps [pycoingecko](https://github.com/man-c/pycoingecko) from 1.4.1 to 2.0.0.
- [Release notes](https://github.com/man-c/pycoingecko/releases)
- [Changelog](https://github.com/man-c/pycoingecko/blob/master/CHANGELOG.md)
- [Commits](https://github.com/man-c/pycoingecko/compare/1.4.1...2.0.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a89eb2383..bb5a5c577 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -16,7 +16,7 @@ jsonschema==3.2.0
 TA-Lib==0.4.19
 technical==1.2.2
 tabulate==0.8.9
-pycoingecko==1.4.1
+pycoingecko==2.0.0
 jinja2==2.11.3
 tables==3.6.1
 blosc==1.10.2

From 02160d52e3fc5a29c15550aa24169417cb6f98c4 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Apr 2021 05:26:59 +0000
Subject: [PATCH 0310/1386] Bump scipy from 1.6.2 to 1.6.3

Bumps [scipy](https://github.com/scipy/scipy) from 1.6.2 to 1.6.3.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.6.2...v1.6.3)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 9eb490f83..79ad722e2 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.6.2
+scipy==1.6.3
 scikit-learn==0.24.1
 scikit-optimize==0.8.1
 filelock==3.0.12

From 31a2285eacaa7ce011a98548809fbe314f4f3c79 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Mon, 26 Apr 2021 10:42:24 +0300
Subject: [PATCH 0311/1386] Fix mypy complaints.

---
 freqtrade/strategy/interface.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 9a6901712..503a587ea 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -59,9 +59,9 @@ class SellCheckTuple(object):
     NamedTuple for Sell type + reason
     """
     sell_type: SellType
-    sell_reason: Optional[str]
+    sell_reason: str = ''
 
-    def __init__(self, sell_type: SellType, sell_reason: Optional[str] = None):
+    def __init__(self, sell_type: SellType, sell_reason: str = ''):
         self.sell_type = sell_type
         self.sell_reason = sell_reason or sell_type.value
 
@@ -568,7 +568,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                                                 current_time=date))
 
         sell_signal = SellType.NONE
-        custom_reason = None
+        custom_reason = ''
         if (ask_strategy.get('sell_profit_only', False)
                 and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
             # sell_profit_only and profit doesn't reach the offset - ignore sell signal

From 6f0a585bd0d68b75342e24bc273748b9f209d513 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 26 Apr 2021 11:53:33 +0200
Subject: [PATCH 0312/1386] Fix random test failure due to ttl 0  issue

---
 tests/plugins/test_pairlist.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 57bbbdaf5..8b060c287 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring,C0103,protected-access
 
+import time
 from unittest.mock import MagicMock, PropertyMock
 
 import pytest
@@ -260,6 +261,8 @@ def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_
     freqtrade.pairlists.refresh_pairlist()
     assert whitelist == freqtrade.pairlists.whitelist
 
+    # Delay to allow 0 TTL cache to expire...
+    time.sleep(1)
     whitelist = ['FUEL/BTC', 'ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']
     tickers_dict['FUEL/BTC']['quoteVolume'] = 10000.0
     freqtrade.pairlists.refresh_pairlist()

From 298f54adff77bd408a9b7cd545a9333894e7ec7f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Apr 2021 10:47:09 +0000
Subject: [PATCH 0313/1386] Bump pytest-asyncio from 0.15.0 to 0.15.1

Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.15.0 to 0.15.1.
- [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases)
- [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.15.0...v0.15.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index e3d6ddca8..adf5a81c3 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -9,7 +9,7 @@ flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.2.1
 mypy==0.812
 pytest==6.2.3
-pytest-asyncio==0.15.0
+pytest-asyncio==0.15.1
 pytest-cov==2.11.1
 pytest-mock==3.6.0
 pytest-random-order==1.0.4

From 3f84c37a79d4ef5f77656903898f31773bffb6f3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 26 Apr 2021 14:12:52 +0200
Subject: [PATCH 0314/1386] Fix wallet calls

closes #4810  #4812
---
 freqtrade/wallets.py | 13 +++++++------
 1 file changed, 7 insertions(+), 6 deletions(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index bbbe5ba5e..d5f979c24 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -99,12 +99,13 @@ class Wallets:
         balances = self._exchange.get_balances()
 
         for currency in balances:
-            self._wallets[currency] = Wallet(
-                currency,
-                balances[currency].get('free', None),
-                balances[currency].get('used', None),
-                balances[currency].get('total', None)
-            )
+            if isinstance(balances[currency], dict):
+                self._wallets[currency] = Wallet(
+                    currency,
+                    balances[currency].get('free', None),
+                    balances[currency].get('used', None),
+                    balances[currency].get('total', None)
+                )
         # Remove currencies no longer in get_balances output
         for currency in deepcopy(self._wallets):
             if currency not in balances:

From dbf33271b5853d32d4bd952508ce33be2574948c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 26 Apr 2021 19:27:22 +0200
Subject: [PATCH 0315/1386] Small doc changes

---
 docs/strategy-advanced.md                     | 24 +++++++++++--------
 docs/strategy-customization.md                |  5 ++--
 freqtrade/freqtradebot.py                     |  2 --
 freqtrade/strategy/interface.py               |  1 +
 .../subtemplates/strategy_methods_advanced.j2 |  6 +++--
 5 files changed, 22 insertions(+), 16 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index f869a3c3a..f702b1448 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -49,10 +49,13 @@ It is possible to define custom sell signals. This is very useful when we need t
 An example of how we can set stop-loss and take-profit targets in the dataframe and also sell trades that were open longer than 1 day:
 
 ``` python
+from freqtrade.strategy import IStrategy, timeframe_to_prev_date
+
 class AwesomeStrategy(IStrategy):
-    def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
-                    current_profit: float, dataframe: Dataframe, **kwargs) -> bool:
-        trade_row = dataframe.loc[dataframe['date'] == timeframe_to_prev_date(trade.open_date_utc)].squeeze()
+    def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
+                    current_profit: float, dataframe: DataFrame, **kwargs):
+        trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
+        trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
 
         # Sell when price falls below value in stoploss column of taken buy signal.
         if 'stop_loss' in trade_row:
@@ -64,12 +67,12 @@ class AwesomeStrategy(IStrategy):
             if trade.open_rate < trade_row['take_profit'] <= current_rate:
                 return 'take_profit'
 
-        # Sell any positions at a loss if they are helpd for more than two days.
+        # Sell any positions at a loss if they are held for more than two days.
         if current_profit < 0 and (current_time.replace(tzinfo=trade.open_date_utc.tzinfo) - trade.open_date_utc).days >= 1:
             return 'unclog'
 ```
 
-See [Custom stoploss using an indicator from dataframe example](strategy-customization.md#custom-stoploss-using-an-indicator-from-dataframe-example) for explanation on how to use `dataframe` parameter. 
+See [Custom stoploss using an indicator from dataframe example](strategy-customization.md#custom-stoploss-using-an-indicator-from-dataframe-example) for explanation on how to use `dataframe` parameter.
 
 ## Custom stoploss
 
@@ -95,7 +98,7 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, dataframe: Dataframe,
+                        current_rate: float, current_profit: float, dataframe: DataFrame,
                         **kwargs) -> float:
         """
         Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
@@ -113,7 +116,7 @@ class AwesomeStrategy(IStrategy):
         :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return float: New stoploss value, relative to the currentrate
+        :return float: New stoploss value, relative to the current rate
         """
         return -0.04
 ```
@@ -228,7 +231,6 @@ Instead of continuously trailing behind the current price, this example sets fix
 * Once profit is > 25% - set stoploss to 15% above open price.
 * Once profit is > 40% - set stoploss to 25% above open price.
 
-
 ``` python
 from datetime import datetime
 from freqtrade.persistence import Trade
@@ -255,6 +257,7 @@ class AwesomeStrategy(IStrategy):
         # return maximum stoploss value, keeping current stoploss price unchanged
         return 1
 ```
+
 #### Custom stoploss using an indicator from dataframe example
 
 Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g. "ATR"
@@ -266,7 +269,7 @@ Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g
     see [Common mistakes when developing strategies](strategy-customization.md#common-mistakes-when-developing-strategies) for more info.
 
 !!! Note
-    DataFrame is indexed by candle date. During dry/live runs `current_time` and
+    `dataframe` is indexed by candle date. During dry/live runs `current_time` and
     `trade.open_date_utc` will not match candle dates precisely and using them as indices will throw
     an error. Use `date = timeframe_to_prev_date(self.timeframe, date)` to round a date to previous
     candle before using it as a `dataframe` index.
@@ -286,8 +289,9 @@ class AwesomeStrategy(IStrategy):
                         current_rate: float, current_profit: float, dataframe: DataFrame,
                         **kwargs) -> float:
 
+        # Default return value
         result = 1
-        if self.custom_info and pair in self.custom_info and trade:
+        if trade:
             # Using current_time directly would only work in backtesting. Live/dry runs need time to
             # be rounded to previous candle to be used as dataframe index. Rounding must also be 
             # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 256b28990..59bfbde48 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -631,9 +631,10 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
         use_custom_stoploss = True
 
         def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                            current_rate: float, current_profit: float, **kwargs) -> float:
+                            current_rate: float, current_profit: float, dataframe: DataFrame,
+                            **kwargs) -> float:
 
-            # once the profit has risin above 10%, keep the stoploss at 7% above the open price
+            # once the profit has risen above 10%, keep the stoploss at 7% above the open price
             if current_profit > 0.10:
                 return stoploss_from_open(0.07, current_profit)
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6dcd920c7..c2b15d23f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1158,8 +1158,6 @@ class FreqtradeBot(LoggingMixin):
         :param trade: Trade instance
         :param limit: limit rate for the sell order
         :param sell_reason: Reason the sell was triggered
-        :param custom_reason: A custom sell reason. Provided only if
-        sell_reason == SellType.CUSTOM_SELL,
         :return: True if it succeeds (supported) False (not supported)
         """
         sell_type = 'sell'
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 503a587ea..5c3264c35 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -290,6 +290,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_time: datetime object, containing the current datetime
         :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
+        :param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New stoploss value, relative to the currentrate
         """
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 53ededa19..c69b52cad 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -14,8 +14,9 @@ def bot_loop_start(self, **kwargs) -> None:
 
 use_custom_stoploss = True
 
-def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
-                    current_profit: float, **kwargs) -> float:
+def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
+                    current_rate: float, current_profit: float, dataframe: DataFrame,
+                    **kwargs) -> float:
     """
     Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
     e.g. returning -0.05 would create a stoploss 5% below current_rate.
@@ -31,6 +32,7 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime', c
     :param current_time: datetime object, containing the current datetime
     :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
     :param current_profit: Current profit (as ratio), calculated based on current_rate.
+    :param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return float: New stoploss value, relative to the currentrate
     """

From 2061162d794fa53eb847dfbf2811282e5825146a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 26 Apr 2021 19:54:47 +0200
Subject: [PATCH 0316/1386] Convert trade-opendate to python datetime

---
 freqtrade/optimize/backtesting.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 88957bafb..b03a459ea 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -255,7 +255,7 @@ class Backtesting:
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
 
         if sell.sell_flag:
-            trade.close_date = sell_row[DATE_IDX]
+            trade.close_date = sell_row[DATE_IDX].to_pydatetime()
             trade.sell_reason = sell.sell_reason
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
@@ -294,7 +294,7 @@ class Backtesting:
             trade = LocalTrade(
                 pair=pair,
                 open_rate=row[OPEN_IDX],
-                open_date=row[DATE_IDX],
+                open_date=row[DATE_IDX].to_pydatetime(),
                 stake_amount=stake_amount,
                 amount=round(stake_amount / row[OPEN_IDX], 8),
                 fee_open=self.fee,
@@ -316,7 +316,7 @@ class Backtesting:
                 for trade in open_trades[pair]:
                     sell_row = data[pair][-1]
 
-                    trade.close_date = sell_row[DATE_IDX]
+                    trade.close_date = sell_row[DATE_IDX].to_pydatetime()
                     trade.sell_reason = SellType.FORCE_SELL.value
                     trade.close(sell_row[OPEN_IDX], show_msg=False)
                     LocalTrade.close_bt_trade(trade)

From 55faa6a84a6ed7a4fa65781987eb9f05d8de4152 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 26 Apr 2021 20:18:03 +0200
Subject: [PATCH 0317/1386] safe_wrapper should use kwargs to call methods

---
 freqtrade/strategy/interface.py | 9 ++++-----
 1 file changed, 4 insertions(+), 5 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 5c3264c35..645e70e8a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -579,7 +579,8 @@ class IStrategy(ABC, HyperStrategyMixin):
                 sell_signal = SellType.SELL_SIGNAL
             else:
                 custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
-                    trade.pair, trade, date, current_rate, current_profit, dataframe)
+                    pair=trade.pair, trade=trade, current_time=date, current_rate=current_rate,
+                    current_profit=current_profit, dataframe=dataframe)
                 if custom_reason:
                     sell_signal = SellType.CUSTOM_SELL
                     if isinstance(custom_reason, str):
@@ -598,8 +599,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # Sell-signal
         # Stoploss
         if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS:
-            logger.debug(f"{trade.pair} - Required profit reached. "
-                         f"sell_type=SellType.ROI")
+            logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI")
             return SellCheckTuple(sell_type=SellType.ROI)
 
         if sell_signal != SellType.NONE:
@@ -610,8 +610,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         if stoplossflag.sell_flag:
 
-            logger.debug(f"{trade.pair} - Stoploss hit. "
-                         f"sell_type={stoplossflag.sell_type}")
+            logger.debug(f"{trade.pair} - Stoploss hit. sell_type={stoplossflag.sell_type}")
             return stoplossflag
 
         # This one is noisy, commented out...

From cc916ab2e90458a54cdc8d4f247518f904e8fdd6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 26 Apr 2021 20:26:14 +0200
Subject: [PATCH 0318/1386] Add test for custom_sell

---
 tests/strategy/test_interface.py | 44 ++++++++++++++++++++++++++++++++
 1 file changed, 44 insertions(+)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index d2a09e466..bd81bc80c 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -382,6 +382,50 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
     strategy.custom_stoploss = original_stopvalue
 
 
+def test_custom_sell(default_conf, fee, caplog) -> None:
+
+    default_conf.update({'strategy': 'DefaultStrategy'})
+
+    strategy = StrategyResolver.load_strategy(default_conf)
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.01,
+        amount=1,
+        open_date=arrow.utcnow().shift(hours=-1).datetime,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='binance',
+        open_rate=1,
+    )
+
+    now = arrow.utcnow().datetime
+    res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
+
+    assert res.sell_flag is False
+    assert res.sell_type == SellType.NONE
+
+    strategy.custom_sell = MagicMock(return_value=True)
+    res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
+    assert res.sell_flag is True
+    assert res.sell_type == SellType.CUSTOM_SELL
+    assert res.sell_reason == 'custom_sell'
+
+    strategy.custom_sell = MagicMock(return_value='hello world')
+
+    res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
+    assert res.sell_type == SellType.CUSTOM_SELL
+    assert res.sell_flag is True
+    assert res.sell_reason == 'hello world'
+
+    caplog.clear()
+    strategy.custom_sell = MagicMock(return_value='h' * 100)
+    res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
+    assert res.sell_type == SellType.CUSTOM_SELL
+    assert res.sell_flag is True
+    assert res.sell_reason == 'h' * 64
+    assert log_has_re('Custom sell reason returned from custom_sell is too long.*', caplog)
+
+
 def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     ind_mock = MagicMock(side_effect=lambda x, meta: x)

From 1465af50d78730aeacb71ef26c87ef5674531940 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 27 Apr 2021 19:17:49 +0200
Subject: [PATCH 0319/1386] FTX usable configuration

---
 config_ftx.json.example | 36 ++++++++++++++++++------------------
 1 file changed, 18 insertions(+), 18 deletions(-)

diff --git a/config_ftx.json.example b/config_ftx.json.example
index 33e884976..facd54b25 100644
--- a/config_ftx.json.example
+++ b/config_ftx.json.example
@@ -1,7 +1,7 @@
 {
     "max_open_trades": 3,
-    "stake_currency": "BTC",
-    "stake_amount": 0.05,
+    "stake_currency": "USD",
+    "stake_amount": 50,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
     "timeframe": "5m",
@@ -38,24 +38,24 @@
             "rateLimit": 50
         },
         "pair_whitelist": [
-            "ALGO/BTC",
-            "ATOM/BTC",
-            "BAT/BTC",
-            "BCH/BTC",
-            "BRD/BTC",
-            "EOS/BTC",
-            "ETH/BTC",
-            "IOTA/BTC",
-            "LINK/BTC",
-            "LTC/BTC",
-            "NEO/BTC",
-            "NXS/BTC",
-            "XMR/BTC",
-            "XRP/BTC",
-            "XTZ/BTC"
+            "BTC/USD",
+            "ETH/USD",
+            "BNB/USD",
+            "USDT/USD",
+            "LTC/USD",
+            "SRM/USD",
+            "SXP/USD",
+            "XRP/USD",
+            "DOGE/USD",
+            "1INCH/USD",
+            "CHZ/USD",
+            "MATIC/USD",
+            "LINK/USD",
+            "OXY/USD",
+            "SUSHI/USD"
         ],
         "pair_blacklist": [
-            "BNB/BTC"
+            "FTT/USD"
         ]
     },
     "pairlists": [

From 6eb947ae09416acac11c2c4b79f342d24986993b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 27 Apr 2021 20:25:36 +0200
Subject: [PATCH 0320/1386] Move static Trade functions to right class

---
 freqtrade/persistence/models.py | 198 +++++++++++++++++---------------
 tests/test_persistence.py       |  33 +++++-
 2 files changed, 132 insertions(+), 99 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index e7fd488c7..afd51366a 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -567,23 +567,6 @@ class LocalTrade():
         else:
             return None
 
-    @staticmethod
-    def get_trades(trade_filter=None) -> Query:
-        """
-        Helper function to query Trades using filters.
-        :param trade_filter: Optional filter to apply to trades
-                             Can be either a Filter object, or a List of filters
-                             e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])`
-                             e.g. `(trade_filter=Trade.id == trade_id)`
-        :return: unsorted query object
-        """
-        if trade_filter is not None:
-            if not isinstance(trade_filter, list):
-                trade_filter = [trade_filter]
-            return Trade.query.filter(*trade_filter)
-        else:
-            return Trade.query
-
     @staticmethod
     def get_trades_proxy(*, pair: str = None, is_open: bool = None,
                          open_date: datetime = None, close_date: datetime = None,
@@ -636,83 +619,7 @@ class LocalTrade():
         """
         Query trades from persistence layer
         """
-        return Trade.get_trades(Trade.is_open.is_(True)).all()
-
-    @staticmethod
-    def get_open_order_trades():
-        """
-        Returns all open trades
-        """
-        return Trade.get_trades(Trade.open_order_id.isnot(None)).all()
-
-    @staticmethod
-    def get_open_trades_without_assigned_fees():
-        """
-        Returns all open trades which don't have open fees set correctly
-        """
-        return Trade.get_trades([Trade.fee_open_currency.is_(None),
-                                 Trade.orders.any(),
-                                 Trade.is_open.is_(True),
-                                 ]).all()
-
-    @staticmethod
-    def get_sold_trades_without_assigned_fees():
-        """
-        Returns all closed trades which don't have fees set correctly
-        """
-        return Trade.get_trades([Trade.fee_close_currency.is_(None),
-                                 Trade.orders.any(),
-                                 Trade.is_open.is_(False),
-                                 ]).all()
-
-    @staticmethod
-    def total_open_trades_stakes() -> float:
-        """
-        Calculates total invested amount in open trades
-        in stake currency
-        """
-        if Trade.use_db:
-            total_open_stake_amount = Trade.query.with_entities(
-                func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
-        else:
-            total_open_stake_amount = sum(
-                t.stake_amount for t in Trade.get_trades_proxy(is_open=True))
-        return total_open_stake_amount or 0
-
-    @staticmethod
-    def get_overall_performance() -> List[Dict[str, Any]]:
-        """
-        Returns List of dicts containing all Trades, including profit and trade count
-        """
-        pair_rates = Trade.query.with_entities(
-            Trade.pair,
-            func.sum(Trade.close_profit).label('profit_sum'),
-            func.count(Trade.pair).label('count')
-        ).filter(Trade.is_open.is_(False))\
-            .group_by(Trade.pair) \
-            .order_by(desc('profit_sum')) \
-            .all()
-        return [
-            {
-                'pair': pair,
-                'profit': rate,
-                'count': count
-            }
-            for pair, rate, count in pair_rates
-        ]
-
-    @staticmethod
-    def get_best_pair():
-        """
-        Get best pair with closed trade.
-        :returns: Tuple containing (pair, profit_sum)
-        """
-        best_pair = Trade.query.with_entities(
-            Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
-        ).filter(Trade.is_open.is_(False)) \
-            .group_by(Trade.pair) \
-            .order_by(desc('profit_sum')).first()
-        return best_pair
+        return Trade.get_trades_proxy(is_open=True)
 
     @staticmethod
     def stoploss_reinitialization(desired_stoploss):
@@ -810,7 +717,7 @@ class Trade(_DECL_BASE, LocalTrade):
                          open_date: datetime = None, close_date: datetime = None,
                          ) -> List['LocalTrade']:
         """
-        Helper function to query Trades.
+        Helper function to query Trades.j
         Returns a List of trades, filtered on the parameters given.
         In live mode, converts the filter to a database query and returns all rows
         In Backtest mode, uses filters on Trade.trades to get the result.
@@ -835,6 +742,107 @@ class Trade(_DECL_BASE, LocalTrade):
                 close_date=close_date
             )
 
+    @staticmethod
+    def get_trades(trade_filter=None) -> Query:
+        """
+        Helper function to query Trades using filters.
+        NOTE: Not supported in Backtesting.
+        :param trade_filter: Optional filter to apply to trades
+                             Can be either a Filter object, or a List of filters
+                             e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])`
+                             e.g. `(trade_filter=Trade.id == trade_id)`
+        :return: unsorted query object
+        """
+        if not Trade.use_db:
+            raise NotImplementedError('`Trade.get_trades()` not supported in backtesting mode.')
+        if trade_filter is not None:
+            if not isinstance(trade_filter, list):
+                trade_filter = [trade_filter]
+            return Trade.query.filter(*trade_filter)
+        else:
+            return Trade.query
+
+    @staticmethod
+    def get_open_order_trades():
+        """
+        Returns all open trades
+        NOTE: Not supported in Backtesting.
+        """
+        return Trade.get_trades(Trade.open_order_id.isnot(None)).all()
+
+    @staticmethod
+    def get_open_trades_without_assigned_fees():
+        """
+        Returns all open trades which don't have open fees set correctly
+        NOTE: Not supported in Backtesting.
+        """
+        return Trade.get_trades([Trade.fee_open_currency.is_(None),
+                                 Trade.orders.any(),
+                                 Trade.is_open.is_(True),
+                                 ]).all()
+
+    @staticmethod
+    def get_sold_trades_without_assigned_fees():
+        """
+        Returns all closed trades which don't have fees set correctly
+        NOTE: Not supported in Backtesting.
+        """
+        return Trade.get_trades([Trade.fee_close_currency.is_(None),
+                                 Trade.orders.any(),
+                                 Trade.is_open.is_(False),
+                                 ]).all()
+
+    @staticmethod
+    def total_open_trades_stakes() -> float:
+        """
+        Calculates total invested amount in open trades
+        in stake currency
+        """
+        if Trade.use_db:
+            total_open_stake_amount = Trade.query.with_entities(
+                func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
+        else:
+            total_open_stake_amount = sum(
+                t.stake_amount for t in LocalTrade.get_trades_proxy(is_open=True))
+        return total_open_stake_amount or 0
+
+    @staticmethod
+    def get_overall_performance() -> List[Dict[str, Any]]:
+        """
+        Returns List of dicts containing all Trades, including profit and trade count
+        NOTE: Not supported in Backtesting.
+        """
+        pair_rates = Trade.query.with_entities(
+            Trade.pair,
+            func.sum(Trade.close_profit).label('profit_sum'),
+            func.count(Trade.pair).label('count')
+        ).filter(Trade.is_open.is_(False))\
+            .group_by(Trade.pair) \
+            .order_by(desc('profit_sum')) \
+            .all()
+        return [
+            {
+                'pair': pair,
+                'profit': rate,
+                'count': count
+            }
+            for pair, rate, count in pair_rates
+        ]
+
+    @staticmethod
+    def get_best_pair():
+        """
+        Get best pair with closed trade.
+        NOTE: Not supported in Backtesting.
+        :returns: Tuple containing (pair, profit_sum)
+        """
+        best_pair = Trade.query.with_entities(
+            Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
+        ).filter(Trade.is_open.is_(False)) \
+            .group_by(Trade.pair) \
+            .order_by(desc('profit_sum')).first()
+        return best_pair
+
 
 class PairLock(_DECL_BASE):
     """
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index dad0e275e..8470e12c2 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -774,11 +774,16 @@ def test_adjust_min_max_rates(fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_get_open(fee):
+@pytest.mark.parametrize('use_db', [True, False])
+def test_get_open(fee, use_db):
+    Trade.use_db = use_db
+    Trade.reset_trades()
 
-    create_mock_trades(fee)
+    create_mock_trades(fee, use_db)
     assert len(Trade.get_open_trades()) == 4
 
+    Trade.use_db = True
+
 
 @pytest.mark.usefixtures("init_persistence")
 def test_to_json(default_conf, fee):
@@ -1083,6 +1088,13 @@ def test_get_trades_proxy(fee, use_db):
     Trade.use_db = True
 
 
+def test_get_trades_backtest():
+    Trade.use_db = False
+    with pytest.raises(NotImplementedError, match=r"`Trade.get_trades\(\)` not .*"):
+        Trade.get_trades([])
+    Trade.use_db = True
+
+
 @pytest.mark.usefixtures("init_persistence")
 def test_get_overall_performance(fee):
 
@@ -1216,11 +1228,24 @@ def test_Trade_object_idem():
     trade = vars(Trade)
     localtrade = vars(LocalTrade)
 
+    excludes = (
+        'delete',
+        'session',
+        'query',
+        'open_date',
+        'get_best_pair',
+        'get_overall_performance',
+        'total_open_trades_stakes',
+        'get_sold_trades_without_assigned_fees',
+        'get_open_trades_without_assigned_fees',
+        'get_open_order_trades',
+        'get_trades',
+        )
+
     # Parent (LocalTrade) should have the same attributes
     for item in trade:
         # Exclude private attributes and open_date (as it's not assigned a default)
-        if (not item.startswith('_')
-                and item not in ('delete', 'session', 'query', 'open_date')):
+        if (not item.startswith('_') and item not in excludes):
             assert item in localtrade
 
     # Fails if only a column is added without corresponding parent field

From 63c28b651982892e0ad3e1a26766090b7886f71a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 28 Apr 2021 16:00:12 +0200
Subject: [PATCH 0321/1386] Remove obsolete get_balance method

---
 freqtrade/exchange/exchange.py  | 11 -----------
 tests/exchange/test_exchange.py | 23 -----------------------
 tests/test_freqtradebot.py      | 16 +---------------
 3 files changed, 1 insertion(+), 49 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 80b392d73..f61f89fcb 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -666,17 +666,6 @@ class Exchange:
 
         raise OperationalException(f"stoploss is not implemented for {self.name}.")
 
-    @retrier
-    def get_balance(self, currency: str) -> float:
-
-        # ccxt exception is already handled by get_balances
-        balances = self.get_balances()
-        balance = balances.get(currency)
-        if balance is None:
-            raise TemporaryError(
-                f'Could not get {currency} balance due to malformed exchange response: {balances}')
-        return balance['free']
-
     @retrier
     def get_balances(self) -> dict:
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 27f4d0db9..573f41bda 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1248,29 +1248,6 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     assert "timeInForce" not in api_mock.create_order.call_args[0][5]
 
 
-@pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_balance_prod(default_conf, mocker, exchange_name):
-    api_mock = MagicMock()
-    api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4, 'total': 123.4}})
-    default_conf['dry_run'] = False
-
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-
-    assert exchange.get_balance(currency='BTC') == 123.4
-
-    with pytest.raises(OperationalException):
-        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-
-        exchange.get_balance(currency='BTC')
-
-    with pytest.raises(TemporaryError, match=r'.*balance due to malformed exchange response:.*'):
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={}))
-        mocker.patch('freqtrade.exchange.Kraken.get_balances', MagicMock(return_value={}))
-        exchange.get_balance(currency='BTC')
-
-
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_balances_prod(default_conf, mocker, exchange_name):
     balance_item = {
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index ad000515e..2c6e86cf3 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -82,10 +82,6 @@ def test_bot_cleanup(mocker, default_conf, caplog) -> None:
 def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
-    )
     conf = default_conf.copy()
     conf['runmode'] = RunMode.DRY_RUN
     conf['order_types'] = {
@@ -117,10 +113,7 @@ def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
 def test_order_dict_live(default_conf, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
-    )
+
     conf = default_conf.copy()
     conf['runmode'] = RunMode.LIVE
     conf['order_types'] = {
@@ -153,10 +146,6 @@ def test_order_dict_live(default_conf, mocker, caplog) -> None:
 def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
-    )
 
     freqtrade = FreqtradeBot(default_conf)
 
@@ -181,7 +170,6 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2),
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee
     )
@@ -435,7 +423,6 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         buy=MagicMock(return_value=limit_buy_order_open),
-        get_balance=MagicMock(return_value=default_conf['stake_amount']),
         get_fee=fee,
     )
     default_conf['max_open_trades'] = 0
@@ -523,7 +510,6 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_balance=MagicMock(return_value=20),
         get_fee=fee,
     )
     default_conf['stake_amount'] = 10

From 7c8a367442b81c6d0913af47d91089bd88c3534f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 28 Apr 2021 20:36:06 +0200
Subject: [PATCH 0322/1386] Update docs to not promote stoploss / take-profit

---
 docs/strategy-advanced.md         | 23 ++++++++++++-----------
 freqtrade/optimize/backtesting.py |  3 ++-
 2 files changed, 14 insertions(+), 12 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index f702b1448..3ef121091 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -44,9 +44,9 @@ class AwesomeStrategy(IStrategy):
 
 ## Custom sell signal
 
-It is possible to define custom sell signals. This is very useful when we need to customize sell conditions for each individual trade.
+It is possible to define custom sell signals. This is very useful when we need to customize sell conditions for each individual trade, or if you need the trade profit to take the sell decision.
 
-An example of how we can set stop-loss and take-profit targets in the dataframe and also sell trades that were open longer than 1 day:
+An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than 1 day:
 
 ``` python
 from freqtrade.strategy import IStrategy, timeframe_to_prev_date
@@ -58,21 +58,22 @@ class AwesomeStrategy(IStrategy):
         trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
 
         # Sell when price falls below value in stoploss column of taken buy signal.
-        if 'stop_loss' in trade_row:
-            if current_rate <= trade_row['stop_loss'] < trade.open_rate:
-                return 'stop_loss'
+        # above 20% profit, sell when rsi < 80
+        if current_profit > 0.2:
+            if trade_row['rsi'] < 80:
+                return 'rsi_below_80'
 
-        # Sell when price reaches value in take_profit column of taken buy signal.
-        if 'take_profit' in trade_row:
-            if trade.open_rate < trade_row['take_profit'] <= current_rate:
-                return 'take_profit'
+        # Between 2% and 10%, sell if EMA-long above EMA-short
+        if 0.02 < current_profit < 0.1:
+            if trade_row['emalong'] > trade_row['emashort']:
+                return 'ema_long_below_80'
 
         # Sell any positions at a loss if they are held for more than two days.
-        if current_profit < 0 and (current_time.replace(tzinfo=trade.open_date_utc.tzinfo) - trade.open_date_utc).days >= 1:
+        if current_profit < 0.0 and (current_time - trade.open_date_utc).days >= 1:
             return 'unclog'
 ```
 
-See [Custom stoploss using an indicator from dataframe example](strategy-customization.md#custom-stoploss-using-an-indicator-from-dataframe-example) for explanation on how to use `dataframe` parameter.
+See [Custom stoploss using an indicator from dataframe example](#custom-stoploss-using-an-indicator-from-dataframe-example) for explanation on how to use `dataframe` parameter.
 
 ## Custom stoploss
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index b03a459ea..7b62661d3 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -251,7 +251,8 @@ class Backtesting:
                               sell_row: Tuple) -> Optional[LocalTrade]:
 
         sell = self.strategy.should_sell(dataframe, trade, sell_row[OPEN_IDX],  # type: ignore
-                                         sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX],
+                                         sell_row[DATE_IDX].to_pydatetime(), sell_row[BUY_IDX],
+                                         sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
 
         if sell.sell_flag:

From 3285f6caa35ef555f8956eecd3468eae04c2e9c5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 28 Apr 2021 20:42:15 +0200
Subject: [PATCH 0323/1386] Improve wording in Note box

---
 docs/strategy-advanced.md | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 3ef121091..58e658509 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -270,10 +270,10 @@ Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g
     see [Common mistakes when developing strategies](strategy-customization.md#common-mistakes-when-developing-strategies) for more info.
 
 !!! Note
-    `dataframe` is indexed by candle date. During dry/live runs `current_time` and
-    `trade.open_date_utc` will not match candle dates precisely and using them as indices will throw
-    an error. Use `date = timeframe_to_prev_date(self.timeframe, date)` to round a date to previous
-    candle before using it as a `dataframe` index.
+    `dataframe['date']` contains the candle's open date. During dry/live runs `current_time` and
+    `trade.open_date_utc` will not match the candle date precisely and using them directly will throw
+    an error. Use `date = timeframe_to_prev_date(self.timeframe, date)` to round a date to the candle's open date
+    before using it to access `dataframe`.
 
 ``` python
 from freqtrade.exchange import timeframe_to_prev_date

From 2b78ee254cab129aed9448e201e496961b3cb788 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 28 Apr 2021 21:06:32 +0200
Subject: [PATCH 0324/1386] Version bump to 2021.4

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 5e2a1f88e..68bcad396 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.3'
+__version__ = '2021.4'
 
 if __version__ == 'develop':
 

From 5bc908870f124f27fe16f890b895da8af970c2f9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 29 Apr 2021 09:07:47 +0200
Subject: [PATCH 0325/1386] Fix documentation comment missalignment

---
 docs/strategy-advanced.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 58e658509..49b310303 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -46,7 +46,7 @@ class AwesomeStrategy(IStrategy):
 
 It is possible to define custom sell signals. This is very useful when we need to customize sell conditions for each individual trade, or if you need the trade profit to take the sell decision.
 
-An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than 1 day:
+An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day:
 
 ``` python
 from freqtrade.strategy import IStrategy, timeframe_to_prev_date
@@ -68,7 +68,7 @@ class AwesomeStrategy(IStrategy):
             if trade_row['emalong'] > trade_row['emashort']:
                 return 'ema_long_below_80'
 
-        # Sell any positions at a loss if they are held for more than two days.
+        # Sell any positions at a loss if they are held for more than one day.
         if current_profit < 0.0 and (current_time - trade.open_date_utc).days >= 1:
             return 'unclog'
 ```

From 7cf8c5d6592deddcf40dbaf00a56ec8159c94d17 Mon Sep 17 00:00:00 2001
From: Nial McCallister <48334675+nmcc1212@users.noreply.github.com>
Date: Thu, 29 Apr 2021 10:46:00 +0100
Subject: [PATCH 0326/1386] Docker Quick start grammatical error

please install docker-compose should be installed
 does not make grammatical sense
---
 docs/docker_quickstart.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 9096000c1..5f48782d2 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -10,7 +10,7 @@ Start by downloading and installing Docker CE for your platform:
 * [Windows](https://docs.docker.com/docker-for-windows/install/)
 * [Linux](https://docs.docker.com/install/)
 
-To simplify running freqtrade, please install [`docker-compose`](https://docs.docker.com/compose/install/) should be installed and available to follow the below [docker quick start guide](#docker-quick-start).
+To simplify running freqtrade, [`docker-compose`](https://docs.docker.com/compose/install/) should be installed and available to follow the below [docker quick start guide](#docker-quick-start).
 
 ## Freqtrade with docker-compose
 

From 83708ae04596f7292a5a4e34a6a8ffd1c8908d33 Mon Sep 17 00:00:00 2001
From: JoeSchr <JoeSchr@users.noreply.github.com>
Date: Thu, 29 Apr 2021 12:16:02 +0200
Subject: [PATCH 0327/1386] Update strategy-advanced.md

Remove untrue comment probably left-over from more intricate example
---
 docs/strategy-advanced.md | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 49b310303..ccd4c2419 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -57,8 +57,7 @@ class AwesomeStrategy(IStrategy):
         trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
         trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
 
-        # Sell when price falls below value in stoploss column of taken buy signal.
-        # above 20% profit, sell when rsi < 80
+        # Above 20% profit, sell when rsi < 80
         if current_profit > 0.2:
             if trade_row['rsi'] < 80:
                 return 'rsi_below_80'

From cf839e36f331983f74bc0fd1dd3bb6be73a61599 Mon Sep 17 00:00:00 2001
From: JoeSchr <JoeSchr@users.noreply.github.com>
Date: Thu, 29 Apr 2021 12:49:51 +0200
Subject: [PATCH 0328/1386] Add to custom_sell() documentation

- Flesh out infos about return type
- give quick example at beginning to get reader in right mindset what this does and why it's useful
---
 docs/strategy-advanced.md | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 49b310303..68b3f201a 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -44,7 +44,11 @@ class AwesomeStrategy(IStrategy):
 
 ## Custom sell signal
 
-It is possible to define custom sell signals. This is very useful when we need to customize sell conditions for each individual trade, or if you need the trade profit to take the sell decision.
+It is possible to define custom sell signals, indicating that specified position should be sold. This is very useful when we need to customize sell conditions for each individual trade, or if you need the trade profit to take the sell decision. 
+
+For example you could implement a stoploss relative to candle when trade was opened, or a custom 1:2 risk-reward ROI.
+
+!!! Note Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set. `string` max length is 64 characters. Exceeding this limit will raise `OperationalException`.
 
 An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day:
 

From f2bd70dfc24e74d56cbc8b42c1610fd8785bc41d Mon Sep 17 00:00:00 2001
From: JoeSchr <JoeSchr@users.noreply.github.com>
Date: Thu, 29 Apr 2021 13:07:22 +0200
Subject: [PATCH 0329/1386] Add sentence about how it differs from
 custom_stoploss()

---
 docs/strategy-advanced.md | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 68b3f201a..8023a18ab 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -46,7 +46,9 @@ class AwesomeStrategy(IStrategy):
 
 It is possible to define custom sell signals, indicating that specified position should be sold. This is very useful when we need to customize sell conditions for each individual trade, or if you need the trade profit to take the sell decision. 
 
-For example you could implement a stoploss relative to candle when trade was opened, or a custom 1:2 risk-reward ROI.
+For example you could implement a 1:2 risk-reward ROI with `custom_sell()`.
+
+You should abstain from using custom_sell() signals in place of stoplosses though. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
 
 !!! Note Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set. `string` max length is 64 characters. Exceeding this limit will raise `OperationalException`.
 

From 4d1613a43265ea039b5b009335343920fe188063 Mon Sep 17 00:00:00 2001
From: Bernd Zeimetz <bernd@bzed.de>
Date: Sat, 24 Apr 2021 13:26:40 +0200
Subject: [PATCH 0330/1386] Add chunks function.

Implementing a generator to split Lists into chunks.
---
 freqtrade/misc.py | 13 ++++++++++++-
 1 file changed, 12 insertions(+), 1 deletion(-)

diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 6508363d6..2e255901e 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -6,7 +6,7 @@ import logging
 import re
 from datetime import datetime
 from pathlib import Path
-from typing import Any
+from typing import Any, Iterator, List
 from typing.io import IO
 
 import rapidjson
@@ -202,3 +202,14 @@ def render_template_with_fallback(templatefile: str, templatefallbackfile: str,
         return render_template(templatefile, arguments)
     except TemplateNotFound:
         return render_template(templatefallbackfile, arguments)
+
+
+def chunks(lst: List[Any], n: int) -> Iterator[List[Any]]:
+    """
+    Split lst into chunks of the size n.
+    :param lst: list to split into chunks
+    :param n: number of max elements per chunk
+    :return: None
+    """
+    for chunk in range(0, len(lst), n):
+        yield (lst[chunk:chunk + n])

From 3be7bc509c603bc1f40619d61d12c34def88500c Mon Sep 17 00:00:00 2001
From: Bernd Zeimetz <bernd@bzed.de>
Date: Sat, 24 Apr 2021 13:28:24 +0200
Subject: [PATCH 0331/1386] Telegram: send locks as chunks of 25.

Producing easily readable messages, hopefully always below the message lenght limit
---
 freqtrade/rpc/telegram.py | 25 +++++++++++++------------
 1 file changed, 13 insertions(+), 12 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 3eeedcd12..97a01fc53 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -20,7 +20,7 @@ from telegram.utils.helpers import escape_markdown
 from freqtrade.__init__ import __version__
 from freqtrade.constants import DUST_PER_COIN
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import round_coin_value
+from freqtrade.misc import chunks, round_coin_value
 from freqtrade.rpc import RPC, RPCException, RPCHandler, RPCMessageType
 
 
@@ -750,17 +750,18 @@ class Telegram(RPCHandler):
         Handler for /locks.
         Returns the currently active locks
         """
-        locks = self._rpc._rpc_locks()
-        message = tabulate([[
-            lock['id'],
-            lock['pair'],
-            lock['lock_end_time'],
-            lock['reason']] for lock in locks['locks']],
-            headers=['ID', 'Pair', 'Until', 'Reason'],
-            tablefmt='simple')
-        message = f"<pre>{escape(message)}</pre>"
-        logger.debug(message)
-        self._send_msg(message, parse_mode=ParseMode.HTML)
+        rpc_locks = self._rpc._rpc_locks()
+        for locks in chunks(rpc_locks['locks'], 25):
+            message = tabulate([[
+                lock['id'],
+                lock['pair'],
+                lock['lock_end_time'],
+                lock['reason']] for lock in locks],
+                headers=['ID', 'Pair', 'Until', 'Reason'],
+                tablefmt='simple')
+            message = f"<pre>{escape(message)}</pre>"
+            logger.debug(message)
+            self._send_msg(message, parse_mode=ParseMode.HTML)
 
     @authorized_only
     def _delete_locks(self, update: Update, context: CallbackContext) -> None:

From cf03daa0fd60e9a2ae2769a89bbde4cfb92d62f0 Mon Sep 17 00:00:00 2001
From: Antreas Gribas <antreasgribas@gmail.com>
Date: Fri, 30 Apr 2021 00:28:42 +0300
Subject: [PATCH 0332/1386] Fix bug in running hyperopt in windows 10 with
 preferred encoding in locale differrent from utf-8

---
 freqtrade/__init__.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index e96e7f530..30ad96b33 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,6 +1,11 @@
 """ Freqtrade bot """
 __version__ = 'develop'
 
+import locale
+def getpreferredencoding(do_setlocale=True):
+    return "utf-8"
+locale.getpreferredencoding = getpreferredencoding
+
 if __version__ == 'develop':
 
     try:

From 6763bd447e040af00bfa9457a5916f70ee108f17 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Apr 2021 07:50:33 +0200
Subject: [PATCH 0333/1386] Fix link to poweredby image

---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 916f9cf17..6fd59b62d 100644
--- a/README.md
+++ b/README.md
@@ -1,4 +1,4 @@
-# ![freqtrade](docs/assets/freqtrade_poweredby.svg)
+# ![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade_poweredby.svg)
 
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)

From f3388ed9aa7ae903844213b0f5ca88fd43f7b91b Mon Sep 17 00:00:00 2001
From: Joe Schr <joe.vandelay@gmail.com>
Date: Fri, 30 Apr 2021 14:30:37 +0200
Subject: [PATCH 0334/1386] fix IStrategy: abstract methods still need to pass
 through return value

otherwise doing something like:
```py
dataframe = super().populate_indicators(dataframe, ...)
```

won't work, because `dataframe` becomes `None`.

This is needed if one of those methods uses dataframe.copy() instead of
just working on reference. e.g. using `merge_informative` in
`populate_indicator` in a nested class hierarchy
---
 freqtrade/strategy/interface.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 645e70e8a..63dcc75d9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -161,6 +161,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param metadata: Additional information, like the currently traded pair
         :return: a Dataframe with all mandatory indicators for the strategies
         """
+        return dataframe
 
     @abstractmethod
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -170,6 +171,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param metadata: Additional information, like the currently traded pair
         :return: DataFrame with buy column
         """
+        return dataframe
 
     @abstractmethod
     def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -179,6 +181,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param metadata: Additional information, like the currently traded pair
         :return: DataFrame with sell column
         """
+        return dataframe
 
     def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
         """

From 856b65206bf61b14662f3761c0dba0df560db36d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Apr 2021 19:42:41 +0200
Subject: [PATCH 0335/1386] Reduce log-frequency of AgeFilter

closes #4840
---
 freqtrade/plugins/pairlist/AgeFilter.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 8a5379ca6..837e99f2a 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -71,7 +71,7 @@ class AgeFilter(IPairList):
                 daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
                 if not self._validate_pair_loc(p, daily_candles):
                     pairlist.remove(p)
-        logger.info(f"Validated {len(pairlist)} pairs.")
+        self.log_once(f"Validated {len(pairlist)} pairs.", logger.info)
         return pairlist
 
     def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:

From 42a52ff6694c4595e27df7f3c49accb7ae3448c8 Mon Sep 17 00:00:00 2001
From: Boris Pruessmann <boris@pruessmann.org>
Date: Sat, 1 May 2021 14:13:21 +0200
Subject: [PATCH 0336/1386] Docker support for arm64

---
 Dockerfile.aarch64              | 58 +++++++++++++++++++++++++++++++++
 build_helpers/install_ta-lib.sh |  5 ++-
 2 files changed, 62 insertions(+), 1 deletion(-)
 create mode 100644 Dockerfile.aarch64

diff --git a/Dockerfile.aarch64 b/Dockerfile.aarch64
new file mode 100644
index 000000000..71c10d949
--- /dev/null
+++ b/Dockerfile.aarch64
@@ -0,0 +1,58 @@
+FROM --platform=linux/arm64/v8 python:3.9.4-slim-buster as base
+
+# Setup env
+ENV LANG C.UTF-8
+ENV LC_ALL C.UTF-8
+ENV PYTHONDONTWRITEBYTECODE 1
+ENV PYTHONFAULTHANDLER 1
+ENV PATH=/home/ftuser/.local/bin:$PATH
+ENV FT_APP_ENV="docker"
+
+# Prepare environment
+RUN mkdir /freqtrade \
+  && apt-get update \
+  && apt-get -y install libatlas3-base curl sqlite3 libhdf5-serial-dev sudo \
+  && apt-get clean \
+  && useradd -u 1000 -G sudo -U -m ftuser \
+  && chown ftuser:ftuser /freqtrade \
+  # Allow sudoers
+  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
+
+WORKDIR /freqtrade
+
+# Install dependencies
+FROM base as python-deps
+RUN apt-get update \
+  && apt-get -y install curl build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
+  && apt-get clean \
+  && pip install --upgrade pip
+
+# Install TA-lib
+COPY build_helpers/* /tmp/
+RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
+ENV LD_LIBRARY_PATH /usr/local/lib
+
+# Install dependencies
+COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
+USER ftuser
+RUN  pip install --user --no-cache-dir numpy \
+  && pip install --user --no-cache-dir -r requirements-hyperopt.txt
+
+# Copy dependencies to runtime-image
+FROM base as runtime-image
+COPY --from=python-deps /usr/local/lib /usr/local/lib
+ENV LD_LIBRARY_PATH /usr/local/lib
+
+COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
+
+USER ftuser
+# Install and execute
+COPY --chown=ftuser:ftuser . /freqtrade/
+
+RUN pip install -e . --user --no-cache-dir \
+  && mkdir /freqtrade/user_data/ \
+  && freqtrade install-ui
+
+ENTRYPOINT ["freqtrade"]
+# Default to trade mode
+CMD [ "trade" ]
diff --git a/build_helpers/install_ta-lib.sh b/build_helpers/install_ta-lib.sh
index cb86e5f64..dd87cf105 100755
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@@ -8,10 +8,13 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   tar zxvf ta-lib-0.4.0-src.tar.gz
   cd ta-lib \
   && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
+  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
+  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
   && ./configure --prefix=${INSTALL_LOC}/ \
-  && make \
+  && make -j$(nproc) \
   && which sudo && sudo make install || make install \
   && cd ..
 else
   echo "TA-lib already installed, skipping installation"
 fi
+#  && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \

From e050ea8dfa671fd15cc6a124734ad1dfc9b3f82d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Apr 2021 15:33:03 +0200
Subject: [PATCH 0337/1386] Don't load parameters for other space

---
 freqtrade/strategy/hyper.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 32486136d..1848730dd 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -284,7 +284,7 @@ class HyperStrategyMixin(object):
         if not params:
             logger.info(f"No params for {space} found, using default values.")
 
-        for attr_name, attr in self.enumerate_parameters():
+        for attr_name, attr in self.enumerate_parameters(space):
             attr.hyperopt = hyperopt
             if params and attr_name in params:
                 if attr.load:

From e381df9098faa6c3ef998c3aa96bf31ff8336e3d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 16:36:35 +0200
Subject: [PATCH 0338/1386] extract has_space to Hyperopt-Tools

---
 freqtrade/optimize/hyperopt.py       | 44 ++++++++++++----------------
 freqtrade/optimize/hyperopt_tools.py | 13 +++++++-
 tests/optimize/test_hyperopt.py      |  6 ++--
 3 files changed, 33 insertions(+), 30 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d1dabff36..361480329 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -114,7 +114,7 @@ class Hyperopt:
             self.max_open_trades = 0
         self.position_stacking = self.config.get('position_stacking', False)
 
-        if self.has_space('sell'):
+        if HyperoptTools.has_space(self.config, 'sell'):
             # Make sure use_sell_signal is enabled
             if 'ask_strategy' not in self.config:
                 self.config['ask_strategy'] = {}
@@ -175,18 +175,18 @@ class Hyperopt:
         """
         result: Dict = {}
 
-        if self.has_space('buy'):
+        if HyperoptTools.has_space(self.config, 'buy'):
             result['buy'] = {p.name: params.get(p.name)
                              for p in self.hyperopt_space('buy')}
-        if self.has_space('sell'):
+        if HyperoptTools.has_space(self.config, 'sell'):
             result['sell'] = {p.name: params.get(p.name)
                               for p in self.hyperopt_space('sell')}
-        if self.has_space('roi'):
+        if HyperoptTools.has_space(self.config, 'roi'):
             result['roi'] = self.custom_hyperopt.generate_roi_table(params)
-        if self.has_space('stoploss'):
+        if HyperoptTools.has_space(self.config, 'stoploss'):
             result['stoploss'] = {p.name: params.get(p.name)
                                   for p in self.hyperopt_space('stoploss')}
-        if self.has_space('trailing'):
+        if HyperoptTools.has_space(self.config, 'trailing'):
             result['trailing'] = self.custom_hyperopt.generate_trailing_params(params)
 
         return result
@@ -208,16 +208,6 @@ class Hyperopt:
             )
             self.hyperopt_table_header = 2
 
-    def has_space(self, space: str) -> bool:
-        """
-        Tell if the space value is contained in the configuration
-        """
-        # The 'trailing' space is not included in the 'default' set of spaces
-        if space == 'trailing':
-            return any(s in self.config['spaces'] for s in [space, 'all'])
-        else:
-            return any(s in self.config['spaces'] for s in [space, 'all', 'default'])
-
     def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]:
         """
         Return the dimensions in the hyperoptimization space.
@@ -227,23 +217,25 @@ class Hyperopt:
         """
         spaces: List[Dimension] = []
 
-        if space == 'buy' or (space is None and self.has_space('buy')):
+        if space == 'buy' or (space is None and HyperoptTools.has_space(self.config, 'buy')):
             logger.debug("Hyperopt has 'buy' space")
             spaces += self.custom_hyperopt.indicator_space()
 
-        if space == 'sell' or (space is None and self.has_space('sell')):
+        if space == 'sell' or (space is None and HyperoptTools.has_space(self.config, 'sell')):
             logger.debug("Hyperopt has 'sell' space")
             spaces += self.custom_hyperopt.sell_indicator_space()
 
-        if space == 'roi' or (space is None and self.has_space('roi')):
+        if space == 'roi' or (space is None and HyperoptTools.has_space(self.config, 'roi')):
             logger.debug("Hyperopt has 'roi' space")
             spaces += self.custom_hyperopt.roi_space()
 
-        if space == 'stoploss' or (space is None and self.has_space('stoploss')):
+        if space == 'stoploss' or (space is None
+                                   and HyperoptTools.has_space(self.config, 'stoploss')):
             logger.debug("Hyperopt has 'stoploss' space")
             spaces += self.custom_hyperopt.stoploss_space()
 
-        if space == 'trailing' or (space is None and self.has_space('trailing')):
+        if space == 'trailing' or (space is None
+                                   and HyperoptTools.has_space(self.config, 'trailing')):
             logger.debug("Hyperopt has 'trailing' space")
             spaces += self.custom_hyperopt.trailing_space()
 
@@ -257,22 +249,22 @@ class Hyperopt:
         params_dict = self._get_params_dict(raw_params)
         params_details = self._get_params_details(params_dict)
 
-        if self.has_space('roi'):
+        if HyperoptTools.has_space(self.config, 'roi'):
             self.backtesting.strategy.minimal_roi = (  # type: ignore
                 self.custom_hyperopt.generate_roi_table(params_dict))
 
-        if self.has_space('buy'):
+        if HyperoptTools.has_space(self.config, 'buy'):
             self.backtesting.strategy.advise_buy = (  # type: ignore
                 self.custom_hyperopt.buy_strategy_generator(params_dict))
 
-        if self.has_space('sell'):
+        if HyperoptTools.has_space(self.config, 'sell'):
             self.backtesting.strategy.advise_sell = (  # type: ignore
                 self.custom_hyperopt.sell_strategy_generator(params_dict))
 
-        if self.has_space('stoploss'):
+        if HyperoptTools.has_space(self.config, 'stoploss'):
             self.backtesting.strategy.stoploss = params_dict['stoploss']
 
-        if self.has_space('trailing'):
+        if HyperoptTools.has_space(self.config, 'trailing'):
             d = self.custom_hyperopt.generate_trailing_params(params_dict)
             self.backtesting.strategy.trailing_stop = d['trailing_stop']
             self.backtesting.strategy.trailing_stop_positive = d['trailing_stop_positive']
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index d4c347f80..c39e0b943 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -4,7 +4,7 @@ import logging
 from collections import OrderedDict
 from pathlib import Path
 from pprint import pformat
-from typing import Dict, List
+from typing import Any, Dict, List
 
 import rapidjson
 import tabulate
@@ -21,6 +21,17 @@ logger = logging.getLogger(__name__)
 
 class HyperoptTools():
 
+    @staticmethod
+    def has_space(config: Dict[str, Any], space: str) -> bool:
+        """
+        Tell if the space value is contained in the configuration
+        """
+        # The 'trailing' space is not included in the 'default' set of spaces
+        if space == 'trailing':
+            return any(s in config['spaces'] for s in [space, 'all'])
+        else:
+            return any(s in config['spaces'] for s in [space, 'all', 'default'])
+
     @staticmethod
     def _read_results(results_file: Path) -> List:
         """
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 90ff8a1d0..d125cfca3 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -503,10 +503,10 @@ def test_format_results(hyperopt):
     (['default', 'buy'],
      {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
 ])
-def test_has_space(hyperopt, spaces, expected_results):
+def test_has_space(hyperopt_conf, spaces, expected_results):
     for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
-        hyperopt.config.update({'spaces': spaces})
-        assert hyperopt.has_space(s) == expected_results[s]
+        hyperopt_conf.update({'spaces': spaces})
+        assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
 
 
 def test_populate_indicators(hyperopt, testdatadir) -> None:

From 555262b6e1f2c28ff03b27dc03452efb17029044 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 16:36:53 +0200
Subject: [PATCH 0339/1386] Only calculate additional indicators if the space
 is selected

---
 freqtrade/strategy/hyper.py      | 9 ++++++---
 tests/optimize/test_hyperopt.py  | 2 +-
 tests/strategy/test_interface.py | 2 +-
 3 files changed, 8 insertions(+), 5 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 1848730dd..2714ffb43 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -7,6 +7,8 @@ from abc import ABC, abstractmethod
 from contextlib import suppress
 from typing import Any, Dict, Iterator, Optional, Sequence, Tuple, Union
 
+from freqtrade.optimize.hyperopt_tools import HyperoptTools
+
 
 with suppress(ImportError):
     from skopt.space import Integer, Real, Categorical
@@ -26,7 +28,7 @@ class BaseParameter(ABC):
     category: Optional[str]
     default: Any
     value: Any
-    hyperopt: bool = False
+    in_space: bool = False
 
     def __init__(self, *, default: Any, space: Optional[str] = None,
                  optimize: bool = True, load: bool = True, **kwargs):
@@ -131,7 +133,7 @@ class IntParameter(NumericParameter):
         Returns a List with 1 item (`value`) in "non-hyperopt" mode, to avoid
         calculating 100ds of indicators.
         """
-        if self.hyperopt:
+        if self.in_space and self.optimize:
             # Scikit-optimize ranges are "inclusive", while python's "range" is exclusive
             return range(self.low, self.high + 1)
         else:
@@ -247,6 +249,7 @@ class HyperStrategyMixin(object):
         """
         Initialize hyperoptable strategy mixin.
         """
+        self.config = config
         self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
 
     def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
@@ -285,7 +288,7 @@ class HyperStrategyMixin(object):
             logger.info(f"No params for {space} found, using default values.")
 
         for attr_name, attr in self.enumerate_parameters(space):
-            attr.hyperopt = hyperopt
+            attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space)
             if params and attr_name in params:
                 if attr.load:
                     attr.value = params[attr_name]
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index d125cfca3..5a7f0f32e 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1108,7 +1108,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
 
-    assert hyperopt.backtesting.strategy.buy_rsi.hyperopt is True
+    assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
     buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
     assert isinstance(buy_rsi_range, range)
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index bd81bc80c..4ca514349 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -636,7 +636,7 @@ def test_hyperopt_parameters():
     assert len(list(intpar.range)) == 1
     # Range contains ONLY the default / value.
     assert list(intpar.range) == [intpar.value]
-    intpar.hyperopt = True
+    intpar.in_space = True
 
     assert len(list(intpar.range)) == 6
     assert list(intpar.range) == [0, 1, 2, 3, 4, 5]

From ca0749dfdd6d2b2291bc366f813e070f33a3560e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 16:58:14 +0200
Subject: [PATCH 0340/1386] Update strategy-advanced.md

---
 docs/strategy-advanced.md | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 8023a18ab..0580b2d39 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -50,7 +50,8 @@ For example you could implement a 1:2 risk-reward ROI with `custom_sell()`.
 
 You should abstain from using custom_sell() signals in place of stoplosses though. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
 
-!!! Note Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set. `string` max length is 64 characters. Exceeding this limit will raise `OperationalException`.
+!!! Note
+    Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
 
 An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day:
 

From 30da307d137e997d2d0c8590fa403e3e29a2f49f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 17:01:52 +0200
Subject: [PATCH 0341/1386] Remove encode/decode for hyperopt

---
 freqtrade/__init__.py           | 5 -----
 freqtrade/optimize/hyperopt.py  | 3 +--
 tests/optimize/test_hyperopt.py | 3 +--
 3 files changed, 2 insertions(+), 9 deletions(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 30ad96b33..e96e7f530 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,11 +1,6 @@
 """ Freqtrade bot """
 __version__ = 'develop'
 
-import locale
-def getpreferredencoding(do_setlocale=True):
-    return "utf-8"
-locale.getpreferredencoding = getpreferredencoding
-
 if __version__ == 'develop':
 
     try:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d1dabff36..6f899aba6 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -4,7 +4,6 @@
 This module contains the hyperopt logic
 """
 
-import locale
 import logging
 import random
 import warnings
@@ -354,7 +353,7 @@ class Hyperopt:
                 f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
                 f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
                 f"Avg duration {results_metrics['duration']:5.1f} min."
-                ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
+                )
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
         return Optimizer(
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 90ff8a1d0..637623e7d 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1,5 +1,4 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
-import locale
 import logging
 import re
 from datetime import datetime
@@ -631,7 +630,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                 'Avg profit   2.31%. Median profit   2.31%. Total profit  '
                                 '0.00023300 BTC (   2.31\N{GREEK CAPITAL LETTER SIGMA}%). '
                                 'Avg duration 100.0 min.'
-                                ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'),
+                                ),
         'params_details': {'buy': {'adx-enabled': False,
                                    'adx-value': 0,
                                    'fastd-enabled': True,

From e0ca3c014c254c9e34447a6bf417d80ac1faf8a9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 17:12:48 +0200
Subject: [PATCH 0342/1386] Don't completely remove encode/decode

---
 freqtrade/optimize/hyperopt.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 6f899aba6..ef842faec 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -353,7 +353,7 @@ class Hyperopt:
                 f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
                 f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
                 f"Avg duration {results_metrics['duration']:5.1f} min."
-                )
+                ).encode('utf-8', 'replace').decode('utf-8')
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
         return Optimizer(

From 0b280a59bc4413e46e4277b2a66e95d3baca3378 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 17:29:53 +0200
Subject: [PATCH 0343/1386] Support per exchange params for OHLCV endpoint

---
 freqtrade/exchange/__init__.py |  1 +
 freqtrade/exchange/exchange.py | 15 +++++----------
 freqtrade/exchange/hitbtc.py   | 26 ++++++++++++++++++++++++++
 3 files changed, 32 insertions(+), 10 deletions(-)
 create mode 100644 freqtrade/exchange/hitbtc.py

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 889bb49c2..23ba2eb10 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -14,5 +14,6 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
                                          timeframe_to_seconds, validate_exchange,
                                          validate_exchanges)
 from freqtrade.exchange.ftx import Ftx
+from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.kraken import Kraken
 from freqtrade.exchange.kucoin import Kucoin
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 809cdb4e1..6642b946d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -59,6 +59,7 @@ class Exchange:
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["gtc"],
+        "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_partial_candle": True,
         "trades_pagination": "time",  # Possible are "time" or "id"
@@ -874,17 +875,11 @@ class Exchange:
                 "Fetching pair %s, interval %s, since %s %s...",
                 pair, timeframe, since_ms, s
             )
-			#fixing support for HitBTC #4778
-            if self.name== 'HitBTC':
-                data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
-                                                        since=since_ms,
-                                                        limit=self.ohlcv_candle_limit(timeframe),
-                                                        params={"sort": "DESC"}
-                                                         )
-            else:
-                data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
+            params = self._ft_has.get('ohlcv_params', {})
+            data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
                                                      since=since_ms,
-                                                     limit=self.ohlcv_candle_limit(timeframe))
+                                                     limit=self.ohlcv_candle_limit(timeframe),
+                                                     params=params)
 
             # Some exchanges sort OHLCV in ASC order and others in DESC.
             # Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last)
diff --git a/freqtrade/exchange/hitbtc.py b/freqtrade/exchange/hitbtc.py
new file mode 100644
index 000000000..b9d32b56d
--- /dev/null
+++ b/freqtrade/exchange/hitbtc.py
@@ -0,0 +1,26 @@
+""" hitbtx exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Hitbtc(Exchange):
+    """
+    Hitbtc exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    # fetchCurrencies API point requires authentication for Hitbtc,
+    _ft_has: Dict = {
+        "ohlcv_candle_limit": 1000,
+
+        "ohlcv_params": {"sort": "DESC"}
+    }

From 1cb430f59b0116cbf66d71ea5f6d7909eeacea25 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 17:41:40 +0200
Subject: [PATCH 0344/1386] Remove encoding specifics, gitattributes to
 echeckout as utf8

---
 .gitattributes                 | 7 ++++---
 freqtrade/optimize/hyperopt.py | 2 +-
 2 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/.gitattributes b/.gitattributes
index 00abd1d9d..bc0382636 100644
--- a/.gitattributes
+++ b/.gitattributes
@@ -1,3 +1,4 @@
-*.py eol=lf
-*.sh eol=lf
-*.ps1 eol=crlf
+*       encoding=UTF-8
+*.py    eol=lf
+*.sh    eol=lf
+*.ps1   eol=crlf
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ef842faec..6f899aba6 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -353,7 +353,7 @@ class Hyperopt:
                 f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
                 f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
                 f"Avg duration {results_metrics['duration']:5.1f} min."
-                ).encode('utf-8', 'replace').decode('utf-8')
+                )
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
         return Optimizer(

From bdd0184f0bdd9329d9aaada8f7fbf91146fe0d41 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 17:44:43 +0200
Subject: [PATCH 0345/1386] Small stylistic fixes

---
 freqtrade/exchange/hitbtc.py | 2 --
 1 file changed, 2 deletions(-)

diff --git a/freqtrade/exchange/hitbtc.py b/freqtrade/exchange/hitbtc.py
index b9d32b56d..763535263 100644
--- a/freqtrade/exchange/hitbtc.py
+++ b/freqtrade/exchange/hitbtc.py
@@ -1,4 +1,3 @@
-""" hitbtx exchange subclass """
 import logging
 from typing import Dict
 
@@ -21,6 +20,5 @@ class Hitbtc(Exchange):
     # fetchCurrencies API point requires authentication for Hitbtc,
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
-
         "ohlcv_params": {"sort": "DESC"}
     }

From ac2e1eb3d750ac79dfb692f7fa1c6fce4fda5536 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 08:44:16 +0200
Subject: [PATCH 0346/1386] Don't import joblib for regular strategies

---
 freqtrade/optimize/hyperopt_tools.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index c39e0b943..a223a68bb 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -9,7 +9,6 @@ from typing import Any, Dict, List
 import rapidjson
 import tabulate
 from colorama import Fore, Style
-from joblib import load
 from pandas import isna, json_normalize
 
 from freqtrade.exceptions import OperationalException
@@ -37,6 +36,8 @@ class HyperoptTools():
         """
         Read hyperopt results from file
         """
+        from joblib import load
+
         logger.info("Reading epochs from '%s'", results_file)
         data = load(results_file)
         return data

From c45204a2c4ef106bde1a37288a6d2f054de9864f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 08:59:21 +0200
Subject: [PATCH 0347/1386] Fix failing mocks

---
 tests/optimize/test_hyperopt.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 5a7f0f32e..cd405c52f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -340,7 +340,7 @@ def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> Non
 
 def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
     epochs = create_results(mocker, hyperopt, testdatadir)
-    mock_load = mocker.patch('freqtrade.optimize.hyperopt_tools.load', return_value=epochs)
+    mock_load = mocker.patch('joblib.load', return_value=epochs)
     results_file = testdatadir / 'optimize' / 'ut_results.pickle'
     hyperopt_epochs = HyperoptTools._read_results(results_file)
     assert log_has(f"Reading epochs from '{results_file}'", caplog)
@@ -350,7 +350,7 @@ def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> N
 
 def test_load_previous_results(mocker, hyperopt, testdatadir, caplog) -> None:
     epochs = create_results(mocker, hyperopt, testdatadir)
-    mock_load = mocker.patch('freqtrade.optimize.hyperopt_tools.load', return_value=epochs)
+    mock_load = mocker.patch('joblib.load', return_value=epochs)
     mocker.patch.object(Path, 'is_file', MagicMock(return_value=True))
     statmock = MagicMock()
     statmock.st_size = 5
@@ -364,7 +364,7 @@ def test_load_previous_results(mocker, hyperopt, testdatadir, caplog) -> None:
     mock_load.assert_called_once()
 
     del epochs[0]['is_best']
-    mock_load = mocker.patch('freqtrade.optimize.hyperopt_tools.load', return_value=epochs)
+    mock_load = mocker.patch('joblib.load', return_value=epochs)
 
     with pytest.raises(OperationalException):
         HyperoptTools.load_previous_results(results_file)

From b125c975c746a6de9f16883906b2892eba7d2dd2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Apr 2021 15:34:15 +0200
Subject: [PATCH 0348/1386] Rename strategy_comparison method

---
 freqtrade/optimize/optimize_reports.py  | 4 ++--
 tests/optimize/test_backtesting.py      | 2 +-
 tests/optimize/test_optimize_reports.py | 4 ++--
 3 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index a80dc5d31..91ca619be 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -153,7 +153,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
     return tabular_data
 
 
-def generate_strategy_metrics(all_results: Dict) -> List[Dict]:
+def generate_strategy_comparison(all_results: Dict) -> List[Dict]:
     """
     Generate summary per strategy
     :param all_results: Dict of <Strategyname: DataFrame> containing results for all strategies
@@ -370,7 +370,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
                 'csum_max': 0
             })
 
-    strategy_results = generate_strategy_metrics(all_results=all_results)
+    strategy_results = generate_strategy_comparison(all_results=all_results)
 
     result['strategy_comparison'] = strategy_results
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 00114be5b..39625978b 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -817,7 +817,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
                           text_table_strategy=strattable_mock,
                           generate_pair_metrics=MagicMock(),
                           generate_sell_reason_stats=sell_reason_mock,
-                          generate_strategy_metrics=strat_summary,
+                          generate_strategy_comparison=strat_summary,
                           generate_daily_stats=MagicMock(),
                           )
     patched_configuration_load_config_file(mocker, default_conf)
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 8119c732b..83a555eab 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -14,7 +14,7 @@ from freqtrade.edge import PairInfo
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats,
                                                  generate_edge_table, generate_pair_metrics,
                                                  generate_sell_reason_stats,
-                                                 generate_strategy_metrics, store_backtest_stats,
+                                                 generate_strategy_comparison, store_backtest_stats,
                                                  text_table_bt_results, text_table_sell_reason,
                                                  text_table_strategy)
 from freqtrade.resolvers.strategy_resolver import StrategyResolver
@@ -345,7 +345,7 @@ def test_text_table_strategy(default_conf):
         '          43.33 |        0:20:00 |      3 |       0 |        0 |'
     )
 
-    strategy_results = generate_strategy_metrics(all_results=results)
+    strategy_results = generate_strategy_comparison(all_results=results)
 
     assert text_table_strategy(strategy_results, 'BTC') == result_str
 

From 9994fce5778efe937866a8fdc26dc95abe8fdfa7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Apr 2021 15:44:21 +0200
Subject: [PATCH 0349/1386] Extract generation of report for one strategy to
 it's own method

---
 freqtrade/optimize/optimize_reports.py | 257 +++++++++++++------------
 1 file changed, 139 insertions(+), 118 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 91ca619be..682483adb 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -235,6 +235,142 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     }
 
 
+def generate_strategy_stats(btdata: Dict[str, DataFrame],
+                            strategy: str,
+                            content: Dict[str, Any],
+                            min_date: Arrow, max_date: Arrow,
+                            market_change: float
+                            ) -> Dict[str, Any]:
+    """
+    :param btdata: Backtest data
+    :param strategy: Strategy name
+    :param content: Backtest result data in the format:
+                    {'results: results, 'config: config}}.
+    :param min_date: Backtest start date
+    :param max_date: Backtest end date
+    :param market_change: float indicating the market change
+    :return: Dictionary containing results per strategy and a stratgy summary.
+    """
+    results: Dict[str, DataFrame] = content['results']
+    if not isinstance(results, DataFrame):
+        return
+    config = content['config']
+    max_open_trades = min(config['max_open_trades'], len(btdata.keys()))
+    starting_balance = config['dry_run_wallet']
+    stake_currency = config['stake_currency']
+
+    pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
+                                         starting_balance=starting_balance,
+                                         results=results, skip_nan=False)
+    sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
+                                                   results=results)
+    left_open_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
+                                              starting_balance=starting_balance,
+                                              results=results.loc[results['is_open']],
+                                              skip_nan=True)
+    daily_stats = generate_daily_stats(results)
+    best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
+                    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
+    results['close_timestamp'] = results['close_date'].astype(int64) // 1e6
+
+    backtest_days = (max_date - min_date).days
+    strat_stats = {
+        'trades': results.to_dict(orient='records'),
+        'locks': [lock.to_json() for lock in content['locks']],
+        'best_pair': best_pair,
+        'worst_pair': worst_pair,
+        'results_per_pair': pair_results,
+        'sell_reason_summary': sell_reason_stats,
+        'left_open_trades': left_open_results,
+        'total_trades': len(results),
+        'total_volume': float(results['stake_amount'].sum()),
+        'avg_stake_amount': results['stake_amount'].mean() if len(results) > 0 else 0,
+        'profit_mean': results['profit_ratio'].mean() if len(results) > 0 else 0,
+        'profit_total': results['profit_abs'].sum() / starting_balance,
+        'profit_total_abs': results['profit_abs'].sum(),
+        'backtest_start': min_date.datetime,
+        'backtest_start_ts': min_date.int_timestamp * 1000,
+        'backtest_end': max_date.datetime,
+        'backtest_end_ts': max_date.int_timestamp * 1000,
+        'backtest_days': backtest_days,
+
+        'backtest_run_start_ts': content['backtest_start_time'],
+        'backtest_run_end_ts': content['backtest_end_time'],
+
+        'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
+        'market_change': market_change,
+        'pairlist': list(btdata.keys()),
+        'stake_amount': config['stake_amount'],
+        'stake_currency': config['stake_currency'],
+        'stake_currency_decimals': decimals_per_coin(config['stake_currency']),
+        'starting_balance': starting_balance,
+        'dry_run_wallet': starting_balance,
+        'final_balance': content['final_balance'],
+        'max_open_trades': max_open_trades,
+        'max_open_trades_setting': (config['max_open_trades']
+                                    if config['max_open_trades'] != float('inf') else -1),
+        'timeframe': config['timeframe'],
+        'timerange': config.get('timerange', ''),
+        'enable_protections': config.get('enable_protections', False),
+        'strategy_name': strategy,
+        # Parameters relevant for backtesting
+        'stoploss': config['stoploss'],
+        'trailing_stop': config.get('trailing_stop', False),
+        'trailing_stop_positive': config.get('trailing_stop_positive'),
+        'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset', 0.0),
+        'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False),
+        'use_custom_stoploss': config.get('use_custom_stoploss', False),
+        'minimal_roi': config['minimal_roi'],
+        'use_sell_signal': config['ask_strategy']['use_sell_signal'],
+        'sell_profit_only': config['ask_strategy']['sell_profit_only'],
+        'sell_profit_offset': config['ask_strategy']['sell_profit_offset'],
+        'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
+        **daily_stats,
+    }
+
+    try:
+        max_drawdown, _, _, _, _ = calculate_max_drawdown(
+            results, value_col='profit_ratio')
+        drawdown_abs, drawdown_start, drawdown_end, high_val, low_val = calculate_max_drawdown(
+            results, value_col='profit_abs')
+        strat_stats.update({
+            'max_drawdown': max_drawdown,
+            'max_drawdown_abs': drawdown_abs,
+            'drawdown_start': drawdown_start,
+            'drawdown_start_ts': drawdown_start.timestamp() * 1000,
+            'drawdown_end': drawdown_end,
+            'drawdown_end_ts': drawdown_end.timestamp() * 1000,
+
+            'max_drawdown_low': low_val,
+            'max_drawdown_high': high_val,
+        })
+
+        csum_min, csum_max = calculate_csum(results, starting_balance)
+        strat_stats.update({
+            'csum_min': csum_min,
+            'csum_max': csum_max
+        })
+
+    except ValueError:
+        strat_stats.update({
+            'max_drawdown': 0.0,
+            'max_drawdown_abs': 0.0,
+            'max_drawdown_low': 0.0,
+            'max_drawdown_high': 0.0,
+            'drawdown_start': datetime(1970, 1, 1, tzinfo=timezone.utc),
+            'drawdown_start_ts': 0,
+            'drawdown_end': datetime(1970, 1, 1, tzinfo=timezone.utc),
+            'drawdown_end_ts': 0,
+            'csum_min': 0,
+            'csum_max': 0
+        })
+
+    return strat_stats
+
+
 def generate_backtest_stats(btdata: Dict[str, DataFrame],
                             all_results: Dict[str, Dict[str, Union[DataFrame, Dict]]],
                             min_date: Arrow, max_date: Arrow
@@ -245,131 +381,16 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
                      { Strategy: {'results: results, 'config: config}}.
     :param min_date: Backtest start date
     :param max_date: Backtest end date
-    :return:
-    Dictionary containing results per strategy and a stratgy summary.
+    :return: Dictionary containing results per strategy and a stratgy summary.
     """
     result: Dict[str, Any] = {'strategy': {}}
     market_change = calculate_market_change(btdata, 'close')
 
     for strategy, content in all_results.items():
-        results: Dict[str, DataFrame] = content['results']
-        if not isinstance(results, DataFrame):
-            continue
-        config = content['config']
-        max_open_trades = min(config['max_open_trades'], len(btdata.keys()))
-        starting_balance = config['dry_run_wallet']
-        stake_currency = config['stake_currency']
-
-        pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
-                                             starting_balance=starting_balance,
-                                             results=results, skip_nan=False)
-        sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
-                                                       results=results)
-        left_open_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
-                                                  starting_balance=starting_balance,
-                                                  results=results.loc[results['is_open']],
-                                                  skip_nan=True)
-        daily_stats = generate_daily_stats(results)
-        best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
-                        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
-        results['close_timestamp'] = results['close_date'].astype(int64) // 1e6
-
-        backtest_days = (max_date - min_date).days
-        strat_stats = {
-            'trades': results.to_dict(orient='records'),
-            'locks': [lock.to_json() for lock in content['locks']],
-            'best_pair': best_pair,
-            'worst_pair': worst_pair,
-            'results_per_pair': pair_results,
-            'sell_reason_summary': sell_reason_stats,
-            'left_open_trades': left_open_results,
-            'total_trades': len(results),
-            'total_volume': float(results['stake_amount'].sum()),
-            'avg_stake_amount': results['stake_amount'].mean() if len(results) > 0 else 0,
-            'profit_mean': results['profit_ratio'].mean() if len(results) > 0 else 0,
-            'profit_total': results['profit_abs'].sum() / starting_balance,
-            'profit_total_abs': results['profit_abs'].sum(),
-            'backtest_start': min_date.datetime,
-            'backtest_start_ts': min_date.int_timestamp * 1000,
-            'backtest_end': max_date.datetime,
-            'backtest_end_ts': max_date.int_timestamp * 1000,
-            'backtest_days': backtest_days,
-
-            'backtest_run_start_ts': content['backtest_start_time'],
-            'backtest_run_end_ts': content['backtest_end_time'],
-
-            'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
-            'market_change': market_change,
-            'pairlist': list(btdata.keys()),
-            'stake_amount': config['stake_amount'],
-            'stake_currency': config['stake_currency'],
-            'stake_currency_decimals': decimals_per_coin(config['stake_currency']),
-            'starting_balance': starting_balance,
-            'dry_run_wallet': starting_balance,
-            'final_balance': content['final_balance'],
-            'max_open_trades': max_open_trades,
-            'max_open_trades_setting': (config['max_open_trades']
-                                        if config['max_open_trades'] != float('inf') else -1),
-            'timeframe': config['timeframe'],
-            'timerange': config.get('timerange', ''),
-            'enable_protections': config.get('enable_protections', False),
-            'strategy_name': strategy,
-            # Parameters relevant for backtesting
-            'stoploss': config['stoploss'],
-            'trailing_stop': config.get('trailing_stop', False),
-            'trailing_stop_positive': config.get('trailing_stop_positive'),
-            'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset', 0.0),
-            'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False),
-            'use_custom_stoploss': config.get('use_custom_stoploss', False),
-            'minimal_roi': config['minimal_roi'],
-            'use_sell_signal': config['ask_strategy']['use_sell_signal'],
-            'sell_profit_only': config['ask_strategy']['sell_profit_only'],
-            'sell_profit_offset': config['ask_strategy']['sell_profit_offset'],
-            'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
-            **daily_stats,
-        }
+        strat_stats = generate_strategy_stats(btdata, strategy, content,
+                                              min_date, max_date, market_change=market_change)
         result['strategy'][strategy] = strat_stats
 
-        try:
-            max_drawdown, _, _, _, _ = calculate_max_drawdown(
-                results, value_col='profit_ratio')
-            drawdown_abs, drawdown_start, drawdown_end, high_val, low_val = calculate_max_drawdown(
-                results, value_col='profit_abs')
-            strat_stats.update({
-                'max_drawdown': max_drawdown,
-                'max_drawdown_abs': drawdown_abs,
-                'drawdown_start': drawdown_start,
-                'drawdown_start_ts': drawdown_start.timestamp() * 1000,
-                'drawdown_end': drawdown_end,
-                'drawdown_end_ts': drawdown_end.timestamp() * 1000,
-
-                'max_drawdown_low': low_val,
-                'max_drawdown_high': high_val,
-            })
-
-            csum_min, csum_max = calculate_csum(results, starting_balance)
-            strat_stats.update({
-                'csum_min': csum_min,
-                'csum_max': csum_max
-            })
-
-        except ValueError:
-            strat_stats.update({
-                'max_drawdown': 0.0,
-                'max_drawdown_abs': 0.0,
-                'max_drawdown_low': 0.0,
-                'max_drawdown_high': 0.0,
-                'drawdown_start': datetime(1970, 1, 1, tzinfo=timezone.utc),
-                'drawdown_start_ts': 0,
-                'drawdown_end': datetime(1970, 1, 1, tzinfo=timezone.utc),
-                'drawdown_end_ts': 0,
-                'csum_min': 0,
-                'csum_max': 0
-            })
-
     strategy_results = generate_strategy_comparison(all_results=all_results)
 
     result['strategy_comparison'] = strategy_results

From 545cba7fd833d7e9b400e34661ae44e60e9437f1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Apr 2021 19:28:32 +0200
Subject: [PATCH 0350/1386] Refactor optimize_report

we should not calculate non-daily statistics in the daily stats method
---
 freqtrade/optimize/optimize_reports.py  | 42 +++++++++++++++++++------
 tests/optimize/test_optimize_reports.py | 21 +++++++++++--
 2 files changed, 51 insertions(+), 12 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 682483adb..77259df87 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -194,7 +194,37 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
+def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
+    """ Generate overall trade statistics """
+    if len(results) == 0:
+        return {
+            'wins': 0,
+            'losses': 0,
+            'draws': 0,
+            'holding_avg': timedelta(),
+            'winner_holding_avg': timedelta(),
+            'loser_holding_avg': timedelta(),
+        }
+
+    winning_trades = results.loc[results['profit_ratio'] > 0]
+    draw_trades = results.loc[results['profit_ratio'] == 0]
+    losing_trades = results.loc[results['profit_ratio'] < 0]
+
+    return {
+        'wins': len(winning_trades),
+        'losses': len(losing_trades),
+        'draws': len(draw_trades),
+        'holding_avg': (timedelta(minutes=round(results['trade_duration'].mean()))
+                        if not results.empty else timedelta()),
+        'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
+                               if not winning_trades.empty else timedelta()),
+        'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
+                              if not losing_trades.empty else timedelta()),
+    }
+
+
 def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
+    """ Generate daily statistics """
     if len(results) == 0:
         return {
             'backtest_best_day': 0,
@@ -204,8 +234,6 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
             'winning_days': 0,
             'draw_days': 0,
             'losing_days': 0,
-            'winner_holding_avg': timedelta(),
-            'loser_holding_avg': timedelta(),
         }
     daily_profit_rel = results.resample('1d', on='close_date')['profit_ratio'].sum()
     daily_profit = results.resample('1d', on='close_date')['profit_abs'].sum().round(10)
@@ -217,9 +245,6 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     draw_days = sum(daily_profit == 0)
     losing_days = sum(daily_profit < 0)
 
-    winning_trades = results.loc[results['profit_ratio'] > 0]
-    losing_trades = results.loc[results['profit_ratio'] < 0]
-
     return {
         'backtest_best_day': best_rel,
         'backtest_worst_day': worst_rel,
@@ -228,10 +253,6 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
         'winning_days': winning_days,
         'draw_days': draw_days,
         'losing_days': losing_days,
-        'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
-                               if not winning_trades.empty else timedelta()),
-        'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
-                              if not losing_trades.empty else timedelta()),
     }
 
 
@@ -269,6 +290,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
                                               results=results.loc[results['is_open']],
                                               skip_nan=True)
     daily_stats = generate_daily_stats(results)
+    trade_stats = generate_trading_stats(results)
     best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
                     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'],
@@ -289,6 +311,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'total_volume': float(results['stake_amount'].sum()),
         'avg_stake_amount': results['stake_amount'].mean() if len(results) > 0 else 0,
         'profit_mean': results['profit_ratio'].mean() if len(results) > 0 else 0,
+        'profit_median': results['profit_ratio'].median() if len(results) > 0 else 0,
         'profit_total': results['profit_abs'].sum() / starting_balance,
         'profit_total_abs': results['profit_abs'].sum(),
         'backtest_start': min_date.datetime,
@@ -329,6 +352,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'sell_profit_offset': config['ask_strategy']['sell_profit_offset'],
         'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
         **daily_stats,
+        **trade_stats
     }
 
     try:
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 83a555eab..b268ebadc 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -14,7 +14,7 @@ from freqtrade.edge import PairInfo
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats,
                                                  generate_edge_table, generate_pair_metrics,
                                                  generate_sell_reason_stats,
-                                                 generate_strategy_comparison, store_backtest_stats,
+                                                 generate_strategy_comparison, generate_trading_stats, store_backtest_stats,
                                                  text_table_bt_results, text_table_sell_reason,
                                                  text_table_strategy)
 from freqtrade.resolvers.strategy_resolver import StrategyResolver
@@ -226,8 +226,6 @@ def test_generate_daily_stats(testdatadir):
     assert res['winning_days'] == 14
     assert res['draw_days'] == 4
     assert res['losing_days'] == 3
-    assert res['winner_holding_avg'] == timedelta(seconds=1440)
-    assert res['loser_holding_avg'] == timedelta(days=1, seconds=21420)
 
     # Select empty dataframe!
     res = generate_daily_stats(bt_data.loc[bt_data['open_date'] == '2000-01-01', :])
@@ -238,6 +236,23 @@ def test_generate_daily_stats(testdatadir):
     assert res['losing_days'] == 0
 
 
+def test_generate_trading_stats(testdatadir):
+    filename = testdatadir / "backtest-result_new.json"
+    bt_data = load_backtest_data(filename)
+    res = generate_trading_stats(bt_data)
+    assert isinstance(res, dict)
+    assert res['winner_holding_avg'] == timedelta(seconds=1440)
+    assert res['loser_holding_avg'] == timedelta(days=1, seconds=21420)
+    assert 'wins' in res
+    assert 'losses' in res
+    assert 'draws' in res
+
+    # Select empty dataframe!
+    res = generate_trading_stats(bt_data.loc[bt_data['open_date'] == '2000-01-01', :])
+    assert res['wins'] == 0
+    assert res['losses'] == 0
+
+
 def test_text_table_sell_reason():
 
     results = pd.DataFrame(

From 6aaaad29d7edfb095ca83ab7ad3342663f74e7cb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 28 Apr 2021 22:33:58 +0200
Subject: [PATCH 0351/1386] Use backtesting output for hyperopt results

---
 freqtrade/optimize/hyperopt.py       | 68 ++++++++++++++--------------
 freqtrade/optimize/hyperopt_tools.py | 41 +++++++++++------
 2 files changed, 61 insertions(+), 48 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 361480329..468dfd873 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -8,7 +8,7 @@ import locale
 import logging
 import random
 import warnings
-from datetime import datetime
+from datetime import datetime, timezone
 from math import ceil
 from operator import itemgetter
 from pathlib import Path
@@ -30,6 +30,8 @@ from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
+from freqtrade.optimize.optimize_reports import generate_strategy_stats
+from freqtrade.persistence.pairlock_middleware import PairLocks
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
 from freqtrade.strategy import IStrategy
 
@@ -79,9 +81,8 @@ class Hyperopt:
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
         time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
         strategy = str(self.config['strategy'])
-        self.results_file = (self.config['user_data_dir'] /
-                             'hyperopt_results' /
-                             f'strategy_{strategy}_hyperopt_results_{time_now}.pickle')
+        self.results_file: Path = (self.config['user_data_dir'] / 'hyperopt_results' /
+                                   f'strategy_{strategy}_hyperopt_results_{time_now}.pickle')
         self.data_pickle_file = (self.config['user_data_dir'] /
                                  'hyperopt_results' / 'hyperopt_tickerdata.pkl')
         self.total_epochs = config.get('epochs', 0)
@@ -246,6 +247,7 @@ class Hyperopt:
         Used Optimize function. Called once per epoch to optimize whatever is configured.
         Keep this function as optimized as possible!
         """
+        backtest_start_time = datetime.now(timezone.utc)
         params_dict = self._get_params_dict(raw_params)
         params_details = self._get_params_details(params_dict)
 
@@ -284,19 +286,31 @@ class Hyperopt:
             max_open_trades=self.max_open_trades,
             position_stacking=self.position_stacking,
             enable_protections=self.config.get('enable_protections', False),
-
         )
-        return self._get_results_dict(backtesting_results, min_date, max_date,
+        backtest_end_time = datetime.now(timezone.utc)
+
+        bt_result = {
+            'results': backtesting_results,
+            'config': self.backtesting.strategy.config,
+            'locks': PairLocks.get_all_locks(),
+            'final_balance': self.backtesting.wallets.get_total(
+                self.backtesting.strategy.config['stake_currency']),
+            'backtest_start_time': int(backtest_start_time.timestamp()),
+            'backtest_end_time': int(backtest_end_time.timestamp()),
+        }
+        return self._get_results_dict(bt_result, min_date, max_date,
                                       params_dict, params_details,
                                       processed=processed)
 
     def _get_results_dict(self, backtesting_results, min_date, max_date,
                           params_dict, params_details, processed: Dict[str, DataFrame]):
-        results_metrics = self._calculate_results_metrics(backtesting_results)
-        results_explanation = self._format_results_explanation_string(results_metrics)
 
-        trade_count = results_metrics['trade_count']
-        total_profit = results_metrics['total_profit']
+        strat_stats = generate_strategy_stats(processed, '', backtesting_results,
+                                              min_date, max_date, market_change=0)
+        results_explanation = self._format_results_explanation_string(strat_stats)
+
+        trade_count = strat_stats['total_trades']
+        total_profit = strat_stats['profit_total']
 
         # If this evaluation contains too short amount of trades to be
         # interesting -- consider it as 'bad' (assigned max. loss value)
@@ -304,48 +318,32 @@ class Hyperopt:
         # path. We do not want to optimize 'hodl' strategies.
         loss: float = MAX_LOSS
         if trade_count >= self.config['hyperopt_min_trades']:
-            loss = self.calculate_loss(results=backtesting_results, trade_count=trade_count,
+            loss = self.calculate_loss(results=backtesting_results['results'],
+                                       trade_count=trade_count,
                                        min_date=min_date.datetime, max_date=max_date.datetime,
                                        config=self.config, processed=processed)
         return {
             'loss': loss,
             'params_dict': params_dict,
             'params_details': params_details,
-            'results_metrics': results_metrics,
+            'results_metrics': strat_stats,
             'results_explanation': results_explanation,
             'total_profit': total_profit,
         }
 
-    def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict:
-        wins = len(backtesting_results[backtesting_results['profit_ratio'] > 0])
-        draws = len(backtesting_results[backtesting_results['profit_ratio'] == 0])
-        losses = len(backtesting_results[backtesting_results['profit_ratio'] < 0])
-        return {
-            'trade_count': len(backtesting_results.index),
-            'wins': wins,
-            'draws': draws,
-            'losses': losses,
-            'winsdrawslosses': f"{wins:>4} {draws:>4} {losses:>4}",
-            'avg_profit': backtesting_results['profit_ratio'].mean() * 100.0,
-            'median_profit': backtesting_results['profit_ratio'].median() * 100.0,
-            'total_profit': backtesting_results['profit_abs'].sum(),
-            'profit': backtesting_results['profit_ratio'].sum() * 100.0,
-            'duration': backtesting_results['trade_duration'].mean(),
-        }
-
     def _format_results_explanation_string(self, results_metrics: Dict) -> str:
         """
         Return the formatted results explanation in a string
         """
         stake_cur = self.config['stake_currency']
-        return (f"{results_metrics['trade_count']:6d} trades. "
+        return (f"{results_metrics['total_trades']:6d} trades. "
                 f"{results_metrics['wins']}/{results_metrics['draws']}"
                 f"/{results_metrics['losses']} Wins/Draws/Losses. "
-                f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
-                f"Median profit {results_metrics['median_profit']: 6.2f}%. "
-                f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
-                f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
-                f"Avg duration {results_metrics['duration']:5.1f} min."
+                f"Avg profit {results_metrics['profit_mean'] * 100: 6.2f}%. "
+                f"Median profit {results_metrics['profit_median'] * 100: 6.2f}%. "
+                f"Total profit {results_metrics['profit_total_abs']: 11.8f} {stake_cur} "
+                f"({results_metrics['profit_total']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
+                f"Avg duration {results_metrics['holding_avg']} min."
                 ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index a223a68bb..1635c0588 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -12,7 +12,7 @@ from colorama import Fore, Style
 from pandas import isna, json_normalize
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import round_dict
+from freqtrade.misc import round_coin_value, round_dict
 
 
 logger = logging.getLogger(__name__)
@@ -169,11 +169,24 @@ class HyperoptTools():
             # Ensure compatibility with older versions of hyperopt results
             trials['results_metrics.winsdrawslosses'] = 'N/A'
 
-        trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
-                         'results_metrics.winsdrawslosses',
-                         'results_metrics.avg_profit', 'results_metrics.total_profit',
-                         'results_metrics.profit', 'results_metrics.duration',
-                         'loss', 'is_initial_point', 'is_best']]
+        if 'results_metrics.total_trades' in trials:
+            # New mode, using backtest result for metrics
+            trials['results_metrics.winsdrawslosses'] = trials.apply(
+                lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} "
+                          f"{x['results_metrics.losses']:>4}", axis=1)
+            trials = trials[['Best', 'current_epoch', 'results_metrics.total_trades',
+                             'results_metrics.winsdrawslosses',
+                             'results_metrics.profit_mean', 'results_metrics.profit_total_abs',
+                             'results_metrics.profit_total', 'results_metrics.holding_avg',
+                             'loss', 'is_initial_point', 'is_best']]
+        else:
+            # Legacy mode
+            trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
+                             'results_metrics.winsdrawslosses',
+                             'results_metrics.avg_profit', 'results_metrics.total_profit',
+                             'results_metrics.profit', 'results_metrics.duration',
+                             'loss', 'is_initial_point', 'is_best']]
+
         trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
                           'Total profit', 'Profit', 'Avg duration', 'Objective',
                           'is_initial_point', 'is_best']
@@ -188,21 +201,23 @@ class HyperoptTools():
             lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs)
         )
         trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: '{:,.2f}%'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
+            lambda x: f'{x:,.2f}%'.rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
         )
         trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: '{:,.1f} m'.format(x).rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
+            lambda x: f'{x:,.1f} m'.rjust(7, ' ') if isinstance(x, float) else f"{x}"
+                      if not isna(x) else "--".rjust(7, ' ')
         )
         trials['Objective'] = trials['Objective'].apply(
-            lambda x: '{:,.5f}'.format(x).rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ')
+            lambda x: f'{x:,.5f}'.rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ')
         )
 
+        stake_currency = config['stake_currency']
         trials['Profit'] = trials.apply(
-            lambda x: '{:,.8f} {} {}'.format(
-                x['Total profit'], config['stake_currency'],
+            lambda x: '{} {}'.format(
+                round_coin_value(x['Total profit'], stake_currency),
                 '({:,.2f}%)'.format(x['Profit']).rjust(10, ' ')
-            ).rjust(25+len(config['stake_currency']))
-            if x['Total profit'] != 0.0 else '--'.rjust(25+len(config['stake_currency'])),
+            ).rjust(25+len(stake_currency))
+            if x['Total profit'] != 0.0 else '--'.rjust(25+len(stake_currency)),
             axis=1
         )
         trials = trials.drop(columns=['Total profit'])

From 852f12534746e886f46227f1c610efe9786b5d0f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 29 Apr 2021 20:17:13 +0200
Subject: [PATCH 0352/1386] Fix tests

---
 tests/optimize/test_hyperopt.py         | 128 +++++++++++++-----------
 tests/optimize/test_optimize_reports.py |   3 +-
 2 files changed, 73 insertions(+), 58 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index cd405c52f..1b1aaebad 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -5,7 +5,7 @@ import re
 from datetime import datetime
 from pathlib import Path
 from typing import Dict, List
-from unittest.mock import MagicMock
+from unittest.mock import ANY, MagicMock
 
 import pandas as pd
 import pytest
@@ -18,10 +18,12 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
+from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.state import RunMode
 from freqtrade.strategy.hyper import IntParameter
+from freqtrade.strategy.interface import SellType
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
@@ -433,18 +435,41 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     assert hasattr(hyperopt, "position_stacking")
 
 
-def test_format_results(hyperopt):
-    # Test with BTC as stake_currency
-    trades = [
-        ('ETH/BTC', 2, 2, 123),
-        ('LTC/BTC', 1, 1, 123),
-        ('XPR/BTC', -1, -2, -246)
-    ]
-    labels = ['currency', 'profit_ratio', 'profit_abs', 'trade_duration']
-    df = pd.DataFrame.from_records(trades, columns=labels)
-    results_metrics = hyperopt._calculate_results_metrics(df)
+def test_hyperopt_format_results(hyperopt):
+
+    bt_result = {
+        'results': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
+                                          "UNITTEST/BTC", "UNITTEST/BTC"],
+                                 "profit_ratio": [0.003312, 0.010801, 0.013803, 0.002780],
+                                 "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
+                                 "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
+                                               Arrow(2017, 11, 14, 21, 36, 00).datetime,
+                                               Arrow(2017, 11, 14, 22, 12, 00).datetime,
+                                               Arrow(2017, 11, 14, 22, 44, 00).datetime],
+                                 "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
+                                                Arrow(2017, 11, 14, 22, 10, 00).datetime,
+                                                Arrow(2017, 11, 14, 22, 43, 00).datetime,
+                                                Arrow(2017, 11, 14, 22, 58, 00).datetime],
+                                 "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
+                                 "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
+                                 "trade_duration": [123, 34, 31, 14],
+                                 "is_open": [False, False, False, True],
+                                 "stake_amount": [0.01, 0.01, 0.01, 0.01],
+                                 "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
+                                                 SellType.ROI, SellType.FORCE_SELL]
+                                 }),
+        'config': hyperopt.config,
+        'locks': [],
+        'final_balance': 0.02,
+        'backtest_start_time': 1619718665,
+        'backtest_end_time': 1619718665,
+        }
+    results_metrics = generate_strategy_stats({'XRP/BTC': None}, '', bt_result,
+                                              Arrow(2017, 11, 14, 19, 32, 00),
+                                              Arrow(2017, 12, 14, 19, 32, 00), market_change=0)
+
     results_explanation = hyperopt._format_results_explanation_string(results_metrics)
-    total_profit = results_metrics['total_profit']
+    total_profit = results_metrics['profit_total_abs']
 
     results = {
         'loss': 0.0,
@@ -458,21 +483,9 @@ def test_format_results(hyperopt):
     }
 
     result = HyperoptTools._format_explanation_string(results, 1)
-    assert result.find(' 66.67%')
-    assert result.find('Total profit 1.00000000 BTC')
-    assert result.find('2.0000Σ %')
-
-    # Test with EUR as stake_currency
-    trades = [
-        ('ETH/EUR', 2, 2, 123),
-        ('LTC/EUR', 1, 1, 123),
-        ('XPR/EUR', -1, -2, -246)
-    ]
-    df = pd.DataFrame.from_records(trades, columns=labels)
-    results_metrics = hyperopt._calculate_results_metrics(df)
-    results['total_profit'] = results_metrics['total_profit']
-    result = HyperoptTools._format_explanation_string(results, 1)
-    assert result.find('Total profit 1.00000000 EUR')
+    assert ' 0.71%' in result
+    assert 'Total profit  0.00003100 BTC' in result
+    assert '0:50:00 min' in result
 
 
 @pytest.mark.parametrize("spaces, expected_results", [
@@ -577,22 +590,32 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                           'hyperopt_min_trades': 1,
                           })
 
-    trades = [
-        ('TRX/BTC', 0.023117, 0.000233, 100)
-    ]
-    labels = ['currency', 'profit_ratio', 'profit_abs', 'trade_duration']
-    backtest_result = pd.DataFrame.from_records(trades, columns=labels)
+    backtest_result = pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
+                                             "UNITTEST/BTC", "UNITTEST/BTC"],
+                                    "profit_ratio": [0.003312, 0.010801, 0.013803, 0.002780],
+                                    "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
+                                    "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
+                                                  Arrow(2017, 11, 14, 21, 36, 00).datetime,
+                                                  Arrow(2017, 11, 14, 22, 12, 00).datetime,
+                                                  Arrow(2017, 11, 14, 22, 44, 00).datetime],
+                                    "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
+                                                   Arrow(2017, 11, 14, 22, 10, 00).datetime,
+                                                   Arrow(2017, 11, 14, 22, 43, 00).datetime,
+                                                   Arrow(2017, 11, 14, 22, 58, 00).datetime],
+                                    "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
+                                    "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
+                                    "trade_duration": [123, 34, 31, 14],
+                                    "is_open": [False, False, False, True],
+                                    "stake_amount": [0.01, 0.01, 0.01, 0.01],
+                                    "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
+                                                    SellType.ROI, SellType.FORCE_SELL]
+                                    })
 
-    mocker.patch(
-        'freqtrade.optimize.hyperopt.Backtesting.backtest',
-        MagicMock(return_value=backtest_result)
-    )
-    mocker.patch(
-        'freqtrade.optimize.hyperopt.get_timerange',
-        MagicMock(return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
-    )
+    mocker.patch('freqtrade.optimize.hyperopt.Backtesting.backtest', return_value=backtest_result)
+    mocker.patch('freqtrade.optimize.hyperopt.get_timerange',
+                 return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
     patch_exchange(mocker)
-    mocker.patch('freqtrade.optimize.hyperopt.load', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load', return_value={'XRP/BTC': None})
 
     optimizer_param = {
         'adx-value': 0,
@@ -626,11 +649,11 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
         'trailing_only_offset_is_reached': False,
     }
     response_expected = {
-        'loss': 1.9840569076926293,
-        'results_explanation': ('     1 trades. 1/0/0 Wins/Draws/Losses. '
-                                'Avg profit   2.31%. Median profit   2.31%. Total profit  '
-                                '0.00023300 BTC (   2.31\N{GREEK CAPITAL LETTER SIGMA}%). '
-                                'Avg duration 100.0 min.'
+        'loss': 1.9147239021396234,
+        'results_explanation': ('     4 trades. 4/0/0 Wins/Draws/Losses. '
+                                'Avg profit   0.77%. Median profit   0.71%. Total profit  '
+                                '0.00003100 BTC (   0.00\N{GREEK CAPITAL LETTER SIGMA}%). '
+                                'Avg duration 0:50:00 min.'
                                 ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8'),
         'params_details': {'buy': {'adx-enabled': False,
                                    'adx-value': 0,
@@ -660,17 +683,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                         'trailing_stop_positive': 0.02,
                                         'trailing_stop_positive_offset': 0.07}},
         'params_dict': optimizer_param,
-        'results_metrics': {'avg_profit': 2.3117,
-                            'draws': 0,
-                            'duration': 100.0,
-                            'losses': 0,
-                            'winsdrawslosses': '   1    0    0',
-                            'median_profit': 2.3117,
-                            'profit': 2.3117,
-                            'total_profit': 0.000233,
-                            'trade_count': 1,
-                            'wins': 1},
-        'total_profit': 0.00023300
+        'results_metrics': ANY,
+        'total_profit': 3.1e-08
     }
 
     hyperopt = Hyperopt(hyperopt_conf)
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index b268ebadc..fb4624ca3 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -14,7 +14,8 @@ from freqtrade.edge import PairInfo
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats,
                                                  generate_edge_table, generate_pair_metrics,
                                                  generate_sell_reason_stats,
-                                                 generate_strategy_comparison, generate_trading_stats, store_backtest_stats,
+                                                 generate_strategy_comparison,
+                                                 generate_trading_stats, store_backtest_stats,
                                                  text_table_bt_results, text_table_sell_reason,
                                                  text_table_strategy)
 from freqtrade.resolvers.strategy_resolver import StrategyResolver

From e2e1d34828faa71936c61cf729535e2071918fdc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 29 Apr 2021 20:20:26 +0200
Subject: [PATCH 0353/1386] Extract stake_currency param from
 hyperopt-explanationstring

---
 freqtrade/optimize/hyperopt.py  | 8 ++++----
 tests/optimize/test_hyperopt.py | 2 +-
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 468dfd873..9b3a22236 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -307,7 +307,8 @@ class Hyperopt:
 
         strat_stats = generate_strategy_stats(processed, '', backtesting_results,
                                               min_date, max_date, market_change=0)
-        results_explanation = self._format_results_explanation_string(strat_stats)
+        results_explanation = self._format_results_explanation_string(
+            strat_stats, self.config['stake_currency'])
 
         trade_count = strat_stats['total_trades']
         total_profit = strat_stats['profit_total']
@@ -331,17 +332,16 @@ class Hyperopt:
             'total_profit': total_profit,
         }
 
-    def _format_results_explanation_string(self, results_metrics: Dict) -> str:
+    def _format_results_explanation_string(self, results_metrics: Dict, stake_currency: str) -> str:
         """
         Return the formatted results explanation in a string
         """
-        stake_cur = self.config['stake_currency']
         return (f"{results_metrics['total_trades']:6d} trades. "
                 f"{results_metrics['wins']}/{results_metrics['draws']}"
                 f"/{results_metrics['losses']} Wins/Draws/Losses. "
                 f"Avg profit {results_metrics['profit_mean'] * 100: 6.2f}%. "
                 f"Median profit {results_metrics['profit_median'] * 100: 6.2f}%. "
-                f"Total profit {results_metrics['profit_total_abs']: 11.8f} {stake_cur} "
+                f"Total profit {results_metrics['profit_total_abs']: 11.8f} {stake_currency} "
                 f"({results_metrics['profit_total']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
                 f"Avg duration {results_metrics['holding_avg']} min."
                 ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 1b1aaebad..a80f3dced 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -468,7 +468,7 @@ def test_hyperopt_format_results(hyperopt):
                                               Arrow(2017, 11, 14, 19, 32, 00),
                                               Arrow(2017, 12, 14, 19, 32, 00), market_change=0)
 
-    results_explanation = hyperopt._format_results_explanation_string(results_metrics)
+    results_explanation = hyperopt._format_results_explanation_string(results_metrics, 'BTC')
     total_profit = results_metrics['profit_total_abs']
 
     results = {

From f2e182002d9990f344faf537f30bee9ec9078914 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Apr 2021 07:31:57 +0200
Subject: [PATCH 0354/1386] Simplify calling backtesting by returning the
 proper result

---
 freqtrade/optimize/backtesting.py      |  20 +++--
 freqtrade/optimize/hyperopt.py         |  16 ++--
 freqtrade/optimize/optimize_reports.py |   2 +-
 tests/optimize/test_backtesting.py     | 111 +++++++++++++++----------
 4 files changed, 83 insertions(+), 66 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7b62661d3..54e7b806f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -330,7 +330,7 @@ class Backtesting:
     def backtest(self, processed: Dict,
                  start_date: datetime, end_date: datetime,
                  max_open_trades: int = 0, position_stacking: bool = False,
-                 enable_protections: bool = False) -> DataFrame:
+                 enable_protections: bool = False) -> Dict[str, Any]:
         """
         Implement backtesting functionality
 
@@ -417,7 +417,13 @@ class Backtesting:
         trades += self.handle_left_open(open_trades, data=data)
         self.wallets.update()
 
-        return trade_list_to_dataframe(trades)
+        results = trade_list_to_dataframe(trades)
+        return {
+            'results': results,
+            'config': self.strategy.config,
+            'locks': PairLocks.get_all_locks(),
+            'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
+        }
 
     def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
@@ -457,14 +463,12 @@ class Backtesting:
             enable_protections=self.config.get('enable_protections', False),
         )
         backtest_end_time = datetime.now(timezone.utc)
-        self.all_results[self.strategy.get_strategy_name()] = {
-            'results': results,
-            'config': self.strategy.config,
-            'locks': PairLocks.get_all_locks(),
-            'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
+        results.update({
             'backtest_start_time': int(backtest_start_time.timestamp()),
             'backtest_end_time': int(backtest_end_time.timestamp()),
-        }
+        })
+        self.all_results[self.strategy.get_strategy_name()] = results
+
         return min_date, max_date
 
     def start(self) -> None:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 9b3a22236..229b35dd5 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -31,7 +31,6 @@ from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
-from freqtrade.persistence.pairlock_middleware import PairLocks
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
 from freqtrade.strategy import IStrategy
 
@@ -279,7 +278,7 @@ class Hyperopt:
 
         min_date, max_date = get_timerange(processed)
 
-        backtesting_results = self.backtesting.backtest(
+        bt_results = self.backtesting.backtest(
             processed=processed,
             start_date=min_date.datetime,
             end_date=max_date.datetime,
@@ -288,17 +287,12 @@ class Hyperopt:
             enable_protections=self.config.get('enable_protections', False),
         )
         backtest_end_time = datetime.now(timezone.utc)
-
-        bt_result = {
-            'results': backtesting_results,
-            'config': self.backtesting.strategy.config,
-            'locks': PairLocks.get_all_locks(),
-            'final_balance': self.backtesting.wallets.get_total(
-                self.backtesting.strategy.config['stake_currency']),
+        bt_results.update({
             'backtest_start_time': int(backtest_start_time.timestamp()),
             'backtest_end_time': int(backtest_end_time.timestamp()),
-        }
-        return self._get_results_dict(bt_result, min_date, max_date,
+        })
+
+        return self._get_results_dict(bt_results, min_date, max_date,
                                       params_dict, params_details,
                                       processed=processed)
 
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 77259df87..ef5426c9a 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -274,7 +274,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
     """
     results: Dict[str, DataFrame] = content['results']
     if not isinstance(results, DataFrame):
-        return
+        return {}
     config = content['config']
     max_open_trades = min(config['max_open_trades'], len(btdata.keys()))
     starting_balance = config['dry_run_wallet']
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 39625978b..e09f02c66 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -514,13 +514,14 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
                              timerange=timerange)
     processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
     min_date, max_date = get_timerange(processed)
-    results = backtesting.backtest(
+    result = backtesting.backtest(
         processed=processed,
         start_date=min_date,
         end_date=max_date,
         max_open_trades=10,
         position_stacking=False,
     )
+    results = result['results']
     assert not results.empty
     assert len(results) == 2
 
@@ -583,8 +584,8 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
         max_open_trades=1,
         position_stacking=False,
     )
-    assert not results.empty
-    assert len(results) == 1
+    assert not results['results'].empty
+    assert len(results['results']) == 1
 
 
 def test_processed(default_conf, mocker, testdatadir) -> None:
@@ -623,7 +624,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
     # While buy-signals are unrealistic, running backtesting
     # over and over again should not cause different results
     for [contour, numres] in tests:
-        assert len(simple_backtest(default_conf, contour, mocker, testdatadir)) == numres
+        assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == numres
 
 
 @pytest.mark.parametrize('protections,contour,expected', [
@@ -648,7 +649,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     # While buy-signals are unrealistic, running backtesting
     # over and over again should not cause different results
-    assert len(simple_backtest(default_conf, contour, mocker, testdatadir)) == expected
+    assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == expected
 
 
 def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
@@ -662,8 +663,8 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
     backtesting = Backtesting(default_conf)
     backtesting.strategy.advise_buy = fun  # Override
     backtesting.strategy.advise_sell = fun  # Override
-    results = backtesting.backtest(**backtest_conf)
-    assert results.empty
+    result = backtesting.backtest(**backtest_conf)
+    assert result['results'].empty
 
 
 def test_backtest_only_sell(mocker, default_conf, testdatadir):
@@ -677,8 +678,8 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
     backtesting = Backtesting(default_conf)
     backtesting.strategy.advise_buy = fun  # Override
     backtesting.strategy.advise_sell = fun  # Override
-    results = backtesting.backtest(**backtest_conf)
-    assert results.empty
+    result = backtesting.backtest(**backtest_conf)
+    assert result['results'].empty
 
 
 def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
@@ -690,10 +691,11 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     backtesting = Backtesting(default_conf)
     backtesting.strategy.advise_buy = _trend_alternate  # Override
     backtesting.strategy.advise_sell = _trend_alternate  # Override
-    results = backtesting.backtest(**backtest_conf)
+    result = backtesting.backtest(**backtest_conf)
     # 200 candles in backtest data
     # won't buy on first (shifted by 1)
     # 100 buys signals
+    results = result['results']
     assert len(results) == 100
     # One trade was force-closed at the end
     assert len(results.loc[results['is_open']]) == 0
@@ -745,9 +747,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     results = backtesting.backtest(**backtest_conf)
 
     # Make sure we have parallel trades
-    assert len(evaluate_result_multi(results, '5m', 2)) > 0
+    assert len(evaluate_result_multi(results['results'], '5m', 2)) > 0
     # make sure we don't have trades with more than configured max_open_trades
-    assert len(evaluate_result_multi(results, '5m', 3)) == 0
+    assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
 
     backtest_conf = {
         'processed': processed,
@@ -757,7 +759,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
         'position_stacking': False,
     }
     results = backtesting.backtest(**backtest_conf)
-    assert len(evaluate_result_multi(results, '5m', 1)) == 0
+    assert len(evaluate_result_multi(results['results'], '5m', 1)) == 0
 
 
 def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
@@ -803,7 +805,12 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
     patch_exchange(mocker)
-    backtestmock = MagicMock(return_value=pd.DataFrame(columns=BT_DATA_COLUMNS))
+    backtestmock = MagicMock(return_value={
+        'results': pd.DataFrame(columns=BT_DATA_COLUMNS),
+        'config': default_conf,
+        'locks': [],
+        'final_balance': 1000,
+        })
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
@@ -867,39 +874,51 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
 
     patch_exchange(mocker)
+    result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
+                            'profit_ratio': [0.0, 0.0],
+                            'profit_abs': [0.0, 0.0],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00', ], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00', ], utc=True),
+                            'trade_duration': [235, 40],
+                            'is_open': [False, False],
+                            'stake_amount': [0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485],
+                            'close_rate': [0.104969, 0.103541],
+                            'sell_reason': [SellType.ROI, SellType.ROI]
+                            })
+    result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
+                            'profit_ratio': [0.03, 0.01, 0.1],
+                            'profit_abs': [0.01, 0.02, 0.2],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00',
+                                                         '2018-01-30 05:30:00'], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00',
+                                                          '2018-01-30 08:30:00'], utc=True),
+                            'trade_duration': [47, 40, 20],
+                            'is_open': [False, False, False],
+                            'stake_amount': [0.01, 0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485, 0.122541],
+                            'close_rate': [0.104969, 0.103541, 0.123541],
+                            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+                            })
     backtestmock = MagicMock(side_effect=[
-        pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
-                      'profit_ratio': [0.0, 0.0],
-                      'profit_abs': [0.0, 0.0],
-                      'open_date': pd.to_datetime(['2018-01-29 18:40:00',
-                                                   '2018-01-30 03:30:00', ], utc=True
-                                                  ),
-                      'close_date': pd.to_datetime(['2018-01-29 20:45:00',
-                                                    '2018-01-30 05:35:00', ], utc=True),
-                      'trade_duration': [235, 40],
-                      'is_open': [False, False],
-                      'stake_amount': [0.01, 0.01],
-                      'open_rate': [0.104445, 0.10302485],
-                      'close_rate': [0.104969, 0.103541],
-                      'sell_reason': [SellType.ROI, SellType.ROI]
-                      }),
-        pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
-                      'profit_ratio': [0.03, 0.01, 0.1],
-                      'profit_abs': [0.01, 0.02, 0.2],
-                      'open_date': pd.to_datetime(['2018-01-29 18:40:00',
-                                                   '2018-01-30 03:30:00',
-                                                   '2018-01-30 05:30:00'], utc=True
-                                                  ),
-                      'close_date': pd.to_datetime(['2018-01-29 20:45:00',
-                                                    '2018-01-30 05:35:00',
-                                                    '2018-01-30 08:30:00'], utc=True),
-                      'trade_duration': [47, 40, 20],
-                      'is_open': [False, False, False],
-                      'stake_amount': [0.01, 0.01, 0.01],
-                      'open_rate': [0.104445, 0.10302485, 0.122541],
-                      'close_rate': [0.104969, 0.103541, 0.123541],
-                      'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
-                      }),
+        {
+            'results': result1,
+            'config': default_conf,
+            'locks': [],
+            'final_balance': 1000,
+        },
+        {
+            'results': result2,
+            'config': default_conf,
+            'locks': [],
+            'final_balance': 1000,
+        }
     ])
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))

From 4c00d4496de63939443f5787625e5dfa6632bcb5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Apr 2021 07:40:07 +0200
Subject: [PATCH 0355/1386] Update tests to reflect new backtest returns

---
 tests/optimize/test_backtest_detail.py |  3 +-
 tests/optimize/test_backtesting.py     | 13 +++++++-
 tests/optimize/test_hyperopt.py        | 45 ++++++++++++++------------
 3 files changed, 39 insertions(+), 22 deletions(-)

diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 3655b941d..7da7709c6 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -501,13 +501,14 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     # Dummy data as we mock the analyze functions
     data_processed = {pair: frame.copy()}
     min_date, max_date = get_timerange({pair: frame})
-    results = backtesting.backtest(
+    result = backtesting.backtest(
         processed=data_processed,
         start_date=min_date,
         end_date=max_date,
         max_open_trades=10,
     )
 
+    results = result['results']
     assert len(results) == len(data.trades)
     assert round(results["profit_ratio"].sum(), 3) == round(data.profit_perc, 3)
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index e09f02c66..5dfc9dbc3 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -804,6 +804,12 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
+    default_conf['ask_strategy'].update({
+        "use_sell_signal": True,
+        "sell_profit_only": False,
+        "sell_profit_offset": 0.0,
+        "ignore_roi_if_buy_signal": False,
+    })
     patch_exchange(mocker)
     backtestmock = MagicMock(return_value={
         'results': pd.DataFrame(columns=BT_DATA_COLUMNS),
@@ -872,7 +878,12 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
-
+    default_conf['ask_strategy'].update({
+        "use_sell_signal": True,
+        "sell_profit_only": False,
+        "sell_profit_offset": 0.0,
+        "ignore_roi_if_buy_signal": False,
+    })
     patch_exchange(mocker)
     result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
                             'profit_ratio': [0.0, 0.0],
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index a80f3dced..c65e90237 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -590,26 +590,31 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                           'hyperopt_min_trades': 1,
                           })
 
-    backtest_result = pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
-                                             "UNITTEST/BTC", "UNITTEST/BTC"],
-                                    "profit_ratio": [0.003312, 0.010801, 0.013803, 0.002780],
-                                    "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
-                                    "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
-                                                  Arrow(2017, 11, 14, 21, 36, 00).datetime,
-                                                  Arrow(2017, 11, 14, 22, 12, 00).datetime,
-                                                  Arrow(2017, 11, 14, 22, 44, 00).datetime],
-                                    "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
-                                                   Arrow(2017, 11, 14, 22, 10, 00).datetime,
-                                                   Arrow(2017, 11, 14, 22, 43, 00).datetime,
-                                                   Arrow(2017, 11, 14, 22, 58, 00).datetime],
-                                    "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
-                                    "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
-                                    "trade_duration": [123, 34, 31, 14],
-                                    "is_open": [False, False, False, True],
-                                    "stake_amount": [0.01, 0.01, 0.01, 0.01],
-                                    "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
-                                                    SellType.ROI, SellType.FORCE_SELL]
-                                    })
+    backtest_result = {
+        'results': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
+                                          "UNITTEST/BTC", "UNITTEST/BTC"],
+                                 "profit_ratio": [0.003312, 0.010801, 0.013803, 0.002780],
+                                 "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
+                                 "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
+                                               Arrow(2017, 11, 14, 21, 36, 00).datetime,
+                                               Arrow(2017, 11, 14, 22, 12, 00).datetime,
+                                               Arrow(2017, 11, 14, 22, 44, 00).datetime],
+                                 "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
+                                                Arrow(2017, 11, 14, 22, 10, 00).datetime,
+                                                Arrow(2017, 11, 14, 22, 43, 00).datetime,
+                                                Arrow(2017, 11, 14, 22, 58, 00).datetime],
+                                 "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
+                                 "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
+                                 "trade_duration": [123, 34, 31, 14],
+                                 "is_open": [False, False, False, True],
+                                 "stake_amount": [0.01, 0.01, 0.01, 0.01],
+                                 "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
+                                                 SellType.ROI, SellType.FORCE_SELL]
+                                 }),
+        'config': hyperopt_conf,
+        'locks': [],
+        'final_balance': 1000,
+    }
 
     mocker.patch('freqtrade.optimize.hyperopt.Backtesting.backtest', return_value=backtest_result)
     mocker.patch('freqtrade.optimize.hyperopt.get_timerange',

From 97478abb9da71fbff2223cfddd8ca03765618834 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 09:05:46 +0200
Subject: [PATCH 0356/1386] Move format explanation string to HyperoptTools

---
 freqtrade/optimize/hyperopt.py       | 17 +----------------
 freqtrade/optimize/hyperopt_tools.py | 16 ++++++++++++++++
 tests/optimize/test_hyperopt.py      |  2 +-
 3 files changed, 18 insertions(+), 17 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 229b35dd5..b69e0781a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -4,7 +4,6 @@
 This module contains the hyperopt logic
 """
 
-import locale
 import logging
 import random
 import warnings
@@ -301,7 +300,7 @@ class Hyperopt:
 
         strat_stats = generate_strategy_stats(processed, '', backtesting_results,
                                               min_date, max_date, market_change=0)
-        results_explanation = self._format_results_explanation_string(
+        results_explanation = HyperoptTools.format_results_explanation_string(
             strat_stats, self.config['stake_currency'])
 
         trade_count = strat_stats['total_trades']
@@ -326,20 +325,6 @@ class Hyperopt:
             'total_profit': total_profit,
         }
 
-    def _format_results_explanation_string(self, results_metrics: Dict, stake_currency: str) -> str:
-        """
-        Return the formatted results explanation in a string
-        """
-        return (f"{results_metrics['total_trades']:6d} trades. "
-                f"{results_metrics['wins']}/{results_metrics['draws']}"
-                f"/{results_metrics['losses']} Wins/Draws/Losses. "
-                f"Avg profit {results_metrics['profit_mean'] * 100: 6.2f}%. "
-                f"Median profit {results_metrics['profit_median'] * 100: 6.2f}%. "
-                f"Total profit {results_metrics['profit_total_abs']: 11.8f} {stake_currency} "
-                f"({results_metrics['profit_total']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
-                f"Avg duration {results_metrics['holding_avg']} min."
-                ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
-
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
         return Optimizer(
             dimensions,
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 1635c0588..98df32c36 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -1,5 +1,6 @@
 
 import io
+import locale
 import logging
 from collections import OrderedDict
 from pathlib import Path
@@ -145,6 +146,21 @@ class HyperoptTools():
     def is_best_loss(results, current_best_loss: float) -> bool:
         return results['loss'] < current_best_loss
 
+    @staticmethod
+    def format_results_explanation_string(results_metrics: Dict, stake_currency: str) -> str:
+        """
+        Return the formatted results explanation in a string
+        """
+        return (f"{results_metrics['total_trades']:6d} trades. "
+                f"{results_metrics['wins']}/{results_metrics['draws']}"
+                f"/{results_metrics['losses']} Wins/Draws/Losses. "
+                f"Avg profit {results_metrics['profit_mean'] * 100: 6.2f}%. "
+                f"Median profit {results_metrics['profit_median'] * 100: 6.2f}%. "
+                f"Total profit {results_metrics['profit_total_abs']: 11.8f} {stake_currency} "
+                f"({results_metrics['profit_total']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
+                f"Avg duration {results_metrics['holding_avg']} min."
+                ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
+
     @staticmethod
     def _format_explanation_string(results, total_epochs) -> str:
         return (("*" if results['is_initial_point'] else " ") +
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index c65e90237..142fc5728 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -468,7 +468,7 @@ def test_hyperopt_format_results(hyperopt):
                                               Arrow(2017, 11, 14, 19, 32, 00),
                                               Arrow(2017, 12, 14, 19, 32, 00), market_change=0)
 
-    results_explanation = hyperopt._format_results_explanation_string(results_metrics, 'BTC')
+    results_explanation = HyperoptTools.format_results_explanation_string(results_metrics, 'BTC')
     total_profit = results_metrics['profit_total_abs']
 
     results = {

From 420e75af65303d2962c37edb5a3bbd987b0f54b0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 11:24:32 +0200
Subject: [PATCH 0357/1386] Extract show_backtest_result for one strategy

---
 freqtrade/optimize/optimize_reports.py | 60 ++++++++++++++------------
 1 file changed, 33 insertions(+), 27 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index ef5426c9a..9a60c7c4b 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -567,37 +567,43 @@ def text_table_add_metrics(strat_results: Dict) -> str:
         return message
 
 
+def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency: str):
+    """
+    Print results for one strategy
+    """
+    # Print results
+    print(f"Result for strategy {strategy}")
+    table = text_table_bt_results(results['results_per_pair'], stake_currency=stake_currency)
+    if isinstance(table, str):
+        print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
+    print(table)
+
+    table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
+                                   stake_currency=stake_currency)
+    if isinstance(table, str) and len(table) > 0:
+        print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
+    print(table)
+
+    table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
+    if isinstance(table, str) and len(table) > 0:
+        print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
+    print(table)
+
+    table = text_table_add_metrics(results)
+    if isinstance(table, str) and len(table) > 0:
+        print(' SUMMARY METRICS '.center(len(table.splitlines()[0]), '='))
+    print(table)
+
+    if isinstance(table, str) and len(table) > 0:
+        print('=' * len(table.splitlines()[0]))
+    print()
+
+
 def show_backtest_results(config: Dict, backtest_stats: Dict):
     stake_currency = config['stake_currency']
 
     for strategy, results in backtest_stats['strategy'].items():
-
-        # Print results
-        print(f"Result for strategy {strategy}")
-        table = text_table_bt_results(results['results_per_pair'], stake_currency=stake_currency)
-        if isinstance(table, str):
-            print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
-        print(table)
-
-        table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
-                                       stake_currency=stake_currency)
-        if isinstance(table, str) and len(table) > 0:
-            print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
-        print(table)
-
-        table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
-        if isinstance(table, str) and len(table) > 0:
-            print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
-        print(table)
-
-        table = text_table_add_metrics(results)
-        if isinstance(table, str) and len(table) > 0:
-            print(' SUMMARY METRICS '.center(len(table.splitlines()[0]), '='))
-        print(table)
-
-        if isinstance(table, str) and len(table) > 0:
-            print('=' * len(table.splitlines()[0]))
-        print()
+        show_backtest_result(strategy, results, stake_currency)
 
     if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table

From 881cba336a10e69741ab9a4c704f24b568f8b927 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 13:32:34 +0200
Subject: [PATCH 0358/1386] Show backtesting result in hyperopt-show

---
 freqtrade/commands/hyperopt_commands.py | 7 +++++++
 freqtrade/optimize/hyperopt.py          | 6 ++++--
 2 files changed, 11 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 268e3eeef..322729547 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -7,6 +7,7 @@ from colorama import init as colorama_init
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.data.btanalysis import get_latest_hyperopt_file
 from freqtrade.exceptions import OperationalException
+from freqtrade.optimize.optimize_reports import show_backtest_result
 from freqtrade.state import RunMode
 
 
@@ -125,6 +126,12 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     if epochs:
         val = epochs[n]
+
+        metrics = val['results_metrics']
+        if 'strategy_name' in metrics:
+            show_backtest_result(metrics['strategy_name'], metrics,
+                                 metrics['stake_currency'])
+
         HyperoptTools.print_epoch_details(val, total_epochs, print_json, no_header,
                                           header_str="Epoch details")
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b69e0781a..861d1872f 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -298,8 +298,10 @@ class Hyperopt:
     def _get_results_dict(self, backtesting_results, min_date, max_date,
                           params_dict, params_details, processed: Dict[str, DataFrame]):
 
-        strat_stats = generate_strategy_stats(processed, '', backtesting_results,
-                                              min_date, max_date, market_change=0)
+        strat_stats = generate_strategy_stats(
+            processed, self.backtesting.strategy.get_strategy_name(),
+            backtesting_results, min_date, max_date, market_change=0
+        )
         results_explanation = HyperoptTools.format_results_explanation_string(
             strat_stats, self.config['stake_currency'])
 

From ecdfb6e5ed68bcec6f91e2b3b8dcf8f13603aa20 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 13:32:53 +0200
Subject: [PATCH 0359/1386] Fix output of % for new format

---
 freqtrade/optimize/hyperopt_tools.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 98df32c36..0fdd07d83 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -157,7 +157,7 @@ class HyperoptTools():
                 f"Avg profit {results_metrics['profit_mean'] * 100: 6.2f}%. "
                 f"Median profit {results_metrics['profit_median'] * 100: 6.2f}%. "
                 f"Total profit {results_metrics['profit_total_abs']: 11.8f} {stake_currency} "
-                f"({results_metrics['profit_total']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
+                f"({results_metrics['profit_total'] * 100: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
                 f"Avg duration {results_metrics['holding_avg']} min."
                 ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
 
@@ -184,8 +184,10 @@ class HyperoptTools():
         if 'results_metrics.winsdrawslosses' not in trials.columns:
             # Ensure compatibility with older versions of hyperopt results
             trials['results_metrics.winsdrawslosses'] = 'N/A'
+        legacy_mode = True
 
         if 'results_metrics.total_trades' in trials:
+            legacy_mode = False
             # New mode, using backtest result for metrics
             trials['results_metrics.winsdrawslosses'] = trials.apply(
                 lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} "
@@ -212,12 +214,12 @@ class HyperoptTools():
         trials.loc[trials['is_initial_point'] & trials['is_best'], 'Best'] = '* Best'
         trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
         trials['Trades'] = trials['Trades'].astype(str)
-
+        perc_multi = 1 if legacy_mode else 100
         trials['Epoch'] = trials['Epoch'].apply(
             lambda x: '{}/{}'.format(str(x).rjust(len(str(total_epochs)), ' '), total_epochs)
         )
         trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: f'{x:,.2f}%'.rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
+            lambda x: f'{x * perc_multi:,.2f}%'.rjust(7, ' ') if not isna(x) else "--".rjust(7, ' ')
         )
         trials['Avg duration'] = trials['Avg duration'].apply(
             lambda x: f'{x:,.1f} m'.rjust(7, ' ') if isinstance(x, float) else f"{x}"
@@ -231,7 +233,7 @@ class HyperoptTools():
         trials['Profit'] = trials.apply(
             lambda x: '{} {}'.format(
                 round_coin_value(x['Total profit'], stake_currency),
-                '({:,.2f}%)'.format(x['Profit']).rjust(10, ' ')
+                '({:,.2f}%)'.format(x['Profit'] * perc_multi).rjust(10, ' ')
             ).rjust(25+len(stake_currency))
             if x['Total profit'] != 0.0 else '--'.rjust(25+len(stake_currency)),
             axis=1

From ced5cc7ce21f5e79196bb3865baff1908c2e936f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 1 May 2021 13:33:12 +0200
Subject: [PATCH 0360/1386] Don't recalculate min/max date - they won't change
 between epochs

---
 freqtrade/optimize/hyperopt.py  | 16 +++++++---------
 tests/optimize/test_hyperopt.py |  2 ++
 2 files changed, 9 insertions(+), 9 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 861d1872f..d6c5cbf93 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -275,12 +275,10 @@ class Hyperopt:
 
         processed = load(self.data_pickle_file)
 
-        min_date, max_date = get_timerange(processed)
-
         bt_results = self.backtesting.backtest(
             processed=processed,
-            start_date=min_date.datetime,
-            end_date=max_date.datetime,
+            start_date=self.min_date.datetime,
+            end_date=self.max_date.datetime,
             max_open_trades=self.max_open_trades,
             position_stacking=self.position_stacking,
             enable_protections=self.config.get('enable_protections', False),
@@ -291,7 +289,7 @@ class Hyperopt:
             'backtest_end_time': int(backtest_end_time.timestamp()),
         })
 
-        return self._get_results_dict(bt_results, min_date, max_date,
+        return self._get_results_dict(bt_results, self.min_date, self.max_date,
                                       params_dict, params_details,
                                       processed=processed)
 
@@ -357,11 +355,11 @@ class Hyperopt:
         for pair, df in preprocessed.items():
             preprocessed[pair] = trim_dataframe(df, timerange,
                                                 startup_candles=self.backtesting.required_startup)
-        min_date, max_date = get_timerange(preprocessed)
+        self.min_date, self.max_date = get_timerange(preprocessed)
 
-        logger.info(f'Hyperopting 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)..')
+        logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'({(self.max_date - self.min_date).days} days)..')
 
         dump(preprocessed, self.data_pickle_file)
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 142fc5728..554f525a8 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -693,6 +693,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     }
 
     hyperopt = Hyperopt(hyperopt_conf)
+    hyperopt.min_date = Arrow(2017, 12, 10)
+    hyperopt.max_date = Arrow(2017, 12, 13)
     hyperopt.dimensions = hyperopt.hyperopt_space()
     generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
     assert generate_optimizer_value == response_expected

From 46f0f6603990194b2c5dd1195b0fdb01975ef914 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 09:35:10 +0200
Subject: [PATCH 0361/1386] Keep dimensions stored in hyperopt class

There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
---
 freqtrade/optimize/hyperopt.py  | 63 ++++++++++++++++-----------------
 tests/optimize/test_hyperopt.py |  3 +-
 2 files changed, 33 insertions(+), 33 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d6c5cbf93..4e32c2ecb 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -65,6 +65,13 @@ class Hyperopt:
     custom_hyperopt: IHyperOpt
 
     def __init__(self, config: Dict[str, Any]) -> None:
+        self.buy_space: List[Dimension] = []
+        self.sell_space: List[Dimension] = []
+        self.roi_space: List[Dimension] = []
+        self.stoploss_space: List[Dimension] = []
+        self.trailing_space: List[Dimension] = []
+        self.dimensions: List[Dimension] = []
+
         self.config = config
 
         self.backtesting = Backtesting(self.config)
@@ -139,9 +146,7 @@ class Hyperopt:
                 logger.info(f"Removing `{p}`.")
                 p.unlink()
 
-    def _get_params_dict(self, raw_params: List[Any]) -> Dict:
-
-        dimensions: List[Dimension] = self.dimensions
+    def _get_params_dict(self, dimensions: List[Dimension], raw_params: List[Any]) -> Dict:
 
         # Ensure the number of dimensions match
         # the number of parameters in the list.
@@ -175,16 +180,13 @@ class Hyperopt:
         result: Dict = {}
 
         if HyperoptTools.has_space(self.config, 'buy'):
-            result['buy'] = {p.name: params.get(p.name)
-                             for p in self.hyperopt_space('buy')}
+            result['buy'] = {p.name: params.get(p.name) for p in self.buy_space}
         if HyperoptTools.has_space(self.config, 'sell'):
-            result['sell'] = {p.name: params.get(p.name)
-                              for p in self.hyperopt_space('sell')}
+            result['sell'] = {p.name: params.get(p.name) for p in self.sell_space}
         if HyperoptTools.has_space(self.config, 'roi'):
             result['roi'] = self.custom_hyperopt.generate_roi_table(params)
         if HyperoptTools.has_space(self.config, 'stoploss'):
-            result['stoploss'] = {p.name: params.get(p.name)
-                                  for p in self.hyperopt_space('stoploss')}
+            result['stoploss'] = {p.name: params.get(p.name) for p in self.stoploss_space}
         if HyperoptTools.has_space(self.config, 'trailing'):
             result['trailing'] = self.custom_hyperopt.generate_trailing_params(params)
 
@@ -207,38 +209,32 @@ class Hyperopt:
             )
             self.hyperopt_table_header = 2
 
-    def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]:
+    def init_spaces(self):
         """
-        Return the dimensions in the hyperoptimization space.
-        :param space: Defines hyperspace to return dimensions for.
-        If None, then the self.has_space() will be used to return dimensions
-        for all hyperspaces used.
+        Assign the dimensions in the hyperoptimization space.
         """
-        spaces: List[Dimension] = []
 
-        if space == 'buy' or (space is None and HyperoptTools.has_space(self.config, 'buy')):
+        if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
-            spaces += self.custom_hyperopt.indicator_space()
+            self.buy_space = self.custom_hyperopt.indicator_space()
 
-        if space == 'sell' or (space is None and HyperoptTools.has_space(self.config, 'sell')):
+        if HyperoptTools.has_space(self.config, 'sell'):
             logger.debug("Hyperopt has 'sell' space")
-            spaces += self.custom_hyperopt.sell_indicator_space()
+            self.sell_space = self.custom_hyperopt.sell_indicator_space()
 
-        if space == 'roi' or (space is None and HyperoptTools.has_space(self.config, 'roi')):
+        if HyperoptTools.has_space(self.config, 'roi'):
             logger.debug("Hyperopt has 'roi' space")
-            spaces += self.custom_hyperopt.roi_space()
+            self.roi_space = self.custom_hyperopt.roi_space()
 
-        if space == 'stoploss' or (space is None
-                                   and HyperoptTools.has_space(self.config, 'stoploss')):
+        if HyperoptTools.has_space(self.config, 'stoploss'):
             logger.debug("Hyperopt has 'stoploss' space")
-            spaces += self.custom_hyperopt.stoploss_space()
+            self.stoploss_space = self.custom_hyperopt.stoploss_space()
 
-        if space == 'trailing' or (space is None
-                                   and HyperoptTools.has_space(self.config, 'trailing')):
+        if HyperoptTools.has_space(self.config, 'trailing'):
             logger.debug("Hyperopt has 'trailing' space")
-            spaces += self.custom_hyperopt.trailing_space()
-
-        return spaces
+            self.trailing_space = self.custom_hyperopt.trailing_space()
+        self.dimensions = (self.buy_space + self.sell_space + self.roi_space +
+                           self.stoploss_space + self.trailing_space)
 
     def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
         """
@@ -246,9 +242,10 @@ class Hyperopt:
         Keep this function as optimized as possible!
         """
         backtest_start_time = datetime.now(timezone.utc)
-        params_dict = self._get_params_dict(raw_params)
+        params_dict = self._get_params_dict(self.dimensions, raw_params)
         params_details = self._get_params_details(params_dict)
 
+        # Apply parameters
         if HyperoptTools.has_space(self.config, 'roi'):
             self.backtesting.strategy.minimal_roi = (  # type: ignore
                 self.custom_hyperopt.generate_roi_table(params_dict))
@@ -294,7 +291,8 @@ class Hyperopt:
                                       processed=processed)
 
     def _get_results_dict(self, backtesting_results, min_date, max_date,
-                          params_dict, params_details, processed: Dict[str, DataFrame]):
+                          params_dict, params_details, processed: Dict[str, DataFrame]
+                          ) -> Dict[str, Any]:
 
         strat_stats = generate_strategy_stats(
             processed, self.backtesting.strategy.get_strategy_name(),
@@ -347,6 +345,8 @@ class Hyperopt:
         self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
         logger.info(f"Using optimizer random state: {self.random_state}")
         self.hyperopt_table_header = -1
+        # Initialize spaces ...
+        self.init_spaces()
         data, timerange = self.backtesting.load_bt_data()
         logger.info("Dataload complete. Calculating indicators")
         preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
@@ -377,7 +377,6 @@ class Hyperopt:
         config_jobs = self.config.get('hyperopt_jobs', -1)
         logger.info(f'Number of parallel jobs set as: {config_jobs}')
 
-        self.dimensions: List[Dimension] = self.hyperopt_space()
         self.opt = self.get_optimizer(self.dimensions, config_jobs)
 
         if self.print_colorized:
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 554f525a8..82bb4fdd2 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -695,7 +695,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.min_date = Arrow(2017, 12, 10)
     hyperopt.max_date = Arrow(2017, 12, 13)
-    hyperopt.dimensions = hyperopt.hyperopt_space()
+    hyperopt.init_spaces()
+    hyperopt.dimensions = hyperopt.dimensions
     generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
     assert generate_optimizer_value == response_expected
 

From 6b6270db132ebb41dc334aaf8076588c3f368efa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 10:37:54 +0200
Subject: [PATCH 0362/1386] Add hint about "sell_profit_only" to docs

---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 7fa889dd1..eb322df9d 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -51,7 +51,7 @@ For example you could implement a 1:2 risk-reward ROI with `custom_sell()`.
 You should abstain from using custom_sell() signals in place of stoplosses though. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
 
 !!! Note
-    Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
+    Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
 
 An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day:
 

From 9049d6b779c39a697e755e5e69c48c3eb1994d48 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 10:45:21 +0200
Subject: [PATCH 0363/1386] Reformat hyper to cache parameters

---
 freqtrade/strategy/hyper.py      | 43 +++++++++++++++++++++++++++++---
 tests/strategy/test_interface.py |  2 +-
 2 files changed, 40 insertions(+), 5 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 2714ffb43..7dee47d87 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -5,7 +5,7 @@ This module defines a base class for auto-hyperoptable strategies.
 import logging
 from abc import ABC, abstractmethod
 from contextlib import suppress
-from typing import Any, Dict, Iterator, Optional, Sequence, Tuple, Union
+from typing import Any, Dict, Iterator, List, Optional, Sequence, Tuple, Union
 
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
@@ -29,6 +29,7 @@ class BaseParameter(ABC):
     default: Any
     value: Any
     in_space: bool = False
+    name: str
 
     def __init__(self, *, default: Any, space: Optional[str] = None,
                  optimize: bool = True, load: bool = True, **kwargs):
@@ -250,6 +251,9 @@ class HyperStrategyMixin(object):
         Initialize hyperoptable strategy mixin.
         """
         self.config = config
+        self.ft_buy_params: List[BaseParameter] = []
+        self.ft_sell_params: List[BaseParameter] = []
+
         self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
 
     def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
@@ -260,15 +264,26 @@ class HyperStrategyMixin(object):
         """
         if category not in ('buy', 'sell', None):
             raise OperationalException('Category must be one of: "buy", "sell", None.')
+
+        if category is None:
+            params = self.ft_buy_params + self.ft_sell_params
+        else:
+            params = getattr(self, f"ft_{category}_params")
+
+        for par in params:
+            yield par.name, par
+
+    def _detect_parameters(self, category: str) -> Iterator[Tuple[str, BaseParameter]]:
+        """ Detect all parameters for 'category' """
         for attr_name in dir(self):
             if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
                 attr = getattr(self, attr_name)
                 if issubclass(attr.__class__, BaseParameter):
-                    if (category and attr_name.startswith(category + '_')
+                    if (attr_name.startswith(category + '_')
                             and attr.category is not None and attr.category != category):
                         raise OperationalException(
                             f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
-                    if (category is None or category == attr.category or
+                    if (category == attr.category or
                             (attr_name.startswith(category + '_') and attr.category is None)):
                         yield attr_name, attr
 
@@ -286,9 +301,16 @@ class HyperStrategyMixin(object):
         """
         if not params:
             logger.info(f"No params for {space} found, using default values.")
+        param_container: List[BaseParameter] = getattr(self, f"ft_{space}_params")
 
-        for attr_name, attr in self.enumerate_parameters(space):
+        for attr_name, attr in self._detect_parameters(space):
+            attr.name = attr_name
             attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space)
+            if not attr.category:
+                attr.category = space
+
+            param_container.append(attr)
+
             if params and attr_name in params:
                 if attr.load:
                     attr.value = params[attr_name]
@@ -298,3 +320,16 @@ class HyperStrategyMixin(object):
                                    f'Default value "{attr.value}" used.')
             else:
                 logger.info(f'Strategy Parameter(default): {attr_name} = {attr.value}')
+
+    def get_params_dict(self):
+        """
+        Returns list of Parameters that are not part of the current optimize job
+        """
+        params = {
+            'buy': {},
+            'sell': {}
+        }
+        for name, p in self.enumerate_parameters():
+            if not p.optimize or not p.in_space:
+                params[p.category][name] = p.value
+        return params
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 4ca514349..a241d7f43 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -671,4 +671,4 @@ def test_auto_hyperopt_interface(default_conf):
     strategy.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 
     with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"):
-        [x for x in strategy.enumerate_parameters('sell')]
+        [x for x in strategy._detect_parameters('sell')]

From 8ee0b0d8e85228cdade883066edef1d29af2a0c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 10:46:04 +0200
Subject: [PATCH 0364/1386] Store not optimized parameters (if applicable)

---
 freqtrade/optimize/hyperopt.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 4e32c2ecb..ec3c6f385 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -301,6 +301,8 @@ class Hyperopt:
         results_explanation = HyperoptTools.format_results_explanation_string(
             strat_stats, self.config['stake_currency'])
 
+        not_optimized = self.backtesting.strategy.get_params_dict()
+
         trade_count = strat_stats['total_trades']
         total_profit = strat_stats['profit_total']
 
@@ -318,6 +320,7 @@ class Hyperopt:
             'loss': loss,
             'params_dict': params_dict,
             'params_details': params_details,
+            'params_not_optimized': not_optimized,
             'results_metrics': strat_stats,
             'results_explanation': results_explanation,
             'total_profit': total_profit,

From d069ad43d83eae4215409e68fd3cc8626fb32983 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 11:01:26 +0200
Subject: [PATCH 0365/1386] Small reformatting in hyperopt

---
 freqtrade/optimize/hyperopt.py  | 6 +++---
 tests/optimize/test_hyperopt.py | 1 +
 2 files changed, 4 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ec3c6f385..639e9fb93 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -243,7 +243,6 @@ class Hyperopt:
         """
         backtest_start_time = datetime.now(timezone.utc)
         params_dict = self._get_params_dict(self.dimensions, raw_params)
-        params_details = self._get_params_details(params_dict)
 
         # Apply parameters
         if HyperoptTools.has_space(self.config, 'roi'):
@@ -287,12 +286,13 @@ class Hyperopt:
         })
 
         return self._get_results_dict(bt_results, self.min_date, self.max_date,
-                                      params_dict, params_details,
+                                      params_dict,
                                       processed=processed)
 
     def _get_results_dict(self, backtesting_results, min_date, max_date,
-                          params_dict, params_details, processed: Dict[str, DataFrame]
+                          params_dict, processed: Dict[str, DataFrame]
                           ) -> Dict[str, Any]:
+        params_details = self._get_params_details(params_dict)
 
         strat_stats = generate_strategy_stats(
             processed, self.backtesting.strategy.get_strategy_name(),
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 82bb4fdd2..774dd35a4 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -688,6 +688,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                         'trailing_stop_positive': 0.02,
                                         'trailing_stop_positive_offset': 0.07}},
         'params_dict': optimizer_param,
+        'params_not_optimized': {'buy': {}, 'sell': {}},
         'results_metrics': ANY,
         'total_profit': 3.1e-08
     }

From 287b43e999b89da122e052014b2b0fd53297de7c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 11:30:53 +0200
Subject: [PATCH 0366/1386] Output strategy results including non-optimized
 parameters

---
 freqtrade/optimize/hyperopt_tools.py | 54 +++++++++++++++++++---------
 1 file changed, 38 insertions(+), 16 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0fdd07d83..724f451c5 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -4,7 +4,6 @@ import locale
 import logging
 from collections import OrderedDict
 from pathlib import Path
-from pprint import pformat
 from typing import Any, Dict, List
 
 import rapidjson
@@ -66,6 +65,7 @@ class HyperoptTools():
         Display details of the hyperopt result
         """
         params = results.get('params_details', {})
+        non_optimized = results.get('params_not_optimized', {})
 
         # Default header string
         if header_str is None:
@@ -82,8 +82,10 @@ class HyperoptTools():
             print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
 
         else:
-            HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:")
-            HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:")
+            HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:",
+                                               non_optimized)
+            HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:",
+                                               non_optimized)
             HyperoptTools._params_pretty_print(params, 'roi', "ROI table:")
             HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:")
             HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:")
@@ -109,12 +111,12 @@ class HyperoptTools():
                 result_dict.update(space_params)
 
     @staticmethod
-    def _params_pretty_print(params, space: str, header: str) -> None:
-        if space in params:
+    def _params_pretty_print(params, space: str, header: str, non_optimized={}) -> None:
+        if space in params or space in non_optimized:
             space_params = HyperoptTools._space_params(params, space, 5)
-            params_result = f"\n# {header}\n"
+            result = f"\n# {header}\n"
             if space == 'stoploss':
-                params_result += f"stoploss = {space_params.get('stoploss')}"
+                result += f"stoploss = {space_params.get('stoploss')}"
             elif space == 'roi':
                 # TODO: get rid of OrderedDict when support for python 3.6 will be
                 # dropped (dicts keep the order as the language feature)
@@ -123,24 +125,44 @@ class HyperoptTools():
                         (str(k), v) for k, v in space_params.items()
                     ),
                     default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
-                params_result += f"minimal_roi = {minimal_roi_result}"
+                result += f"minimal_roi = {minimal_roi_result}"
             elif space == 'trailing':
 
                 for k, v in space_params.items():
-                    params_result += f'{k} = {v}\n'
+                    result += f'{k} = {v}\n'
 
             else:
-                params_result += f"{space}_params = {pformat(space_params, indent=4)}"
-                params_result = params_result.replace("}", "\n}").replace("{", "{\n ")
+                no_params = HyperoptTools._space_params(non_optimized, space, 5)
 
-            params_result = params_result.replace("\n", "\n    ")
-            print(params_result)
+                result += f"{space}_params = {HyperoptTools._pprint(space_params, no_params)}"
+
+            result = result.replace("\n", "\n    ")
+            print(result)
 
     @staticmethod
     def _space_params(params, space: str, r: int = None) -> Dict:
-        d = params[space]
-        # Round floats to `r` digits after the decimal point if requested
-        return round_dict(d, r) if r else d
+        d = params.get(space)
+        if d:
+            # Round floats to `r` digits after the decimal point if requested
+            return round_dict(d, r) if r else d
+        return {}
+
+    @staticmethod
+    def _pprint(params, non_optimized, indent: int = 4):
+        """
+        Pretty-print hyperopt results (based on 2 dicts - with add. comment)
+        """
+        p = params.copy()
+        p.update(non_optimized)
+        result = '{\n'
+
+        for k, param in p.items():
+            result += " " * indent + f'"{k}": {param},'
+            if k in non_optimized:
+                result += "  # value loaded from strategy"
+            result += "\n"
+        result += '}'
+        return result
 
     @staticmethod
     def is_best_loss(results, current_best_loss: float) -> bool:

From 4fc37f15d106855b1bc945d33b2ce5119ea8f9fe Mon Sep 17 00:00:00 2001
From: youpas <youpas@gmail.com>
Date: Sun, 2 May 2021 11:41:26 +0200
Subject: [PATCH 0367/1386] Fixed syntax error in the example

Removed extra comma in the "Full example of Pairlist Handlers" section.
---
 docs/includes/pairlists.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 85d157e75..2cd6feca0 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -204,7 +204,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
     {
         "method": "VolumePairList",
         "number_assets": 20,
-        "sort_key": "quoteVolume",
+        "sort_key": "quoteVolume"
     },
     {"method": "AgeFilter", "min_days_listed": 10},
     {"method": "PrecisionFilter"},

From b71d8505965624a308d6576a52892a6d7d17494f Mon Sep 17 00:00:00 2001
From: youpas <youpas@gmail.com>
Date: Sun, 2 May 2021 11:47:02 +0200
Subject: [PATCH 0368/1386] Fixed anchor link for PriceFilter

---
 docs/includes/pairlists.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 85d157e75..d653303f6 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -193,7 +193,7 @@ If the volatility over the last 10 days is not in the range of 0.05-0.50, remove
 
 ### Full example of Pairlist Handlers
 
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value.
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#pricefilter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value.
 
 ```json
 "exchange": {

From 99e1ef9b4a427b28953b35ae273f448bc60ef6be Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 19:21:26 +0200
Subject: [PATCH 0369/1386] Fix docs typo for CategoryParameter

closes #4852
---
 docs/hyperopt.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index b3fdc699b..5f1f9bffa 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -251,9 +251,9 @@ We continue to define hyperoptable parameters:
 class MyAwesomeStrategy(IStrategy):
     buy_adx = IntParameter(20, 40, default=30)
     buy_rsi = IntParameter(20, 40, default=30)
-    buy_adx_enabled = CategoricalParameter([True, False]),
-    buy_rsi_enabled = CategoricalParameter([True, False]),
-    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal']),
+    buy_adx_enabled = CategoricalParameter([True, False])
+    buy_rsi_enabled = CategoricalParameter([True, False])
+    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'])
 ```
 
 Above definition says: I have five parameters I want to randomly combine to find the best combination.

From ef9dd0676cf0de365967d4e0108162957dc100bc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 20:06:47 +0200
Subject: [PATCH 0370/1386] Rename hyperoptresult fixture  to avoid naming
 collision

---
 tests/commands/test_commands.py | 8 ++++----
 tests/conftest.py               | 2 +-
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index d86bced5d..9195a1a92 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -918,10 +918,10 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
                     captured.out)
 
 
-def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
+def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results):
     mocker.patch(
         'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-        MagicMock(return_value=hyperopt_results)
+        MagicMock(return_value=saved_hyperopt_results)
     )
 
     args = [
@@ -1150,10 +1150,10 @@ def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
     f.unlink()
 
 
-def test_hyperopt_show(mocker, capsys, hyperopt_results):
+def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
     mocker.patch(
         'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-        MagicMock(return_value=hyperopt_results)
+        MagicMock(return_value=saved_hyperopt_results)
     )
 
     args = [
diff --git a/tests/conftest.py b/tests/conftest.py
index 788586134..ffb09cc60 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1778,7 +1778,7 @@ def open_trade():
 
 
 @pytest.fixture
-def hyperopt_results():
+def saved_hyperopt_results():
     return [
         {
             'loss': 0.4366182531161519,

From 303895b33e3a0931dd4dc26c687157a5fa080a9e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 20:07:22 +0200
Subject: [PATCH 0371/1386] Add support for filters to new hyperopt-results

---
 freqtrade/commands/hyperopt_commands.py | 71 ++++++++++++++++++-------
 1 file changed, 51 insertions(+), 20 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 322729547..cf3bc3005 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -139,11 +139,13 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     """
     Filter our items from the list of hyperopt results
+    TODO: after 2021.5 remove all "legacy" mode queries.
     """
     if filteroptions['only_best']:
         epochs = [x for x in epochs if x['is_best']]
     if filteroptions['only_profitable']:
-        epochs = [x for x in epochs if x['results_metrics']['profit'] > 0]
+        epochs = [x for x in epochs if x['results_metrics'].get(
+            'profit', x['results_metrics'].get('profit_total', 0)) > 0]
 
     epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
 
@@ -160,34 +162,55 @@ def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     return epochs
 
 
+def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
+    """
+    Filter epochs with trade-counts > trades
+    """
+    return [
+        x for x in epochs
+        if x['results_metrics'].get(
+            'trade_count', x['results_metrics'].get('total_trades', 0)
+        ) > trade_count
+    ]
+
+
 def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
 
     if filteroptions['filter_min_trades'] > 0:
-        epochs = [
-            x for x in epochs
-            if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
-        ]
+        epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades'])
+
     if filteroptions['filter_max_trades'] > 0:
         epochs = [
             x for x in epochs
-            if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
+            if x['results_metrics'].get(
+                'trade_count', x['results_metrics'].get('total_trades')
+                ) < filteroptions['filter_max_trades']
         ]
     return epochs
 
 
 def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
 
+    def get_duration_value(x):
+        # Duration in minutes ...
+        if 'duration' in x['results_metrics']:
+            return x['results_metrics']['duration']
+        else:
+            # New mode
+            avg = x['results_metrics']['holding_avg']
+            return avg.total_seconds() // 60
+
     if filteroptions['filter_min_avg_time'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
+            if get_duration_value(x) > filteroptions['filter_min_avg_time']
         ]
     if filteroptions['filter_max_avg_time'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
+            if get_duration_value(x) < filteroptions['filter_max_avg_time']
         ]
 
     return epochs
@@ -196,28 +219,36 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
 def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
 
     if filteroptions['filter_min_avg_profit'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics']['avg_profit'] > filteroptions['filter_min_avg_profit']
+            if x['results_metrics'].get(
+                'avg_profit', x['results_metrics'].get('profit_mean', 0)
+            ) > filteroptions['filter_min_avg_profit']
         ]
     if filteroptions['filter_max_avg_profit'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics']['avg_profit'] < filteroptions['filter_max_avg_profit']
+            if x['results_metrics'].get(
+                'avg_profit', x['results_metrics'].get('profit_mean', 0)
+                ) < filteroptions['filter_max_avg_profit']
         ]
     if filteroptions['filter_min_total_profit'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
+            if x['results_metrics'].get(
+                'profit', x['results_metrics'].get('profit_total', 0)
+                ) > filteroptions['filter_min_total_profit']
         ]
     if filteroptions['filter_max_total_profit'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
+            if x['results_metrics'].get(
+                'profit', x['results_metrics'].get('profit_total', 0)
+                ) < filteroptions['filter_max_total_profit']
         ]
     return epochs
 
@@ -225,11 +256,11 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
 def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
 
     if filteroptions['filter_min_objective'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
 
         epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
     if filteroptions['filter_max_objective'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
 
         epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
 

From fc110ea418719661052616378adb882463e3ff0a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 20:41:45 +0200
Subject: [PATCH 0372/1386] Support csv export for new and old versions

---
 freqtrade/commands/hyperopt_commands.py |   8 +-
 freqtrade/optimize/hyperopt_tools.py    |  33 ++++--
 tests/conftest.py                       | 137 +++++++++++++++++++++++-
 3 files changed, 162 insertions(+), 16 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index cf3bc3005..e072e12cb 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -223,7 +223,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
         epochs = [
             x for x in epochs
             if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0)
+                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
             ) > filteroptions['filter_min_avg_profit']
         ]
     if filteroptions['filter_max_avg_profit'] is not None:
@@ -231,7 +231,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
         epochs = [
             x for x in epochs
             if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0)
+                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
                 ) < filteroptions['filter_max_avg_profit']
         ]
     if filteroptions['filter_min_total_profit'] is not None:
@@ -239,7 +239,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
         epochs = [
             x for x in epochs
             if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total', 0)
+                'profit', x['results_metrics'].get('profit_total_abs', 0)
                 ) > filteroptions['filter_min_total_profit']
         ]
     if filteroptions['filter_max_total_profit'] is not None:
@@ -247,7 +247,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
         epochs = [
             x for x in epochs
             if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total', 0)
+                'profit', x['results_metrics'].get('profit_total_abs', 0)
                 ) < filteroptions['filter_max_total_profit']
         ]
     return epochs
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 724f451c5..ee3366a4e 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -318,11 +318,21 @@ class HyperoptTools():
         trials['Best'] = ''
         trials['Stake currency'] = config['stake_currency']
 
-        base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count',
-                        'results_metrics.avg_profit', 'results_metrics.median_profit',
-                        'results_metrics.total_profit',
-                        'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
-                        'loss', 'is_initial_point', 'is_best']
+        if 'results_metrics.total_trades' in trials:
+            base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
+                            'results_metrics.profit_mean', 'results_metrics.profit_median',
+                            'results_metrics.profit_total',
+                            'Stake currency',
+                            'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
+                            'loss', 'is_initial_point', 'is_best']
+            perc_multi = 100
+        else:
+            perc_multi = 1
+            base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count',
+                            'results_metrics.avg_profit', 'results_metrics.median_profit',
+                            'results_metrics.total_profit',
+                            'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
+                            'loss', 'is_initial_point', 'is_best']
         param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
         trials = trials[base_metrics + param_metrics]
 
@@ -339,21 +349,24 @@ class HyperoptTools():
         trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
         trials['Epoch'] = trials['Epoch'].astype(str)
         trials['Trades'] = trials['Trades'].astype(str)
+        trials['Median profit'] = trials['Median profit'] * perc_multi
 
         trials['Total profit'] = trials['Total profit'].apply(
-            lambda x: '{:,.8f}'.format(x) if x != 0.0 else ""
+            lambda x: f'{x:,.8f}' if x != 0.0 else ""
         )
         trials['Profit'] = trials['Profit'].apply(
-            lambda x: '{:,.2f}'.format(x) if not isna(x) else ""
+            lambda x: f'{x:,.2f}' if not isna(x) else ""
         )
         trials['Avg profit'] = trials['Avg profit'].apply(
-            lambda x: '{:,.2f}%'.format(x) if not isna(x) else ""
+            lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
         )
         trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: '{:,.1f} m'.format(x) if not isna(x) else ""
+            lambda x: f'{x:,.1f} m' if isinstance(
+                x, float) else f"{x.total_seconds() // 60:,.1f} m"
+                      if not isna(x) else ""
         )
         trials['Objective'] = trials['Objective'].apply(
-            lambda x: '{:,.5f}'.format(x) if x != 100000 else ""
+            lambda x: f'{x:,.5f}' if x != 100000 else ""
         )
 
         trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
diff --git a/tests/conftest.py b/tests/conftest.py
index ffb09cc60..83a34359a 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -3,7 +3,7 @@ import json
 import logging
 import re
 from copy import deepcopy
-from datetime import datetime
+from datetime import datetime, timedelta
 from functools import reduce
 from pathlib import Path
 from unittest.mock import MagicMock, Mock, PropertyMock
@@ -1778,7 +1778,7 @@ def open_trade():
 
 
 @pytest.fixture
-def saved_hyperopt_results():
+def saved_hyperopt_results_legacy():
     return [
         {
             'loss': 0.4366182531161519,
@@ -1907,3 +1907,136 @@ def saved_hyperopt_results():
             'is_best': False
             }
     ]
+
+
+@pytest.fixture
+def saved_hyperopt_results():
+    return [
+        {
+            'loss': 0.4366182531161519,
+            'params_dict': {
+                'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}},  # noqa: E501
+            'results_metrics': {'total_trades': 2, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625, 'profit_total_abs': -2.50999, 'holding_avg': timedelta(minutes=3930.0)},  # noqa: E501
+            'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 min.',  # noqa: E501
+            'total_profit': -0.00125625,
+            'current_epoch': 1,
+            'is_initial_point': True,
+            'is_best': True
+        }, {
+            'loss': 20.0,
+            'params_dict': {
+                'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259},  # noqa: E501
+            'params_details': {
+                'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'},  # noqa: E501
+                'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'},  # noqa: E501
+                'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0},  # noqa: E501
+                'stoploss': {'stoploss': -0.338070047333259}},
+            'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 0, 'losses': 1, 'profit_mean': 0.012357, 'profit_median': -0.012222, 'profit_total': 6.185e-05, 'profit_total_abs': 0.12357, 'holding_avg': timedelta(minutes=1200.0)},  # noqa: E501
+            'results_explanation': '     1 trades. Avg profit   0.12%. Total profit  0.00006185 BTC (   0.12Σ%). Avg duration 1200.0 min.',  # noqa: E501
+            'total_profit': 6.185e-05,
+            'current_epoch': 2,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 14.241196856510731,
+            'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}},  # noqa: E501
+            'results_metrics': {'total_trades': 621, 'wins': 320, 'draws': 0, 'losses': 301, 'profit_mean': -0.043883302093397747, 'profit_median': -0.012222, 'profit_total': -0.13639474, 'profit_total_abs': -272.515306, 'holding_avg': timedelta(minutes=1691.207729468599)},  # noqa: E501
+            'results_explanation': '   621 trades. Avg profit  -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.',  # noqa: E501
+            'total_profit': -0.13639474,
+            'current_epoch': 3,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 100000,
+            'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}},  # noqa: E501
+            'results_metrics': {'total_trades': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit': 0.0, 'holding_avg': timedelta()},  # noqa: E501
+            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
+            'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False
+        }, {
+            'loss': 0.22195522184191518,
+            'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014},   # noqa: E501
+            'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}},  # noqa: E501
+            'results_metrics': {'total_trades': 14, 'wins': 6, 'draws': 0, 'losses': 8, 'profit_mean': -0.003539515, 'profit_median': -0.012222, 'profit_total': -0.002480140000000001, 'profit_total_abs': -4.955321, 'holding_avg': timedelta(minutes=3402.8571428571427)},  # noqa: E501
+            'results_explanation': '    14 trades. Avg profit  -0.35%. Total profit -0.00248014 BTC (  -4.96Σ%). Avg duration 3402.9 min.',  # noqa: E501
+            'total_profit': -0.002480140000000001,
+            'current_epoch': 5,
+            'is_initial_point': True,
+            'is_best': True
+        }, {
+            'loss': 0.545315889154162,
+            'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}},  # noqa: E501
+            'results_metrics': {'total_trades': 39, 'wins': 20, 'draws': 0, 'losses': 19, 'profit_mean': -0.0021400679487179478, 'profit_median': -0.012222, 'profit_total': -0.0041773, 'profit_total_abs': -8.346264999999997, 'holding_avg': timedelta(minutes=636.9230769230769)},  # noqa: E501
+            'results_explanation': '    39 trades. Avg profit  -0.21%. Total profit -0.00417730 BTC (  -8.35Σ%). Avg duration 636.9 min.',  # noqa: E501
+            'total_profit': -0.0041773,
+            'current_epoch': 6,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 4.713497421432944,
+            'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905},  # noqa: E501
+            'params_details': {
+                'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
+                'stoploss': {'stoploss': -0.14613268022709905}},  # noqa: E501
+            'results_metrics': {'total_trades': 318, 'wins': 100, 'draws': 0, 'losses': 218, 'profit_mean': -0.0039833954716981146, 'profit_median': -0.012222, 'profit_total': -0.06339929, 'profit_total_abs': -126.67197600000004, 'holding_avg': timedelta(minutes=3140.377358490566)},  # noqa: E501
+            'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.',  # noqa: E501
+            'total_profit': -0.06339929,
+            'current_epoch': 7,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 20.0,  # noqa: E501
+            'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}},  # noqa: E501
+            'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 1, 'losses': 0, 'profit_mean': 0.0, 'profit_median': 0.0, 'profit_total': 0.0, 'profit_total_abs': 0.0, 'holding_avg': timedelta(minutes=5340.0)},  # noqa: E501
+            'results_explanation': '     1 trades. Avg profit   0.00%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration 5340.0 min.',  # noqa: E501
+            'total_profit': 0.0,
+            'current_epoch': 8,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 2.4731817780991223,
+            'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}},  # noqa: E501
+            'results_metrics': {'total_trades': 229, 'wins': 150, 'draws': 0, 'losses': 79, 'profit_mean': -0.0038433433624454144, 'profit_median': -0.012222, 'profit_total': -0.044050070000000004, 'profit_total_abs': -88.01256299999999, 'holding_avg': timedelta(minutes=6505.676855895196)},  # noqa: E501
+            'results_explanation': '   229 trades. Avg profit  -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.',  # noqa: E501
+            'total_profit': -0.044050070000000004,  # noqa: E501
+            'current_epoch': 9,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': -0.2604606005845212,  # noqa: E501
+            'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}},  # noqa: E501
+            'results_metrics': {'total_trades': 4, 'wins': 0, 'draws': 0, 'losses': 4, 'profit_mean': 0.001080385, 'profit_median': -0.012222, 'profit_total': 0.00021629, 'profit_total_abs': 0.432154, 'holding_avg': timedelta(minutes=2850.0)},  # noqa: E501
+            'results_explanation': '     4 trades. Avg profit   0.11%. Total profit  0.00021629 BTC (   0.43Σ%). Avg duration 2850.0 min.',  # noqa: E501
+            'total_profit': 0.00021629,
+            'current_epoch': 10,
+            'is_initial_point': True,
+            'is_best': True
+        }, {
+            'loss': 4.876465945994304,  # noqa: E501
+            'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}},  # noqa: E501
+            # New Hyperopt mode!
+            'results_metrics': {'total_trades': 117, 'wins': 67, 'draws': 0, 'losses': 50, 'profit_mean': -0.012698609145299145, 'profit_median': -0.012222, 'profit_total': -0.07436117, 'profit_total_abs': -148.573727, 'holding_avg': timedelta(minutes=4282.5641025641025)},  # noqa: E501
+            'results_explanation': '   117 trades. Avg profit  -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.',  # noqa: E501
+            'total_profit': -0.07436117,
+            'current_epoch': 11,
+            'is_initial_point': True,
+            'is_best': False
+        }, {
+            'loss': 100000,
+            'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806},  # noqa: E501
+            'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}},  # noqa: E501
+            'results_metrics': {'total_trades': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit_total_abs': 0.0, 'holding_avg': timedelta()},  # noqa: E501
+            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
+            'total_profit': 0,
+            'current_epoch': 12,
+            'is_initial_point': True,
+            'is_best': False
+            }
+    ]

From 6d7096dc665a7ffb0818ab31bba180e983307238 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 20:42:01 +0200
Subject: [PATCH 0373/1386] Use both old and new fixtures for test

---
 tests/commands/test_commands.py | 459 ++++++++++++++++----------------
 1 file changed, 230 insertions(+), 229 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 9195a1a92..60e6d2ea8 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -918,236 +918,237 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
                     captured.out)
 
 
-def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results):
-    mocker.patch(
-        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-        MagicMock(return_value=saved_hyperopt_results)
-    )
+def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, saved_hyperopt_results_legacy):
+    for _ in (saved_hyperopt_results, saved_hyperopt_results_legacy):
+        mocker.patch(
+            'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
+            MagicMock(return_value=saved_hyperopt_results_legacy)
+        )
 
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--no-color",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
-                         " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
-                         " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--best",
-        "--no-details",
-        "--no-color",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 1/12", " 5/12", " 10/12"])
-    assert all(x not in captured.out
-               for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                         " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--profitable",
-        "--no-details",
-        "--no-color",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 2/12", " 10/12"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                         " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--profitable",
-        "--no-color",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
-                         "Sell hyperspace params", "ROI table", "Stoploss"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                         " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--no-color",
-        "--min-trades", "20",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--profitable",
-        "--no-details",
-        "--no-color",
-        "--max-trades", "20",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 2/12", " 10/12"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                         " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--profitable",
-        "--no-details",
-        "--no-color",
-        "--min-avg-profit", "0.11",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 2/12"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                         " 10/12", " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--no-color",
-        "--max-avg-profit", "0.10",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                         " 11/12"])
-    assert all(x not in captured.out
-               for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--no-color",
-        "--min-total-profit", "0.4",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 10/12"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                         " 9/12", " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--no-color",
-        "--max-total-profit", "0.4",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                         " 9/12", " 11/12"])
-    assert all(x not in captured.out
-               for x in [" 4/12", " 10/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--no-color",
-        "--min-objective", "0.1",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 10/12"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                         " 9/12", " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--max-objective", "0.1",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                         " 9/12", " 11/12"])
-    assert all(x not in captured.out
-               for x in [" 4/12", " 10/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--profitable",
-        "--no-details",
-        "--no-color",
-        "--min-avg-time", "2000",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 10/12"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
-                         " 8/12", " 9/12", " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--no-color",
-        "--max-avg-time", "1500",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    assert all(x in captured.out
-               for x in [" 2/12", " 6/12"])
-    assert all(x not in captured.out
-               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
-                         " 9/12", " 10/12", " 11/12", " 12/12"])
-    args = [
-        "hyperopt-list",
-        "--no-details",
-        "--no-color",
-        "--export-csv", "test_file.csv",
-    ]
-    pargs = get_args(args)
-    pargs['config'] = None
-    start_hyperopt_list(pargs)
-    captured = capsys.readouterr()
-    log_has("CSV file created: test_file.csv", caplog)
-    f = Path("test_file.csv")
-    assert 'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text()
-    assert f.is_file()
-    f.unlink()
+        args = [
+            "hyperopt-list",
+            "--no-details",
+            "--no-color",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
+                             " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
+                             " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--best",
+            "--no-details",
+            "--no-color",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 1/12", " 5/12", " 10/12"])
+        assert all(x not in captured.out
+                   for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                             " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--profitable",
+            "--no-details",
+            "--no-color",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 2/12", " 10/12"])
+        assert all(x not in captured.out
+                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                             " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--profitable",
+            "--no-color",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
+                             "Sell hyperspace params", "ROI table", "Stoploss"])
+        assert all(x not in captured.out
+                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                             " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--no-details",
+            "--no-color",
+            "--min-trades", "20",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
+        assert all(x not in captured.out
+                   for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--profitable",
+            "--no-details",
+            "--no-color",
+            "--max-trades", "20",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 2/12", " 10/12"])
+        assert all(x not in captured.out
+                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                             " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--profitable",
+            "--no-details",
+            "--no-color",
+            "--min-avg-profit", "0.11",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 2/12"])
+        assert all(x not in captured.out
+                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                             " 10/12", " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--no-details",
+            "--no-color",
+            "--max-avg-profit", "0.10",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                             " 11/12"])
+        assert all(x not in captured.out
+                   for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--no-details",
+            "--no-color",
+            "--min-total-profit", "0.4",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 10/12"])
+        assert all(x not in captured.out
+                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                             " 9/12", " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--no-details",
+            "--no-color",
+            "--max-total-profit", "0.4",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                             " 9/12", " 11/12"])
+        assert all(x not in captured.out
+                   for x in [" 4/12", " 10/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--no-details",
+            "--no-color",
+            "--min-objective", "0.1",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 10/12"])
+        assert all(x not in captured.out
+                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                             " 9/12", " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--no-details",
+            "--max-objective", "0.1",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                             " 9/12", " 11/12"])
+        assert all(x not in captured.out
+                   for x in [" 4/12", " 10/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--profitable",
+            "--no-details",
+            "--no-color",
+            "--min-avg-time", "2000",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 10/12"])
+        assert all(x not in captured.out
+                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
+                             " 8/12", " 9/12", " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--no-details",
+            "--no-color",
+            "--max-avg-time", "1500",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        assert all(x in captured.out
+                   for x in [" 2/12", " 6/12"])
+        assert all(x not in captured.out
+                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
+                             " 9/12", " 10/12", " 11/12", " 12/12"])
+        args = [
+            "hyperopt-list",
+            "--no-details",
+            "--no-color",
+            "--export-csv", "test_file.csv",
+        ]
+        pargs = get_args(args)
+        pargs['config'] = None
+        start_hyperopt_list(pargs)
+        captured = capsys.readouterr()
+        log_has("CSV file created: test_file.csv", caplog)
+        f = Path("test_file.csv")
+        assert 'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text()
+        assert f.is_file()
+        f.unlink()
 
 
 def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):

From da574e4e69b9afa6f76484bd09738dde2bd97ee7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 3 May 2021 06:30:41 +0200
Subject: [PATCH 0374/1386] Small style fixes

---
 freqtrade/optimize/hyperopt_tools.py | 3 +--
 tests/commands/test_commands.py      | 3 ++-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index ee3366a4e..f655582c4 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -362,8 +362,7 @@ class HyperoptTools():
         )
         trials['Avg duration'] = trials['Avg duration'].apply(
             lambda x: f'{x:,.1f} m' if isinstance(
-                x, float) else f"{x.total_seconds() // 60:,.1f} m"
-                      if not isna(x) else ""
+                x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
         )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: f'{x:,.5f}' if x != 100000 else ""
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 60e6d2ea8..4d3937d87 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -918,7 +918,8 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
                     captured.out)
 
 
-def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, saved_hyperopt_results_legacy):
+def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
+                       saved_hyperopt_results_legacy):
     for _ in (saved_hyperopt_results, saved_hyperopt_results_legacy):
         mocker.patch(
             'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',

From 8364343cd63853eaa878dd4621778ee1669a918e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 May 2021 05:26:08 +0000
Subject: [PATCH 0375/1386] Bump scikit-learn from 0.24.1 to 0.24.2

Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.24.1 to 0.24.2.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.24.1...0.24.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 79ad722e2..5e7e9d9d2 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.6.3
-scikit-learn==0.24.1
+scikit-learn==0.24.2
 scikit-optimize==0.8.1
 filelock==3.0.12
 joblib==1.0.1

From 8ed15fb7ccb298130393af64ce10be1d96bfb39b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 May 2021 05:26:18 +0000
Subject: [PATCH 0376/1386] Bump sqlalchemy from 1.4.11 to 1.4.12

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.11 to 1.4.12.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 94f1739a1..6b537f5e8 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.48.76
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.11
+SQLAlchemy==1.4.12
 python-telegram-bot==13.4.1
 arrow==1.0.3
 cachetools==4.2.1

From 37227170b36bee2e13d062c93736ceb559795eda Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 May 2021 05:26:30 +0000
Subject: [PATCH 0377/1386] Bump pyjwt from 2.0.1 to 2.1.0

Bumps [pyjwt](https://github.com/jpadilla/pyjwt) from 2.0.1 to 2.1.0.
- [Release notes](https://github.com/jpadilla/pyjwt/releases)
- [Changelog](https://github.com/jpadilla/pyjwt/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/jpadilla/pyjwt/compare/2.0.1...2.1.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 94f1739a1..04a3c4ad8 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -33,7 +33,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.63.0
 uvicorn==0.13.4
-pyjwt==2.0.1
+pyjwt==2.1.0
 aiofiles==0.6.0
 
 # Support for colorized terminal output

From cea207026aab9753e8378c3da94e8491ce3feb3e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 May 2021 05:26:39 +0000
Subject: [PATCH 0378/1386] Bump technical from 1.2.2 to 1.3.0

Bumps [technical](https://github.com/freqtrade/technical) from 1.2.2 to 1.3.0.
- [Release notes](https://github.com/freqtrade/technical/releases)
- [Commits](https://github.com/freqtrade/technical/compare/1.2.2...1.3.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 94f1739a1..6dcefcd2e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -14,7 +14,7 @@ urllib3==1.26.4
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.19
-technical==1.2.2
+technical==1.3.0
 tabulate==0.8.9
 pycoingecko==2.0.0
 jinja2==2.11.3

From a63d9e9515c2855c310b5fcceebcf8e11e64ea3b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 May 2021 05:27:17 +0000
Subject: [PATCH 0379/1386] Bump arrow from 1.0.3 to 1.1.0

Bumps [arrow](https://github.com/arrow-py/arrow) from 1.0.3 to 1.1.0.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/1.0.3...1.1.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 94f1739a1..86a39c513 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -7,7 +7,7 @@ cryptography==3.4.7
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.11
 python-telegram-bot==13.4.1
-arrow==1.0.3
+arrow==1.1.0
 cachetools==4.2.1
 requests==2.25.1
 urllib3==1.26.4

From 1ffc53b3b5c770198bd664c534ae7a1f251a08d6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 19:21:26 +0200
Subject: [PATCH 0380/1386] Fix docs typo for CategoryParameter

closes #4852
---
 docs/hyperopt.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index b3fdc699b..5f1f9bffa 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -251,9 +251,9 @@ We continue to define hyperoptable parameters:
 class MyAwesomeStrategy(IStrategy):
     buy_adx = IntParameter(20, 40, default=30)
     buy_rsi = IntParameter(20, 40, default=30)
-    buy_adx_enabled = CategoricalParameter([True, False]),
-    buy_rsi_enabled = CategoricalParameter([True, False]),
-    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal']),
+    buy_adx_enabled = CategoricalParameter([True, False])
+    buy_rsi_enabled = CategoricalParameter([True, False])
+    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'])
 ```
 
 Above definition says: I have five parameters I want to randomly combine to find the best combination.

From f138cca7975cd2cdfb6f539ba828fe04c47c0a67 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 3 May 2021 08:33:06 +0200
Subject: [PATCH 0381/1386] Be explicit with space assignment in documentation

---
 docs/hyperopt.md | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 5f1f9bffa..d8f4a8071 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -249,11 +249,11 @@ We continue to define hyperoptable parameters:
 
 ```python
 class MyAwesomeStrategy(IStrategy):
-    buy_adx = IntParameter(20, 40, default=30)
-    buy_rsi = IntParameter(20, 40, default=30)
-    buy_adx_enabled = CategoricalParameter([True, False])
-    buy_rsi_enabled = CategoricalParameter([True, False])
-    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'])
+    buy_adx = IntParameter(20, 40, default=30, space="buy")
+    buy_rsi = IntParameter(20, 40, default=30, space="buy")
+    buy_adx_enabled = CategoricalParameter([True, False], space="buy")
+    buy_rsi_enabled = CategoricalParameter([True, False], space="buy")
+    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'], space="buy")
 ```
 
 Above definition says: I have five parameters I want to randomly combine to find the best combination.
@@ -262,6 +262,10 @@ Then we have three category variables. First two are either `True` or `False`.
 We use these to either enable or disable the ADX and RSI guards.
 The last one we call `trigger` and use it to decide which buy trigger we want to use.
 
+!!! Note "Parameter space assignment"
+    Parameters must either be assigned to a variable named `buy_*` or `sell_*` - or contain `space='buy'` | `space='sell'` to be assigned to a space correctly.
+    If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.
+
 So let's write the buy strategy using these values:
 
 ```python

From 3d11df68e32e9415146f6920746dc4722a527116 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 3 May 2021 08:33:06 +0200
Subject: [PATCH 0382/1386] Be explicit with space assignment in documentation

---
 docs/hyperopt.md | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 5f1f9bffa..d8f4a8071 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -249,11 +249,11 @@ We continue to define hyperoptable parameters:
 
 ```python
 class MyAwesomeStrategy(IStrategy):
-    buy_adx = IntParameter(20, 40, default=30)
-    buy_rsi = IntParameter(20, 40, default=30)
-    buy_adx_enabled = CategoricalParameter([True, False])
-    buy_rsi_enabled = CategoricalParameter([True, False])
-    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'])
+    buy_adx = IntParameter(20, 40, default=30, space="buy")
+    buy_rsi = IntParameter(20, 40, default=30, space="buy")
+    buy_adx_enabled = CategoricalParameter([True, False], space="buy")
+    buy_rsi_enabled = CategoricalParameter([True, False], space="buy")
+    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'], space="buy")
 ```
 
 Above definition says: I have five parameters I want to randomly combine to find the best combination.
@@ -262,6 +262,10 @@ Then we have three category variables. First two are either `True` or `False`.
 We use these to either enable or disable the ADX and RSI guards.
 The last one we call `trigger` and use it to decide which buy trigger we want to use.
 
+!!! Note "Parameter space assignment"
+    Parameters must either be assigned to a variable named `buy_*` or `sell_*` - or contain `space='buy'` | `space='sell'` to be assigned to a space correctly.
+    If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.
+
 So let's write the buy strategy using these values:
 
 ```python

From 82a08bd7def9d1661a3804c32960abe630d1626f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 May 2021 10:16:58 +0000
Subject: [PATCH 0383/1386] Bump python-telegram-bot from 13.4.1 to 13.5

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.4.1 to 13.5.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.4.1...v13.5)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 91d760c9e..d4fe5bdd2 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -6,7 +6,7 @@ ccxt==1.48.76
 cryptography==3.4.7
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.12
-python-telegram-bot==13.4.1
+python-telegram-bot==13.5
 arrow==1.1.0
 cachetools==4.2.1
 requests==2.25.1

From 2d8982426711e8a11a256c00121bccca34dfa664 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 May 2021 10:21:49 +0000
Subject: [PATCH 0384/1386] Bump cachetools from 4.2.1 to 4.2.2

Bumps [cachetools](https://github.com/tkem/cachetools) from 4.2.1 to 4.2.2.
- [Release notes](https://github.com/tkem/cachetools/releases)
- [Changelog](https://github.com/tkem/cachetools/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/tkem/cachetools/compare/v4.2.1...v4.2.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 91d760c9e..08e13525d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -8,7 +8,7 @@ aiohttp==3.7.4.post0
 SQLAlchemy==1.4.12
 python-telegram-bot==13.4.1
 arrow==1.1.0
-cachetools==4.2.1
+cachetools==4.2.2
 requests==2.25.1
 urllib3==1.26.4
 wrapt==1.12.1

From 860379bc58262f69735aceb018850476abcf0db1 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 3 May 2021 10:23:52 +0000
Subject: [PATCH 0385/1386] Bump ccxt from 1.48.76 to 1.49.30

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.48.76 to 1.49.30.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.48.76...1.49.30)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 91d760c9e..d4f89be5f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.2
 pandas==1.2.4
 
-ccxt==1.48.76
+ccxt==1.49.30
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From da47f4e1a46a4c4982f3b1e67f39eb30516c9c59 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 5 May 2021 06:47:26 +0200
Subject: [PATCH 0386/1386] Fix Kraken balance update error

closes #4873
---
 freqtrade/exchange/kraken.py  | 2 ++
 tests/exchange/test_kraken.py | 3 ++-
 2 files changed, 4 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 786f1b592..6f1fa409a 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -53,6 +53,8 @@ class Kraken(Exchange):
                            # x["side"], x["amount"],
                            ) for x in orders]
             for bal in balances:
+                if not isinstance(balances[bal], dict):
+                    continue
                 balances[bal]['used'] = sum(order[1] for order in order_list if order[0] == bal)
                 balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
 
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index 97f428e2f..ed22cde92 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -90,6 +90,7 @@ def test_get_balances_prod(default_conf, mocker):
         '3ST': balance_item.copy(),
         '4ST': balance_item.copy(),
         'EUR': balance_item.copy(),
+        'timestamp': 123123
     })
     kraken_open_orders = [{'symbol': '1ST/EUR',
                            'type': 'limit',
@@ -138,7 +139,7 @@ def test_get_balances_prod(default_conf, mocker):
     default_conf['dry_run'] = False
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
     balances = exchange.get_balances()
-    assert len(balances) == 5
+    assert len(balances) == 6
 
     assert balances['1ST']['free'] == 9.0
     assert balances['1ST']['total'] == 10.0

From f55ce04fa6a8aa41cdfc66c0c3cfcd1cd5adde46 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Wed, 5 May 2021 05:14:42 +0000
Subject: [PATCH 0387/1386] Bump python from 3.9.4-slim-buster to
 3.9.5-slim-buster

Bumps python from 3.9.4-slim-buster to 3.9.5-slim-buster.

Signed-off-by: dependabot[bot] <support@github.com>
---
 Dockerfile       | 2 +-
 Dockerfile.armhf | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/Dockerfile b/Dockerfile
index 128d0e19c..7d5afac9c 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.9.4-slim-buster as base
+FROM python:3.9.5-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8
diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index 2b3bca042..9b825d126 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.7.10-slim-buster as base
+FROM --platform=linux/arm/v7 python:3.9.5-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 947ad856c066961da956ebc2682c0b12a4a6a765 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 5 May 2021 08:12:28 +0200
Subject: [PATCH 0388/1386] Update Dockerfile.armhf

---
 Dockerfile.armhf | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index 9b825d126..2b3bca042 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.9.5-slim-buster as base
+FROM --platform=linux/arm/v7 python:3.7.10-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 431cb5313f7c191b70e895faf4c422db310654f2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 4 May 2021 07:37:21 +0200
Subject: [PATCH 0389/1386] Support informative pairs in edge positioning

---
 freqtrade/edge/edge_positioning.py | 34 ++++++++++++++++++++++++++----
 1 file changed, 30 insertions(+), 4 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 334aabfab..721e22262 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -1,6 +1,8 @@
 # pragma pylint: disable=W0603
 """ Edge positioning package """
 import logging
+from collections import defaultdict
+from copy import deepcopy
 from typing import Any, Dict, List, NamedTuple
 
 import arrow
@@ -12,8 +14,10 @@ from freqtrade.configuration import TimeRange
 from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
 from freqtrade.data.history import get_timerange, load_data, refresh_data
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange.exchange import timeframe_to_seconds
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
-from freqtrade.strategy.interface import SellType
+from freqtrade.state import RunMode
+from freqtrade.strategy.interface import IStrategy, SellType
 
 
 logger = logging.getLogger(__name__)
@@ -45,7 +49,7 @@ class Edge:
 
         self.config = config
         self.exchange = exchange
-        self.strategy = strategy
+        self.strategy: IStrategy = strategy
 
         self.edge_config = self.config.get('edge', {})
         self._cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
@@ -102,14 +106,33 @@ class Edge:
         logger.info('Using local backtesting data (using whitelist in given config) ...')
 
         if self._refresh_pairs:
+            timerange_startup = deepcopy(self._timerange)
+            timerange_startup.subtract_start(timeframe_to_seconds(
+                self.strategy.timeframe) * self.strategy.startup_candle_count)
             refresh_data(
                 datadir=self.config['datadir'],
                 pairs=pairs,
                 exchange=self.exchange,
                 timeframe=self.strategy.timeframe,
-                timerange=self._timerange,
+                timerange=timerange_startup,
                 data_format=self.config.get('dataformat_ohlcv', 'json'),
             )
+            # Download informative pairs too
+            res = defaultdict(list)
+            for p, t in self.strategy.informative_pairs():
+                res[t].append(p)
+            for timeframe, inf_pairs in res.items():
+                timerange_startup = deepcopy(self._timerange)
+                timerange_startup.subtract_start(timeframe_to_seconds(
+                    timeframe) * self.strategy.startup_candle_count)
+                refresh_data(
+                    datadir=self.config['datadir'],
+                    pairs=inf_pairs,
+                    exchange=self.exchange,
+                    timeframe=timeframe,
+                    timerange=timerange_startup,
+                    data_format=self.config.get('dataformat_ohlcv', 'json'),
+                )
 
         data = load_data(
             datadir=self.config['datadir'],
@@ -125,8 +148,11 @@ class Edge:
             self._cached_pairs = {}
             logger.critical("No data found. Edge is stopped ...")
             return False
-
+        # Fake run-mode to Edge
+        prior_rm = self.config['runmode']
+        self.config['runmode'] = RunMode.EDGE
         preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
+        self.config['runmode'] = prior_rm
 
         # Print timeframe
         min_date, max_date = get_timerange(preprocessed)

From a710b7dc01296e2b3330da0cf845bfbf3f62f6e9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 4 May 2021 07:46:30 +0200
Subject: [PATCH 0390/1386] Update tests to match new behaviour

---
 tests/conftest.py       | 2 ++
 tests/edge/test_edge.py | 2 ++
 2 files changed, 4 insertions(+)

diff --git a/tests/conftest.py b/tests/conftest.py
index 83a34359a..ef2bd0613 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -21,6 +21,7 @@ from freqtrade.exchange import Exchange
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import LocalTrade, Trade, init_db
 from freqtrade.resolvers import ExchangeResolver
+from freqtrade.state import RunMode
 from freqtrade.worker import Worker
 from tests.conftest_trades import (mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4,
                                    mock_trade_5, mock_trade_6)
@@ -1677,6 +1678,7 @@ def buy_order_fee():
 @pytest.fixture(scope="function")
 def edge_conf(default_conf):
     conf = deepcopy(default_conf)
+    conf['runmode'] = RunMode.DRY_RUN
     conf['max_open_trades'] = -1
     conf['tradable_balance_ratio'] = 0.5
     conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 25e0da5e2..c4620e1c7 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -344,6 +344,8 @@ def test_edge_process_no_trades(mocker, edge_conf, caplog):
 
 def test_edge_process_no_pairs(mocker, edge_conf, caplog):
     edge_conf['exchange']['pair_whitelist'] = []
+    mocker.patch('freqtrade.freqtradebot.validate_config_consistency')
+
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', return_value=0.001)
     mocker.patch('freqtrade.edge.edge_positioning.refresh_data')

From 4f529fe4246bd339bed059619c1dd57e850d857b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 6 May 2021 19:34:10 +0200
Subject: [PATCH 0391/1386] Don't use Arrow to get min/max backtest dates

---
 freqtrade/configuration/timerange.py    |  7 ++++---
 freqtrade/data/history/history_utils.py |  4 ++--
 freqtrade/optimize/backtesting.py       |  4 ++--
 freqtrade/optimize/hyperopt.py          |  6 +++---
 freqtrade/optimize/optimize_reports.py  | 13 ++++++-------
 5 files changed, 17 insertions(+), 17 deletions(-)

diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py
index 6072e296c..6979c8cd1 100644
--- a/freqtrade/configuration/timerange.py
+++ b/freqtrade/configuration/timerange.py
@@ -3,6 +3,7 @@ This module contains the argument manager class
 """
 import logging
 import re
+from datetime import datetime
 from typing import Optional
 
 import arrow
@@ -43,7 +44,7 @@ class TimeRange:
             self.startts = self.startts - seconds
 
     def adjust_start_if_necessary(self, timeframe_secs: int, startup_candles: int,
-                                  min_date: arrow.Arrow) -> None:
+                                  min_date: datetime) -> None:
         """
         Adjust startts by <startup_candles> candles.
         Applies only if no startup-candles have been available.
@@ -54,11 +55,11 @@ class TimeRange:
         :return: None (Modifies the object in place)
         """
         if (not self.starttype or (startup_candles
-                                   and min_date.int_timestamp >= self.startts)):
+                                   and min_date.timestamp() >= self.startts)):
             # If no startts was defined, or backtest-data starts at the defined backtest-date
             logger.warning("Moving start-date by %s candles to account for startup time.",
                            startup_candles)
-            self.startts = (min_date.int_timestamp + timeframe_secs * startup_candles)
+            self.startts = int(min_date.timestamp() + timeframe_secs * startup_candles)
             self.starttype = 'date'
 
     @staticmethod
diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 58965abe0..32c7ce7f9 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -367,7 +367,7 @@ def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
                 logger.exception(f'Could not convert {pair} to OHLCV.')
 
 
-def get_timerange(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
+def get_timerange(data: Dict[str, DataFrame]) -> Tuple[datetime, datetime]:
     """
     Get the maximum common timerange for the given backtest data.
 
@@ -375,7 +375,7 @@ def get_timerange(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
     :return: tuple containing min_date, max_date
     """
     timeranges = [
-        (arrow.get(frame['date'].min()), arrow.get(frame['date'].max()))
+        (frame['date'].min().to_pydatetime(), frame['date'].max().to_pydatetime())
         for frame in data.values()
     ]
     return (min(timeranges, key=operator.itemgetter(0))[0],
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 54e7b806f..76d76dd26 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -456,8 +456,8 @@ class Backtesting:
         # Execute backtest and store results
         results = self.backtest(
             processed=preprocessed,
-            start_date=min_date.datetime,
-            end_date=max_date.datetime,
+            start_date=min_date,
+            end_date=max_date,
             max_open_trades=max_open_trades,
             position_stacking=self.config.get('position_stacking', False),
             enable_protections=self.config.get('enable_protections', False),
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 639e9fb93..e0a6d50a0 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -273,8 +273,8 @@ class Hyperopt:
 
         bt_results = self.backtesting.backtest(
             processed=processed,
-            start_date=self.min_date.datetime,
-            end_date=self.max_date.datetime,
+            start_date=self.min_date,
+            end_date=self.max_date,
             max_open_trades=self.max_open_trades,
             position_stacking=self.position_stacking,
             enable_protections=self.config.get('enable_protections', False),
@@ -314,7 +314,7 @@ class Hyperopt:
         if trade_count >= self.config['hyperopt_min_trades']:
             loss = self.calculate_loss(results=backtesting_results['results'],
                                        trade_count=trade_count,
-                                       min_date=min_date.datetime, max_date=max_date.datetime,
+                                       min_date=min_date, max_date=max_date,
                                        config=self.config, processed=processed)
         return {
             'loss': loss,
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 9a60c7c4b..170e19ecc 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -3,7 +3,6 @@ from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from typing import Any, Dict, List, Union
 
-from arrow import Arrow
 from numpy import int64
 from pandas import DataFrame
 from tabulate import tabulate
@@ -259,7 +258,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
 def generate_strategy_stats(btdata: Dict[str, DataFrame],
                             strategy: str,
                             content: Dict[str, Any],
-                            min_date: Arrow, max_date: Arrow,
+                            min_date: datetime, max_date: datetime,
                             market_change: float
                             ) -> Dict[str, Any]:
     """
@@ -314,10 +313,10 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'profit_median': results['profit_ratio'].median() if len(results) > 0 else 0,
         'profit_total': results['profit_abs'].sum() / starting_balance,
         'profit_total_abs': results['profit_abs'].sum(),
-        'backtest_start': min_date.datetime,
-        'backtest_start_ts': min_date.int_timestamp * 1000,
-        'backtest_end': max_date.datetime,
-        'backtest_end_ts': max_date.int_timestamp * 1000,
+        'backtest_start': min_date,
+        'backtest_start_ts': int(min_date.timestamp() * 1000),
+        'backtest_end': max_date,
+        'backtest_end_ts': int(max_date.timestamp() * 1000),
         'backtest_days': backtest_days,
 
         'backtest_run_start_ts': content['backtest_start_time'],
@@ -397,7 +396,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
 
 def generate_backtest_stats(btdata: Dict[str, DataFrame],
                             all_results: Dict[str, Dict[str, Union[DataFrame, Dict]]],
-                            min_date: Arrow, max_date: Arrow
+                            min_date: datetime, max_date: datetime
                             ) -> Dict[str, Any]:
     """
     :param btdata: Backtest data

From 554f5f14b6a42366026a043d48f3790a6d3cc570 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 6 May 2021 20:49:48 +0200
Subject: [PATCH 0392/1386] Raise exception if no data is left

---
 freqtrade/optimize/backtesting.py  | 10 ++++++----
 tests/optimize/test_backtesting.py | 14 +++++++-------
 2 files changed, 13 insertions(+), 11 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 76d76dd26..899da03e4 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -9,7 +9,7 @@ from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from typing import Any, Dict, List, Optional, Tuple
 
-from pandas import DataFrame
+from pandas import DataFrame, NaT
 
 from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
 from freqtrade.constants import DATETIME_PRINT_FORMAT
@@ -159,7 +159,7 @@ class Backtesting:
 
         logger.info(f'Loading data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
-                    f'({(max_date - min_date).days} days)..')
+                    f'({(max_date - min_date).days} days).')
 
         # Adjust startts forward if not enough data is available
         timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
@@ -449,10 +449,12 @@ class Backtesting:
             preprocessed[pair] = trim_dataframe(df, timerange,
                                                 startup_candles=self.required_startup)
         min_date, max_date = history.get_timerange(preprocessed)
-
+        if min_date is NaT or max_date is NaT:
+            raise OperationalException(
+                "No data left after adjusting for startup candles. ")
         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)..')
+                    f'({(max_date - min_date).days} days).')
         # Execute backtest and store results
         results = self.backtest(
             processed=preprocessed,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 5dfc9dbc3..2ebea564b 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -366,7 +366,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     # check the logs, that will contain the backtest result
     exists = [
         'Backtesting with data from 2017-11-14 21:17:00 '
-        'up to 2017-11-14 22:59:00 (0 days)..'
+        'up to 2017-11-14 22:59:00 (0 days).'
     ]
     for line in exists:
         assert log_has(line, caplog)
@@ -791,9 +791,9 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
         'Parameter --timerange detected: 1510694220-1510700340 ...',
         f'Using data directory: {testdatadir} ...',
         'Loading data from 2017-11-14 20:57:00 '
-        'up to 2017-11-14 22:58:00 (0 days)..',
+        'up to 2017-11-14 22:58:00 (0 days).',
         'Backtesting with data from 2017-11-14 21:17:00 '
-        'up to 2017-11-14 22:58:00 (0 days)..',
+        'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...'
     ]
 
@@ -864,9 +864,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'Parameter --timerange detected: 1510694220-1510700340 ...',
         f'Using data directory: {testdatadir} ...',
         'Loading data from 2017-11-14 20:57:00 '
-        'up to 2017-11-14 22:58:00 (0 days)..',
+        'up to 2017-11-14 22:58:00 (0 days).',
         'Backtesting with data from 2017-11-14 21:17:00 '
-        'up to 2017-11-14 22:58:00 (0 days)..',
+        'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
         'Running backtesting for Strategy TestStrategyLegacy',
@@ -960,9 +960,9 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         'Parameter --timerange detected: 1510694220-1510700340 ...',
         f'Using data directory: {testdatadir} ...',
         'Loading data from 2017-11-14 20:57:00 '
-        'up to 2017-11-14 22:58:00 (0 days)..',
+        'up to 2017-11-14 22:58:00 (0 days).',
         'Backtesting with data from 2017-11-14 21:17:00 '
-        'up to 2017-11-14 22:58:00 (0 days)..',
+        'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
         'Running backtesting for Strategy TestStrategyLegacy',

From 513be11fd98f86bc2eeda74ca42251f9b3521969 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 7 May 2021 20:23:11 +0200
Subject: [PATCH 0393/1386] Fix hyperopt output

closes #4892
---
 freqtrade/optimize/hyperopt_tools.py |  3 ++-
 tests/optimize/test_hyperopt.py      | 14 ++++++++++++++
 2 files changed, 16 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index f655582c4..8d6098257 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -157,7 +157,8 @@ class HyperoptTools():
         result = '{\n'
 
         for k, param in p.items():
-            result += " " * indent + f'"{k}": {param},'
+            result += " " * indent + f'"{k}": '
+            result += f'"{param}",' if isinstance(param, str) else f'{param},'
             if k in non_optimized:
                 result += "  # value loaded from strategy"
             result += "\n"
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 774dd35a4..16b647df9 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1156,3 +1156,17 @@ def test_SKDecimal():
     assert space.transform([2.0]) == [200]
     assert space.transform([1.0]) == [100]
     assert space.transform([1.5, 1.6]) == [150, 160]
+
+
+def test___pprint():
+    params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
+    non_params = {'buy_notoptimied': 55}
+
+    x = HyperoptTools._pprint(params, non_params)
+    assert x == """{
+    "buy_std": 1.2,
+    "buy_rsi": 31,
+    "buy_enable": True,
+    "buy_what": "asdf",
+    "buy_notoptimied": 55,  # value loaded from strategy
+}"""

From d34da3f981496068928d85f6378be6b10b6678b5 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 2 May 2021 12:17:59 +0300
Subject: [PATCH 0394/1386] Revert "Add dataframe parameter to
 custom_stoploss() and custom_sell() methods."

This reverts commit 595b8735f80df633834a4d8266694cdcb52287b8.

# Conflicts:
#	freqtrade/optimize/backtesting.py
#	freqtrade/strategy/interface.py
---
 freqtrade/freqtradebot.py               | 13 ++++++-------
 freqtrade/optimize/backtesting.py       |  7 +++----
 freqtrade/strategy/interface.py         | 21 +++++++++------------
 tests/strategy/test_default_strategy.py |  3 +--
 tests/strategy/test_interface.py        |  4 ++--
 5 files changed, 21 insertions(+), 27 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c2b15d23f..09a5ea746 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -11,7 +11,6 @@ from typing import Any, Dict, List, Optional
 
 import arrow
 from cachetools import TTLCache
-from pandas import DataFrame
 
 from freqtrade import __version__, constants
 from freqtrade.configuration import validate_config_consistency
@@ -784,10 +783,10 @@ class FreqtradeBot(LoggingMixin):
 
         config_ask_strategy = self.config.get('ask_strategy', {})
 
-        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
-                                                                  self.strategy.timeframe)
         if (config_ask_strategy.get('use_sell_signal', True) or
                 config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
+            analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
+                                                                      self.strategy.timeframe)
 
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
@@ -814,13 +813,13 @@ class FreqtradeBot(LoggingMixin):
                 # resulting in outdated RPC messages
                 self._sell_rate_cache[trade.pair] = sell_rate
 
-                if self._check_and_execute_sell(analyzed_df, trade, sell_rate, buy, sell):
+                if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                     return True
 
         else:
             logger.debug('checking sell')
             sell_rate = self.get_sell_rate(trade.pair, True)
-            if self._check_and_execute_sell(analyzed_df, trade, sell_rate, buy, sell):
+            if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                 return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -951,13 +950,13 @@ class FreqtradeBot(LoggingMixin):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
-    def _check_and_execute_sell(self, dataframe: DataFrame, trade: Trade, sell_rate: float,
+    def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
                                 buy: bool, sell: bool) -> bool:
         """
         Check and execute sell
         """
         should_sell = self.strategy.should_sell(
-            dataframe, trade, sell_rate, datetime.now(timezone.utc), buy, sell,
+            trade, sell_rate, datetime.now(timezone.utc), buy, sell,
             force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 899da03e4..80d816985 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -247,10 +247,9 @@ class Backtesting:
         else:
             return sell_row[OPEN_IDX]
 
-    def _get_sell_trade_entry(self, dataframe: DataFrame, trade: LocalTrade,
-                              sell_row: Tuple) -> Optional[LocalTrade]:
+    def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
 
-        sell = self.strategy.should_sell(dataframe, trade, sell_row[OPEN_IDX],  # type: ignore
+        sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
                                          sell_row[DATE_IDX].to_pydatetime(), sell_row[BUY_IDX],
                                          sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
@@ -398,7 +397,7 @@ class Backtesting:
 
                 for trade in open_trades[pair]:
                     # also check the buying candle for sell conditions.
-                    trade_entry = self._get_sell_trade_entry(processed[pair], trade, row)
+                    trade_entry = self._get_sell_trade_entry(trade, row)
                     # Sell occured
                     if trade_entry:
                         # logger.debug(f"{pair} - Backtesting sell {trade}")
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 63dcc75d9..c483e6afb 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -277,7 +277,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         return True
 
     def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
-                        current_profit: float, dataframe: DataFrame, **kwargs) -> float:
+                        current_profit: float, **kwargs) -> float:
         """
         Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
         e.g. returning -0.05 would create a stoploss 5% below current_rate.
@@ -300,8 +300,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         return self.stoploss
 
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
-                    current_profit: float, dataframe: DataFrame,
-                    **kwargs) -> Optional[Union[str, bool]]:
+                    current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """
         Custom sell signal logic indicating that specified position should be sold. Returning a
         string or True from this method is equal to setting sell signal on a candle at specified
@@ -539,8 +538,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         else:
             return False
 
-    def should_sell(self, dataframe: DataFrame, trade: Trade, rate: float, date: datetime,
-                    buy: bool, sell: bool, low: float = None, high: float = None,
+    def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
+                    sell: bool, low: float = None, high: float = None,
                     force_stoploss: float = 0) -> SellCheckTuple:
         """
         This function evaluates if one of the conditions required to trigger a sell
@@ -556,9 +555,8 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         trade.adjust_min_max_rates(high or current_rate)
 
-        stoplossflag = self.stop_loss_reached(dataframe=dataframe, current_rate=current_rate,
-                                              trade=trade, current_time=date,
-                                              current_profit=current_profit,
+        stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
+                                              current_time=date, current_profit=current_profit,
                                               force_stoploss=force_stoploss, high=high)
 
         # Set current rate to high for backtesting sell
@@ -583,7 +581,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
                     pair=trade.pair, trade=trade, current_time=date, current_rate=current_rate,
-                    current_profit=current_profit, dataframe=dataframe)
+                    current_profit=current_profit)
                 if custom_reason:
                     sell_signal = SellType.CUSTOM_SELL
                     if isinstance(custom_reason, str):
@@ -620,7 +618,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # logger.debug(f"{trade.pair} - No sell signal.")
         return SellCheckTuple(sell_type=SellType.NONE)
 
-    def stop_loss_reached(self, dataframe: DataFrame, current_rate: float, trade: Trade,
+    def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
                           force_stoploss: float, high: float = None) -> SellCheckTuple:
         """
@@ -638,8 +636,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                                                     )(pair=trade.pair, trade=trade,
                                                       current_time=current_time,
                                                       current_rate=current_rate,
-                                                      current_profit=current_profit,
-                                                      dataframe=dataframe)
+                                                      current_profit=current_profit)
             # Sanity check - error cases will return None
             if stop_loss_value:
                 # logger.info(f"{trade.pair} {stop_loss_value=} {current_profit=}")
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index a8862e9c9..ec7b3c33d 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -41,5 +41,4 @@ def test_default_strategy(result, fee):
                                        rate=20000, time_in_force='gtc', sell_reason='roi') is True
 
     assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
-                                    current_rate=20_000, current_profit=0.05, dataframe=None
-                                    ) == strategy.stoploss
+                                    current_rate=20_000, current_profit=0.05) == strategy.stoploss
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index a241d7f43..182dde335 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -360,7 +360,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
     now = arrow.utcnow().datetime
     sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade,
                                          current_time=now, current_profit=profit,
-                                         force_stoploss=0, high=None, dataframe=None)
+                                         force_stoploss=0, high=None)
     assert isinstance(sl_flag, SellCheckTuple)
     assert sl_flag.sell_type == expected
     if expected == SellType.NONE:
@@ -371,7 +371,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
 
     sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit2), trade=trade,
                                          current_time=now, current_profit=profit2,
-                                         force_stoploss=0, high=None, dataframe=None)
+                                         force_stoploss=0, high=None)
     assert sl_flag.sell_type == expected2
     if expected2 == SellType.NONE:
         assert sl_flag.sell_flag is False

From dc6e702fecc0c7480b9c5291e290362d8527247b Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 2 May 2021 12:20:25 +0300
Subject: [PATCH 0395/1386] Pass current_time to
 confirm_trade_entry/confirm_trade_exit.

---
 freqtrade/freqtradebot.py               | 6 +++---
 freqtrade/strategy/interface.py         | 7 +++++--
 tests/strategy/test_default_strategy.py | 6 ++++--
 3 files changed, 12 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 09a5ea746..d2e6ed417 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -552,7 +552,7 @@ class FreqtradeBot(LoggingMixin):
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
-                time_in_force=time_in_force):
+                time_in_force=time_in_force, current_time=datetime.utcnow()):
             logger.info(f"User requested abortion of buying {pair}")
             return False
         amount = self.exchange.amount_to_precision(pair, amount)
@@ -1190,8 +1190,8 @@ class FreqtradeBot(LoggingMixin):
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                 pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
-                time_in_force=time_in_force,
-                sell_reason=sell_reason.sell_reason):
+                time_in_force=time_in_force, sell_reason=sell_reason.sell_reason,
+                current_time=datetime.utcnow()):
             logger.info(f"User requested abortion of selling {trade.pair}")
             return False
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index c483e6afb..66adc36ec 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -229,7 +229,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         pass
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a buy order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -244,6 +244,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param amount: Amount in target (quote) currency that's going to be traded.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process
@@ -251,7 +252,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         return True
 
     def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
-                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+                           rate: float, time_in_force: str, sell_reason: str,
+                           current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a regular sell order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -270,6 +272,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param sell_reason: Sell reason.
             Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                            'sell_signal', 'force_sell', 'emergency_sell']
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the sell-order is placed on the exchange.
             False aborts the process
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index ec7b3c33d..92ac9f63a 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -36,9 +36,11 @@ def test_default_strategy(result, fee):
     )
 
     assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
-                                        rate=20000, time_in_force='gtc') is True
+                                        rate=20000, time_in_force='gtc',
+                                        current_time=datetime.utcnow()) is True
     assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
-                                       rate=20000, time_in_force='gtc', sell_reason='roi') is True
+                                       rate=20000, time_in_force='gtc', sell_reason='roi',
+                                       current_time=datetime.utcnow()) is True
 
     assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
                                     current_rate=20_000, current_profit=0.05) == strategy.stoploss

From cdfa6adbe55af690c7e7eb007a53f8a566ec0f84 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 2 May 2021 12:20:54 +0300
Subject: [PATCH 0396/1386] Store pair datafrmes in dataprovider for
 backtesting.

---
 freqtrade/data/dataprovider.py    |  3 +++
 freqtrade/optimize/backtesting.py | 16 +++++++++++-----
 tests/strategy/test_interface.py  |  8 ++++----
 3 files changed, 18 insertions(+), 9 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index b4dea0743..6cc32157e 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -173,3 +173,6 @@ class DataProvider:
             return self._pairlists.whitelist.copy()
         else:
             raise OperationalException("Dataprovider was not initialized with a pairlist provider.")
+
+    def clear_cache(self):
+        self.__cached_pairs = {}
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 80d816985..73ad4e774 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -64,8 +64,8 @@ class Backtesting:
 
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        dataprovider = DataProvider(self.config, self.exchange)
-        IStrategy.dp = dataprovider
+        self.dataprovider = DataProvider(self.config, self.exchange)
+        IStrategy.dp = self.dataprovider
 
         if self.config.get('strategy_list', None):
             for strat in list(self.config['strategy_list']):
@@ -96,7 +96,7 @@ class Backtesting:
                 "PrecisionFilter not allowed for backtesting multiple strategies."
             )
 
-        dataprovider.add_pairlisthandler(self.pairlists)
+        self.dataprovider.add_pairlisthandler(self.pairlists)
         self.pairlists.refresh_pairlist()
 
         if len(self.pairlists.whitelist) == 0:
@@ -176,6 +176,7 @@ class Backtesting:
         Trade.use_db = False
         PairLocks.reset_locks()
         Trade.reset_trades()
+        self.dataprovider.clear_cache()
 
     def _get_ohlcv_as_lists(self, processed: Dict[str, DataFrame]) -> Dict[str, Tuple]:
         """
@@ -266,7 +267,8 @@ class Backtesting:
                     pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
                     rate=closerate,
                     time_in_force=time_in_force,
-                    sell_reason=sell.sell_reason):
+                    sell_reason=sell.sell_reason,
+                    current_time=sell_row[DATE_IDX].to_pydatetime()):
                 return None
 
             trade.close(closerate, show_msg=False)
@@ -286,7 +288,7 @@ class Backtesting:
         # Confirm trade entry:
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX],
-                time_in_force=time_in_force):
+                time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime()):
             return None
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
@@ -348,6 +350,10 @@ class Backtesting:
         trades: List[LocalTrade] = []
         self.prepare_backtest(enable_protections)
 
+        # Update dataprovider cache
+        for pair, dataframe in processed.items():
+            self.dataprovider._set_cached_df(pair, self.timeframe, dataframe)
+
         # Use dict of lists with data for performance
         # (looping lists is a lot faster than pandas DataFrames)
         data: Dict = self._get_ohlcv_as_lists(processed)
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 182dde335..ded396779 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -399,27 +399,27 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
     )
 
     now = arrow.utcnow().datetime
-    res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
+    res = strategy.should_sell(trade, 1, now, False, False, None, None, 0)
 
     assert res.sell_flag is False
     assert res.sell_type == SellType.NONE
 
     strategy.custom_sell = MagicMock(return_value=True)
-    res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
+    res = strategy.should_sell(trade, 1, now, False, False, None, None, 0)
     assert res.sell_flag is True
     assert res.sell_type == SellType.CUSTOM_SELL
     assert res.sell_reason == 'custom_sell'
 
     strategy.custom_sell = MagicMock(return_value='hello world')
 
-    res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
+    res = strategy.should_sell(trade, 1, now, False, False, None, None, 0)
     assert res.sell_type == SellType.CUSTOM_SELL
     assert res.sell_flag is True
     assert res.sell_reason == 'hello world'
 
     caplog.clear()
     strategy.custom_sell = MagicMock(return_value='h' * 100)
-    res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
+    res = strategy.should_sell(trade, 1, now, False, False, None, None, 0)
     assert res.sell_type == SellType.CUSTOM_SELL
     assert res.sell_flag is True
     assert res.sell_reason == 'h' * 64

From 6af4de8fe86f66746a312144a9964cbbcc5ebb43 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 2 May 2021 12:25:43 +0300
Subject: [PATCH 0397/1386] Remove dataframe parameter from docs.

---
 docs/strategy-advanced.md       | 22 +++++++++-------------
 docs/strategy-customization.md  |  3 +--
 freqtrade/strategy/interface.py |  1 -
 3 files changed, 10 insertions(+), 16 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index eb322df9d..383b2a1a9 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -60,7 +60,8 @@ from freqtrade.strategy import IStrategy, timeframe_to_prev_date
 
 class AwesomeStrategy(IStrategy):
     def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
-                    current_profit: float, dataframe: DataFrame, **kwargs):
+                    current_profit: float, **kwargs):
+        dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe)
         trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
         trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
 
@@ -105,8 +106,7 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, dataframe: DataFrame,
-                        **kwargs) -> float:
+                        current_rate: float, current_profit: float, **kwargs) -> float:
         """
         Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
         e.g. returning -0.05 would create a stoploss 5% below current_rate.
@@ -156,8 +156,7 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, dataframe: DataFrame,
-                        **kwargs) -> float:
+                        current_rate: float, current_profit: float, **kwargs) -> float:
 
         # Make sure you have the longest interval first - these conditions are evaluated from top to bottom.
         if current_time - timedelta(minutes=120) > trade.open_date_utc:
@@ -183,8 +182,7 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, dataframe: DataFrame,
-                        **kwargs) -> float:
+                        current_rate: float, current_profit: float, **kwargs) -> float:
 
         if pair in ('ETH/BTC', 'XRP/BTC'):
             return -0.10
@@ -210,8 +208,7 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, dataframe: DataFrame,
-                        **kwargs) -> float:
+                        current_rate: float, current_profit: float, **kwargs) -> float:
 
         if current_profit < 0.04:
             return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
@@ -250,8 +247,7 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, dataframe: DataFrame,
-                        **kwargs) -> float:
+                        current_rate: float, current_profit: float, **kwargs) -> float:
 
         # evaluate highest to lowest, so that highest possible stop is used
         if current_profit > 0.40:
@@ -293,8 +289,7 @@ class AwesomeStrategy(IStrategy):
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                        current_rate: float, current_profit: float, dataframe: DataFrame,
-                        **kwargs) -> float:
+                        current_rate: float, current_profit: float, **kwargs) -> float:
 
         # Default return value
         result = 1
@@ -302,6 +297,7 @@ class AwesomeStrategy(IStrategy):
             # Using current_time directly would only work in backtesting. Live/dry runs need time to
             # be rounded to previous candle to be used as dataframe index. Rounding must also be 
             # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
+            dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe)
             current_time = timeframe_to_prev_date(self.timeframe, current_time)
             current_row = dataframe.loc[dataframe['date'] == current_time].squeeze()
             if 'atr' in current_row:
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 59bfbde48..6c62c1e86 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -631,8 +631,7 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
         use_custom_stoploss = True
 
         def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
-                            current_rate: float, current_profit: float, dataframe: DataFrame,
-                            **kwargs) -> float:
+                            current_rate: float, current_profit: float, **kwargs) -> float:
 
             # once the profit has risen above 10%, keep the stoploss at 7% above the open price
             if current_profit > 0.10:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 66adc36ec..7483abf6d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -296,7 +296,6 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_time: datetime object, containing the current datetime
         :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
-        :param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New stoploss value, relative to the currentrate
         """

From 6fb4d83ab3f2cb7b4402223b073ccb0a868fcb76 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 2 May 2021 16:35:06 +0300
Subject: [PATCH 0398/1386] Fix dataprovider in hyperopt.

---
 freqtrade/optimize/backtesting.py | 1 +
 freqtrade/optimize/hyperopt.py    | 2 --
 2 files changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 73ad4e774..6d8b329bb 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -353,6 +353,7 @@ class Backtesting:
         # Update dataprovider cache
         for pair, dataframe in processed.items():
             self.dataprovider._set_cached_df(pair, self.timeframe, dataframe)
+        self.strategy.dp = self.dataprovider
 
         # Use dict of lists with data for performance
         # (looping lists is a lot faster than pandas DataFrames)
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index e0a6d50a0..5e3d01047 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -372,8 +372,6 @@ class Hyperopt:
         self.backtesting.exchange._api_async = None  # type: ignore
         # self.backtesting.exchange = None  # type: ignore
         self.backtesting.pairlists = None  # type: ignore
-        self.backtesting.strategy.dp = None  # type: ignore
-        IStrategy.dp = None  # type: ignore
 
         cpus = cpu_count()
         logger.info(f"Found {cpus} CPU cores. Let's make them scream!")

From 9b4f6b41a2ade4d1857fa0a6ed223967a965b26f Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Mon, 3 May 2021 09:18:38 +0300
Subject: [PATCH 0399/1386] Use correct datetime.

---
 freqtrade/freqtradebot.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d2e6ed417..b3379a462 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -552,7 +552,7 @@ class FreqtradeBot(LoggingMixin):
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
-                time_in_force=time_in_force, current_time=datetime.utcnow()):
+                time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
             logger.info(f"User requested abortion of buying {pair}")
             return False
         amount = self.exchange.amount_to_precision(pair, amount)
@@ -1191,7 +1191,7 @@ class FreqtradeBot(LoggingMixin):
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                 pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
                 time_in_force=time_in_force, sell_reason=sell_reason.sell_reason,
-                current_time=datetime.utcnow()):
+                current_time=datetime.now(timezone.utc)):
             logger.info(f"User requested abortion of selling {trade.pair}")
             return False
 

From d344194b360bd453c4c6ea673a2724ef72b0e8ad Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Mon, 3 May 2021 09:47:58 +0300
Subject: [PATCH 0400/1386] Fix dataprovider in hyperopt.

---
 freqtrade/data/dataprovider.py    | 141 +++++++++++++++++-------------
 freqtrade/optimize/backtesting.py |   4 +-
 2 files changed, 79 insertions(+), 66 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 6cc32157e..731815572 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -45,40 +45,6 @@ class DataProvider:
         """
         self._pairlists = pairlists
 
-    def refresh(self,
-                pairlist: ListPairsWithTimeframes,
-                helping_pairs: ListPairsWithTimeframes = None) -> None:
-        """
-        Refresh data, called with each cycle
-        """
-        if helping_pairs:
-            self._exchange.refresh_latest_ohlcv(pairlist + helping_pairs)
-        else:
-            self._exchange.refresh_latest_ohlcv(pairlist)
-
-    @property
-    def available_pairs(self) -> ListPairsWithTimeframes:
-        """
-        Return a list of tuples containing (pair, timeframe) for which data is currently cached.
-        Should be whitelist + open trades.
-        """
-        return list(self._exchange._klines.keys())
-
-    def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
-        """
-        Get candle (OHLCV) data for the given pair as DataFrame
-        Please use the `available_pairs` method to verify which pairs are currently cached.
-        :param pair: pair to get the data for
-        :param timeframe: Timeframe to get data for
-        :param copy: copy dataframe before returning if True.
-                     Use False only for read-only operations (where the dataframe is not modified)
-        """
-        if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._config['timeframe']),
-                                         copy=copy)
-        else:
-            return DataFrame()
-
     def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame:
         """
         Get stored historical candle (OHLCV) data
@@ -123,35 +89,6 @@ class DataProvider:
 
             return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
 
-    def market(self, pair: str) -> Optional[Dict[str, Any]]:
-        """
-        Return market data for the pair
-        :param pair: Pair to get the data for
-        :return: Market data dict from ccxt or None if market info is not available for the pair
-        """
-        return self._exchange.markets.get(pair)
-
-    def ticker(self, pair: str):
-        """
-        Return last ticker data from exchange
-        :param pair: Pair to get the data for
-        :return: Ticker dict from exchange or empty dict if ticker is not available for the pair
-        """
-        try:
-            return self._exchange.fetch_ticker(pair)
-        except ExchangeError:
-            return {}
-
-    def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
-        """
-        Fetch latest l2 orderbook data
-        Warning: Does a network request - so use with common sense.
-        :param pair: pair to get the data for
-        :param maximum: Maximum number of orderbook entries to query
-        :return: dict including bids/asks with a total of `maximum` entries.
-        """
-        return self._exchange.fetch_l2_order_book(pair, maximum)
-
     @property
     def runmode(self) -> RunMode:
         """
@@ -175,4 +112,82 @@ class DataProvider:
             raise OperationalException("Dataprovider was not initialized with a pairlist provider.")
 
     def clear_cache(self):
+        """
+        Clear pair dataframe cache.
+        """
         self.__cached_pairs = {}
+
+    # Exchange functions
+
+    def refresh(self,
+                pairlist: ListPairsWithTimeframes,
+                helping_pairs: ListPairsWithTimeframes = None) -> None:
+        """
+        Refresh data, called with each cycle
+        """
+        if self._exchange is None:
+            raise OperationalException('Exchange is not available to DataProvider.')
+        if helping_pairs:
+            self._exchange.refresh_latest_ohlcv(pairlist + helping_pairs)
+        else:
+            self._exchange.refresh_latest_ohlcv(pairlist)
+
+    @property
+    def available_pairs(self) -> ListPairsWithTimeframes:
+        """
+        Return a list of tuples containing (pair, timeframe) for which data is currently cached.
+        Should be whitelist + open trades.
+        """
+        if self._exchange is None:
+            raise OperationalException('Exchange is not available to DataProvider.')
+        return list(self._exchange._klines.keys())
+
+    def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
+        """
+        Get candle (OHLCV) data for the given pair as DataFrame
+        Please use the `available_pairs` method to verify which pairs are currently cached.
+        :param pair: pair to get the data for
+        :param timeframe: Timeframe to get data for
+        :param copy: copy dataframe before returning if True.
+                     Use False only for read-only operations (where the dataframe is not modified)
+        """
+        if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
+            return self._exchange.klines((pair, timeframe or self._config['timeframe']),
+                                         copy=copy)
+        else:
+            return DataFrame()
+
+    def market(self, pair: str) -> Optional[Dict[str, Any]]:
+        """
+        Return market data for the pair
+        :param pair: Pair to get the data for
+        :return: Market data dict from ccxt or None if market info is not available for the pair
+        """
+        if self._exchange is None:
+            raise OperationalException('Exchange is not available to DataProvider.')
+        return self._exchange.markets.get(pair)
+
+    def ticker(self, pair: str):
+        """
+        Return last ticker data from exchange
+        :param pair: Pair to get the data for
+        :return: Ticker dict from exchange or empty dict if ticker is not available for the pair
+        """
+        if self._exchange is None:
+            raise OperationalException('Exchange is not available to DataProvider.')
+        try:
+            return self._exchange.fetch_ticker(pair)
+        except ExchangeError:
+            return {}
+
+    def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
+        """
+        Fetch latest l2 orderbook data
+        Warning: Does a network request - so use with common sense.
+        :param pair: pair to get the data for
+        :param maximum: Maximum number of orderbook entries to query
+        :return: dict including bids/asks with a total of `maximum` entries.
+        """
+        if self._exchange is None:
+            raise OperationalException('Exchange is not available to DataProvider.')
+        return self._exchange.fetch_l2_order_book(pair, maximum)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 6d8b329bb..d3e0afe7b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -63,9 +63,7 @@ class Backtesting:
         self.all_results: Dict[str, Dict] = {}
 
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
-
         self.dataprovider = DataProvider(self.config, self.exchange)
-        IStrategy.dp = self.dataprovider
 
         if self.config.get('strategy_list', None):
             for strat in list(self.config['strategy_list']):
@@ -132,6 +130,7 @@ class Backtesting:
         Load strategy into backtesting
         """
         self.strategy: IStrategy = strategy
+        strategy.dp = self.dataprovider
         # 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
@@ -353,7 +352,6 @@ class Backtesting:
         # Update dataprovider cache
         for pair, dataframe in processed.items():
             self.dataprovider._set_cached_df(pair, self.timeframe, dataframe)
-        self.strategy.dp = self.dataprovider
 
         # Use dict of lists with data for performance
         # (looping lists is a lot faster than pandas DataFrames)

From 4b6cd69c81e1a3442941ec03c57f26260e57812d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 5 May 2021 20:08:31 +0200
Subject: [PATCH 0401/1386] Add test for no-exchange dataprovider

---
 freqtrade/data/dataprovider.py  | 14 +++++++++-----
 freqtrade/optimize/hyperopt.py  |  1 -
 tests/data/test_dataprovider.py | 21 +++++++++++++++++++++
 3 files changed, 30 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 731815572..aad50e404 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -19,6 +19,8 @@ from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
 
+NO_EXCHANGE_EXCEPTION = 'Exchange is not available to DataProvider.'
+
 
 class DataProvider:
 
@@ -126,7 +128,7 @@ class DataProvider:
         Refresh data, called with each cycle
         """
         if self._exchange is None:
-            raise OperationalException('Exchange is not available to DataProvider.')
+            raise OperationalException(NO_EXCHANGE_EXCEPTION)
         if helping_pairs:
             self._exchange.refresh_latest_ohlcv(pairlist + helping_pairs)
         else:
@@ -139,7 +141,7 @@ class DataProvider:
         Should be whitelist + open trades.
         """
         if self._exchange is None:
-            raise OperationalException('Exchange is not available to DataProvider.')
+            raise OperationalException(NO_EXCHANGE_EXCEPTION)
         return list(self._exchange._klines.keys())
 
     def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
@@ -151,6 +153,8 @@ class DataProvider:
         :param copy: copy dataframe before returning if True.
                      Use False only for read-only operations (where the dataframe is not modified)
         """
+        if self._exchange is None:
+            raise OperationalException(NO_EXCHANGE_EXCEPTION)
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
             return self._exchange.klines((pair, timeframe or self._config['timeframe']),
                                          copy=copy)
@@ -164,7 +168,7 @@ class DataProvider:
         :return: Market data dict from ccxt or None if market info is not available for the pair
         """
         if self._exchange is None:
-            raise OperationalException('Exchange is not available to DataProvider.')
+            raise OperationalException(NO_EXCHANGE_EXCEPTION)
         return self._exchange.markets.get(pair)
 
     def ticker(self, pair: str):
@@ -174,7 +178,7 @@ class DataProvider:
         :return: Ticker dict from exchange or empty dict if ticker is not available for the pair
         """
         if self._exchange is None:
-            raise OperationalException('Exchange is not available to DataProvider.')
+            raise OperationalException(NO_EXCHANGE_EXCEPTION)
         try:
             return self._exchange.fetch_ticker(pair)
         except ExchangeError:
@@ -189,5 +193,5 @@ class DataProvider:
         :return: dict including bids/asks with a total of `maximum` entries.
         """
         if self._exchange is None:
-            raise OperationalException('Exchange is not available to DataProvider.')
+            raise OperationalException(NO_EXCHANGE_EXCEPTION)
         return self._exchange.fetch_l2_order_book(pair, maximum)
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 5e3d01047..5ccf02d01 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -31,7 +31,6 @@ from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F4
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
-from freqtrade.strategy import IStrategy
 
 
 # Suppress scikit-learn FutureWarnings from skopt
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 6b33fa7f2..c3b210d9d 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -246,3 +246,24 @@ def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
     assert dataframe.empty
     assert isinstance(time, datetime)
     assert time == datetime(1970, 1, 1, tzinfo=timezone.utc)
+
+
+def test_no_exchange_mode(default_conf):
+    dp = DataProvider(default_conf, None)
+
+    message = "Exchange is not available to DataProvider."
+
+    with pytest.raises(OperationalException, match=message):
+        dp.refresh([()])
+
+    with pytest.raises(OperationalException, match=message):
+        dp.ohlcv('XRP/USDT', '5m')
+
+    with pytest.raises(OperationalException, match=message):
+        dp.market('XRP/USDT')
+
+    with pytest.raises(OperationalException, match=message):
+        dp.ticker('XRP/USDT')
+
+    with pytest.raises(OperationalException, match=message):
+        dp.orderbook('XRP/USDT', 20)

From 1b01ad6f8588d4bd145f05ec6137b30e60b6b352 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 7 May 2021 17:27:48 +0300
Subject: [PATCH 0402/1386] Make exchange parameter optional and do not use it
 as parameter in backtesting.

---
 freqtrade/data/dataprovider.py    | 2 +-
 freqtrade/optimize/backtesting.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index aad50e404..727768ebb 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -24,7 +24,7 @@ NO_EXCHANGE_EXCEPTION = 'Exchange is not available to DataProvider.'
 
 class DataProvider:
 
-    def __init__(self, config: dict, exchange: Exchange, pairlists=None) -> None:
+    def __init__(self, config: dict, exchange: Optional[Exchange], pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index d3e0afe7b..150baa9bc 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -63,7 +63,7 @@ class Backtesting:
         self.all_results: Dict[str, Dict] = {}
 
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
-        self.dataprovider = DataProvider(self.config, self.exchange)
+        self.dataprovider = DataProvider(self.config, None)
 
         if self.config.get('strategy_list', None):
             for strat in list(self.config['strategy_list']):

From f1eb6535452fb1598b9999b59ae2e5167ce074f7 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 7 May 2021 17:28:06 +0300
Subject: [PATCH 0403/1386] Fix strategy protections not being loaded in
 backtesting.

---
 freqtrade/optimize/backtesting.py | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 150baa9bc..80eb34c30 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -110,8 +110,6 @@ class Backtesting:
         PairLocks.timeframe = self.config['timeframe']
         PairLocks.use_db = False
         PairLocks.reset_locks()
-        if self.config.get('enable_protections', False):
-            self.protections = ProtectionManager(self.config)
 
         self.wallets = Wallets(self.config, self.exchange, log=False)
 
@@ -135,6 +133,12 @@ class Backtesting:
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
+        if self.config.get('enable_protections', False):
+            conf = self.config
+            if hasattr(strategy, 'protections'):
+                conf = deepcopy(conf)
+                conf['protections'] = strategy.protections
+            self.protections = ProtectionManager(conf)
 
     def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
         """

From 70189b19920bfaf705196fa3e0da72d89967ac43 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 8 May 2021 17:24:41 +0200
Subject: [PATCH 0404/1386] Move dockerfile and document M1 image existance

---
 .../Dockerfile.aarch64                        |  0
 docs/docker_quickstart.md                     | 26 +++++++++++++++++++
 2 files changed, 26 insertions(+)
 rename Dockerfile.aarch64 => docker/Dockerfile.aarch64 (100%)

diff --git a/Dockerfile.aarch64 b/docker/Dockerfile.aarch64
similarity index 100%
rename from Dockerfile.aarch64
rename to docker/Dockerfile.aarch64
diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 5f48782d2..8d8582609 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -48,6 +48,8 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
     # Download the docker-compose file from the repository
     curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
 
+    # Edit the compose file to use an image named `*_pi` (stable_pi or develop_pi)
+
     # Pull the freqtrade image
     docker-compose pull
 
@@ -65,6 +67,30 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
         # image: freqtradeorg/freqtrade:develop_pi
         ```
 
+=== "ARM64 (Mac M1)"
+    Make sure that your docker installation is running in native mode
+
+    ``` bash
+    mkdir ft_userdata
+    cd ft_userdata/
+    # Download the docker-compose file from the repository
+    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
+
+    # Edit the compose file, uncomment the "build" step and use "./docker/Dockerfile.aarch64"
+    # Also, change the image name to something of your liking
+
+    # Build the freqtrade image (this may take a while)
+    docker-compose build
+
+    # Create user directory structure
+    docker-compose run --rm freqtrade create-userdir --userdir user_data
+
+    # Create configuration - Requires answering interactive questions
+    docker-compose run --rm freqtrade new-config --config user_data/config.json
+    ```
+    !!! Warning
+        You should not use the default image name - this can result in conflicting names between local and dockerhub and should therefore be avoided.
+
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
 The last 2 steps in the snippet create the directory with `user_data`, as well as (interactively) the default configuration based on your selections.
 

From 8d8c782bd039780f8563e8edf7f735501c9013ab Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 8 May 2021 16:06:19 +0300
Subject: [PATCH 0405/1386] Slice dataframe in backtesting, preventing access
 to rows past current time.

---
 freqtrade/data/dataprovider.py    | 21 ++++++++++++++++++---
 freqtrade/optimize/backtesting.py |  8 ++++++--
 2 files changed, 24 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 727768ebb..a5d059e4a 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -20,6 +20,7 @@ from freqtrade.state import RunMode
 logger = logging.getLogger(__name__)
 
 NO_EXCHANGE_EXCEPTION = 'Exchange is not available to DataProvider.'
+MAX_DATAFRAME_CANDLES = 1000
 
 
 class DataProvider:
@@ -29,6 +30,14 @@ class DataProvider:
         self._exchange = exchange
         self._pairlists = pairlists
         self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
+        self.__slice_index = None
+
+    def _set_dataframe_max_index(self, limit_index: int):
+        """
+        Limit analyzed dataframe to max specified index.
+        :param limit_index: dataframe index.
+        """
+        self.__slice_index = limit_index
 
     def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
         """
@@ -85,10 +94,16 @@ class DataProvider:
             combination.
             Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
         """
-        if (pair, timeframe) in self.__cached_pairs:
-            return self.__cached_pairs[(pair, timeframe)]
+        pair_key = (pair, timeframe)
+        if pair_key in self.__cached_pairs:
+            if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
+                df, date = self.__cached_pairs[pair_key]
+            else:
+                max_index = self.__slice_index
+                df, date = self.__cached_pairs[pair_key]
+                df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES):max_index]
+            return df, date
         else:
-
             return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
 
     @property
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 80eb34c30..f7c984047 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -373,8 +373,9 @@ class Backtesting:
             open_trade_count_start = open_trade_count
 
             for i, pair in enumerate(data):
+                row_index = indexes[pair]
                 try:
-                    row = data[pair][indexes[pair]]
+                    row = data[pair][row_index]
                 except IndexError:
                     # missing Data for one pair at the end.
                     # Warnings for this are shown during data loading
@@ -383,7 +384,10 @@ class Backtesting:
                 # Waits until the time-counter reaches the start of the data for this pair.
                 if row[DATE_IDX] > tmp:
                     continue
-                indexes[pair] += 1
+
+                row_index += 1
+                self.dataprovider._set_dataframe_max_index(row_index)   # noqa
+                indexes[pair] = row_index
 
                 # without positionstacking, we can only have one open trade per pair.
                 # max_open_trades must be respected

From 17b9e898d2a234b9c1861192af21618ca63442a1 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 8 May 2021 16:56:59 +0300
Subject: [PATCH 0406/1386] Update docs displaying how to get last available
 and trade-open candles.

---
 docs/strategy-advanced.md | 23 ++++++++++++-----------
 1 file changed, 12 insertions(+), 11 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 383b2a1a9..ceadf0ab0 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -265,12 +265,6 @@ class AwesomeStrategy(IStrategy):
 
 Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g. "ATR"
 
-!!! Warning
-    Only use `dataframe` values up until and including `current_time` value. Reading past
-    `current_time` you will look into the future, which will produce incorrect backtesting results
-    and throw an exception in dry/live runs.
-    see [Common mistakes when developing strategies](strategy-customization.md#common-mistakes-when-developing-strategies) for more info.
-
 !!! Note
     `dataframe['date']` contains the candle's open date. During dry/live runs `current_time` and
     `trade.open_date_utc` will not match the candle date precisely and using them directly will throw
@@ -290,7 +284,6 @@ class AwesomeStrategy(IStrategy):
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                         current_rate: float, current_profit: float, **kwargs) -> float:
-
         # Default return value
         result = 1
         if trade:
@@ -298,11 +291,19 @@ class AwesomeStrategy(IStrategy):
             # be rounded to previous candle to be used as dataframe index. Rounding must also be 
             # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
             dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe)
-            current_time = timeframe_to_prev_date(self.timeframe, current_time)
-            current_row = dataframe.loc[dataframe['date'] == current_time].squeeze()
-            if 'atr' in current_row:
+            current_candle = dataframe.loc[-1].squeeze()
+            if 'atr' in current_candle:
                 # new stoploss relative to current_rate
-                new_stoploss = (current_rate - current_row['atr']) / current_rate
+                new_stoploss = (current_rate - current_candle['atr']) / current_rate
+
+                # Round trade date to it's candle time.
+                trade_date = timeframe_to_prev_date(trade.open_date_utc)
+                trade_candle = dataframe.loc[dataframe['date'] == trade_date]
+                # Just opened trades do not have their candle complete yet therefore trade_candle may be None
+                if trade_candle is not None:
+                    trade_candle = trade_candle.squeeze()
+                    trade_stoploss = (current_rate - trade_candle['atr']) / current_rate
+                    new_stoploss = max(new_stoploss, trade_stoploss)
                 # turn into relative negative offset required by `custom_stoploss` return implementation
                 result = new_stoploss - 1
 

From 2157923aeedb9c7e5d8ab386812843e99aa43e19 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 8 May 2021 19:43:31 +0200
Subject: [PATCH 0407/1386] have edge send multiple messages if necessary

closes #4519
---
 freqtrade/edge/edge_positioning.py |  2 +-
 freqtrade/rpc/telegram.py          | 14 +++++++++++---
 tests/rpc/test_rpc_telegram.py     |  9 +++++++++
 3 files changed, 21 insertions(+), 4 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 721e22262..0449d6ebe 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -240,7 +240,7 @@ class Edge:
 
         return self._final_pairs
 
-    def accepted_pairs(self) -> list:
+    def accepted_pairs(self) -> List[Dict[str, Any]]:
         """
         return a list of accepted pairs along with their winrate, expectancy and stoploss
         """
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 97a01fc53..c619559de 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -861,9 +861,17 @@ class Telegram(RPCHandler):
         """
         try:
             edge_pairs = self._rpc._rpc_edge()
-            edge_pairs_tab = tabulate(edge_pairs, headers='keys', tablefmt='simple')
-            message = f'<b>Edge only validated following pairs:</b>\n<pre>{edge_pairs_tab}</pre>'
-            self._send_msg(message, parse_mode=ParseMode.HTML)
+            if not edge_pairs:
+                message = '<b>Edge only validated following pairs:</b>'
+                self._send_msg(message, parse_mode=ParseMode.HTML)
+
+            for chunk in chunks(edge_pairs, 25):
+                edge_pairs_tab = tabulate(chunk, headers='keys', tablefmt='simple')
+                message = (f'<b>Edge only validated following pairs:</b>\n'
+                           f'<pre>{edge_pairs_tab}</pre>')
+
+                self._send_msg(message, parse_mode=ParseMode.HTML)
+
         except RPCException as e:
             self._send_msg(str(e))
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 6a36c12a7..6d42a6845 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1102,6 +1102,15 @@ def test_edge_enabled(edge_conf, update, mocker) -> None:
     assert '<b>Edge only validated following pairs:</b>\n<pre>' in msg_mock.call_args_list[0][0][0]
     assert 'Pair      Winrate    Expectancy    Stoploss' in msg_mock.call_args_list[0][0][0]
 
+    msg_mock.reset_mock()
+
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={}))
+    telegram._edge(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert '<b>Edge only validated following pairs:</b>' in msg_mock.call_args_list[0][0][0]
+    assert 'Winrate' not in msg_mock.call_args_list[0][0][0]
+
 
 def test_telegram_trades(mocker, update, default_conf, fee):
 

From 92186d89a2fcbbb03eaf789ccf52238b9b934936 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 9 May 2021 09:56:36 +0200
Subject: [PATCH 0408/1386] Add some changes to strategytemplate

---
 freqtrade/data/dataprovider.py                           | 9 ++++++---
 freqtrade/optimize/backtesting.py                        | 2 +-
 .../templates/subtemplates/strategy_methods_advanced.j2  | 7 +++++--
 3 files changed, 12 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index a5d059e4a..1a86eece5 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -30,7 +30,7 @@ class DataProvider:
         self._exchange = exchange
         self._pairlists = pairlists
         self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
-        self.__slice_index = None
+        self.__slice_index: Optional[int] = None
 
     def _set_dataframe_max_index(self, limit_index: int):
         """
@@ -88,6 +88,8 @@ class DataProvider:
 
     def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
         """
+        Retrieve the analyzed dataframe. Returns the full dataframe in trade mode (live / dry),
+        and the last 1000 candles (up to the time evaluated at this moment) in all other modes.
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
@@ -99,9 +101,10 @@ class DataProvider:
             if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
                 df, date = self.__cached_pairs[pair_key]
             else:
-                max_index = self.__slice_index
                 df, date = self.__cached_pairs[pair_key]
-                df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES):max_index]
+                if self.__slice_index is not None:
+                    max_index = self.__slice_index
+                    df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES):max_index]
             return df, date
         else:
             return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index f7c984047..e057d8189 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -386,7 +386,7 @@ class Backtesting:
                     continue
 
                 row_index += 1
-                self.dataprovider._set_dataframe_max_index(row_index)   # noqa
+                self.dataprovider._set_dataframe_max_index(row_index)
                 indexes[pair] = row_index
 
                 # without positionstacking, we can only have one open trade per pair.
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index c69b52cad..2a9ac0690 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -39,7 +39,7 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
     return self.stoploss
 
 def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                        time_in_force: str, **kwargs) -> bool:
+                        time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
     """
     Called right before placing a buy order.
     Timing for this function is critical, so avoid doing heavy computations or
@@ -54,6 +54,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     :param amount: Amount in target (quote) currency that's going to be traded.
     :param rate: Rate that's going to be used when using limit orders
     :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param current_time: datetime object, containing the current datetime
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return bool: When True is returned, then the buy-order is placed on the exchange.
         False aborts the process
@@ -61,7 +62,8 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     return True
 
 def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
-                       rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+                       rate: float, time_in_force: str, sell_reason: str,
+                       current_time: 'datetime', **kwargs) -> bool:
     """
     Called right before placing a regular sell order.
     Timing for this function is critical, so avoid doing heavy computations or
@@ -80,6 +82,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
     :param sell_reason: Sell reason.
         Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                         'sell_signal', 'force_sell', 'emergency_sell']
+    :param current_time: datetime object, containing the current datetime
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return bool: When True is returned, then the sell-order is placed on the exchange.
         False aborts the process

From 00e93dad024c2e1be045d4d66cbba3d52928e081 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 9 May 2021 10:04:56 +0200
Subject: [PATCH 0409/1386] Fix mistake in the docs

---
 docs/strategy-advanced.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index ceadf0ab0..e52beec3b 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -61,7 +61,7 @@ from freqtrade.strategy import IStrategy, timeframe_to_prev_date
 class AwesomeStrategy(IStrategy):
     def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
                     current_profit: float, **kwargs):
-        dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
         trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
         trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
 
@@ -290,7 +290,7 @@ class AwesomeStrategy(IStrategy):
             # Using current_time directly would only work in backtesting. Live/dry runs need time to
             # be rounded to previous candle to be used as dataframe index. Rounding must also be 
             # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
-            dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+            dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
             current_candle = dataframe.loc[-1].squeeze()
             if 'atr' in current_candle:
                 # new stoploss relative to current_rate

From 0a0e7ce5f502cdf1e9797daed7d162167075a2c2 Mon Sep 17 00:00:00 2001
From: Boris Pruessmann <boris@pruessmann.org>
Date: Sun, 9 May 2021 14:28:54 +0200
Subject: [PATCH 0410/1386] Documentation for running arm64 builds

---
 docs/docker_quickstart.md | 24 ++++++++++++++----------
 1 file changed, 14 insertions(+), 10 deletions(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 8d8582609..ce6d0b503 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -67,29 +67,33 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
         # image: freqtradeorg/freqtrade:develop_pi
         ```
 
-=== "ARM64 (Mac M1)"
-    Make sure that your docker installation is running in native mode
+=== "ARM 64 Systenms (Jetson Nano, Mac M1, Raspberry Pi 4 8GB)"
+    In case of a Mac M1, make sure that your docker installation is running in native mode
 
     ``` bash
     mkdir ft_userdata
     cd ft_userdata/
+
+    # arm64 images are not yer provided via Docker Hub and need to be build locally first. Depending on the device,
+    # this may take a few minutes (Apple M1) or up to two hours (Raspberry Pi)
+    git clone  https://github.com/freqtrade/freqtrade.git
+    docker build -f ./freqtrade/docker/Dockerfile.aarch64 -t freqtradeorg/freqtrade:develop_arm64 freqtrade
+
     # Download the docker-compose file from the repository
     curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
 
-    # Edit the compose file, uncomment the "build" step and use "./docker/Dockerfile.aarch64"
-    # Also, change the image name to something of your liking
-
-    # Build the freqtrade image (this may take a while)
-    docker-compose build
-
     # Create user directory structure
     docker-compose run --rm freqtrade create-userdir --userdir user_data
 
     # Create configuration - Requires answering interactive questions
     docker-compose run --rm freqtrade new-config --config user_data/config.json
     ```
-    !!! Warning
-        You should not use the default image name - this can result in conflicting names between local and dockerhub and should therefore be avoided.
+
+    !!! Note "Change your docker Image"
+        You have to change the docker image in the docker-compose file for your arm64 build to work properly.
+        ``` yml
+        image: freqtradeorg/freqtrade:develop_arm64
+        ```
 
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
 The last 2 steps in the snippet create the directory with `user_data`, as well as (interactively) the default configuration based on your selections.

From f2add44253f62fe67f10d5cb3c30dd10b649f82c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Boris=20Pr=C3=BC=C3=9Fmann?=
 <docbobo@users.noreply.github.com>
Date: Sun, 9 May 2021 17:27:30 +0200
Subject: [PATCH 0411/1386] Update docs/docker_quickstart.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/docker_quickstart.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index ce6d0b503..51386a4e3 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -74,7 +74,7 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
     mkdir ft_userdata
     cd ft_userdata/
 
-    # arm64 images are not yer provided via Docker Hub and need to be build locally first. Depending on the device,
+    # arm64 images are not yet provided via Docker Hub and need to be build locally first. Depending on the device,
     # this may take a few minutes (Apple M1) or up to two hours (Raspberry Pi)
     git clone  https://github.com/freqtrade/freqtrade.git
     docker build -f ./freqtrade/docker/Dockerfile.aarch64 -t freqtradeorg/freqtrade:develop_arm64 freqtrade

From 1c408c04041830cac86969bec0d026afa9717870 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 9 May 2021 19:47:37 +0200
Subject: [PATCH 0412/1386] Add small tests for backtest mode

---
 tests/data/test_dataprovider.py | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index c3b210d9d..b87258c64 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -247,6 +247,25 @@ def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
     assert isinstance(time, datetime)
     assert time == datetime(1970, 1, 1, tzinfo=timezone.utc)
 
+    # Test backtest mode
+    default_conf["runmode"] = RunMode.BACKTEST
+    dp._set_dataframe_max_index(1)
+    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
+
+    assert len(dataframe) == 1
+
+    dp._set_dataframe_max_index(2)
+    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
+    assert len(dataframe) == 2
+
+    dp._set_dataframe_max_index(3)
+    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
+    assert len(dataframe) == 3
+
+    dp._set_dataframe_max_index(500)
+    dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
+    assert len(dataframe) == len(ohlcv_history)
+
 
 def test_no_exchange_mode(default_conf):
     dp = DataProvider(default_conf, None)
@@ -267,3 +286,6 @@ def test_no_exchange_mode(default_conf):
 
     with pytest.raises(OperationalException, match=message):
         dp.orderbook('XRP/USDT', 20)
+
+    with pytest.raises(OperationalException, match=message):
+        dp.available_pairs()

From d495ea36932011babb3dcafeaa1795a5e986f71c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 9 May 2021 19:53:41 +0200
Subject: [PATCH 0413/1386] Update docs about availability of get_analyzed

---
 docs/strategy-customization.md | 4 ----
 1 file changed, 4 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 6c62c1e86..49456c047 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -422,10 +422,6 @@ if self.dp:
     Returns an empty dataframe if the requested pair was not cached.
     This should not happen when using whitelisted pairs.
 
-
-!!! Warning "Warning about backtesting"
-    This method will return an empty dataframe during backtesting.
-
 ### *orderbook(pair, maximum)*
 
 ``` python

From a7bd051f6b2aac583a7448d8fe514fea817eb3b2 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 May 2021 05:26:26 +0000
Subject: [PATCH 0414/1386] Bump mkdocs-material from 7.1.3 to 7.1.4

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.3 to 7.1.4.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.3...7.1.4)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index a431b1702..88f336cb1 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.1.3
+mkdocs-material==7.1.4
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.1.1

From a7cd8fc578372cae26fc257c6cfcd10998d84eb4 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 May 2021 05:26:36 +0000
Subject: [PATCH 0415/1386] Bump sqlalchemy from 1.4.12 to 1.4.14

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.12 to 1.4.14.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 49e1758df..f0676fdea 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.49.30
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.12
+SQLAlchemy==1.4.14
 python-telegram-bot==13.5
 arrow==1.1.0
 cachetools==4.2.2

From 0a82e2b06143d37fde8ba002800f0d7c9a16907b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 May 2021 05:26:52 +0000
Subject: [PATCH 0416/1386] Bump pytest from 6.2.3 to 6.2.4

Bumps [pytest](https://github.com/pytest-dev/pytest) from 6.2.3 to 6.2.4.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/6.2.3...6.2.4)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index adf5a81c3..2b2314f85 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.9.1
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.2.1
 mypy==0.812
-pytest==6.2.3
+pytest==6.2.4
 pytest-asyncio==0.15.1
 pytest-cov==2.11.1
 pytest-mock==3.6.0

From 6eb47b0aebf786ed533b991d56a586f135ffc3da Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 May 2021 05:27:03 +0000
Subject: [PATCH 0417/1386] Bump flake8 from 3.9.1 to 3.9.2

Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.9.1 to 3.9.2.
- [Release notes](https://gitlab.com/pycqa/flake8/tags)
- [Commits](https://gitlab.com/pycqa/flake8/compare/3.9.1...3.9.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index adf5a81c3..ca297371f 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==3.0.1
-flake8==3.9.1
+flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.2.1
 mypy==0.812

From 5ecd86ed5694721fedddd93fd923311593b302e5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 May 2021 05:27:11 +0000
Subject: [PATCH 0418/1386] Bump pymdown-extensions from 8.1.1 to 8.2

Bumps [pymdown-extensions](https://github.com/facelessuser/pymdown-extensions) from 8.1.1 to 8.2.
- [Release notes](https://github.com/facelessuser/pymdown-extensions/releases)
- [Commits](https://github.com/facelessuser/pymdown-extensions/compare/8.1.1...8.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index a431b1702..70b33287e 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
 mkdocs-material==7.1.3
 mdx_truly_sane_lists==1.2
-pymdown-extensions==8.1.1
+pymdown-extensions==8.2

From 93268ba16d5aba78518ca6ce2f21227f4e6c7a63 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 May 2021 05:27:22 +0000
Subject: [PATCH 0419/1386] Bump pytest-mock from 3.6.0 to 3.6.1

Bumps [pytest-mock](https://github.com/pytest-dev/pytest-mock) from 3.6.0 to 3.6.1.
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.6.0...v3.6.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index adf5a81c3..dfb28dc05 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -11,7 +11,7 @@ mypy==0.812
 pytest==6.2.3
 pytest-asyncio==0.15.1
 pytest-cov==2.11.1
-pytest-mock==3.6.0
+pytest-mock==3.6.1
 pytest-random-order==1.0.4
 isort==5.8.0
 

From 43c7382d24aba1381dde7776fc67f724f61316a5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 May 2021 05:27:36 +0000
Subject: [PATCH 0420/1386] Bump fastapi from 0.63.0 to 0.64.0

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.63.0 to 0.64.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.63.0...0.64.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 49e1758df..7d72a63da 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.0
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.63.0
+fastapi==0.64.0
 uvicorn==0.13.4
 pyjwt==2.1.0
 aiofiles==0.6.0

From 8e6a95e11b57c4060955bd4091972de40e766a50 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 10 May 2021 10:50:05 +0000
Subject: [PATCH 0421/1386] Bump ccxt from 1.49.30 to 1.49.73

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.49.30 to 1.49.73.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.49.30...1.49.73)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 281bf4574..3c50fa586 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.2
 pandas==1.2.4
 
-ccxt==1.49.30
+ccxt==1.49.73
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 3d6b3f1d6aa39fe46b8d684d8be76d8986866293 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 10 May 2021 15:08:28 +0200
Subject: [PATCH 0422/1386] Add Issue config.yml

---
 .github/ISSUE_TEMPLATE/config.yml | 6 ++++++
 1 file changed, 6 insertions(+)
 create mode 100644 .github/ISSUE_TEMPLATE/config.yml

diff --git a/.github/ISSUE_TEMPLATE/config.yml b/.github/ISSUE_TEMPLATE/config.yml
new file mode 100644
index 000000000..7591c1fb0
--- /dev/null
+++ b/.github/ISSUE_TEMPLATE/config.yml
@@ -0,0 +1,6 @@
+---
+blank_issues_enabled: false
+contact_links:
+  - name: Discord Server
+    url: https://discord.gg/MA9v74M
+    about: Ask a question or get community support from our Discord server

From 425d97719abbf04747508e1c7d1f4e8b62578451 Mon Sep 17 00:00:00 2001
From: Robert Davey <robert.davey@earlham.ac.uk>
Date: Mon, 10 May 2021 19:42:37 +0100
Subject: [PATCH 0423/1386] Update strategy-advanced.md

Update custom_sell() example to comment that the current trade row is at trade open as written. Change "abstain" to something clearer for non-fluent English speakers.
---
 docs/strategy-advanced.md | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index e52beec3b..7285b24af 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -48,7 +48,7 @@ It is possible to define custom sell signals, indicating that specified position
 
 For example you could implement a 1:2 risk-reward ROI with `custom_sell()`.
 
-You should abstain from using custom_sell() signals in place of stoplosses though. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
+Using custom_sell() signals in place of stoplosses though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
 
 !!! Note
     Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
@@ -62,17 +62,19 @@ class AwesomeStrategy(IStrategy):
     def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
                     current_profit: float, **kwargs):
         dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        
+        # Get the row at trade open
         trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
-        trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
+        trade_open_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
 
         # Above 20% profit, sell when rsi < 80
         if current_profit > 0.2:
-            if trade_row['rsi'] < 80:
+            if trade_open_row['rsi'] < 80:
                 return 'rsi_below_80'
 
         # Between 2% and 10%, sell if EMA-long above EMA-short
         if 0.02 < current_profit < 0.1:
-            if trade_row['emalong'] > trade_row['emashort']:
+            if trade_open_row['emalong'] > trade_open_row['emashort']:
                 return 'ema_long_below_80'
 
         # Sell any positions at a loss if they are held for more than one day.

From bcab44560ab3b49edade5cb5ed7c9fcc72e47fc4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 11 May 2021 06:23:21 +0200
Subject: [PATCH 0424/1386] Fix doc typo

---
 docs/strategy-advanced.md | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 7285b24af..ada7a99be 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -293,7 +293,7 @@ class AwesomeStrategy(IStrategy):
             # be rounded to previous candle to be used as dataframe index. Rounding must also be 
             # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
             dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
-            current_candle = dataframe.loc[-1].squeeze()
+            current_candle = dataframe.iloc[-1].squeeze()
             if 'atr' in current_candle:
                 # new stoploss relative to current_rate
                 new_stoploss = (current_rate - current_candle['atr']) / current_rate
@@ -312,6 +312,11 @@ class AwesomeStrategy(IStrategy):
         return result
 ```
 
+!!! Warning "Using .iloc[-1]"
+    You can use `.iloc[-1]` here because `get_analyzed_dataframe()` only returns candles that backtesting is allowed to see.
+    This will not work in `populate_*` methods, so make sure to not use `.iloc[]` in that area.
+    Also, this will only work starting with version 2021.5.
+
 ---
 
 ## Custom order timeout rules

From e53bbec285a9056e09942bec92dc719ba98ec99e Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Wed, 12 May 2021 00:13:13 +0700
Subject: [PATCH 0425/1386] remove duplicate python3-pip

---
 docs/installation.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/installation.md b/docs/installation.md
index d2661f88f..18f5f4d68 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -60,7 +60,7 @@ OS Specific steps are listed first, the [Common](#common) section below is neces
     sudo apt-get update
 
     # install packages
-    sudo apt install -y python3-pip python3-venv python3-pandas python3-pip git
+    sudo apt install -y python3-pip python3-venv python3-pandas git
     ```
 
 === "RaspberryPi/Raspbian"

From 7398ea88e0008787add66c83978040c6c1fa89af Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 11 May 2021 20:30:37 +0200
Subject: [PATCH 0426/1386] Change optimize_reports to convert dates to string
 earlier

---
 freqtrade/optimize/optimize_reports.py  | 16 ++++++++--------
 tests/optimize/test_optimize_reports.py | 10 +++++-----
 2 files changed, 13 insertions(+), 13 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 170e19ecc..2be3c3e62 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -313,9 +313,9 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'profit_median': results['profit_ratio'].median() if len(results) > 0 else 0,
         'profit_total': results['profit_abs'].sum() / starting_balance,
         'profit_total_abs': results['profit_abs'].sum(),
-        'backtest_start': min_date,
+        'backtest_start': min_date.strftime(DATETIME_PRINT_FORMAT),
         'backtest_start_ts': int(min_date.timestamp() * 1000),
-        'backtest_end': max_date,
+        'backtest_end': max_date.strftime(DATETIME_PRINT_FORMAT),
         'backtest_end_ts': int(max_date.timestamp() * 1000),
         'backtest_days': backtest_days,
 
@@ -362,9 +362,9 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         strat_stats.update({
             'max_drawdown': max_drawdown,
             'max_drawdown_abs': drawdown_abs,
-            'drawdown_start': drawdown_start,
+            'drawdown_start': drawdown_start.strftime(DATETIME_PRINT_FORMAT),
             'drawdown_start_ts': drawdown_start.timestamp() * 1000,
-            'drawdown_end': drawdown_end,
+            'drawdown_end': drawdown_end.strftime(DATETIME_PRINT_FORMAT),
             'drawdown_end_ts': drawdown_end.timestamp() * 1000,
 
             'max_drawdown_low': low_val,
@@ -497,8 +497,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
         best_trade = max(strat_results['trades'], key=lambda x: x['profit_ratio'])
         worst_trade = min(strat_results['trades'], key=lambda x: x['profit_ratio'])
         metrics = [
-            ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
-            ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
+            ('Backtesting from', strat_results['backtest_start']),
+            ('Backtesting to', strat_results['backtest_end']),
             ('Max open trades', strat_results['max_open_trades']),
             ('', ''),  # Empty line to improve readability
             ('Total trades', strat_results['total_trades']),
@@ -546,8 +546,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                strat_results['stake_currency'])),
             ('Drawdown low', round_coin_value(strat_results['max_drawdown_low'],
                                               strat_results['stake_currency'])),
-            ('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)),
-            ('Drawdown End', strat_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)),
+            ('Drawdown Start', strat_results['drawdown_start']),
+            ('Drawdown End', strat_results['drawdown_end']),
             ('Market change', f"{round(strat_results['market_change'] * 100, 2)}%"),
         ]
 
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index fb4624ca3..48ba416c0 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -7,7 +7,7 @@ import pytest
 from arrow import Arrow
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import LAST_BT_RESULT_FN
+from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data import history
 from freqtrade.data.btanalysis import get_latest_backtest_filename, load_backtest_data
 from freqtrade.edge import PairInfo
@@ -97,8 +97,8 @@ def test_generate_backtest_stats(default_conf, testdatadir):
     assert 'DefStrat' in stats['strategy']
     assert 'strategy_comparison' in stats
     strat_stats = stats['strategy']['DefStrat']
-    assert strat_stats['backtest_start'] == min_date.datetime
-    assert strat_stats['backtest_end'] == max_date.datetime
+    assert strat_stats['backtest_start'] == min_date.strftime(DATETIME_PRINT_FORMAT)
+    assert strat_stats['backtest_end'] == max_date.strftime(DATETIME_PRINT_FORMAT)
     assert strat_stats['total_trades'] == len(results['DefStrat']['results'])
     # Above sample had no loosing trade
     assert strat_stats['max_drawdown'] == 0.0
@@ -141,8 +141,8 @@ def test_generate_backtest_stats(default_conf, testdatadir):
     strat_stats = stats['strategy']['DefStrat']
 
     assert strat_stats['max_drawdown'] == 0.013803
-    assert strat_stats['drawdown_start'] == datetime(2017, 11, 14, 22, 10, tzinfo=timezone.utc)
-    assert strat_stats['drawdown_end'] == datetime(2017, 11, 14, 22, 43, tzinfo=timezone.utc)
+    assert strat_stats['drawdown_start'] == '2017-11-14 22:10:00'
+    assert strat_stats['drawdown_end'] == '2017-11-14 22:43:00'
     assert strat_stats['drawdown_end_ts'] == 1510699380000
     assert strat_stats['drawdown_start_ts'] == 1510697400000
     assert strat_stats['pairlist'] == ['UNITTEST/BTC']

From 06bf1aa274be48f5c1d847349c34aa62fa1cdc67 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 12 May 2021 05:58:25 +0200
Subject: [PATCH 0427/1386] Store epochs as json per line

---
 freqtrade/optimize/hyperopt.py  | 50 ++++++++++++++--------------
 tests/optimize/test_hyperopt.py | 59 ++++++++++++++++++---------------
 2 files changed, 57 insertions(+), 52 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 5ccf02d01..c14b62b9d 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -5,15 +5,16 @@ This module contains the hyperopt logic
 """
 
 import logging
+import os
 import random
 import warnings
 from datetime import datetime, timezone
 from math import ceil
-from operator import itemgetter
 from pathlib import Path
 from typing import Any, Dict, List, Optional
 
 import progressbar
+import rapidjson
 from colorama import Fore, Style
 from colorama import init as colorama_init
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
@@ -86,7 +87,7 @@ class Hyperopt:
         time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
         strategy = str(self.config['strategy'])
         self.results_file: Path = (self.config['user_data_dir'] / 'hyperopt_results' /
-                                   f'strategy_{strategy}_hyperopt_results_{time_now}.pickle')
+                                   f'strategy_{strategy}_hyperopt_results_{time_now}.fthypt')
         self.data_pickle_file = (self.config['user_data_dir'] /
                                  'hyperopt_results' / 'hyperopt_tickerdata.pkl')
         self.total_epochs = config.get('epochs', 0)
@@ -96,9 +97,7 @@ class Hyperopt:
         self.clean_hyperopt()
 
         self.num_epochs_saved = 0
-
-        # Previous evaluations
-        self.epochs: List = []
+        self.current_best_epoch: Optional[Dict[str, Any]] = None
 
         # Populate functions here (hasattr is slow so should not be run during "regular" operations)
         if hasattr(self.custom_hyperopt, 'populate_indicators'):
@@ -156,21 +155,24 @@ class Hyperopt:
         # and the values are taken from the list of parameters.
         return {d.name: v for d, v in zip(dimensions, raw_params)}
 
-    def _save_results(self) -> None:
+    def _save_result(self, epoch: Dict) -> None:
         """
         Save hyperopt results to file
+        Store one line per epoch.
+        While not a valid json object - this allows appending easily.
+        :param epoch: result dictionary for this epoch.
         """
-        num_epochs = len(self.epochs)
-        if num_epochs > self.num_epochs_saved:
-            logger.debug(f"Saving {num_epochs} {plural(num_epochs, 'epoch')}.")
-            dump(self.epochs, self.results_file)
-            self.num_epochs_saved = num_epochs
-            logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
-                         f"saved to '{self.results_file}'.")
-            # Store hyperopt filename
-            latest_filename = Path.joinpath(self.results_file.parent, LAST_BT_RESULT_FN)
-            file_dump_json(latest_filename, {'latest_hyperopt': str(self.results_file.name)},
-                           log=False)
+        with self.results_file.open('a') as f:
+            rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
+            f.write(os.linesep)
+
+        self.num_epochs_saved += 1
+        logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
+                     f"saved to '{self.results_file}'.")
+        # Store hyperopt filename
+        latest_filename = Path.joinpath(self.results_file.parent, LAST_BT_RESULT_FN)
+        file_dump_json(latest_filename, {'latest_hyperopt': str(self.results_file.name)},
+                       log=False)
 
     def _get_params_details(self, params: Dict) -> Dict:
         """
@@ -442,25 +444,21 @@ class Hyperopt:
 
                             if is_best:
                                 self.current_best_loss = val['loss']
-                            self.epochs.append(val)
+                                self.current_best_epoch = val
 
-                            # Save results after each best epoch and every 100 epochs
-                            if is_best or current % 100 == 0:
-                                self._save_results()
+                            self._save_result(val)
 
                             pbar.update(current)
 
         except KeyboardInterrupt:
             print('User interrupted..')
 
-        self._save_results()
         logger.info(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "
                     f"saved to '{self.results_file}'.")
 
-        if self.epochs:
-            sorted_epochs = sorted(self.epochs, key=itemgetter('loss'))
-            best_epoch = sorted_epochs[0]
-            HyperoptTools.print_epoch_details(best_epoch, self.total_epochs, self.print_json)
+        if self.current_best_epoch:
+            HyperoptTools.print_epoch_details(self.current_best_epoch, self.total_epochs,
+                                              self.print_json)
         else:
             # This is printed when Ctrl+C is pressed quickly, before first epochs have
             # a chance to be evaluated.
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 16b647df9..f9a9dba85 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -386,7 +386,8 @@ def test_roi_table_generation(hyperopt) -> None:
 
 
 def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
-    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
+    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
 
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
@@ -425,9 +426,9 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
 
     out, err = capsys.readouterr()
     assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
-    assert dumper.called
-    # Should be called twice, once for historical candle data, once to save evaluations
-    assert dumper.call_count == 2
+    # Should be called for historical candle data
+    assert dumper.call_count == 1
+    assert dumper2.call_count == 1
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
@@ -714,7 +715,8 @@ def test_clean_hyperopt(mocker, hyperopt_conf, caplog):
 
 
 def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
-    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
+    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
 
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
@@ -765,13 +767,14 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
         ':{},"stoploss":null,"trailing_stop":null}'
     )
     assert result_str in out  # noqa: E501
-    assert dumper.called
-    # Should be called twice, once for historical candle data, once to save evaluations
-    assert dumper.call_count == 2
+    # Should be called for historical candle data
+    assert dumper.call_count == 1
+    assert dumper2.call_count == 1
 
 
 def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
-    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
+    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -813,13 +816,14 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
 
     out, err = capsys.readouterr()
     assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null}' in out  # noqa: E501
-    assert dumper.called
-    # Should be called twice, once for historical candle data, once to save evaluations
-    assert dumper.call_count == 2
+    # Should be called for historical candle data
+    assert dumper.call_count == 1
+    assert dumper2.call_count == 1
 
 
 def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
-    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
+    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -860,13 +864,14 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
 
     out, err = capsys.readouterr()
     assert '{"minimal_roi":{},"stoploss":null}' in out
-    assert dumper.called
-    # Should be called twice, once for historical candle data, once to save evaluations
-    assert dumper.call_count == 2
+
+    assert dumper.call_count == 1
+    assert dumper2.call_count == 1
 
 
 def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
-    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
+    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -908,9 +913,9 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
 
     out, err = capsys.readouterr()
     assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
-    assert dumper.called
-    # Should be called twice, once for historical candle data, once to save evaluations
-    assert dumper.call_count == 2
+    assert dumper.call_count == 1
+    assert dumper2.call_count == 1
+
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
@@ -946,7 +951,8 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
 
 
 def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
-    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
+    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -989,8 +995,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     out, err = capsys.readouterr()
     assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
     assert dumper.called
-    # Should be called twice, once for historical candle data, once to save evaluations
-    assert dumper.call_count == 2
+    assert dumper.call_count == 1
+    assert dumper2.call_count == 1
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
@@ -999,7 +1005,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
 
 
 def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
-    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
+    dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
                  MagicMock(return_value=(MagicMock(), None)))
@@ -1042,8 +1049,8 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     out, err = capsys.readouterr()
     assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
     assert dumper.called
-    # Should be called twice, once for historical candle data, once to save evaluations
-    assert dumper.call_count == 2
+    assert dumper.call_count == 1
+    assert dumper2.call_count == 1
     assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
     assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")

From 3cbe40875de2e984bd01e42ae8905fe5e7b5a7e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 12 May 2021 06:06:30 +0200
Subject: [PATCH 0428/1386] read hyperopt results from pickle or json

---
 freqtrade/optimize/hyperopt_tools.py | 25 ++++++++++++++++++++-----
 1 file changed, 20 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 8d6098257..665c393b3 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -31,15 +31,27 @@ class HyperoptTools():
         else:
             return any(s in config['spaces'] for s in [space, 'all', 'default'])
 
+    @staticmethod
+    def _read_results_pickle(results_file: Path) -> List:
+        """
+        Read hyperopt results from pickle file
+        LEGACY method - new files are written as json and cannot be read with this method.
+        """
+        from joblib import load
+
+        logger.info(f"Reading pickled epochs from '{results_file}'")
+        data = load(results_file)
+        return data
+
     @staticmethod
     def _read_results(results_file: Path) -> List:
         """
         Read hyperopt results from file
         """
-        from joblib import load
-
-        logger.info("Reading epochs from '%s'", results_file)
-        data = load(results_file)
+        import rapidjson
+        logger.info(f"Reading epochs from '{results_file}'")
+        with results_file.open('r') as f:
+            data = [rapidjson.loads(line) for line in f]
         return data
 
     @staticmethod
@@ -49,7 +61,10 @@ class HyperoptTools():
         """
         epochs: List = []
         if results_file.is_file() and results_file.stat().st_size > 0:
-            epochs = HyperoptTools._read_results(results_file)
+            if results_file.suffix == '.pickle':
+                epochs = HyperoptTools._read_results_pickle(results_file)
+            else:
+                epochs = HyperoptTools._read_results(results_file)
             # Detection of some old format, without 'is_best' field saved
             if epochs[0].get('is_best') is None:
                 raise OperationalException(

From ad4c51b3c5a36a089699931a05c566407a874bed Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 12 May 2021 09:30:35 +0300
Subject: [PATCH 0429/1386] * Added "Dataframe access" section showcasing how
 to obtain dataframe and use it to get last-available and trade-open candles.
 * Fix custom_sell() example to use rsi from last-available instead of
 trade-open candle, add a pointer to "Dataframe access" section for more info.
 * Simplify "Custom stoploss using an indicator from dataframe example"
 greatly, add a pointer to "Dataframe access" section for more info.

---
 docs/strategy-advanced.md | 100 +++++++++++++++++++++-----------------
 1 file changed, 55 insertions(+), 45 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index ada7a99be..0fd2b3c41 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -40,6 +40,41 @@ class AwesomeStrategy(IStrategy):
 !!! Note
     If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
 
+
+## Dataframe access
+
+You may access dataframe in various strategy functions by querying it from dataprovider.
+
+``` python
+from freqtrade.exchange import timeframe_to_prev_date
+
+class AwesomeStrategy(IStrategy):
+    def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str,
+                           current_time: 'datetime', **kwargs) -> bool:
+        # Obtain pair dataframe.
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+
+        # Obtain last available candle. Do not use current_time to look up latest candle, because 
+        # current_time points to curret incomplete candle whose data is not available.
+        last_candle = dataframe.iloc[-1].squeeze()
+        # <...>
+
+        # In dry/live runs trade open date will not match candle open date therefore it must be 
+        # rounded.
+        trade_date = timeframe_to_prev_date(trade.open_date_utc)
+        # Look up trade candle.
+        trade_candle = dataframe.loc[dataframe['date'] == trade_date]
+        # trade_candle may be None for trades that just opened as it is stil lincomplete.
+        if trade_candle is not None:
+            # <...>
+```
+
+!!! Warning "Using .iloc[-1]"
+    You can use `.iloc[-1]` here because `get_analyzed_dataframe()` only returns candles that backtesting is allowed to see.
+    This will not work in `populate_*` methods, so make sure to not use `.iloc[]` in that area.
+    Also, this will only work starting with version 2021.5.
+
 ***
 
 ## Custom sell signal
@@ -62,19 +97,16 @@ class AwesomeStrategy(IStrategy):
     def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
                     current_profit: float, **kwargs):
         dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
-        
-        # Get the row at trade open
-        trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
-        trade_open_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
+        last_candle = dataframe.iloc[-1].squeeze()
 
         # Above 20% profit, sell when rsi < 80
         if current_profit > 0.2:
-            if trade_open_row['rsi'] < 80:
+            if last_candle['rsi'] < 80:
                 return 'rsi_below_80'
 
         # Between 2% and 10%, sell if EMA-long above EMA-short
         if 0.02 < current_profit < 0.1:
-            if trade_open_row['emalong'] > trade_open_row['emashort']:
+            if last_candle['emalong'] > last_candle['emashort']:
                 return 'ema_long_below_80'
 
         # Sell any positions at a loss if they are held for more than one day.
@@ -82,7 +114,7 @@ class AwesomeStrategy(IStrategy):
             return 'unclog'
 ```
 
-See [Custom stoploss using an indicator from dataframe example](#custom-stoploss-using-an-indicator-from-dataframe-example) for explanation on how to use `dataframe` parameter.
+See [Dataframe access](#dataframe-access) for more information about dataframe use in strategy callbacks.
 
 ## Custom stoploss
 
@@ -265,57 +297,35 @@ class AwesomeStrategy(IStrategy):
 
 #### Custom stoploss using an indicator from dataframe example
 
-Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g. "ATR"
-
-!!! Note
-    `dataframe['date']` contains the candle's open date. During dry/live runs `current_time` and
-    `trade.open_date_utc` will not match the candle date precisely and using them directly will throw
-    an error. Use `date = timeframe_to_prev_date(self.timeframe, date)` to round a date to the candle's open date
-    before using it to access `dataframe`.
+Absolute stoploss value may be derived from indicators stored in dataframe. Example uses parabolic SAR below the price as stoploss.
 
 ``` python
-from freqtrade.exchange import timeframe_to_prev_date
-from freqtrade.persistence import Trade
-from freqtrade.state import RunMode
-
 class AwesomeStrategy(IStrategy):
 
-    # ... populate_* methods
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # <...>
+        dataframe['sar'] = ta.SAR(dataframe)
 
     use_custom_stoploss = True
 
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                         current_rate: float, current_profit: float, **kwargs) -> float:
-        # Default return value
-        result = 1
-        if trade:
-            # Using current_time directly would only work in backtesting. Live/dry runs need time to
-            # be rounded to previous candle to be used as dataframe index. Rounding must also be 
-            # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
-            dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
-            current_candle = dataframe.iloc[-1].squeeze()
-            if 'atr' in current_candle:
-                # new stoploss relative to current_rate
-                new_stoploss = (current_rate - current_candle['atr']) / current_rate
 
-                # Round trade date to it's candle time.
-                trade_date = timeframe_to_prev_date(trade.open_date_utc)
-                trade_candle = dataframe.loc[dataframe['date'] == trade_date]
-                # Just opened trades do not have their candle complete yet therefore trade_candle may be None
-                if trade_candle is not None:
-                    trade_candle = trade_candle.squeeze()
-                    trade_stoploss = (current_rate - trade_candle['atr']) / current_rate
-                    new_stoploss = max(new_stoploss, trade_stoploss)
-                # turn into relative negative offset required by `custom_stoploss` return implementation
-                result = new_stoploss - 1
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        last_candle = dataframe.iloc[-1].squeeze()
 
-        return result
+        # Use parabolic sar as absolute stoploss price
+        stoploss_price = last_candle['sar']
+
+        # Convert absolute price to percentage relative to current_rate
+        if stoploss_price < current_rate:
+            return (stoploss_price / current_rate) - 1
+
+        # return maximum stoploss value, keeping current stoploss price unchanged
+        return 1
 ```
 
-!!! Warning "Using .iloc[-1]"
-    You can use `.iloc[-1]` here because `get_analyzed_dataframe()` only returns candles that backtesting is allowed to see.
-    This will not work in `populate_*` methods, so make sure to not use `.iloc[]` in that area.
-    Also, this will only work starting with version 2021.5.
+See [Dataframe access](#dataframe-access) for more information about dataframe use in strategy callbacks.
 
 ---
 

From 9bb6ba086bdeffe3b676cb0e0bf0e720b514fe8e Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <19151258+rokups@users.noreply.github.com>
Date: Wed, 12 May 2021 17:15:38 +0300
Subject: [PATCH 0430/1386] Update docs/strategy-advanced.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 0fd2b3c41..d533d81cd 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -65,7 +65,7 @@ class AwesomeStrategy(IStrategy):
         trade_date = timeframe_to_prev_date(trade.open_date_utc)
         # Look up trade candle.
         trade_candle = dataframe.loc[dataframe['date'] == trade_date]
-        # trade_candle may be None for trades that just opened as it is stil lincomplete.
+        # trade_candle may be None for trades that just opened as it is still incomplete.
         if trade_candle is not None:
             # <...>
 ```

From 5f5597b93fb43b8ed46bf1d1d2a88e4f3acf0b6a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 12 May 2021 06:32:55 +0200
Subject: [PATCH 0431/1386] Better test hyperopt writing and reading

---
 tests/optimize/test_hyperopt.py               |  85 +++++++-----------
 tests/optimize/test_optimize_reports.py       |   2 +-
 .../hyperopt_results_SampleStrategy.pickle    | Bin 0 -> 7436 bytes
 tests/testdata/strategy_SampleStrategy.fthypt |   5 ++
 4 files changed, 38 insertions(+), 54 deletions(-)
 create mode 100644 tests/testdata/hyperopt_results_SampleStrategy.pickle
 create mode 100644 tests/testdata/strategy_SampleStrategy.fthypt

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index f9a9dba85..a0c475efb 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -31,23 +31,7 @@ from .hyperopts.default_hyperopt import DefaultHyperOpt
 
 
 # Functions for recurrent object patching
-def create_results(mocker, hyperopt, testdatadir) -> List[Dict]:
-    """
-    When creating results, mock the hyperopt so that *by default*
-      - we don't create any pickle'd files in the filesystem
-      - we might have a pickle'd file so make sure that we return
-        false when looking for it
-    """
-    hyperopt.results_file = testdatadir / 'optimize/ut_results.pickle'
-
-    mocker.patch.object(Path, "is_file", MagicMock(return_value=False))
-    stat_mock = MagicMock()
-    stat_mock.st_size = 1
-    mocker.patch.object(Path, "stat", MagicMock(return_value=stat_mock))
-
-    mocker.patch.object(Path, "unlink", MagicMock(return_value=True))
-    mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
-    mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
+def create_results() -> List[Dict]:
 
     return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
 
@@ -321,54 +305,49 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
     assert caplog.record_tuples == []
 
 
-def test_save_results_saves_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
-    epochs = create_results(mocker, hyperopt, testdatadir)
-    mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
-    mock_dump_json = mocker.patch('freqtrade.optimize.hyperopt.file_dump_json', return_value=None)
-    results_file = testdatadir / 'optimize' / 'ut_results.pickle'
+def test_save_results_saves_epochs(mocker, hyperopt, tmpdir, caplog) -> None:
+    # Test writing to temp dir and reading again
+    epochs = create_results()
+    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
 
     caplog.set_level(logging.DEBUG)
 
-    hyperopt.epochs = epochs
-    hyperopt._save_results()
-    assert log_has(f"1 epoch saved to '{results_file}'.", caplog)
-    mock_dump.assert_called_once()
-    mock_dump_json.assert_called_once()
+    for epoch in epochs:
+        hyperopt._save_result(epoch)
+    assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
 
-    hyperopt.epochs = epochs + epochs
-    hyperopt._save_results()
-    assert log_has(f"2 epochs saved to '{results_file}'.", caplog)
+    hyperopt._save_result(epochs[0])
+    assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
+
+    hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
+    assert len(hyperopt_epochs) == 2
 
 
-def test_read_results_returns_epochs(mocker, hyperopt, testdatadir, caplog) -> None:
-    epochs = create_results(mocker, hyperopt, testdatadir)
-    mock_load = mocker.patch('joblib.load', return_value=epochs)
-    results_file = testdatadir / 'optimize' / 'ut_results.pickle'
-    hyperopt_epochs = HyperoptTools._read_results(results_file)
-    assert log_has(f"Reading epochs from '{results_file}'", caplog)
-    assert hyperopt_epochs == epochs
-    mock_load.assert_called_once()
+def test_load_previous_results(testdatadir, caplog) -> None:
 
-
-def test_load_previous_results(mocker, hyperopt, testdatadir, caplog) -> None:
-    epochs = create_results(mocker, hyperopt, testdatadir)
-    mock_load = mocker.patch('joblib.load', return_value=epochs)
-    mocker.patch.object(Path, 'is_file', MagicMock(return_value=True))
-    statmock = MagicMock()
-    statmock.st_size = 5
-    # mocker.patch.object(Path, 'stat', MagicMock(return_value=statmock))
-
-    results_file = testdatadir / 'optimize' / 'ut_results.pickle'
+    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
 
     hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
 
-    assert hyperopt_epochs == epochs
-    mock_load.assert_called_once()
+    assert len(hyperopt_epochs) == 5
+    assert log_has_re(r"Reading pickled epochs from .*", caplog)
 
-    del epochs[0]['is_best']
-    mock_load = mocker.patch('joblib.load', return_value=epochs)
+    caplog.clear()
 
-    with pytest.raises(OperationalException):
+    # Modern version
+    results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
+
+    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
+
+    assert len(hyperopt_epochs) == 5
+    assert log_has_re(r"Reading epochs from .*", caplog)
+
+
+def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
+    mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
+                 return_value=[{'asdf': '222'}])
+    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
+    with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
         HyperoptTools.load_previous_results(results_file)
 
 
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 48ba416c0..1afa5c59c 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -1,5 +1,5 @@
 import re
-from datetime import datetime, timedelta, timezone
+from datetime import timedelta
 from pathlib import Path
 
 import pandas as pd
diff --git a/tests/testdata/hyperopt_results_SampleStrategy.pickle b/tests/testdata/hyperopt_results_SampleStrategy.pickle
new file mode 100644
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literal 0
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diff --git a/tests/testdata/strategy_SampleStrategy.fthypt b/tests/testdata/strategy_SampleStrategy.fthypt
new file mode 100644
index 000000000..6dc2b9ab1
--- /dev/null
+++ b/tests/testdata/strategy_SampleStrategy.fthypt
@@ -0,0 +1,5 @@
+{"loss":100000,"params_dict":{"mfi-value":"20","fastd-value":"21","adx-value":"26","rsi-value":"23","mfi-enabled":true,"fastd-enabled":false,"adx-enabled":false,"rsi-enabled":true,"trigger":"sar_reversal","sell-mfi-value":"97","sell-fastd-value":"85","sell-adx-value":"55","sell-rsi-value":"76","sell-mfi-enabled":true,"sell-fastd-enabled":false,"sell-adx-enabled":true,"sell-rsi-enabled":true,"sell-trigger":"sell-bb_upper","roi_t1":"34","roi_t2":"28","roi_t3":"32","roi_p1":0.031,"roi_p2":0.033,"roi_p3":0.146,"stoploss":-0.05},"params_details":{"buy":{"mfi-value":"20","fastd-value":"21","adx-value":"26","rsi-value":"23","mfi-enabled":true,"fastd-enabled":false,"adx-enabled":false,"rsi-enabled":true,"trigger":"sar_reversal"},"sell":{"sell-mfi-value":"97","sell-fastd-value":"85","sell-adx-value":"55","sell-rsi-value":"76","sell-mfi-enabled":true,"sell-fastd-enabled":false,"sell-adx-enabled":true,"sell-rsi-enabled":true,"sell-trigger":"sell-bb_upper"},"roi":"{0: 0.21, 32: 0.064, 60: 0.031, 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Avg profit   0.02%. Median profit   0.00%. Total profit  0.00011576 BTC (   0.00\u03A3%). Avg duration 3:03:00 min.","total_profit":1.1576000000000034e-07,"current_epoch":5,"is_initial_point":true,"is_best":false}

From 24a1d5a96f09cfeb4ad5105bc98ac4c976f0cb30 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 12 May 2021 19:04:32 +0200
Subject: [PATCH 0432/1386] Change default hyperopt-name to be shorter

---
 freqtrade/optimize/hyperopt.py       | 2 +-
 freqtrade/optimize/hyperopt_tools.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index c14b62b9d..422879451 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -87,7 +87,7 @@ class Hyperopt:
         time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
         strategy = str(self.config['strategy'])
         self.results_file: Path = (self.config['user_data_dir'] / 'hyperopt_results' /
-                                   f'strategy_{strategy}_hyperopt_results_{time_now}.fthypt')
+                                   f'strategy_{strategy}_{time_now}.fthypt')
         self.data_pickle_file = (self.config['user_data_dir'] /
                                  'hyperopt_results' / 'hyperopt_tickerdata.pkl')
         self.total_epochs = config.get('epochs', 0)
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 665c393b3..49e70913f 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -182,7 +182,7 @@ class HyperoptTools():
 
     @staticmethod
     def is_best_loss(results, current_best_loss: float) -> bool:
-        return results['loss'] < current_best_loss
+        return bool(results['loss'] < current_best_loss)
 
     @staticmethod
     def format_results_explanation_string(results_metrics: Dict, stake_currency: str) -> str:

From 5e66d37d57927e1275a751ca5a4c78938040b4a0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 12 May 2021 20:07:45 +0200
Subject: [PATCH 0433/1386] Slightly modify docker instructions for arm64

---
 docs/docker_quickstart.md | 26 ++++++++++++++++----------
 1 file changed, 16 insertions(+), 10 deletions(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 51386a4e3..3a85aa885 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -67,21 +67,24 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
         # image: freqtradeorg/freqtrade:develop_pi
         ```
 
-=== "ARM 64 Systenms (Jetson Nano, Mac M1, Raspberry Pi 4 8GB)"
+=== "ARM 64 Systenms (Mac M1, Raspberry Pi 4, Jetson Nano)"
     In case of a Mac M1, make sure that your docker installation is running in native mode
+    Arm64 images are not yet provided via Docker Hub and need to be build locally first.
+    Depending on the device, this may take a few minutes (Apple M1) or multiple hours (Raspberry Pi)
 
     ``` bash
-    mkdir ft_userdata
-    cd ft_userdata/
-
-    # arm64 images are not yet provided via Docker Hub and need to be build locally first. Depending on the device,
-    # this may take a few minutes (Apple M1) or up to two hours (Raspberry Pi)
+    # Clone Freqtrade repository
     git clone  https://github.com/freqtrade/freqtrade.git
-    docker build -f ./freqtrade/docker/Dockerfile.aarch64 -t freqtradeorg/freqtrade:develop_arm64 freqtrade
+    cd freqtrade
+    # Optionally switch to the stable version
+    git checkout stable   
 
-    # Download the docker-compose file from the repository
-    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
+    # Modify your docker-compose file to enable building and change the image name 
+    # (see the Note Box below for necessary changes)
 
+    # Build image
+    docker-compose build
+    
     # Create user directory structure
     docker-compose run --rm freqtrade create-userdir --userdir user_data
 
@@ -92,7 +95,10 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
     !!! Note "Change your docker Image"
         You have to change the docker image in the docker-compose file for your arm64 build to work properly.
         ``` yml
-        image: freqtradeorg/freqtrade:develop_arm64
+        image: freqtradeorg/freqtrade:custom_arm64
+        build:
+          context: .
+          dockerfile: "./docker/Dockerfile.aarch64"
         ```
 
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.

From 1055862bc0d691196c564e405a142ef258b03486 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 12 May 2021 21:15:01 +0200
Subject: [PATCH 0434/1386] Extract data-load + dump from hyperopt

(Reduces memory-usage as the dataframes go out of scope)
---
 freqtrade/optimize/hyperopt.py | 16 ++++++++++------
 1 file changed, 10 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 422879451..534da34fc 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -345,12 +345,7 @@ class Hyperopt:
     def _set_random_state(self, random_state: Optional[int]) -> int:
         return random_state or random.randint(1, 2**16 - 1)
 
-    def start(self) -> None:
-        self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
-        logger.info(f"Using optimizer random state: {self.random_state}")
-        self.hyperopt_table_header = -1
-        # Initialize spaces ...
-        self.init_spaces()
+    def prepare_hyperopt_data(self) -> None:
         data, timerange = self.backtesting.load_bt_data()
         logger.info("Dataload complete. Calculating indicators")
         preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
@@ -367,6 +362,15 @@ class Hyperopt:
 
         dump(preprocessed, self.data_pickle_file)
 
+    def start(self) -> None:
+        self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
+        logger.info(f"Using optimizer random state: {self.random_state}")
+        self.hyperopt_table_header = -1
+        # Initialize spaces ...
+        self.init_spaces()
+
+        self.prepare_hyperopt_data()
+
         # We don't need exchange instance anymore while running hyperopt
         self.backtesting.exchange.close()
         self.backtesting.exchange._api = None  # type: ignore

From ecee42f5615b87560b54b19049dd0662bb80eec9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 13 May 2021 20:13:04 +0200
Subject: [PATCH 0435/1386] Read pickle file in mmap mode

---
 freqtrade/optimize/hyperopt.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 534da34fc..4f8c0ea8b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -270,7 +270,7 @@ class Hyperopt:
             self.backtesting.strategy.trailing_only_offset_is_reached = \
                 d['trailing_only_offset_is_reached']
 
-        processed = load(self.data_pickle_file)
+        processed = load(self.data_pickle_file, mmap_mode='r+')
 
         bt_results = self.backtesting.backtest(
             processed=processed,

From 09756e300799ff8e6115ba6ac2d358c211d5835d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 14 May 2021 06:36:18 +0200
Subject: [PATCH 0436/1386] Subplots should always be included in responses

---
 freqtrade/rpc/api_server/api_schemas.py | 2 +-
 freqtrade/rpc/rpc.py                    | 4 +++-
 tests/rpc/test_rpc_apiserver.py         | 8 ++++++++
 3 files changed, 12 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index e582f6aa8..c324f8828 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -268,7 +268,7 @@ class DeleteTrade(BaseModel):
 
 class PlotConfig_(BaseModel):
     main_plot: Dict[str, Any]
-    subplots: Optional[Dict[str, Any]]
+    subplots: Dict[str, Any]
 
 
 class PlotConfig(BaseModel):
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index fd97ad7d4..d7564bc65 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -845,5 +845,7 @@ class RPC:
                                               df_analyzed, arrow.Arrow.utcnow().datetime)
 
     def _rpc_plot_config(self) -> Dict[str, Any]:
-
+        if (self._freqtrade.strategy.plot_config and
+                'subplots' not in self._freqtrade.strategy.plot_config):
+            self._freqtrade.strategy.plot_config['subplots'] = {}
         return self._freqtrade.strategy.plot_config
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 69d312e65..fc0dee14b 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1142,6 +1142,14 @@ def test_api_plot_config(botclient):
     assert_response(rc)
     assert rc.json() == ftbot.strategy.plot_config
     assert isinstance(rc.json()['main_plot'], dict)
+    assert isinstance(rc.json()['subplots'], dict)
+
+    ftbot.strategy.plot_config = {'main_plot': {'sma': {}}}
+    rc = client_get(client, f"{BASE_URI}/plot_config")
+    assert_response(rc)
+
+    assert isinstance(rc.json()['main_plot'], dict)
+    assert isinstance(rc.json()['subplots'], dict)
 
 
 def test_api_strategies(botclient):

From 4bc018a4568c2dbd200875cba61fdd1534004190 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 14 May 2021 07:18:10 +0200
Subject: [PATCH 0437/1386] Change rate back to "open" for custom_sell

closes #4920
---
 freqtrade/strategy/interface.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7483abf6d..e2cde52eb 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -573,6 +573,10 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         sell_signal = SellType.NONE
         custom_reason = ''
+        # use provided rate in backtesting, not high/low.
+        current_rate = rate
+        current_profit = trade.calc_profit_ratio(current_rate)
+
         if (ask_strategy.get('sell_profit_only', False)
                 and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
             # sell_profit_only and profit doesn't reach the offset - ignore sell signal

From 09b6923e5042983a348aee55547e830d9f6927f8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 14 May 2021 07:22:51 +0200
Subject: [PATCH 0438/1386] Use "choose" link for new issues

---
 README.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/README.md b/README.md
index 6fd59b62d..ab9597a77 100644
--- a/README.md
+++ b/README.md
@@ -154,7 +154,7 @@ You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/
 If you discover a bug in the bot, please
 [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 first. If it hasn't been reported, please
-[create a new issue](https://github.com/freqtrade/freqtrade/issues/new) and
+[create a new issue](https://github.com/freqtrade/freqtrade/issues/new/choose) and
 ensure you follow the template guide so that our team can assist you as
 quickly as possible.
 
@@ -163,7 +163,7 @@ quickly as possible.
 Have you a great idea to improve the bot you want to share? Please,
 first search if this feature was not [already discussed](https://github.com/freqtrade/freqtrade/labels/enhancement).
 If it hasn't been requested, please
-[create a new request](https://github.com/freqtrade/freqtrade/issues/new)
+[create a new request](https://github.com/freqtrade/freqtrade/issues/new/choose)
 and ensure you follow the template guide so that it does not get lost
 in the bug reports.
 

From 330fb538a9890100acbdba59a637fde616467e92 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <19151258+rokups@users.noreply.github.com>
Date: Fri, 14 May 2021 10:43:48 +0300
Subject: [PATCH 0439/1386] Couple tweaks for docs.

---
 docs/strategy-advanced.md | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index d533d81cd..417218bc3 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -62,7 +62,7 @@ class AwesomeStrategy(IStrategy):
 
         # In dry/live runs trade open date will not match candle open date therefore it must be 
         # rounded.
-        trade_date = timeframe_to_prev_date(trade.open_date_utc)
+        trade_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
         # Look up trade candle.
         trade_candle = dataframe.loc[dataframe['date'] == trade_date]
         # trade_candle may be None for trades that just opened as it is still incomplete.
@@ -91,8 +91,6 @@ Using custom_sell() signals in place of stoplosses though *is not recommended*.
 An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day:
 
 ``` python
-from freqtrade.strategy import IStrategy, timeframe_to_prev_date
-
 class AwesomeStrategy(IStrategy):
     def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
                     current_profit: float, **kwargs):

From 5e73195b304de01f92ee841468c9d419f877f93a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 15 May 2021 07:01:32 +0200
Subject: [PATCH 0440/1386] Use linux lineseperator at all times

---
 freqtrade/optimize/hyperopt.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 4f8c0ea8b..3d156cccd 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -5,7 +5,6 @@ This module contains the hyperopt logic
 """
 
 import logging
-import os
 import random
 import warnings
 from datetime import datetime, timezone
@@ -164,7 +163,7 @@ class Hyperopt:
         """
         with self.results_file.open('a') as f:
             rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
-            f.write(os.linesep)
+            f.write("\n")
 
         self.num_epochs_saved += 1
         logger.debug(f"{self.num_epochs_saved} {plural(self.num_epochs_saved, 'epoch')} "

From 0ace35bf3d2dc9071093b830f56944fe5f5e207f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 15 May 2021 08:14:50 +0200
Subject: [PATCH 0441/1386] Fix unreferenced error

---
 freqtrade/rpc/rpc.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index d7564bc65..2c54d743e 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -178,7 +178,7 @@ class RPC:
                     current_rate = trade.close_rate
                 current_profit = trade.calc_profit_ratio(current_rate)
                 current_profit_abs = trade.calc_profit(current_rate)
-
+                current_profit_fiat: Optional[float] = None
                 # Calculate fiat profit
                 if self._fiat_converter:
                     current_profit_fiat = self._fiat_converter.convert_amount(

From 2eac23a15f7c3b1d032fa19bd233da0840fcbf30 Mon Sep 17 00:00:00 2001
From: Brook Miles <brookmiles@users.noreply.github.com>
Date: Sat, 15 May 2021 15:38:51 +0900
Subject: [PATCH 0442/1386] if stoploss price is above the candle high, set it
 to candle open instead.  this can occur if stoploss had previously been
 reached but the sell was prevented by `confirm_trade_exit`

---
 freqtrade/optimize/backtesting.py | 6 ++++++
 1 file changed, 6 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index e057d8189..689fb9516 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -218,6 +218,12 @@ class Backtesting:
         """
         # Special handling if high or low hit STOP_LOSS or ROI
         if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
+            if trade.stop_loss > sell_row[HIGH_IDX]:
+                # our stoploss was already higher than candle high,
+                # possibly due to a cancelled trade exit.
+                # sell at open price.
+                return sell_row[OPEN_IDX]
+
             # Set close_rate to stoploss
             return trade.stop_loss
         elif sell.sell_type == (SellType.ROI):

From e1447f955cc1ce0b90439175b935eb7a65a33148 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 15 May 2021 10:50:00 +0200
Subject: [PATCH 0443/1386] /locks should always respond, even if there's no
 locks

closes #4942
---
 freqtrade/rpc/telegram.py      | 3 +++
 tests/rpc/test_rpc_telegram.py | 5 +++++
 2 files changed, 8 insertions(+)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index c619559de..8aa96f7b1 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -751,6 +751,9 @@ class Telegram(RPCHandler):
         Returns the currently active locks
         """
         rpc_locks = self._rpc._rpc_locks()
+        if not rpc_locks['locks']:
+            self._send_msg('No active locks.', parse_mode=ParseMode.HTML)
+
         for locks in chunks(rpc_locks['locks'], 25):
             message = tabulate([[
                 lock['id'],
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 6d42a6845..37b5045f8 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -969,6 +969,11 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
     patch_get_signal(freqtradebot, (True, False))
+    telegram._locks(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
+
+    msg_mock.reset_mock()
 
     PairLocks.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=4).datetime, 'randreason')
     PairLocks.lock_pair('XRP/BTC', arrow.utcnow().shift(minutes=20).datetime, 'deadbeef')

From 29fed37df3e92de97cc9a0a75651207fd37c9c3a Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 13 May 2021 09:47:28 +0300
Subject: [PATCH 0444/1386] Fix exception when few pairs with no data do not
 result in aborting backtest.

Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.

Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.

Exception:
```
Traceback (most recent call last):
  File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
    return_code = args['func'](args)
  File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
    backtesting.start()
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
    results = self.backtest(
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
    data: Dict = self._get_ohlcv_as_lists(processed)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
    pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
    iloc._setitem_with_indexer(indexer, value, self.name)
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
    raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
---
 freqtrade/optimize/backtesting.py | 22 +++++++++++++++-------
 1 file changed, 15 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index e057d8189..450b88f3b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -9,7 +9,7 @@ from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from typing import Any, Dict, List, Optional, Tuple
 
-from pandas import DataFrame, NaT
+from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
 from freqtrade.constants import DATETIME_PRINT_FORMAT
@@ -457,13 +457,21 @@ class Backtesting:
         preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
 
         # Trim startup period from analyzed dataframe
-        for pair, df in preprocessed.items():
-            preprocessed[pair] = trim_dataframe(df, timerange,
-                                                startup_candles=self.required_startup)
-        min_date, max_date = history.get_timerange(preprocessed)
-        if min_date is NaT or max_date is NaT:
+        for pair in list(preprocessed):
+            df = preprocessed[pair]
+            df = trim_dataframe(df, timerange, startup_candles=self.required_startup)
+            if len(df) > 0:
+                preprocessed[pair] = df
+            else:
+                logger.warning(f'{pair} has no data left after adjusting for startup candles, '
+                               f'skipping.')
+                del preprocessed[pair]
+
+        if not preprocessed:
             raise OperationalException(
-                "No data left after adjusting for startup candles. ")
+                "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).')

From 2d5f465f1b4646f23244692abf0c719cc3ba1cb5 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 13 May 2021 11:49:12 +0300
Subject: [PATCH 0445/1386] Fix protections being loaded multiple times for
 first strategy when backtesting.

---
 freqtrade/optimize/backtesting.py      |  2 --
 freqtrade/optimize/hyperopt.py         |  1 +
 tests/optimize/test_backtest_detail.py |  1 +
 tests/optimize/test_backtesting.py     | 16 ++++++++++++++++
 4 files changed, 18 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 450b88f3b..f05a0d88b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -115,8 +115,6 @@ class Backtesting:
 
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
-        # Load one (first) strategy
-        self._set_strategy(self.strategylist[0])
 
     def __del__(self):
         LoggingMixin.show_output = True
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 5ccf02d01..5ba242bd1 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -79,6 +79,7 @@ class Hyperopt:
             self.custom_hyperopt = HyperOptAuto(self.config)
         else:
             self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
+        self.backtesting._set_strategy(self.backtesting.strategylist[0])
         self.custom_hyperopt.strategy = self.backtesting.strategy
 
         self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 7da7709c6..ca2baaf33 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -493,6 +493,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.advise_buy = lambda a, m: frame
     backtesting.strategy.advise_sell = lambda a, m: frame
     caplog.set_level(logging.DEBUG)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 2ebea564b..03a65b159 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -83,6 +83,7 @@ def simple_backtest(config, contour, mocker, testdatadir) -> None:
     patch_exchange(mocker)
     config['timeframe'] = '1m'
     backtesting = Backtesting(config)
+    backtesting._set_strategy(backtesting.strategylist[0])
 
     data = load_data_test(contour, testdatadir)
     processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
@@ -106,6 +107,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
     data = trim_dictlist(data, -201)
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
     min_date, max_date = get_timerange(processed)
     return {
@@ -285,6 +287,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     patch_exchange(mocker)
     get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     assert backtesting.config == default_conf
     assert backtesting.timeframe == '5m'
     assert callable(backtesting.strategy.ohlcvdata_to_dataframe)
@@ -315,11 +318,13 @@ def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
 
     fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     assert backtesting.fee == 0.1234
     assert fee_mock.call_count == 0
 
     default_conf['fee'] = 0.0
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     assert backtesting.fee == 0.0
     assert fee_mock.call_count == 0
 
@@ -330,6 +335,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     data = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
                              fill_up_missing=True)
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
     assert len(processed['UNITTEST/BTC']) == 102
 
@@ -361,6 +367,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     default_conf['timerange'] = '-1510694220'
 
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.bot_loop_start = MagicMock()
     backtesting.start()
     # check the logs, that will contain the backtest result
@@ -393,6 +400,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
     default_conf['timerange'] = '20180101-20180102'
 
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     with pytest.raises(OperationalException, match='No data found. Terminating.'):
         backtesting.start()
 
@@ -465,6 +473,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     default_conf['stake_amount'] = 'unlimited'
     default_conf['max_open_trades'] = 2
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     pair = 'UNITTEST/BTC'
     row = [
         pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
@@ -508,6 +517,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     pair = 'UNITTEST/BTC'
     timerange = TimeRange('date', None, 1517227800, 0)
     data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
@@ -570,6 +580,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
 
     # Run a backtesting for an exiting 1min timeframe
     timerange = TimeRange.parse_timerange('1510688220-1510700340')
@@ -591,6 +602,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
 def test_processed(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
 
     dict_of_tickerrows = load_data_test('raise', testdatadir)
     dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows)
@@ -661,6 +673,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
 
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.advise_buy = fun  # Override
     backtesting.strategy.advise_sell = fun  # Override
     result = backtesting.backtest(**backtest_conf)
@@ -676,6 +689,7 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
 
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.advise_buy = fun  # Override
     backtesting.strategy.advise_sell = fun  # Override
     result = backtesting.backtest(**backtest_conf)
@@ -689,6 +703,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
                                         pair='UNITTEST/BTC', datadir=testdatadir)
     default_conf['timeframe'] = '1m'
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.advise_buy = _trend_alternate  # Override
     backtesting.strategy.advise_sell = _trend_alternate  # Override
     result = backtesting.backtest(**backtest_conf)
@@ -731,6 +746,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     default_conf['timeframe'] = '5m'
 
     backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.advise_buy = _trend_alternate_hold  # Override
     backtesting.strategy.advise_sell = _trend_alternate_hold  # Override
 

From 88da1f109b3563a0f3c59d643be9c67de8ed0b89 Mon Sep 17 00:00:00 2001
From: Brook Miles <brookmiles@users.noreply.github.com>
Date: Sat, 15 May 2021 20:15:19 +0900
Subject: [PATCH 0446/1386] fix #4412 download-data does not stop downloading
 at the specified TIMERANGE end date

---
 freqtrade/data/history/history_utils.py | 11 ++++++++---
 1 file changed, 8 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 32c7ce7f9..383913f66 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -265,9 +265,13 @@ def _download_trades_history(exchange: Exchange,
     """
     try:
 
-        since = timerange.startts * 1000 if \
-            (timerange and timerange.starttype == 'date') else int(arrow.utcnow().shift(
-                days=-new_pairs_days).float_timestamp) * 1000
+        until = None
+        if (timerange and timerange.starttype == 'date'):
+          since = timerange.startts * 1000
+          if timerange.stoptype == 'date':
+            until = timerange.stopts * 1000
+        else:
+          since = int(arrow.utcnow().shift(days=-new_pairs_days).float_timestamp) * 1000
 
         trades = data_handler.trades_load(pair)
 
@@ -295,6 +299,7 @@ def _download_trades_history(exchange: Exchange,
         # Default since_ms to 30 days if nothing is given
         new_trades = exchange.get_historic_trades(pair=pair,
                                                   since=since,
+                                                  until=until,
                                                   from_id=from_id,
                                                   )
         trades.extend(new_trades[1])

From db17b1a851f749afc0335a8579e0dc1df19c47ce Mon Sep 17 00:00:00 2001
From: Brook Miles <brookmiles@users.noreply.github.com>
Date: Sat, 15 May 2021 20:20:36 +0900
Subject: [PATCH 0447/1386] fix indentation

---
 freqtrade/data/history/history_utils.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 383913f66..86e9f75e6 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -267,11 +267,11 @@ def _download_trades_history(exchange: Exchange,
 
         until = None
         if (timerange and timerange.starttype == 'date'):
-          since = timerange.startts * 1000
-          if timerange.stoptype == 'date':
-            until = timerange.stopts * 1000
+            since = timerange.startts * 1000
+            if timerange.stoptype == 'date':
+                until = timerange.stopts * 1000
         else:
-          since = int(arrow.utcnow().shift(days=-new_pairs_days).float_timestamp) * 1000
+            since = int(arrow.utcnow().shift(days=-new_pairs_days).float_timestamp) * 1000
 
         trades = data_handler.trades_load(pair)
 

From 8e987784984c60a50857efd08e8ae57566da432e Mon Sep 17 00:00:00 2001
From: JoeSchr <JoeSchr@users.noreply.github.com>
Date: Sat, 15 May 2021 15:21:21 +0200
Subject: [PATCH 0448/1386] Update installation.md

Fix typo
---
 docs/installation.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/installation.md b/docs/installation.md
index 18f5f4d68..c19965a18 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -269,7 +269,7 @@ git clone https://github.com/freqtrade/freqtrade.git
 cd freqtrade      
 ```
 
-#### Freqtrade instal: Conda Environment
+#### Freqtrade install: Conda Environment
 
 Prepare conda-freqtrade environment, using file `environment.yml`, which exist in main freqtrade directory
 

From 2ecb42a63971908901facc9823198082c976a3ce Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 15 May 2021 15:52:02 +0200
Subject: [PATCH 0449/1386] Improve rest-api doc config samples

---
 docs/rest-api.md | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

diff --git a/docs/rest-api.md b/docs/rest-api.md
index a0029a44c..b9b2b29be 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -71,7 +71,10 @@ If you run your bot using docker, you'll need to have the bot listen to incoming
     "api_server": {
         "enabled": true,
         "listen_ip_address": "0.0.0.0",
-        "listen_port": 8080
+        "listen_port": 8080,
+        "username": "Freqtrader",
+        "password": "SuperSecret1!",
+        //...
     },
 ```
 
@@ -106,7 +109,10 @@ By default, the script assumes `127.0.0.1` (localhost) and port `8080` to be use
     "api_server": {
         "enabled": true,
         "listen_ip_address": "0.0.0.0",
-        "listen_port": 8080
+        "listen_port": 8080,
+        "username": "Freqtrader",
+        "password": "SuperSecret1!",
+        //...
     }
 }
 ```

From 6b2a38ccfb9aa3802e6ecc0061d6ee7f09110784 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 15 May 2021 19:39:46 +0200
Subject: [PATCH 0450/1386] Add absolute Profit to apiserver

---
 freqtrade/persistence/models.py         | 8 +++++---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 tests/rpc/test_rpc_apiserver.py         | 9 ++++++---
 3 files changed, 12 insertions(+), 6 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index afd51366a..8d2c9d1d3 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -815,18 +815,20 @@ class Trade(_DECL_BASE, LocalTrade):
         pair_rates = Trade.query.with_entities(
             Trade.pair,
             func.sum(Trade.close_profit).label('profit_sum'),
+            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
             func.count(Trade.pair).label('count')
         ).filter(Trade.is_open.is_(False))\
             .group_by(Trade.pair) \
-            .order_by(desc('profit_sum')) \
+            .order_by(desc('profit_sum_abs')) \
             .all()
         return [
             {
                 'pair': pair,
-                'profit': rate,
+                'profit': profit,
+                'profit_abs': profit_abs,
                 'count': count
             }
-            for pair, rate, count in pair_rates
+            for pair, profit, profit_abs, count in pair_rates
         ]
 
     @staticmethod
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index c324f8828..4d06d3ecf 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -57,6 +57,7 @@ class Count(BaseModel):
 class PerformanceEntry(BaseModel):
     pair: str
     profit: float
+    profit_abs: float
     count: int
 
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index fc0dee14b..1a66b2e81 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -710,7 +710,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
     assert 'draws' in rc.json()['durations']
 
 
-def test_api_performance(botclient, mocker, ticker, fee):
+def test_api_performance(botclient, fee):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))
 
@@ -728,6 +728,7 @@ def test_api_performance(botclient, mocker, ticker, fee):
 
     )
     trade.close_profit = trade.calc_profit_ratio()
+    trade.close_profit_abs = trade.calc_profit()
     Trade.query.session.add(trade)
 
     trade = Trade(
@@ -743,14 +744,16 @@ def test_api_performance(botclient, mocker, ticker, fee):
         close_rate=0.391
     )
     trade.close_profit = trade.calc_profit_ratio()
+    trade.close_profit_abs = trade.calc_profit()
+
     Trade.query.session.add(trade)
     Trade.query.session.flush()
 
     rc = client_get(client, f"{BASE_URI}/performance")
     assert_response(rc)
     assert len(rc.json()) == 2
-    assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61},
-                         {'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57}]
+    assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_abs': 0.01872279},
+                         {'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_abs': -0.1150375}]
 
 
 def test_api_status(botclient, mocker, ticker, fee, markets):

From 2d7735ba048f1eb18a2301e9824432633721d32e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 15 May 2021 19:49:21 +0200
Subject: [PATCH 0451/1386] Update telegram to sort performance by absolute
 performance

---
 docs/telegram-usage.md         | 10 +++++-----
 freqtrade/rpc/telegram.py      |  7 +++++--
 tests/rpc/test_rpc_telegram.py |  2 +-
 3 files changed, 11 insertions(+), 8 deletions(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 824cb17c7..07f5fe7dd 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -262,11 +262,11 @@ Note that for this to work, `forcebuy_enable` needs to be set to true.
 
 Return the performance of each crypto-currency the bot has sold.
 > Performance:
-> 1. `RCN/BTC 57.77%`  
-> 2. `PAY/BTC 56.91%`  
-> 3. `VIB/BTC 47.07%`  
-> 4. `SALT/BTC 30.24%`  
-> 5. `STORJ/BTC 27.24%`  
+> 1. `RCN/BTC 0.003 BTC (57.77%) (1)`
+> 2. `PAY/BTC 0.0012 BTC (56.91%) (1)`
+> 3. `VIB/BTC 0.0011 BTC (47.07%) (1)`
+> 4. `SALT/BTC 0.0010 BTC (30.24%) (1)`
+> 5. `STORJ/BTC 0.0009 BTC (27.24%) (1)`
 > ...  
 
 ### /balance
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 8aa96f7b1..2e288ee33 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -711,8 +711,11 @@ class Telegram(RPCHandler):
             trades = self._rpc._rpc_performance()
             output = "<b>Performance:</b>\n"
             for i, trade in enumerate(trades):
-                stat_line = (f"{i+1}.\t <code>{trade['pair']}\t{trade['profit']:.2f}% "
-                             f"({trade['count']})</code>\n")
+                stat_line = (
+                    f"{i+1}.\t <code>{trade['pair']}\t"
+                    f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
+                    f"({trade['profit']:.2f}%) "
+                    f"({trade['count']})</code>\n")
 
                 if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
                     self._send_msg(output, parse_mode=ParseMode.HTML)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 37b5045f8..6008ede66 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -929,7 +929,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
     telegram._performance(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>ETH/BTC\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
 
 
 def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:

From 0b1dd0d20382f9f287dba6e28f16515edb70b02b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 16 May 2021 09:08:13 +0200
Subject: [PATCH 0452/1386] Use correct order_id for ftx

closes #4511
---
 freqtrade/exchange/exchange.py |  3 +++
 freqtrade/exchange/ftx.py      |  6 ++++++
 freqtrade/freqtradebot.py      |  4 ++--
 tests/exchange/test_ftx.py     | 23 +++++++++++++++++++++++
 4 files changed, 34 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 5696724b9..474eabcf3 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1239,6 +1239,9 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
+        return order['id']
+
     @retrier
     def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
                 price: float = 1, taker_or_maker: str = 'maker') -> float:
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index fdfd5a674..9009e9492 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -8,6 +8,7 @@ from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, Invali
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
+from freqtrade.misc import safe_value_fallback2
 
 
 logger = logging.getLogger(__name__)
@@ -135,3 +136,8 @@ class Ftx(Exchange):
                 f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
+
+    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
+        if order['type'] == 'stop':
+            return safe_value_fallback2(order['info'], order, 'orderId', 'id')
+        return order['id']
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index b3379a462..f451741a2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1427,8 +1427,8 @@ class FreqtradeBot(LoggingMixin):
         """
         fee-detection fallback to Trades. Parses result of fetch_my_trades to get correct fee.
         """
-        trades = self.exchange.get_trades_for_order(order['id'], trade.pair,
-                                                    trade.open_date)
+        trades = self.exchange.get_trades_for_order(self.exchange.get_order_id_conditional(order),
+                                                    trade.pair, trade.open_date)
 
         if len(trades) == 0:
             logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index 494d86e56..63d99acdf 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -157,3 +157,26 @@ def test_fetch_stoploss_order(default_conf, mocker):
                            'fetch_stoploss_order', 'fetch_orders',
                            retries=API_FETCH_ORDER_RETRY_COUNT + 1,
                            order_id='_', pair='TKN/BTC')
+
+
+def test_get_order_id(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
+    order = {
+        'type': STOPLOSS_ORDERTYPE,
+        'price': 1500,
+        'id': '1111',
+        'info': {
+            'orderId': '1234'
+        }
+    }
+    assert exchange.get_order_id_conditional(order) == '1234'
+
+    order = {
+        'type': 'limit',
+        'price': 1500,
+        'id': '1111',
+        'info': {
+            'orderId': '1234'
+        }
+    }
+    assert exchange.get_order_id_conditional(order) == '1111'

From 380754b8ab83187015a5d929e30c50150063fd53 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 16 May 2021 13:16:17 +0200
Subject: [PATCH 0453/1386] Fix typos in docstrings

---
 freqtrade/freqtradebot.py | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index f451741a2..4013072c9 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -630,7 +630,7 @@ class FreqtradeBot(LoggingMixin):
 
     def _notify_buy(self, trade: Trade, order_type: str) -> None:
         """
-        Sends rpc notification when a buy occured.
+        Sends rpc notification when a buy occurred.
         """
         msg = {
             'trade_id': trade.id,
@@ -652,7 +652,7 @@ class FreqtradeBot(LoggingMixin):
 
     def _notify_buy_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
         """
-        Sends rpc notification when a buy cancel occured.
+        Sends rpc notification when a buy cancel occurred.
         """
         current_rate = self.get_buy_rate(trade.pair, False)
 
@@ -713,7 +713,7 @@ class FreqtradeBot(LoggingMixin):
             except DependencyException as exception:
                 logger.warning('Unable to sell trade %s: %s', trade.pair, exception)
 
-        # Updating wallets if any trade occured
+        # Updating wallets if any trade occurred
         if trades_closed:
             self.wallets.update()
 
@@ -932,7 +932,7 @@ class FreqtradeBot(LoggingMixin):
         :return: None
         """
         if self.exchange.stoploss_adjust(trade.stop_loss, order):
-            # we check if the update is neccesary
+            # we check if the update is necessary
             update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
             if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:
                 # cancelling the current stoploss on exchange first
@@ -981,7 +981,7 @@ class FreqtradeBot(LoggingMixin):
 
     def check_handle_timedout(self) -> None:
         """
-        Check if any orders are timed out and cancel if neccessary
+        Check if any orders are timed out and cancel if necessary
         :param timeoutvalue: Number of minutes until order is considered timed out
         :return: None
         """
@@ -1230,7 +1230,7 @@ class FreqtradeBot(LoggingMixin):
 
     def _notify_sell(self, trade: Trade, order_type: str, fill: bool = False) -> None:
         """
-        Sends rpc notification when a sell occured.
+        Sends rpc notification when a sell occurred.
         """
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
@@ -1271,7 +1271,7 @@ class FreqtradeBot(LoggingMixin):
 
     def _notify_sell_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
         """
-        Sends rpc notification when a sell cancel occured.
+        Sends rpc notification when a sell cancel occurred.
         """
         if trade.sell_order_status == reason:
             return

From 6f389764701c23ca00f350e3f696bf9e84212fbd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 16 May 2021 14:15:24 +0200
Subject: [PATCH 0454/1386] Introduce cancel_stoploss_with_result

---
 freqtrade/exchange/exchange.py | 21 +++++++++++++++++++++
 freqtrade/freqtradebot.py      |  7 +++++--
 tests/test_freqtradebot.py     |  3 ++-
 tests/test_integration.py      |  2 +-
 4 files changed, 29 insertions(+), 4 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 474eabcf3..c0674cd05 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1120,6 +1120,27 @@ class Exchange:
 
         return order
 
+    def cancel_stoploss_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
+        """
+        Cancel stoploss order returning a result.
+        Creates a fake result if cancel order returns a non-usable result
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
+        :param order_id: stoploss-order-id to cancel
+        :param pair: Pair corresponding to order_id
+        :param amount: Amount to use for fake response
+        :return: Result from either cancel_order if usable, or fetch_order
+        """
+        corder = self.cancel_stoploss_order(order_id, pair)
+        if self.is_cancel_order_result_suitable(corder):
+            return corder
+        try:
+            order = self.fetch_stoploss_order(order_id, pair)
+        except InvalidOrderException:
+            logger.warning(f"Could not fetch cancelled stoploss order {order_id}.")
+            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
+
+        return order
+
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
     def fetch_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4013072c9..9bfc343f6 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -939,7 +939,8 @@ class FreqtradeBot(LoggingMixin):
                 logger.info(f"Cancelling current stoploss on exchange for pair {trade.pair} "
                             f"(orderid:{order['id']}) in order to add another one ...")
                 try:
-                    co = self.exchange.cancel_stoploss_order(order['id'], trade.pair)
+                    co = self.exchange.cancel_stoploss_order_with_result(order['id'], trade.pair,
+                                                                         trade.amount)
                     trade.update_order(co)
                 except InvalidOrderException:
                     logger.exception(f"Could not cancel stoploss order {order['id']} "
@@ -1172,7 +1173,9 @@ class FreqtradeBot(LoggingMixin):
         # First cancelling stoploss on exchange ...
         if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
             try:
-                self.exchange.cancel_stoploss_order(trade.stoploss_order_id, trade.pair)
+                co = self.exchange.cancel_stoploss_order_with_result(trade.stoploss_order_id,
+                                                                     trade.pair, trade.amount)
+                trade.update_order(co)
             except InvalidOrderException:
                 logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 785e866ae..df0715111 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1371,7 +1371,8 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     }
     mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
-    mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging)
+    mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order',
+                 return_value=stoploss_order_hanging)
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
 
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 217910961..33b3e1140 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -63,7 +63,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
         fetch_stoploss_order=stoploss_order_mock,
-        cancel_stoploss_order=cancel_order_mock,
+        cancel_stoploss_order_with_result=cancel_order_mock,
     )
 
     mocker.patch.multiple(

From 8f8d5dbff5175a8c411d90fb39d255733afc49a4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 16 May 2021 14:31:53 +0200
Subject: [PATCH 0455/1386] Add tests for sl_order_with_result

---
 tests/exchange/test_exchange.py | 41 +++++++++++++++++++++++++++++++++
 1 file changed, 41 insertions(+)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 573f41bda..54ffabd4f 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2084,6 +2084,47 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
                            order_id='_', pair='TKN/BTC')
 
 
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
+    default_conf['dry_run'] = False
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', return_value={'for': 123})
+    mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order', return_value={'for': 123})
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+
+    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+                 return_value={'fee': {}, 'status': 'canceled', 'amount': 1234})
+    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order',
+                 return_value={'fee': {}, 'status': 'canceled', 'amount': 1234})
+    co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
+    assert co == {'fee': {}, 'status': 'canceled', 'amount': 1234}
+
+    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+                 return_value='canceled')
+    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order',
+                 return_value='canceled')
+    # Fall back to fetch_stoploss_order
+    co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
+    assert co == {'for': 123}
+
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order',
+                 side_effect=InvalidOrderException(""))
+    mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order',
+                 side_effect=InvalidOrderException(""))
+
+    co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
+    assert co['amount'] == 555
+    assert co == {'fee': {}, 'status': 'canceled', 'amount': 555, 'info': {}}
+
+    with pytest.raises(InvalidOrderException):
+        mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+                     side_effect=InvalidOrderException("Did not find order"))
+        mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order',
+                     side_effect=InvalidOrderException("Did not find order"))
+        exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+        exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123)
+
+
+
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_order(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True

From c9ac67e985914bb3700c3401eeb95eb1f437cba0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 16 May 2021 14:50:25 +0200
Subject: [PATCH 0456/1386] Fix some typos

---
 freqtrade/exchange/exchange.py  | 4 ++--
 freqtrade/freqtradebot.py       | 8 ++++----
 tests/exchange/test_exchange.py | 1 -
 3 files changed, 6 insertions(+), 7 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c0674cd05..93d8f7584 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -466,7 +466,7 @@ class Exchange:
     def amount_to_precision(self, pair: str, amount: float) -> float:
         '''
         Returns the amount to buy or sell to a precision the Exchange accepts
-        Reimplementation of ccxt internal methods - ensuring we can test the result is correct
+        Re-implementation of ccxt internal methods - ensuring we can test the result is correct
         based on our definitions.
         '''
         if self.markets[pair]['precision']['amount']:
@@ -480,7 +480,7 @@ class Exchange:
     def price_to_precision(self, pair: str, price: float) -> float:
         '''
         Returns the price rounded up to the precision the Exchange accepts.
-        Partial Reimplementation of ccxt internal method decimal_to_precision(),
+        Partial Re-implementation of ccxt internal method decimal_to_precision(),
         which does not support rounding up
         TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
         align with amount_to_precision().
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 9bfc343f6..0bef29dd4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -267,7 +267,7 @@ class FreqtradeBot(LoggingMixin):
     def update_closed_trades_without_assigned_fees(self):
         """
         Update closed trades without close fees assigned.
-        Only acts when Orders are in the database, otherwise the last orderid is unknown.
+        Only acts when Orders are in the database, otherwise the last order-id is unknown.
         """
         if self.config['dry_run']:
             # Updating open orders in dry-run does not make sense and will fail.
@@ -1223,7 +1223,7 @@ class FreqtradeBot(LoggingMixin):
             self.update_trade_state(trade, trade.open_order_id, order)
         Trade.query.session.flush()
 
-        # Lock pair for one candle to prevent immediate rebuys
+        # Lock pair for one candle to prevent immediate re-buys
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                 reason='Auto lock')
 
@@ -1327,7 +1327,7 @@ class FreqtradeBot(LoggingMixin):
         Handles closing both buy and sell orders.
         :param trade: Trade object of the trade we're analyzing
         :param order_id: Order-id of the order we're analyzing
-        :param action_order: Already aquired order object
+        :param action_order: Already acquired order object
         :return: True if order has been cancelled without being filled partially, False otherwise
         """
         if not order_id:
@@ -1397,7 +1397,7 @@ class FreqtradeBot(LoggingMixin):
     def get_real_amount(self, trade: Trade, order: Dict) -> float:
         """
         Detect and update trade fee.
-        Calls trade.update_fee() uppon correct detection.
+        Calls trade.update_fee() upon correct detection.
         Returns modified amount if the fee was taken from the destination currency.
         Necessary for exchanges which charge fees in base currency (e.g. binance)
         :return: identical (or new) amount for the trade
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 54ffabd4f..b6b395802 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2124,7 +2124,6 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
         exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123)
 
 
-
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_order(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True

From 0d50e995634dac4e6e3d2a3fbbbcc776671a3618 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 16 May 2021 19:35:30 +0200
Subject: [PATCH 0457/1386] Fix Agefilter checking for > instead of >=

---
 freqtrade/plugins/pairlist/AgeFilter.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 837e99f2a..7c18460cb 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -86,7 +86,7 @@ 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:
                 # 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] = int(arrow.utcnow().float_timestamp) * 1000

From 37b71b8cfd49500b794cd75fa56e5c9019a6c3c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 16 May 2021 19:55:13 +0200
Subject: [PATCH 0458/1386] Fix PerformanceFilter failing in test-pairlist mode

---
 freqtrade/plugins/pairlist/PerformanceFilter.py |  7 ++++++-
 tests/plugins/test_pairlist.py                  | 15 ++++++++++++++-
 2 files changed, 20 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 73a9436fa..bf474cb21 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -39,7 +39,12 @@ class PerformanceFilter(IPairList):
         :return: new allowlist
         """
         # Get the trading performance for pairs from database
-        performance = pd.DataFrame(Trade.get_overall_performance())
+        try:
+            performance = pd.DataFrame(Trade.get_overall_performance())
+        except AttributeError:
+            # Performancefilter does not work in backtesting.
+            self.log_once("PerformanceFilter is not available in this mode.", logger.warning)
+            return pairlist
 
         # Skip performance-based sorting if no performance data is available
         if len(performance) == 0:
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 8b060c287..8347687da 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -7,10 +7,11 @@ import pytest
 
 from freqtrade.constants import AVAILABLE_PAIRLISTS
 from freqtrade.exceptions import OperationalException
+from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.resolvers import PairListResolver
-from tests.conftest import get_patched_freqtradebot, log_has, log_has_re
+from tests.conftest import get_patched_exchange, get_patched_freqtradebot, log_has, log_has_re
 
 
 @pytest.fixture(scope="function")
@@ -512,6 +513,18 @@ def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:
         PairListManager(MagicMock, whitelist_conf)
 
 
+def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
+    whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}]
+    if hasattr(Trade, 'query'):
+        del Trade.query
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    exchange = get_patched_exchange(mocker, whitelist_conf)
+    pm = PairListManager(exchange, whitelist_conf)
+    pm.refresh_pairlist()
+
+    assert log_has("PerformanceFilter is not available in this mode.", caplog)
+
+
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
 

From b0f854af9507db9a55c6922aab339c53bc4f5b97 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 May 2021 05:21:02 +0000
Subject: [PATCH 0459/1386] Bump ccxt from 1.49.73 to 1.50.6

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.49.73 to 1.50.6.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.49.73...1.50.6)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3c50fa586..54f308df5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.2
 pandas==1.2.4
 
-ccxt==1.49.73
+ccxt==1.50.6
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 78c77cca737bd3cb468aecfecae3db53afff19ef Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 May 2021 05:21:11 +0000
Subject: [PATCH 0460/1386] Bump pytest-cov from 2.11.1 to 2.12.0

Bumps [pytest-cov](https://github.com/pytest-dev/pytest-cov) from 2.11.1 to 2.12.0.
- [Release notes](https://github.com/pytest-dev/pytest-cov/releases)
- [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-cov/compare/v2.11.1...v2.12.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index be7ee6857..e85120b3c 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -10,7 +10,7 @@ flake8-tidy-imports==4.2.1
 mypy==0.812
 pytest==6.2.4
 pytest-asyncio==0.15.1
-pytest-cov==2.11.1
+pytest-cov==2.12.0
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
 isort==5.8.0

From 439ef197bc65e055208780a7bd088ff8814447d8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 May 2021 05:21:18 +0000
Subject: [PATCH 0461/1386] Bump flake8-tidy-imports from 4.2.1 to 4.3.0

Bumps [flake8-tidy-imports](https://github.com/adamchainz/flake8-tidy-imports) from 4.2.1 to 4.3.0.
- [Release notes](https://github.com/adamchainz/flake8-tidy-imports/releases)
- [Changelog](https://github.com/adamchainz/flake8-tidy-imports/blob/main/HISTORY.rst)
- [Commits](https://github.com/adamchainz/flake8-tidy-imports/compare/4.2.1...4.3.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index be7ee6857..1fb8e6e7d 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -6,7 +6,7 @@
 coveralls==3.0.1
 flake8==3.9.2
 flake8-type-annotations==0.1.0
-flake8-tidy-imports==4.2.1
+flake8-tidy-imports==4.3.0
 mypy==0.812
 pytest==6.2.4
 pytest-asyncio==0.15.1

From 976a026d3b027a0bb5a0bc106a4a5db4f14702ac Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 May 2021 05:21:31 +0000
Subject: [PATCH 0462/1386] Bump sqlalchemy from 1.4.14 to 1.4.15

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.14 to 1.4.15.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3c50fa586..f35138c30 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.49.73
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.14
+SQLAlchemy==1.4.15
 python-telegram-bot==13.5
 arrow==1.1.0
 cachetools==4.2.2

From 8143e6385307087d2b1d2a5facb6e9d4c320cbc3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 May 2021 05:21:36 +0000
Subject: [PATCH 0463/1386] Bump aiofiles from 0.6.0 to 0.7.0

Bumps [aiofiles](https://github.com/Tinche/aiofiles) from 0.6.0 to 0.7.0.
- [Release notes](https://github.com/Tinche/aiofiles/releases)
- [Commits](https://github.com/Tinche/aiofiles/compare/v0.6.0...v0.7.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3c50fa586..2987db0b0 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -34,7 +34,7 @@ sdnotify==0.3.2
 fastapi==0.64.0
 uvicorn==0.13.4
 pyjwt==2.1.0
-aiofiles==0.6.0
+aiofiles==0.7.0
 
 # Support for colorized terminal output
 colorama==0.4.4

From c0b61282fbe4fb03217d7243af1487250324b045 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 May 2021 05:21:52 +0000
Subject: [PATCH 0464/1386] Bump jinja2 from 2.11.3 to 3.0.0

Bumps [jinja2](https://github.com/pallets/jinja) from 2.11.3 to 3.0.0.
- [Release notes](https://github.com/pallets/jinja/releases)
- [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst)
- [Commits](https://github.com/pallets/jinja/compare/2.11.3...3.0.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3c50fa586..a3f818228 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -17,7 +17,7 @@ TA-Lib==0.4.19
 technical==1.3.0
 tabulate==0.8.9
 pycoingecko==2.0.0
-jinja2==2.11.3
+jinja2==3.0.0
 tables==3.6.1
 blosc==1.10.2
 

From 40ae21f3a8871bda3978d4a40934bff52e082f98 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 May 2021 07:59:36 +0000
Subject: [PATCH 0465/1386] Bump numpy from 1.20.2 to 1.20.3

Bumps [numpy](https://github.com/numpy/numpy) from 1.20.2 to 1.20.3.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.20.2...v1.20.3)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a9dce82c3..bd8c5e65d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.20.2
+numpy==1.20.3
 pandas==1.2.4
 
 ccxt==1.50.6

From 10ef0f54ac7847e34fc4f096a50b63144bafb42e Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Mon, 17 May 2021 11:12:11 +0300
Subject: [PATCH 0466/1386] Total row for telegram "/status table" command

---
 freqtrade/rpc/telegram.py | 19 +++++++++++++++++--
 1 file changed, 17 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 2e288ee33..157a2b9a5 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -5,6 +5,7 @@ This module manage Telegram communication
 """
 import json
 import logging
+import re
 from datetime import timedelta
 from html import escape
 from itertools import chain
@@ -354,19 +355,33 @@ class Telegram(RPCHandler):
         :return: None
         """
         try:
+            fiat_currency = self._config.get('fiat_display_currency', '')
             statlist, head = self._rpc._rpc_status_table(
-                self._config['stake_currency'], self._config.get('fiat_display_currency', ''))
+                self._config['stake_currency'], fiat_currency)
 
+            show_total = fiat_currency != ''
+            total_sum = 0
+            if show_total:
+                total_sum = sum(map(lambda m: float(m[1]) if m else 0, map(lambda trade: re.compile(".*\((-?\d*\.\d*)\)").match(trade[-1]), statlist)))
             max_trades_per_msg = 50
             """
             Calculate the number of messages of 50 trades per message
             0.99 is used to make sure that there are no extra (empty) messages
             As an example with 50 trades, there will be int(50/50 + 0.99) = 1 message
             """
-            for i in range(0, max(int(len(statlist) / max_trades_per_msg + 0.99), 1)):
+            messages_count = max(int(len(statlist) / max_trades_per_msg + 0.99), 1)
+            for i in range(0, messages_count):
+                if show_total and i == messages_count - 1:
+                    # append total line
+                    trades.append(["Total", "", "", f"{total_sum:.2f} {fiat_currency}"])
+
                 message = tabulate(statlist[i * max_trades_per_msg:(i + 1) * max_trades_per_msg],
                                    headers=head,
                                    tablefmt='simple')
+                if show_total and i == messages_count - 1:
+                    # insert separators line between Total
+                    lines = message.split("\n")
+                    message = "\n".join(lines[:-1] + [lines[1]] + [lines[-1]])
                 self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML)
         except RPCException as e:
             self._send_msg(str(e))

From 860a4d239065132760947d0da7e507e462292943 Mon Sep 17 00:00:00 2001
From: Robert Caulk <rob.caulk@gmail.com>
Date: Mon, 17 May 2021 11:40:57 +0200
Subject: [PATCH 0467/1386] update doc to reflect better empty dataframe check

---
 docs/strategy-advanced.md | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 417218bc3..f5f706cd6 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -65,9 +65,10 @@ class AwesomeStrategy(IStrategy):
         trade_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
         # Look up trade candle.
         trade_candle = dataframe.loc[dataframe['date'] == trade_date]
-        # trade_candle may be None for trades that just opened as it is still incomplete.
-        if trade_candle is not None:
+        # trade_candle may be empty for trades that just opened as it is still incomplete.
+        if trade_candle.empty:
             # <...>
+        trade_candle = trade_candle.squeeze()    
 ```
 
 !!! Warning "Using .iloc[-1]"

From 0abb9cfe2854ba02d02a048e74ee09667f5846a2 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Mon, 17 May 2021 12:41:44 +0300
Subject: [PATCH 0468/1386] Total row for telegram "/status table" command

---
 freqtrade/rpc/telegram.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 157a2b9a5..d4a79e860 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -371,11 +371,12 @@ class Telegram(RPCHandler):
             """
             messages_count = max(int(len(statlist) / max_trades_per_msg + 0.99), 1)
             for i in range(0, messages_count):
+                trades = statlist[i * max_trades_per_msg:(i + 1) * max_trades_per_msg]
                 if show_total and i == messages_count - 1:
                     # append total line
                     trades.append(["Total", "", "", f"{total_sum:.2f} {fiat_currency}"])
 
-                message = tabulate(statlist[i * max_trades_per_msg:(i + 1) * max_trades_per_msg],
+                message = tabulate(trades,
                                    headers=head,
                                    tablefmt='simple')
                 if show_total and i == messages_count - 1:

From d7479fda1fbc12bd1e48c40e1f4d0a4e0d79f22f Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Mon, 17 May 2021 12:53:57 +0300
Subject: [PATCH 0469/1386] Total row for telegram "/status table" command fix
 compiler warnings

---
 freqtrade/rpc/telegram.py | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index d4a79e860..11b84de19 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -362,7 +362,11 @@ class Telegram(RPCHandler):
             show_total = fiat_currency != ''
             total_sum = 0
             if show_total:
-                total_sum = sum(map(lambda m: float(m[1]) if m else 0, map(lambda trade: re.compile(".*\((-?\d*\.\d*)\)").match(trade[-1]), statlist)))
+                total_sum = sum(
+                    map(lambda m: float(m[1]) if m else 0,
+                        map(lambda trade: re.compile(".*\\((-?\\d*\\.\\d*)\\)").match(trade[-1]),
+                            statlist))
+                )
             max_trades_per_msg = 50
             """
             Calculate the number of messages of 50 trades per message

From 915ff7e1bf1887795b4a561d737c9b2f56b2eba8 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Mon, 17 May 2021 13:03:20 +0300
Subject: [PATCH 0470/1386] Total row for telegram "/status table" command fix
 mypy warnings

---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 11b84de19..6a12488d1 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -363,7 +363,7 @@ class Telegram(RPCHandler):
             total_sum = 0
             if show_total:
                 total_sum = sum(
-                    map(lambda m: float(m[1]) if m else 0,
+                    map(lambda m: float(m[1]) if m else 0.0,
                         map(lambda trade: re.compile(".*\\((-?\\d*\\.\\d*)\\)").match(trade[-1]),
                             statlist))
                 )

From 196fde44e070274dca17b2c219c790100d8ec691 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Mon, 17 May 2021 14:45:54 +0300
Subject: [PATCH 0471/1386] Total row for telegram "/status table" command work
 around mypy warning

---
 freqtrade/rpc/telegram.py | 13 +++++++------
 1 file changed, 7 insertions(+), 6 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 6a12488d1..1e0fad8fd 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -360,13 +360,14 @@ class Telegram(RPCHandler):
                 self._config['stake_currency'], fiat_currency)
 
             show_total = fiat_currency != ''
-            total_sum = 0
+            total_sum = 0.0
             if show_total:
-                total_sum = sum(
-                    map(lambda m: float(m[1]) if m else 0.0,
-                        map(lambda trade: re.compile(".*\\((-?\\d*\\.\\d*)\\)").match(trade[-1]),
-                            statlist))
-                )
+                r = re.compile(".*\\((-?\\d*\\.\\d*)\\)")
+                for trade in statlist:
+                    m = r.match(trade[-1])
+                    if m is not None:
+                        total_sum += float(m[1])
+
             max_trades_per_msg = 50
             """
             Calculate the number of messages of 50 trades per message

From cb50298bfec480ca9df5fa437033deeeac357c7f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 17 May 2021 12:05:13 +0000
Subject: [PATCH 0472/1386] Bump fastapi from 0.64.0 to 0.65.1

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.64.0 to 0.65.1.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.64.0...0.65.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 762d2f491..f55cc0bdc 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.0
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.64.0
+fastapi==0.65.1
 uvicorn==0.13.4
 pyjwt==2.1.0
 aiofiles==0.7.0

From 3ad8fa2f38cdd28322b2839e53674a17b66a610e Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Mon, 17 May 2021 15:59:03 +0300
Subject: [PATCH 0473/1386] Total row for telegram "/status table" command
 moved sum calculation to API

---
 freqtrade/rpc/rpc.py      |  6 ++++--
 freqtrade/rpc/telegram.py | 16 ++++------------
 tests/rpc/test_rpc.py     |  9 ++++++---
 3 files changed, 14 insertions(+), 17 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 2c54d743e..9b0ef2ad0 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -220,12 +220,13 @@ class RPC:
             return results
 
     def _rpc_status_table(self, stake_currency: str,
-                          fiat_display_currency: str) -> Tuple[List, List]:
+                          fiat_display_currency: str) -> Tuple[List, List, float]:
         trades = Trade.get_open_trades()
         if not trades:
             raise RPCException('no active trade')
         else:
             trades_list = []
+            fiat_profit_sum = NAN
             for trade in trades:
                 # calculate profit and send message to user
                 try:
@@ -243,6 +244,7 @@ class RPC:
                     )
                     if fiat_profit and not isnan(fiat_profit):
                         profit_str += f" ({fiat_profit:.2f})"
+                        fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) else fiat_profit_sum + fiat_profit
                 trades_list.append([
                     trade.id,
                     trade.pair + ('*' if (trade.open_order_id is not None
@@ -256,7 +258,7 @@ class RPC:
                 profitcol += " (" + fiat_display_currency + ")"
 
             columns = ['ID', 'Pair', 'Since', profitcol]
-            return trades_list, columns
+            return trades_list, columns, fiat_profit_sum
 
     def _rpc_daily_profit(
             self, timescale: int,
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 1e0fad8fd..bdb1590a5 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -5,10 +5,10 @@ This module manage Telegram communication
 """
 import json
 import logging
-import re
 from datetime import timedelta
 from html import escape
 from itertools import chain
+from math import isnan
 from typing import Any, Callable, Dict, List, Union
 
 import arrow
@@ -356,18 +356,10 @@ class Telegram(RPCHandler):
         """
         try:
             fiat_currency = self._config.get('fiat_display_currency', '')
-            statlist, head = self._rpc._rpc_status_table(
+            statlist, head, fiat_profit_sum = self._rpc._rpc_status_table(
                 self._config['stake_currency'], fiat_currency)
 
-            show_total = fiat_currency != ''
-            total_sum = 0.0
-            if show_total:
-                r = re.compile(".*\\((-?\\d*\\.\\d*)\\)")
-                for trade in statlist:
-                    m = r.match(trade[-1])
-                    if m is not None:
-                        total_sum += float(m[1])
-
+            show_total = not isnan(fiat_profit_sum) and len(statlist) > 1
             max_trades_per_msg = 50
             """
             Calculate the number of messages of 50 trades per message
@@ -379,7 +371,7 @@ class Telegram(RPCHandler):
                 trades = statlist[i * max_trades_per_msg:(i + 1) * max_trades_per_msg]
                 if show_total and i == messages_count - 1:
                     # append total line
-                    trades.append(["Total", "", "", f"{total_sum:.2f} {fiat_currency}"])
+                    trades.append(["Total", "", "", f"{fiat_profit_sum:.2f} {fiat_currency}"])
 
                 message = tabulate(trades,
                                    headers=head,
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 6d31e7635..0ae214615 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -199,28 +199,31 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
 
     freqtradebot.enter_positions()
 
-    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
+    result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "Since" in headers
     assert "Pair" in headers
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
     assert '-0.41%' == result[0][3]
+    assert isnan(fiat_profit_sum)
     # Test with fiatconvert
 
     rpc._fiat_converter = CryptoToFiatConverter()
-    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
+    result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "Since" in headers
     assert "Pair" in headers
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
     assert '-0.41% (-0.06)' == result[0][3]
+    assert -0.06 == fiat_profit_sum
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
-    result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
+    result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
     assert 'nan%' == result[0][3]
+    assert isnan(fiat_profit_sum)
 
 
 def test_rpc_daily_profit(default_conf, update, ticker, fee,

From 459fae6d80608f45b5f34dcfb61a0de388035d5f Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Mon, 17 May 2021 16:22:48 +0300
Subject: [PATCH 0474/1386] Total row for telegram "/status table" command
 fixes

---
 freqtrade/rpc/rpc.py  | 3 ++-
 tests/rpc/test_rpc.py | 2 +-
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 9b0ef2ad0..3f26619a9 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -244,7 +244,8 @@ class RPC:
                     )
                     if fiat_profit and not isnan(fiat_profit):
                         profit_str += f" ({fiat_profit:.2f})"
-                        fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) else fiat_profit_sum + fiat_profit
+                        fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) \
+                            else fiat_profit_sum + fiat_profit
                 trades_list.append([
                     trade.id,
                     trade.pair + ('*' if (trade.open_order_id is not None
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 0ae214615..b005fb105 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -215,7 +215,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
     assert '-0.41% (-0.06)' == result[0][3]
-    assert -0.06 == fiat_profit_sum
+    assert '-0.06' == f'{fiat_profit_sum:.2f}'
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))

From 30063963982ec6ea5e56ad0fbb3783f43d4f1713 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 16 May 2021 20:34:02 +0200
Subject: [PATCH 0475/1386] Fix docstring typo

---
 freqtrade/plugins/pairlist/AgeFilter.py            | 2 +-
 freqtrade/plugins/pairlist/IPairList.py            | 2 +-
 freqtrade/plugins/pairlist/PrecisionFilter.py      | 2 +-
 freqtrade/plugins/pairlist/PriceFilter.py          | 2 +-
 freqtrade/plugins/pairlist/SpreadFilter.py         | 2 +-
 freqtrade/plugins/pairlist/VolatilityFilter.py     | 2 +-
 freqtrade/plugins/pairlist/rangestabilityfilter.py | 2 +-
 7 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 7c18460cb..8f623b062 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -78,7 +78,7 @@ class AgeFilter(IPairList):
         """
         Validate age for the ticker
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
         # Check symbol in cache
diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index 3e6252fc4..01eec7e90 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -68,7 +68,7 @@ class IPairList(LoggingMixin, ABC):
         filter_pairlist() method.
 
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
         raise NotImplementedError()
diff --git a/freqtrade/plugins/pairlist/PrecisionFilter.py b/freqtrade/plugins/pairlist/PrecisionFilter.py
index 519337f29..a3c262e8c 100644
--- a/freqtrade/plugins/pairlist/PrecisionFilter.py
+++ b/freqtrade/plugins/pairlist/PrecisionFilter.py
@@ -48,7 +48,7 @@ class PrecisionFilter(IPairList):
         Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
         low value pairs.
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
         stop_price = ticker['ask'] * self._stoploss
diff --git a/freqtrade/plugins/pairlist/PriceFilter.py b/freqtrade/plugins/pairlist/PriceFilter.py
index a0579b196..7f2fa4444 100644
--- a/freqtrade/plugins/pairlist/PriceFilter.py
+++ b/freqtrade/plugins/pairlist/PriceFilter.py
@@ -61,7 +61,7 @@ class PriceFilter(IPairList):
         """
         Check if if one price-step (pip) is > than a certain barrier.
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
         if ticker.get('last', None) is None or ticker.get('last') == 0:
diff --git a/freqtrade/plugins/pairlist/SpreadFilter.py b/freqtrade/plugins/pairlist/SpreadFilter.py
index 9fa211750..1b152774b 100644
--- a/freqtrade/plugins/pairlist/SpreadFilter.py
+++ b/freqtrade/plugins/pairlist/SpreadFilter.py
@@ -40,7 +40,7 @@ class SpreadFilter(IPairList):
         """
         Validate spread for the ticker
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
         if 'bid' in ticker and 'ask' in ticker and ticker['ask']:
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index 400b1577d..bc617a1db 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -90,7 +90,7 @@ class VolatilityFilter(IPairList):
         """
         Validate trading range
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
         # Check symbol in cache
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 6565e92c1..8be61166b 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -83,7 +83,7 @@ class RangeStabilityFilter(IPairList):
         """
         Validate trading range
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
         # Check symbol in cache

From 369f19df6be9fa0141953a2ababa39e6c7447862 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 17 May 2021 06:47:49 +0200
Subject: [PATCH 0476/1386] Add valuefilter to Pricefilters

---
 docs/includes/pairlists.md                |  6 ++++
 freqtrade/plugins/pairlist/IPairList.py   |  6 ++--
 freqtrade/plugins/pairlist/PriceFilter.py | 36 +++++++++++++++++++++--
 tests/plugins/test_pairlist.py            |  8 +++++
 4 files changed, 51 insertions(+), 5 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 20883c825..ce0cc6e57 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -112,6 +112,7 @@ The `PriceFilter` allows filtering of pairs by price. Currently the following pr
 
 * `min_price`
 * `max_price`
+* `max_value`
 * `low_price_ratio`
 
 The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs.
@@ -120,6 +121,11 @@ This option is disabled by default, and will only apply if set to > 0.
 The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs.
 This option is disabled by default, and will only apply if set to > 0.
 
+The `max_value` setting removes pairs where the minimum value change is above a specified value.
+This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20$) as the coin has risen sharply since the last limit adaption.
+As a result of the above, you can only buy for 20$, or 40$ - but not for 25$.
+On exchanges that deduct fees from the receiving currency (e.g. FTX) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
+
 The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to > 0.
 
diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index 01eec7e90..74348b1a7 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -7,7 +7,7 @@ from copy import deepcopy
 from typing import Any, Dict, List
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import market_is_active
+from freqtrade.exchange import Exchange, market_is_active
 from freqtrade.mixins import LoggingMixin
 
 
@@ -16,7 +16,7 @@ logger = logging.getLogger(__name__)
 
 class IPairList(LoggingMixin, ABC):
 
-    def __init__(self, exchange, pairlistmanager,
+    def __init__(self, exchange: Exchange, pairlistmanager,
                  config: Dict[str, Any], pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         """
@@ -28,7 +28,7 @@ class IPairList(LoggingMixin, ABC):
         """
         self._enabled = True
 
-        self._exchange = exchange
+        self._exchange: Exchange = exchange
         self._pairlistmanager = pairlistmanager
         self._config = config
         self._pairlistconfig = pairlistconfig
diff --git a/freqtrade/plugins/pairlist/PriceFilter.py b/freqtrade/plugins/pairlist/PriceFilter.py
index 7f2fa4444..f25ab8fd0 100644
--- a/freqtrade/plugins/pairlist/PriceFilter.py
+++ b/freqtrade/plugins/pairlist/PriceFilter.py
@@ -27,9 +27,13 @@ class PriceFilter(IPairList):
         self._max_price = pairlistconfig.get('max_price', 0)
         if self._max_price < 0:
             raise OperationalException("PriceFilter requires max_price to be >= 0")
+        self._max_value = pairlistconfig.get('max_value', 0)
+        if self._max_value < 0:
+            raise OperationalException("PriceFilter requires max_value to be >= 0")
         self._enabled = ((self._low_price_ratio > 0) or
                          (self._min_price > 0) or
-                         (self._max_price > 0))
+                         (self._max_price > 0) or
+                         (self._max_value))
 
     @property
     def needstickers(self) -> bool:
@@ -51,6 +55,8 @@ class PriceFilter(IPairList):
             active_price_filters.append(f"below {self._min_price:.8f}")
         if self._max_price != 0:
             active_price_filters.append(f"above {self._max_price:.8f}")
+        if self._max_value != 0:
+            active_price_filters.append(f"Value above {self._max_value:.8f}")
 
         if len(active_price_filters):
             return f"{self.name} - Filtering pairs priced {' or '.join(active_price_filters)}."
@@ -79,6 +85,32 @@ class PriceFilter(IPairList):
                               f"because 1 unit is {changeperc * 100:.3f}%", logger.info)
                 return False
 
+        # Perform low_amount check
+        if self._max_value != 0:
+            price = ticker['last']
+            market = self._exchange.markets[pair]
+            limits = market['limits']
+            if ('amount' in limits and 'min' in limits['amount']
+                    and limits['amount']['min'] is not None):
+                min_amount = limits['amount']['min']
+                min_precision = market['precision']['amount']
+
+                min_value = min_amount * price
+                if self._exchange.precisionMode == 4:
+                    # tick size
+                    next_value = (min_amount + min_precision) * price
+                else:
+                    # Decimal places
+                    min_precision = pow(0.1, min_precision)
+                    next_value = (min_amount + min_precision) * price
+                diff = next_value - min_value
+
+                if diff > self._max_value:
+                    self.log_once(f"Removed {pair} from whitelist, "
+                                  f"because min value change of {diff} > {self._max_value}) ",
+                                  logger.info)
+                    return False
+
         # Perform min_price check.
         if self._min_price != 0:
             if ticker['last'] < self._min_price:
@@ -89,7 +121,7 @@ class PriceFilter(IPairList):
         # Perform max_price check.
         if self._max_price != 0:
             if ticker['last'] > self._max_price:
-                self.log_once(f"Removed {ticker['symbol']} from whitelist, "
+                self.log_once(f"Removed {pair} from whitelist, "
                               f"because last price > {self._max_price:.8f}", logger.info)
                 return False
 
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 8347687da..552f47679 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -800,6 +800,10 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
      "[{'PriceFilter': 'PriceFilter - Filtering pairs priced below 0.00002000.'}]",
      None
      ),
+    ({"method": "PriceFilter", "max_value": 0.00002000},
+     "[{'PriceFilter': 'PriceFilter - Filtering pairs priced Value above 0.00002000.'}]",
+     None
+     ),
     ({"method": "PriceFilter"},
      "[{'PriceFilter': 'PriceFilter - No price filters configured.'}]",
      None
@@ -816,6 +820,10 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
      None,
      "PriceFilter requires max_price to be >= 0"
      ),  # OperationalException expected
+    ({"method": "PriceFilter", "max_value": -1.00010000},
+     None,
+     "PriceFilter requires max_value to be >= 0"
+     ),  # OperationalException expected
     ({"method": "RangeStabilityFilter", "lookback_days": 10, "min_rate_of_change": 0.01},
      "[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "
      "0.01 over the last days.'}]",

From 6659a070796d3619e80951269ee3c99e5ebb39a4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 17 May 2021 06:47:58 +0200
Subject: [PATCH 0477/1386] Add tests for max-value filter

---
 freqtrade/plugins/pairlist/PriceFilter.py | 2 +-
 tests/plugins/test_pairlist.py            | 5 +++++
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/PriceFilter.py b/freqtrade/plugins/pairlist/PriceFilter.py
index f25ab8fd0..ece9f54a8 100644
--- a/freqtrade/plugins/pairlist/PriceFilter.py
+++ b/freqtrade/plugins/pairlist/PriceFilter.py
@@ -33,7 +33,7 @@ class PriceFilter(IPairList):
         self._enabled = ((self._low_price_ratio > 0) or
                          (self._min_price > 0) or
                          (self._max_price > 0) or
-                         (self._max_value))
+                         (self._max_value > 0))
 
     @property
     def needstickers(self) -> bool:
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 552f47679..5e2274ce3 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -407,6 +407,9 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.02}],
         "USDT", ['ETH/USDT', 'NANO/USDT']),
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "PriceFilter", "max_value": 0.000001}],
+        "USDT", ['NANO/USDT']),
     ([{"method": "StaticPairList"},
       {"method": "RangeStabilityFilter", "lookback_days": 10,
        "min_rate_of_change": 0.01, "refresh_period": 1440}],
@@ -489,6 +492,8 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                                    r'because last price < .*%$', caplog) or
                         log_has_re(r'^Removed .* from whitelist, '
                                    r'because last price > .*%$', caplog) or
+                        log_has_re(r'^Removed .* from whitelist, '
+                                   r'because min value change of .*', caplog) or
                         log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] "
                                    r"is empty.*", caplog))
             if pairlist['method'] == 'VolumePairList':

From 6aa574fa2b0095f64c946955397b4d7c152fabc8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 17 May 2021 20:58:50 +0200
Subject: [PATCH 0478/1386] Convert ROI result to proper json object

closes #4952
---
 freqtrade/optimize/hyperopt.py  | 3 ++-
 tests/optimize/test_hyperopt.py | 8 ++++----
 2 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 45f6bfb88..d28373c2f 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -185,7 +185,8 @@ class Hyperopt:
         if HyperoptTools.has_space(self.config, 'sell'):
             result['sell'] = {p.name: params.get(p.name) for p in self.sell_space}
         if HyperoptTools.has_space(self.config, 'roi'):
-            result['roi'] = self.custom_hyperopt.generate_roi_table(params)
+            result['roi'] = {str(k): v for k, v in
+                             self.custom_hyperopt.generate_roi_table(params).items()}
         if HyperoptTools.has_space(self.config, 'stoploss'):
             result['stoploss'] = {p.name: params.get(p.name) for p in self.stoploss_space}
         if HyperoptTools.has_space(self.config, 'trailing'):
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index a0c475efb..f23d5bc9e 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -649,10 +649,10 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                    'rsi-enabled': False,
                                    'rsi-value': 0,
                                    'trigger': 'macd_cross_signal'},
-                           'roi': {0: 0.12000000000000001,
-                                   20.0: 0.02,
-                                   50.0: 0.01,
-                                   110.0: 0},
+                           'roi': {"0": 0.12000000000000001,
+                                   "20.0": 0.02,
+                                   "50.0": 0.01,
+                                   "110.0": 0},
                            'sell': {'sell-adx-enabled': False,
                                     'sell-adx-value': 0,
                                     'sell-fastd-enabled': True,

From 36eba0f110a2551bfdfb2c96045e93a770fcdeaa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 17 May 2021 21:05:48 +0200
Subject: [PATCH 0479/1386] Don't use "r+" memmap, but "r2

---
 freqtrade/optimize/hyperopt.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d28373c2f..11a1a36f2 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -271,7 +271,7 @@ class Hyperopt:
             self.backtesting.strategy.trailing_only_offset_is_reached = \
                 d['trailing_only_offset_is_reached']
 
-        processed = load(self.data_pickle_file, mmap_mode='r+')
+        processed = load(self.data_pickle_file, mmap_mode='r')
 
         bt_results = self.backtesting.backtest(
             processed=processed,

From 16c22c7b68527c6376ef7e03b5fad0a6efedc34c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 18 May 2021 19:16:25 +0200
Subject: [PATCH 0480/1386] Add pair name to stoploss

helps debugging #4972
---
 freqtrade/edge/edge_positioning.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 0449d6ebe..4bc0d660b 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -209,7 +209,7 @@ class Edge:
         if pair in self._cached_pairs:
             return self._cached_pairs[pair].stoploss
         else:
-            logger.warning('tried to access stoploss of a non-existing pair, '
+            logger.warning(f'Tried to access stoploss of non-existing pair {pair}, '
                            'strategy stoploss is returned instead.')
             return self.strategy.stoploss
 

From 2565f91bc2956070c1e45ef0b18f022adbd86041 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 18 May 2021 19:33:17 +0200
Subject: [PATCH 0481/1386] Adjust tests to reflect new stoploss behaviour

---
 tests/optimize/test_backtest_detail.py | 20 +++++++++++++++++++-
 1 file changed, 19 insertions(+), 1 deletion(-)

diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 7da7709c6..9d88d166a 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -185,7 +185,7 @@ tc11 = BTContainer(data=[
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [3, 5000, 5150, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
@@ -440,6 +440,23 @@ tc27 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
 )
 
+# Test 28: trailing_stop should raise so candle 3 causes a stoploss
+# Same case than tc11 - but candle 3 "gaps down" - the stoploss will be above the candle,
+# therefore "open" will be used
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
+tc28 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -469,6 +486,7 @@ TESTS = [
     tc25,
     tc26,
     tc27,
+    tc28,
 ]
 
 

From 7a9853bfe1a094b655bc2923e230d92b81d51efa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 18 May 2021 20:39:55 +0200
Subject: [PATCH 0482/1386] Fix "Too many open Files" exception

---
 freqtrade/optimize/hyperopt.py  | 4 ++--
 tests/optimize/test_hyperopt.py | 1 +
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 11a1a36f2..326ae144c 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -271,8 +271,8 @@ class Hyperopt:
             self.backtesting.strategy.trailing_only_offset_is_reached = \
                 d['trailing_only_offset_is_reached']
 
-        processed = load(self.data_pickle_file, mmap_mode='r')
-
+        with self.data_pickle_file.open('rb') as f:
+            processed = load(f, mmap_mode='r')
         bt_results = self.backtesting.backtest(
             processed=processed,
             start_date=self.min_date,
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index f23d5bc9e..b80ede734 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -600,6 +600,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.get_timerange',
                  return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
     patch_exchange(mocker)
+    mocker.patch.object(Path, 'open')
     mocker.patch('freqtrade.optimize.hyperopt.load', return_value={'XRP/BTC': None})
 
     optimizer_param = {

From 75f88b466a6c29b64bb270adecc7cdd7dc039b81 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 18 May 2021 19:30:36 -0400
Subject: [PATCH 0483/1386] add ability to choose unit in unfilled timeout

---
 docs/configuration.md     | 5 +++--
 freqtrade/constants.py    | 4 +++-
 freqtrade/freqtradebot.py | 5 +++--
 3 files changed, 9 insertions(+), 5 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 37395c5ee..eff8fe322 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -68,8 +68,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
 | `fee` | Fee used during backtesting / dry-runs. Should normally not be configured, which has freqtrade fall back to the exchange default fee. Set as ratio (e.g. 0.001 = 0.1%). Fee is applied twice for each trade, once when buying, once when selling. <br> **Datatype:** Float (as ratio)
-| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
-| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
+| `unfilledtimeout.buy` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
+| `unfilledtimeout.sell` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
+| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `minutes`.* <br> **Datatype:** String
 | `bid_strategy.price_side` | Select the side of the spread the bot should look at to get the buy rate. [More information below](#buy-price-side).<br> *Defaults to `bid`.* <br> **Datatype:** String (either `ask` or `bid`).
 | `bid_strategy.ask_last_balance` | **Required.** Interpolate the bidding price. More information [below](#buy-price-without-orderbook-enabled).
 | `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> **Datatype:** Boolean
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index bfd1e72f1..5ec60eb59 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -11,6 +11,7 @@ DEFAULT_EXCHANGE = 'bittrex'
 PROCESS_THROTTLE_SECS = 5  # sec
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
+TIMEOUT_UNITS = ['minutes', 'seconds']
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
@@ -137,7 +138,8 @@ CONF_SCHEMA = {
             'type': 'object',
             'properties': {
                 'buy': {'type': 'number', 'minimum': 1},
-                'sell': {'type': 'number', 'minimum': 1}
+                'sell': {'type': 'number', 'minimum': 1},
+                'unit': {'type': 'string', 'enum': TIMEOUT_UNITS, 'default': 'minutes'}
             }
         },
         'bid_strategy': {
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0bef29dd4..fa372e6e8 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -974,8 +974,9 @@ class FreqtradeBot(LoggingMixin):
         timeout = self.config.get('unfilledtimeout', {}).get(side)
         ordertime = arrow.get(order['datetime']).datetime
         if timeout is not None:
-            timeout_threshold = arrow.utcnow().shift(minutes=-timeout).datetime
-
+            timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
+            timeout_kwargs = {timeout_unit: -timeout}
+            timeout_threshold = arrow.utcnow().shift(**timeout_kwargs).datetime
             return (order['status'] == 'open' and order['side'] == side
                     and ordertime < timeout_threshold)
         return False

From 082fb11bbedde8a9521f72c1018a1f2ba73357fc Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Thu, 20 May 2021 01:54:48 +0700
Subject: [PATCH 0484/1386] Avoid having error `cannot set a frame with no
 defined index and a scalar`

---
 freqtrade/optimize/backtesting.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c6b05c8c6..e6172282b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -191,8 +191,8 @@ class Backtesting:
         data: Dict = {}
         # Create dict with data
         for pair, pair_data in processed.items():
-            pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
-            pair_data.loc[:, 'sell'] = 0  # cleanup from previous run
+            pair_data['buy'] = 0  # cleanup from previous run
+            pair_data['sell'] = 0  # cleanup from previous run
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()

From e9841910e9f6670bcca5aa41952b806590bf91cd Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Thu, 20 May 2021 00:33:33 +0300
Subject: [PATCH 0485/1386] day/week options for Telegram '/profit' command

---
 README.md                 |  2 +-
 docs/telegram-usage.md    |  4 ++--
 freqtrade/rpc/rpc.py      |  5 +++--
 freqtrade/rpc/telegram.py | 17 +++++++++++++----
 4 files changed, 19 insertions(+), 9 deletions(-)

diff --git a/README.md b/README.md
index ab9597a77..ada31b42b 100644
--- a/README.md
+++ b/README.md
@@ -123,7 +123,7 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor
 - `/stop`: Stops the trader.
 - `/stopbuy`: Stop entering new trades.
 - `/status <trade_id>|[table]`: Lists all or specific open trades.
-- `/profit`: Lists cumulative profit from all finished trades
+- `/profit [day]|[week]`: Lists cumulative profit from all finished trades
 - `/forcesell <trade_id>|all`: Instantly sells the given trade (Ignoring `minimum_roi`).
 - `/performance`: Show performance of each finished trade grouped by pair
 - `/balance`: Show account balance per currency.
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 07f5fe7dd..c477921de 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -130,7 +130,7 @@ You can create your own keyboard in `config.json`:
 !!! Note "Supported Commands"
     Only the following commands are allowed. Command arguments are not supported!
 
-    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopbuy`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
+    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/profit day`, `/profit week`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopbuy`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
 
 ## Telegram commands
 
@@ -154,7 +154,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/count` | Displays number of trades used and available
 | `/locks` | Show currently locked pairs.
 | `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
-| `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
+| `/profit [day]|[week]` | Display a summary of your profit/loss from close trades and some stats about your performance
 | `/forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
 | `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
 | `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 2c54d743e..7a09c1b8f 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -352,9 +352,10 @@ class RPC:
         return {'sell_reasons': sell_reasons, 'durations': durations}
 
     def _rpc_trade_statistics(
-            self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
+            self, stake_currency: str, fiat_display_currency: str,
+            start_date: datetime = datetime.fromtimestamp(0)) -> Dict[str, Any]:
         """ Returns cumulative profit statistics """
-        trades = Trade.get_trades().order_by(Trade.id).all()
+        trades = Trade.get_trades([Trade.open_date >= start_date]).order_by(Trade.id).all()
 
         profit_all_coin = []
         profit_all_ratio = []
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 2e288ee33..ee7493938 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -5,7 +5,7 @@ This module manage Telegram communication
 """
 import json
 import logging
-from datetime import timedelta
+from datetime import datetime, timedelta
 from html import escape
 from itertools import chain
 from typing import Any, Callable, Dict, List, Union
@@ -98,7 +98,8 @@ class Telegram(RPCHandler):
         #       this needs refacoring of the whole telegram module (same
         #       problem in _help()).
         valid_keys: List[str] = ['/start', '/stop', '/status', '/status table',
-                                 '/trades', '/profit', '/performance', '/daily',
+                                 '/trades', '/performance', '/daily',
+                                 '/profit', '/profit day', '/profit week',
                                  '/stats', '/count', '/locks', '/balance',
                                  '/stopbuy', '/reload_config', '/show_config',
                                  '/logs', '/whitelist', '/blacklist', '/edge',
@@ -421,9 +422,17 @@ class Telegram(RPCHandler):
         stake_cur = self._config['stake_currency']
         fiat_disp_cur = self._config.get('fiat_display_currency', '')
 
+        start_date = datetime.fromtimestamp(0)
+        if context.args:
+            if 'day' in context.args:
+                start_date = datetime.utcnow().date()
+            elif 'week' in context.args:
+                start_date = datetime.utcnow().date() - timedelta(days=7)
+
         stats = self._rpc._rpc_trade_statistics(
             stake_cur,
-            fiat_disp_cur)
+            fiat_disp_cur,
+            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']
@@ -901,7 +910,7 @@ class Telegram(RPCHandler):
                    "                `pending buy orders are marked with an asterisk (*)`\n"
                    "                `pending sell orders are marked with a double asterisk (**)`\n"
                    "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
-                   "*/profit:* `Lists cumulative profit from all finished trades`\n"
+                   "*/profit [day]|[week]:* `Lists cumulative profit from all finished trades`\n"
                    "*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
                    "regardless of profit`\n"
                    f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"

From 935ed36433608a2beb3dabc15274171a3eb93d29 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Thu, 20 May 2021 01:10:22 +0300
Subject: [PATCH 0486/1386] day/week options for Telegram '/profit' command
 mypy fix

---
 freqtrade/rpc/telegram.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ee7493938..ebd1eacb2 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -5,7 +5,7 @@ This module manage Telegram communication
 """
 import json
 import logging
-from datetime import datetime, timedelta
+from datetime import datetime, date, timedelta
 from html import escape
 from itertools import chain
 from typing import Any, Callable, Dict, List, Union
@@ -425,9 +425,9 @@ class Telegram(RPCHandler):
         start_date = datetime.fromtimestamp(0)
         if context.args:
             if 'day' in context.args:
-                start_date = datetime.utcnow().date()
+                start_date = datetime.combine(date.today(), datetime.min.time())
             elif 'week' in context.args:
-                start_date = datetime.utcnow().date() - timedelta(days=7)
+                start_date = datetime.combine(date.today(), datetime.min.time()) - timedelta(days=7)
 
         stats = self._rpc._rpc_trade_statistics(
             stake_cur,

From 0358b5365fa2302520a4941122f0b40fecfe757d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 20 May 2021 06:25:40 +0200
Subject: [PATCH 0487/1386] Add "unfilledtimeout-unit" to full config sample

---
 config_full.json.example                | 3 ++-
 freqtrade/templates/base_config.json.j2 | 3 ++-
 2 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 973afe2c8..24d364fdf 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -23,7 +23,8 @@
     "stoploss": -0.10,
     "unfilledtimeout": {
         "buy": 10,
-        "sell": 30
+        "sell": 30,
+        "unit": "minutes"
     },
     "bid_strategy": {
         "price_side": "bid",
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 42f088f9f..8933ebc6a 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -9,7 +9,8 @@
     "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
         "buy": 10,
-        "sell": 30
+        "sell": 30,
+        "unit": "minutes"
     },
     "bid_strategy": {
         "price_side": "bid",

From 48210170e7a562205f459dd3568f810417c021fd Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Thu, 20 May 2021 11:49:25 +0700
Subject: [PATCH 0488/1386] wrap with is not empty

---
 freqtrade/optimize/backtesting.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index e6172282b..955b9e614 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -191,8 +191,9 @@ class Backtesting:
         data: Dict = {}
         # Create dict with data
         for pair, pair_data in processed.items():
-            pair_data['buy'] = 0  # cleanup from previous run
-            pair_data['sell'] = 0  # cleanup from previous run
+            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
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()

From 1b3bfb2e7fcb21914857cc103d4873377e3dd7d2 Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Thu, 20 May 2021 11:50:15 +0700
Subject: [PATCH 0489/1386] found root cause.

---
 freqtrade/optimize/hyperopt.py | 16 +++++++++++-----
 1 file changed, 11 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 326ae144c..0250935b9 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -349,19 +349,25 @@ class Hyperopt:
     def prepare_hyperopt_data(self) -> None:
         data, timerange = self.backtesting.load_bt_data()
         logger.info("Dataload complete. Calculating indicators")
-        preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
 
+        processed: Dict[str, DataFrame] = {}
+        preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
         # Trim startup period from analyzed dataframe
         for pair, df in preprocessed.items():
-            preprocessed[pair] = trim_dataframe(df, timerange,
-                                                startup_candles=self.backtesting.required_startup)
-        self.min_date, self.max_date = get_timerange(preprocessed)
+            trimed_df = trim_dataframe(df, timerange,
+                                       startup_candles=self.backtesting.required_startup)
+            if not trimed_df.empty:
+              processed[pair] = trimed_df
+            else:
+              logger.warn(f'Pair {pair} got removed because triming dataframe left nothing')
+
+        self.min_date, self.max_date = get_timerange(processed)
 
         logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'({(self.max_date - self.min_date).days} days)..')
 
-        dump(preprocessed, self.data_pickle_file)
+        dump(processed, self.data_pickle_file)
 
     def start(self) -> None:
         self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))

From c2b9da68e14d96c1b012170a7de69be83e28352f Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Thu, 20 May 2021 11:56:11 +0700
Subject: [PATCH 0490/1386] fix indent

---
 freqtrade/optimize/backtesting.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 955b9e614..0144d934b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -192,8 +192,8 @@ class Backtesting:
         # Create dict with data
         for pair, pair_data in processed.items():
             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
+                pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
+                pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()

From 6172e67fcd0693f292bf032acbb2383ce7b65c72 Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Thu, 20 May 2021 11:56:31 +0700
Subject: [PATCH 0491/1386] Update hyperopt.py

---
 freqtrade/optimize/hyperopt.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 0250935b9..3d4588145 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -357,9 +357,9 @@ class Hyperopt:
             trimed_df = trim_dataframe(df, timerange,
                                        startup_candles=self.backtesting.required_startup)
             if not trimed_df.empty:
-              processed[pair] = trimed_df
+                processed[pair] = trimed_df
             else:
-              logger.warn(f'Pair {pair} got removed because triming dataframe left nothing')
+                logger.warn(f'Pair {pair} got removed because triming dataframe left nothing')
 
         self.min_date, self.max_date = get_timerange(processed)
 

From 336f4aa6a787817d9a33ece738dc88c0a0e43af0 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Thu, 20 May 2021 08:17:08 +0300
Subject: [PATCH 0492/1386] day/week options for Telegram '/profit' command
 isort fix

---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ebd1eacb2..19c520efa 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -5,7 +5,7 @@ This module manage Telegram communication
 """
 import json
 import logging
-from datetime import datetime, date, timedelta
+from datetime import date, datetime, timedelta
 from html import escape
 from itertools import chain
 from typing import Any, Callable, Dict, List, Union

From 0045d3a726f266f720f6229c1ae5d1c073ab99b2 Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Fri, 21 May 2021 11:18:16 +0700
Subject: [PATCH 0493/1386] fix wrong json key

---
 scripts/rest_client.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 900b784f2..ece0a253e 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -396,7 +396,7 @@ def main(args):
         sys.exit()
 
     config = load_config(args['config'])
-    url = config.get('api_server', {}).get('server_url', '127.0.0.1')
+    url = config.get('api_server', {}).get('listen_ip_address', '127.0.0.1')
     port = config.get('api_server', {}).get('listen_port', '8080')
     username = config.get('api_server', {}).get('username')
     password = config.get('api_server', {}).get('password')

From 1a30e39222ae73ca32247ceccea1e881a437d6ca Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 08:06:27 +0200
Subject: [PATCH 0494/1386] Move squeeze into if block

---
 docs/strategy-advanced.md | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index f5f706cd6..52879c7b4 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -40,7 +40,6 @@ class AwesomeStrategy(IStrategy):
 !!! Note
     If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
 
-
 ## Dataframe access
 
 You may access dataframe in various strategy functions by querying it from dataprovider.
@@ -67,8 +66,8 @@ class AwesomeStrategy(IStrategy):
         trade_candle = dataframe.loc[dataframe['date'] == trade_date]
         # trade_candle may be empty for trades that just opened as it is still incomplete.
         if trade_candle.empty:
+            trade_candle = trade_candle.squeeze()
             # <...>
-        trade_candle = trade_candle.squeeze()    
 ```
 
 !!! Warning "Using .iloc[-1]"

From f398888865c732df55b0ecee3c775aba4d4a9ff4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 08:26:19 +0200
Subject: [PATCH 0495/1386] Refactor preprocessed trimming to seperate method

---
 freqtrade/data/converter.py       | 22 ++++++++++++++++++++++
 freqtrade/optimize/backtesting.py | 12 ++----------
 freqtrade/optimize/hyperopt.py    | 12 +++---------
 3 files changed, 27 insertions(+), 19 deletions(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index af6c6a2ef..7098834ec 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -10,6 +10,7 @@ from typing import Any, Dict, List
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
+from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
 
 
@@ -145,6 +146,27 @@ def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date',
     return df
 
 
+def trim_dataframes(preprocessed: Dict[str, DataFrame], timerange: TimeRange,
+                    startup_candles: int) -> Dict[str, DataFrame]:
+    """
+    Trim startup period from analyzed dataframes
+    :param preprocessed: Dict of pair: dataframe
+    :param timerange: timerange (use start and end date if available)
+    :param startup_candles: Startup-candles that should be removed
+    :return: Dict of trimmed dataframes
+    """
+    processed: Dict[str, DataFrame] = {}
+
+    for pair, df in preprocessed.items():
+        trimed_df = trim_dataframe(df, timerange, startup_candles=startup_candles)
+        if not trimed_df.empty:
+            processed[pair] = trimed_df
+        else:
+            logger.warning(f'{pair} has no data left after adjusting for startup candles, '
+                           f'skipping.')
+    return processed
+
+
 def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     """
     TODO: This should get a dedicated test
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 0144d934b..aff09921c 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -15,7 +15,7 @@ from freqtrade.configuration import TimeRange, remove_credentials, validate_conf
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data import history
 from freqtrade.data.btanalysis import trade_list_to_dataframe
-from freqtrade.data.converter import trim_dataframe
+from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -462,15 +462,7 @@ class Backtesting:
         preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
 
         # Trim startup period from analyzed dataframe
-        for pair in list(preprocessed):
-            df = preprocessed[pair]
-            df = trim_dataframe(df, timerange, startup_candles=self.required_startup)
-            if len(df) > 0:
-                preprocessed[pair] = df
-            else:
-                logger.warning(f'{pair} has no data left after adjusting for startup candles, '
-                               f'skipping.')
-                del preprocessed[pair]
+        preprocessed = trim_dataframes(preprocessed, timerange, self.required_startup)
 
         if not preprocessed:
             raise OperationalException(
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 3d4588145..cf5559a24 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -20,7 +20,7 @@ from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_
 from pandas import DataFrame
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
-from freqtrade.data.converter import trim_dataframe
+from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.history import get_timerange
 from freqtrade.misc import file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
@@ -350,16 +350,10 @@ class Hyperopt:
         data, timerange = self.backtesting.load_bt_data()
         logger.info("Dataload complete. Calculating indicators")
 
-        processed: Dict[str, DataFrame] = {}
         preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
+
         # Trim startup period from analyzed dataframe
-        for pair, df in preprocessed.items():
-            trimed_df = trim_dataframe(df, timerange,
-                                       startup_candles=self.backtesting.required_startup)
-            if not trimed_df.empty:
-                processed[pair] = trimed_df
-            else:
-                logger.warn(f'Pair {pair} got removed because triming dataframe left nothing')
+        processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)
 
         self.min_date, self.max_date = get_timerange(processed)
 

From 96ea10e56213000a2534e7433515b3ef9045cef6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 08:52:56 +0200
Subject: [PATCH 0496/1386] Fix circular import in hyperopt

---
 freqtrade/data/converter.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 7098834ec..ffee0c52c 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -10,7 +10,6 @@ from typing import Any, Dict, List
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
-from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
 
 
@@ -146,7 +145,7 @@ def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date',
     return df
 
 
-def trim_dataframes(preprocessed: Dict[str, DataFrame], timerange: TimeRange,
+def trim_dataframes(preprocessed: Dict[str, DataFrame], timerange,
                     startup_candles: int) -> Dict[str, DataFrame]:
     """
     Trim startup period from analyzed dataframes

From 0e6c1d28f466893d70008275de92198b2f17a446 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 09:32:18 +0200
Subject: [PATCH 0497/1386] Fix cleanup CI by updating action

---
 .github/workflows/ci.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 4169661c6..5a0837eb2 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -301,7 +301,7 @@ jobs:
     runs-on: ubuntu-20.04
     steps:
     - name: Cleanup previous runs on this branch
-      uses: rokroskar/workflow-run-cleanup-action@v0.3.2
+      uses: rokroskar/workflow-run-cleanup-action@v0.3.3
       if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/stable' && github.repository == 'freqtrade/freqtrade'"
       env:
         GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"

From edcfa940937d0141f74b1bdd4f8161f76746fb83 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 15 May 2021 11:26:22 +0300
Subject: [PATCH 0498/1386] Include zero duration trades in backtesting report.

---
 docs/backtesting.md                    | 1 +
 freqtrade/optimize/optimize_reports.py | 9 ++++++++-
 2 files changed, 9 insertions(+), 1 deletion(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index ee9926f32..8b3aa8cc1 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -413,6 +413,7 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Best day` / `Worst day`: Best and worst day based on daily profit.
 - `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
+- `Zero Duration Trades`: A number of trades that completed within same candle as they opened and had `trailing_stop_loss` sell reason. A significant amount of such trades may indicate that strategy is exploiting trailing stoploss behavior in backtesting and produces unrealistic results.
 - `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
 - `Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
 - `Drawdown high` / `Drawdown low`: Profit at the beginning and end of the largest drawdown period. A negative low value means initial capital lost.
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 2be3c3e62..b509f216f 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -208,6 +208,8 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
     winning_trades = results.loc[results['profit_ratio'] > 0]
     draw_trades = results.loc[results['profit_ratio'] == 0]
     losing_trades = results.loc[results['profit_ratio'] < 0]
+    zero_duration_trades = len(results.loc[(results['trade_duration'] == 0) &
+                                           (results['sell_reason'] == 'trailing_stop_loss')])
 
     return {
         'wins': len(winning_trades),
@@ -219,6 +221,7 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
                                if not winning_trades.empty else timedelta()),
         'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
                               if not losing_trades.empty else timedelta()),
+        'zero_duration_trades': zero_duration_trades,
     }
 
 
@@ -496,6 +499,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
     if len(strat_results['trades']) > 0:
         best_trade = max(strat_results['trades'], key=lambda x: x['profit_ratio'])
         worst_trade = min(strat_results['trades'], key=lambda x: x['profit_ratio'])
+        zero_duration_trades_percent =\
+            100.0 / strat_results['total_trades'] * strat_results['zero_duration_trades']
         metrics = [
             ('Backtesting from', strat_results['backtest_start']),
             ('Backtesting to', strat_results['backtest_end']),
@@ -508,7 +513,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                strat_results['stake_currency'])),
             ('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
                                                   strat_results['stake_currency'])),
-            ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2)}%"),
+            ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2):}%"),
             ('Trades per day', strat_results['trades_per_day']),
             ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
                                                    strat_results['stake_currency'])),
@@ -532,6 +537,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                 f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
+            ('Zero Duration Trades', f"{zero_duration_trades_percent:.1f}% "
+                                     f"({strat_results['zero_duration_trades']})"),
             ('', ''),  # Empty line to improve readability
 
             ('Min balance', round_coin_value(strat_results['csum_min'],

From e1dc1357ce37243f4f8ff214480d339b7249154c Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 15 May 2021 12:00:01 +0300
Subject: [PATCH 0499/1386] Add drawdown column to strategy summary table.

---
 docs/backtesting.md                     | 10 +++++-----
 freqtrade/optimize/optimize_reports.py  | 18 ++++++++++++++++-
 tests/optimize/test_optimize_reports.py | 26 ++++++++++++++++---------
 3 files changed, 39 insertions(+), 15 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 8b3aa8cc1..5ee0b8a49 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -473,11 +473,11 @@ There will be an additional table comparing win/losses of the different strategi
 Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy.
 
 ```
-=========================================================== STRATEGY SUMMARY ===========================================================
-| Strategy    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses |
-|:------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|
-| Strategy1   |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |
-| Strategy2   |   1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |
+=========================================================== STRATEGY SUMMARY =========================================================================
+| Strategy    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
+|:------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
+| Strategy1   |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
+| Strategy2   |   1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
 ```
 
 ## Next step
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index b509f216f..d8ef92e7c 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -164,6 +164,17 @@ def generate_strategy_comparison(all_results: Dict) -> List[Dict]:
         tabular_data.append(_generate_result_line(
             results['results'], results['config']['dry_run_wallet'], strategy)
             )
+        try:
+            max_drawdown_per, _, _, _, _ = calculate_max_drawdown(results['results'],
+                                                                  value_col='profit_ratio')
+            max_drawdown_abs, _, _, _, _ = calculate_max_drawdown(results['results'],
+                                                                  value_col='profit_abs')
+        except ValueError:
+            max_drawdown_per = 0
+            max_drawdown_abs = 0
+        tabular_data[-1]['max_drawdown_per'] = round(max_drawdown_per * 100, 2)
+        tabular_data[-1]['max_drawdown_abs'] = \
+            round_coin_value(max_drawdown_abs, results['config']['stake_currency'], False)
     return tabular_data
 
 
@@ -485,10 +496,15 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
     """
     floatfmt = _get_line_floatfmt(stake_currency)
     headers = _get_line_header('Strategy', stake_currency)
+    # _get_line_header() is also used for per-pair summary. Per-pair drawdown is mostly useless
+    # therefore we slip this column in only for strategy summary here.
+    headers.append(f'Drawdown {stake_currency}')
+    headers.append('Drawdown %')
 
     output = [[
         t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
-        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
+        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses'],
+        t['max_drawdown_abs'], t['max_drawdown_per']
     ] for t in strategy_results]
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(output, headers=headers,
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 1afa5c59c..e87cec6fa 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -1,3 +1,4 @@
+import datetime
 import re
 from datetime import timedelta
 from pathlib import Path
@@ -325,9 +326,12 @@ def test_text_table_strategy(default_conf):
     default_conf['max_open_trades'] = 2
     default_conf['dry_run_wallet'] = 3
     results = {}
+    date = datetime.datetime(year=2020, month=1, day=1, hour=12, minute=30)
+    delta = datetime.timedelta(days=1)
     results['TestStrategy1'] = {'results': pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'close_date': [date, date + delta, date + delta * 2],
             'profit_ratio': [0.1, 0.2, 0.3],
             'profit_abs': [0.2, 0.4, 0.5],
             'trade_duration': [10, 30, 10],
@@ -340,6 +344,7 @@ def test_text_table_strategy(default_conf):
     results['TestStrategy2'] = {'results': pd.DataFrame(
         {
             'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
+            'close_date': [date, date + delta, date + delta * 2],
             'profit_ratio': [0.4, 0.2, 0.3],
             'profit_abs': [0.4, 0.4, 0.5],
             'trade_duration': [15, 30, 15],
@@ -351,18 +356,21 @@ def test_text_table_strategy(default_conf):
     ), 'config': default_conf}
 
     result_str = (
-        '|      Strategy |   Buys |   Avg Profit % |   Cum Profit % |   Tot'
-        ' Profit BTC |   Tot Profit % |   Avg Duration |   Wins |   Draws |   Losses |\n'
-        '|---------------+--------+----------------+----------------+------------------+'
-        '----------------+----------------+--------+---------+----------|\n'
-        '| TestStrategy1 |      3 |          20.00 |          60.00 |       1.10000000 |'
-        '          36.67 |        0:17:00 |      3 |       0 |        0 |\n'
-        '| TestStrategy2 |      3 |          30.00 |          90.00 |       1.30000000 |'
-        '          43.33 |        0:20:00 |      3 |       0 |        0 |'
+        '|      Strategy |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC '
+        '|   Tot Profit % |   Avg Duration |   Wins |   Draws |   Losses |   Drawdown BTC '
+        '|   Drawdown % |\n'
+        '|---------------+--------+----------------+----------------+------------------'
+        '+----------------+----------------+--------+---------+----------+----------------'
+        '+--------------|\n'
+        '| TestStrategy1 |      3 |          20.00 |          60.00 |       1.10000000 '
+        '|          36.67 |        0:17:00 |      3 |       0 |        0 |              0 '
+        '|            0 |\n'
+        '| TestStrategy2 |      3 |          30.00 |          90.00 |       1.30000000 '
+        '|          43.33 |        0:20:00 |      3 |       0 |        0 |              0 '
+        '|            0 |'
     )
 
     strategy_results = generate_strategy_comparison(all_results=results)
-
     assert text_table_strategy(strategy_results, 'BTC') == result_str
 
 

From debd98ad9a6278ca026bdb7fb32f287687f994ee Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 21 May 2021 11:29:22 +0300
Subject: [PATCH 0500/1386] Make results table more compact by merging
 win/draw/loss columns and drawdown abs/% into single columns.

---
 freqtrade/optimize/optimize_reports.py | 34 +++++++++++++++++---------
 1 file changed, 22 insertions(+), 12 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index d8ef92e7c..68f315926 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -43,7 +43,7 @@ def _get_line_floatfmt(stake_currency: str) -> List[str]:
     Generate floatformat (goes in line with _generate_result_line())
     """
     return ['s', 'd', '.2f', '.2f', f'.{decimals_per_coin(stake_currency)}f',
-            '.2f', 'd', 'd', 'd', 'd']
+            '.2f', 'd', 's', 's']
 
 
 def _get_line_header(first_column: str, stake_currency: str) -> List[str]:
@@ -52,7 +52,11 @@ def _get_line_header(first_column: str, stake_currency: str) -> List[str]:
     """
     return [first_column, 'Buys', 'Avg Profit %', 'Cum Profit %',
             f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
-            'Wins', 'Draws', 'Losses']
+            'Win Draw Loss']
+
+
+def _generate_wins_draws_losses(wins, draws, losses):
+    return f'{wins:>4} {draws:>4} {losses:>4}'
 
 
 def _generate_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
@@ -451,7 +455,8 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
     floatfmt = _get_line_floatfmt(stake_currency)
     output = [[
         t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
-        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
+        t['profit_total_pct'], t['duration_avg'],
+        _generate_wins_draws_losses(t['wins'], t['draws'], t['losses'])
     ] for t in pair_results]
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(output, headers=headers,
@@ -468,9 +473,7 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     headers = [
         'Sell Reason',
         'Sells',
-        'Wins',
-        'Draws',
-        'Losses',
+        'Win Draws Loss',
         'Avg Profit %',
         'Cum Profit %',
         f'Tot Profit {stake_currency}',
@@ -478,7 +481,8 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     ]
 
     output = [[
-        t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
+        t['sell_reason'], t['trades'],
+        _generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
         t['profit_mean_pct'], t['profit_sum_pct'],
         round_coin_value(t['profit_total_abs'], stake_currency, False),
         t['profit_total_pct'],
@@ -498,14 +502,20 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
     headers = _get_line_header('Strategy', stake_currency)
     # _get_line_header() is also used for per-pair summary. Per-pair drawdown is mostly useless
     # therefore we slip this column in only for strategy summary here.
-    headers.append(f'Drawdown {stake_currency}')
-    headers.append('Drawdown %')
+    headers.append(f'Drawdown')
+
+    # Align drawdown string on the center two space separator.
+    drawdown = [f'{t["max_drawdown_per"]:.2f}' for t in strategy_results]
+    dd_pad_abs = max([len(t['max_drawdown_abs']) for t in strategy_results])
+    dd_pad_per = max([len(dd) for dd in drawdown])
+    drawdown = [f'{t["max_drawdown_abs"]:>{dd_pad_abs}} {stake_currency}  {dd:>{dd_pad_per}}%'
+                for t, dd in zip(strategy_results, drawdown)]
 
     output = [[
         t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
-        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses'],
-        t['max_drawdown_abs'], t['max_drawdown_per']
-    ] for t in strategy_results]
+        t['profit_total_pct'], t['duration_avg'],
+        _generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), drawdown]
+        for t, drawdown in zip(strategy_results, drawdown)]
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(output, headers=headers,
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")

From 981b2df7caec96565ba66d2abb7201326fcfaa96 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 21 May 2021 12:00:24 +0300
Subject: [PATCH 0501/1386] Include win:loss ratio in results tables.

---
 freqtrade/optimize/optimize_reports.py | 12 +++++++++---
 1 file changed, 9 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 68f315926..0474ec1bf 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -52,11 +52,17 @@ def _get_line_header(first_column: str, stake_currency: str) -> List[str]:
     """
     return [first_column, 'Buys', 'Avg Profit %', 'Cum Profit %',
             f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
-            'Win Draw Loss']
+            'Win  Draw  Loss  Win%']
 
 
 def _generate_wins_draws_losses(wins, draws, losses):
-    return f'{wins:>4} {draws:>4} {losses:>4}'
+    if wins > 0 and losses == 0:
+        wl_ratio = '100'
+    elif wins == 0:
+        wl_ratio = '0'
+    else:
+        wl_ratio = f'{100.0 / (wins + draws + losses) * wins:.1f}' if losses > 0 else '100'
+    return f'{wins:>4}  {draws:>4}  {losses:>4}  {wl_ratio:>4}'
 
 
 def _generate_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
@@ -473,7 +479,7 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     headers = [
         'Sell Reason',
         'Sells',
-        'Win Draws Loss',
+        'Win  Draws  Loss  Win%',
         'Avg Profit %',
         'Cum Profit %',
         f'Tot Profit {stake_currency}',

From dfa412f0de369ea8302a7c59b7fae731e08a0e2d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 13:24:13 +0200
Subject: [PATCH 0502/1386] Fix typo in filter

---
 freqtrade/plugins/pairlist/PriceFilter.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/PriceFilter.py b/freqtrade/plugins/pairlist/PriceFilter.py
index ece9f54a8..5b5afb557 100644
--- a/freqtrade/plugins/pairlist/PriceFilter.py
+++ b/freqtrade/plugins/pairlist/PriceFilter.py
@@ -107,7 +107,7 @@ class PriceFilter(IPairList):
 
                 if diff > self._max_value:
                     self.log_once(f"Removed {pair} from whitelist, "
-                                  f"because min value change of {diff} > {self._max_value}) ",
+                                  f"because min value change of {diff} > {self._max_value}.",
                                   logger.info)
                     return False
 

From 9537d9f4e2b9c3302866a2652a516a41b5ff7335 Mon Sep 17 00:00:00 2001
From: Nicolas Menescardi <nicolasmenescardi@hotmail.com>
Date: Fri, 21 May 2021 11:27:22 -0300
Subject: [PATCH 0503/1386] Update strategy-customization.md

Fix typo: 'This will method will...' -> 'This method will...'
---
 docs/strategy-customization.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 49456c047..cfea60d22 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -159,7 +159,7 @@ Edit the method `populate_buy_trend()` in your strategy file to update your buy
 
 It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
 
-This will method will also define a new column, `"buy"`, which needs to contain 1 for buys, and 0 for "no action".
+This method will also define a new column, `"buy"`, which needs to contain 1 for buys, and 0 for "no action".
 
 Sample from `user_data/strategies/sample_strategy.py`:
 
@@ -193,7 +193,7 @@ Please note that the sell-signal is only used if `use_sell_signal` is set to tru
 
 It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
 
-This will method will also define a new column, `"sell"`, which needs to contain 1 for sells, and 0 for "no action".
+This method will also define a new column, `"sell"`, which needs to contain 1 for sells, and 0 for "no action".
 
 Sample from `user_data/strategies/sample_strategy.py`:
 

From 45e2621505fbfe748b5507dccdb697bebd5fbe34 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 19:19:38 +0200
Subject: [PATCH 0504/1386] Add minimum-filled protection for buy cancels

---
 freqtrade/freqtradebot.py | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index fa372e6e8..1c3a759f4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1045,6 +1045,16 @@ class FreqtradeBot(LoggingMixin):
 
         # Cancelled orders may have the status of 'canceled' or 'closed'
         if order['status'] not in ('cancelled', 'canceled', 'closed'):
+            filled_val = order.get('filled', 0.0) or 0.0
+            filled_stake = filled_val * trade.open_rate
+            minstake = self.exchange.get_min_pair_stake_amount(
+                trade.pair, trade.open_rate, self.strategy.stoploss)
+
+            if filled_val > 0 and filled_stake < minstake:
+                logger.warning(
+                    f"Order {trade.open_order_id} for {trade.pair} not cancelled, "
+                    f"as the filled amount of {filled_val} would result in an unsellable trade.")
+                return False
             corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
                                                             trade.amount)
             # Avoid race condition where the order could not be cancelled coz its already filled.

From 4e94d3d3e5bb84425a875d298dc66dbba81ed9b4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 19:32:26 +0200
Subject: [PATCH 0505/1386] Add test for too small buy check

---
 tests/test_freqtradebot.py | 14 ++++++++++++--
 1 file changed, 12 insertions(+), 2 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index df0715111..4d9284a2f 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2431,13 +2431,22 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     freqtrade._notify_buy_cancel = MagicMock()
 
     trade = MagicMock()
-    trade.pair = 'LTC/ETH'
+    trade.pair = 'LTC/USDT'
+    trade.open_rate = 200
     limit_buy_order['filled'] = 0.0
     limit_buy_order['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
     assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
+    cancel_order_mock.reset_mock()
+    caplog.clear()
+    limit_buy_order['filled'] = 0.01
+    assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert cancel_order_mock.call_count == 0
+    assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unsellable.*", caplog)
+
+    caplog.clear()
     cancel_order_mock.reset_mock()
     limit_buy_order['filled'] = 2
     assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
@@ -2492,7 +2501,8 @@ def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
     freqtrade._notify_buy_cancel = MagicMock()
 
     trade = MagicMock()
-    trade.pair = 'LTC/ETH'
+    trade.pair = 'LTC/USDT'
+    trade.open_rate = 200
     limit_buy_order['filled'] = 0.0
     limit_buy_order['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']

From 6acb2eb2b60c42a18a02b886f75c0d75da17489a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 20:35:39 +0200
Subject: [PATCH 0506/1386] Add average column to orders table

---
 freqtrade/persistence/migrations.py | 32 ++++++++++++++++++++++++++---
 freqtrade/persistence/models.py     |  2 ++
 tests/test_persistence.py           | 16 +++++++++++++++
 3 files changed, 47 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index 961363b0e..d89256baf 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -123,6 +123,27 @@ def migrate_open_orders_to_trades(engine):
         """)
 
 
+def migrate_orders_table(decl_base, inspector, engine, table_back_name: str, cols: List):
+    # Schema migration necessary
+    engine.execute(f"alter table orders rename to {table_back_name}")
+    # drop indexes on backup table
+    for index in inspector.get_indexes(table_back_name):
+        engine.execute(f"drop index {index['name']}")
+
+    # let SQLAlchemy create the schema as required
+    decl_base.metadata.create_all(engine)
+
+    engine.execute(f"""
+        insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
+        symbol, order_type, side, price, amount, filled, average, remaining, cost, order_date,
+        order_filled_date, order_update_date)
+        select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
+        symbol, order_type, side, price, amount, filled, null average, remaining, cost, order_date,
+        order_filled_date, order_update_date
+        from {table_back_name}
+        """)
+
+
 def check_migrate(engine, decl_base, previous_tables) -> None:
     """
     Checks if migration is necessary and migrates if necessary
@@ -145,6 +166,11 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
         logger.info('Moving open orders to Orders table.')
         migrate_open_orders_to_trades(engine)
     else:
-        pass
-        # Empty for now - as there is only one iteration of the orders table so far.
-        # table_back_name = get_backup_name(tabs, 'orders_bak')
+        cols_order = inspector.get_columns('orders')
+
+        if not has_column(cols_order, 'average'):
+            tabs = get_table_names_for_table(inspector, 'orders')
+            # Empty for now - as there is only one iteration of the orders table so far.
+            table_back_name = get_backup_name(tabs, 'orders_bak')
+
+            migrate_orders_table(decl_base, inspector, engine, table_back_name, cols)
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 8d2c9d1d3..428455ff8 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -122,6 +122,7 @@ class Order(_DECL_BASE):
     order_type = Column(String, nullable=True)
     side = Column(String, nullable=True)
     price = Column(Float, nullable=True)
+    average = Column(Float, nullable=True)
     amount = Column(Float, nullable=True)
     filled = Column(Float, nullable=True)
     remaining = Column(Float, nullable=True)
@@ -150,6 +151,7 @@ class Order(_DECL_BASE):
         self.price = order.get('price', self.price)
         self.amount = order.get('amount', self.amount)
         self.filled = order.get('filled', self.filled)
+        self.average = order.get('average', self.average)
         self.remaining = order.get('remaining', self.remaining)
         self.cost = order.get('cost', self.cost)
         if 'timestamp' in order and order['timestamp'] is not None:
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 8470e12c2..a38c12470 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -627,6 +627,22 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert orders[1].order_id == 'stop_order_id222'
     assert orders[1].ft_order_side == 'stoploss'
 
+    caplog.clear()
+    # Drop latest column
+    engine.execute("alter table orders drop average")
+    # Run init to test migration
+    init_db(default_conf['db_url'], default_conf['dry_run'])
+
+    assert log_has("trying orders_bak0", caplog)
+
+    orders = Order.query.all()
+    assert len(orders) == 2
+    assert orders[0].order_id == 'buy_order'
+    assert orders[0].ft_order_side == 'buy'
+
+    assert orders[1].order_id == 'stop_order_id222'
+    assert orders[1].ft_order_side == 'stoploss'
+
 
 def test_migrate_mid_state(mocker, default_conf, fee, caplog):
     """

From 41e3233bab3bc4a79b4dc595aa80d88d1c4bf8b0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 20:44:11 +0200
Subject: [PATCH 0507/1386] Fix failing test

---
 tests/test_persistence.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index a38c12470..38fe3ff94 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -629,7 +629,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
 
     caplog.clear()
     # Drop latest column
-    engine.execute("alter table orders drop average")
+    engine.execute("alter table orders drop column average")
     # Run init to test migration
     init_db(default_conf['db_url'], default_conf['dry_run'])
 

From a7216e627988e62c7883eef4282785c30b3b5048 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 20:53:38 +0200
Subject: [PATCH 0508/1386] SQLite does not know drop column

---
 tests/test_persistence.py | 48 ++++++++++++++++++++++++++++++++++++---
 1 file changed, 45 insertions(+), 3 deletions(-)

diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 38fe3ff94..2949fdfe9 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -7,7 +7,7 @@ from unittest.mock import MagicMock
 
 import arrow
 import pytest
-from sqlalchemy import create_engine
+from sqlalchemy import create_engine, inspect
 
 from freqtrade import constants
 from freqtrade.exceptions import DependencyException, OperationalException
@@ -629,11 +629,53 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
 
     caplog.clear()
     # Drop latest column
-    engine.execute("alter table orders drop column average")
+    engine.execute("alter table orders rename to orders_bak")
+    inspector = inspect(engine)
+
+    for index in inspector.get_indexes('orders_bak'):
+        engine.execute(f"drop index {index['name']}")
+    # Recreate table
+    engine.execute("""
+        CREATE TABLE orders (
+            id INTEGER NOT NULL,
+            ft_trade_id INTEGER,
+            ft_order_side VARCHAR NOT NULL,
+            ft_pair VARCHAR NOT NULL,
+            ft_is_open BOOLEAN NOT NULL,
+            order_id VARCHAR NOT NULL,
+            status VARCHAR,
+            symbol VARCHAR,
+            order_type VARCHAR,
+            side VARCHAR,
+            price FLOAT,
+            amount FLOAT,
+            filled FLOAT,
+            remaining FLOAT,
+            cost FLOAT,
+            order_date DATETIME,
+            order_filled_date DATETIME,
+            order_update_date DATETIME,
+            PRIMARY KEY (id),
+            CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id),
+            FOREIGN KEY(ft_trade_id) REFERENCES trades (id)
+        )
+        """
+    )
+
+    engine.execute("""
+    insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
+        symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
+        order_filled_date, order_update_date)
+        select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
+        symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
+        order_filled_date, order_update_date
+        from orders_bak
+    """)
+
     # Run init to test migration
     init_db(default_conf['db_url'], default_conf['dry_run'])
 
-    assert log_has("trying orders_bak0", caplog)
+    assert log_has("trying orders_bak1", caplog)
 
     orders = Order.query.all()
     assert len(orders) == 2

From 44bbc0718e2d568c35e35344a5945a5f8971c796 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 20:54:18 +0200
Subject: [PATCH 0509/1386] CLosing bracket

---
 tests/test_persistence.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 2949fdfe9..669f220bb 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -659,8 +659,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
             CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id),
             FOREIGN KEY(ft_trade_id) REFERENCES trades (id)
         )
-        """
-    )
+        """)
 
     engine.execute("""
     insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,

From 5285cd69b4d19bdaaeb267e0f24065a078b05787 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 22 May 2021 10:12:03 +0200
Subject: [PATCH 0510/1386] Add documentation for Postgres and Mysql

---
 docs/sql_cheatsheet.md | 31 ++++++++++++++++++++++++++++++-
 1 file changed, 30 insertions(+), 1 deletion(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 569af33ff..477396931 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -19,7 +19,7 @@ The freqtrade docker image does contain sqlite3, so you can edit the database wi
 
 ``` bash
 docker-compose exec freqtrade /bin/bash
-sqlite3 <databasefile>.sqlite
+sqlite3 <database-file>.sqlite
 ```
 
 ## Open the DB
@@ -99,3 +99,32 @@ DELETE FROM trades WHERE id = 31;
 
 !!! Warning
     This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause.
+
+## Use a different database system
+
+!!! Warning
+    By using one of the below database systems, you acknowledge that you know how to manage such a system. Freqtrade will not provide any support with setup or maintenance (or backups) of the below database systems.
+
+### PostgreSQL
+
+Freqtrade supports PostgreSQL by using SQLAlchemy, which supports multiple different database systems.
+
+Installation:
+`pip install psycopg2`
+
+Usage:
+`... --db-url postgresql+psycopg2://<username>:<password>@localhost:5432/<database>`
+
+Freqtrade will automatically create the tables necessary upon startup.
+
+If you're running different instances of Freqtrade, you must either setup one database per Instance or use different users / schemas for your connections.
+
+### MariaDB / MySQL
+
+Freqtrade supports MariaDB by using SQLAlchemy, which supports multiple different database systems.
+
+Installation:
+`pip install pymysql`
+
+Usage:
+`... --db-url mysql+pymysql://<username>:<password>@localhost:3306/<database>`

From cc064f157422fe7b35b3208b25e66c34cbd10b3c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 22 May 2021 10:12:23 +0200
Subject: [PATCH 0511/1386] String columns should have a max-length defined

otherwise MySql will not work.
---
 freqtrade/persistence/models.py | 36 ++++++++++++++++-----------------
 1 file changed, 18 insertions(+), 18 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 428455ff8..f2e7a10c4 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -112,15 +112,15 @@ class Order(_DECL_BASE):
 
     trade = relationship("Trade", back_populates="orders")
 
-    ft_order_side = Column(String, nullable=False)
-    ft_pair = Column(String, nullable=False)
+    ft_order_side = Column(String(25), nullable=False)
+    ft_pair = Column(String(25), nullable=False)
     ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
 
-    order_id = Column(String, nullable=False, index=True)
-    status = Column(String, nullable=True)
-    symbol = Column(String, nullable=True)
-    order_type = Column(String, nullable=True)
-    side = Column(String, nullable=True)
+    order_id = Column(String(255), nullable=False, index=True)
+    status = Column(String(255), nullable=True)
+    symbol = Column(String(25), nullable=True)
+    order_type = Column(String(50), nullable=True)
+    side = Column(String(25), nullable=True)
     price = Column(Float, nullable=True)
     average = Column(Float, nullable=True)
     amount = Column(Float, nullable=True)
@@ -658,15 +658,15 @@ class Trade(_DECL_BASE, LocalTrade):
 
     orders = relationship("Order", order_by="Order.id", cascade="all, delete-orphan")
 
-    exchange = Column(String, nullable=False)
-    pair = Column(String, nullable=False, index=True)
+    exchange = Column(String(25), nullable=False)
+    pair = Column(String(25), nullable=False, index=True)
     is_open = Column(Boolean, nullable=False, default=True, index=True)
     fee_open = Column(Float, nullable=False, default=0.0)
     fee_open_cost = Column(Float, nullable=True)
-    fee_open_currency = Column(String, nullable=True)
+    fee_open_currency = Column(String(25), nullable=True)
     fee_close = Column(Float, nullable=False, default=0.0)
     fee_close_cost = Column(Float, nullable=True)
-    fee_close_currency = Column(String, nullable=True)
+    fee_close_currency = Column(String(25), nullable=True)
     open_rate = Column(Float)
     open_rate_requested = Column(Float)
     # open_trade_value - calculated via _calc_open_trade_value
@@ -680,7 +680,7 @@ class Trade(_DECL_BASE, LocalTrade):
     amount_requested = Column(Float)
     open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
     close_date = Column(DateTime)
-    open_order_id = Column(String)
+    open_order_id = Column(String(255))
     # absolute value of the stop loss
     stop_loss = Column(Float, nullable=True, default=0.0)
     # percentage value of the stop loss
@@ -690,16 +690,16 @@ class Trade(_DECL_BASE, LocalTrade):
     # percentage value of the initial stop loss
     initial_stop_loss_pct = Column(Float, nullable=True)
     # stoploss order id which is on exchange
-    stoploss_order_id = Column(String, nullable=True, index=True)
+    stoploss_order_id = Column(String(255), nullable=True, index=True)
     # last update time of the stoploss order on exchange
     stoploss_last_update = Column(DateTime, nullable=True)
     # absolute value of the highest reached price
     max_rate = Column(Float, nullable=True, default=0.0)
     # Lowest price reached
     min_rate = Column(Float, nullable=True)
-    sell_reason = Column(String, nullable=True)
-    sell_order_status = Column(String, nullable=True)
-    strategy = Column(String, nullable=True)
+    sell_reason = Column(String(100), nullable=True)
+    sell_order_status = Column(String(100), nullable=True)
+    strategy = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)
 
     def __init__(self, **kwargs):
@@ -856,8 +856,8 @@ class PairLock(_DECL_BASE):
 
     id = Column(Integer, primary_key=True)
 
-    pair = Column(String, nullable=False, index=True)
-    reason = Column(String, nullable=True)
+    pair = Column(String(25), nullable=False, index=True)
+    reason = Column(String(255), nullable=True)
     # Time the pair was locked (start time)
     lock_time = Column(DateTime, nullable=False)
     # Time until the pair is locked (end time)

From a0921ec75342f036b2f30c5a22478181f53820a0 Mon Sep 17 00:00:00 2001
From: "A. Schueler" <schueleraron@lakur.tech>
Date: Mon, 17 May 2021 11:31:19 +0200
Subject: [PATCH 0512/1386] Add backoff timer for coingecko API

Set a future timestamp when we should retry getting coingecko data.

This fixes conversion from stake to fiat when running multiple bots
as we don't simply accept the 429 error from Coingecko but handle it.
---
 freqtrade/rpc/fiat_convert.py | 15 +++++++++++++--
 1 file changed, 13 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 380070deb..908f7adf0 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -4,10 +4,12 @@ e.g BTC to USD
 """
 
 import logging
-from typing import Dict
+import datetime
 
+from typing import Dict
 from cachetools.ttl import TTLCache
 from pycoingecko import CoinGeckoAPI
+from requests.exceptions import RequestException
 
 from freqtrade.constants import SUPPORTED_FIAT
 
@@ -25,6 +27,7 @@ class CryptoToFiatConverter:
     _coingekko: CoinGeckoAPI = None
 
     _cryptomap: Dict = {}
+    _backoff = int
 
     def __new__(cls):
         """
@@ -47,8 +50,13 @@ class CryptoToFiatConverter:
     def _load_cryptomap(self) -> None:
         try:
             coinlistings = self._coingekko.get_coins_list()
-            # Create mapping table from synbol to coingekko_id
+            # Create mapping table from symbol to coingekko_id
             self._cryptomap = {x['symbol']: x['id'] for x in coinlistings}
+        except RequestException as request_exception:
+            if "429" in str(request_exception):
+                logger.warning("Too many requests for Coingecko API, backing off and trying again later.")
+                # Set backoff timestamp to 60 seconds in the future
+                self._backoff = datetime.datetime.now().timestamp() + 60
         except (Exception) as exception:
             logger.error(
                 f"Could not load FIAT Cryptocurrency map for the following problem: {exception}")
@@ -127,6 +135,9 @@ class CryptoToFiatConverter:
         if crypto_symbol == fiat_symbol:
             return 1.0
 
+        if self._cryptomap == {} and self._backoff <= datetime.datetime.now().timestamp():
+            self._load_cryptomap()
+
         if crypto_symbol not in self._cryptomap:
             # return 0 for unsupported stake currencies (fiat-convert should not break the bot)
             logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)

From 8842e0d161fec054bfec2f2ec4d3e2455dd3a9ef Mon Sep 17 00:00:00 2001
From: "A. Schueler" <schueleraron@lakur.tech>
Date: Mon, 17 May 2021 12:05:25 +0200
Subject: [PATCH 0513/1386] Fix flake8 error in fiat_convert

---
 freqtrade/rpc/fiat_convert.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 908f7adf0..2088b0258 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -54,7 +54,8 @@ class CryptoToFiatConverter:
             self._cryptomap = {x['symbol']: x['id'] for x in coinlistings}
         except RequestException as request_exception:
             if "429" in str(request_exception):
-                logger.warning("Too many requests for Coingecko API, backing off and trying again later.")
+                logger.warning(
+                    "Too many requests for Coingecko API, backing off and trying again later.")
                 # Set backoff timestamp to 60 seconds in the future
                 self._backoff = datetime.datetime.now().timestamp() + 60
         except (Exception) as exception:

From ab6bfbad12791f65f784c9cb2ba39998269d7cfb Mon Sep 17 00:00:00 2001
From: "A. Schueler" <schueleraron@lakur.tech>
Date: Sat, 22 May 2021 11:51:43 +0200
Subject: [PATCH 0514/1386] Handle RequestExceptions that are not 429s in
 _load_cryptomap

---
 freqtrade/rpc/fiat_convert.py | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 2088b0258..5b73663c8 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -58,6 +58,13 @@ class CryptoToFiatConverter:
                     "Too many requests for Coingecko API, backing off and trying again later.")
                 # Set backoff timestamp to 60 seconds in the future
                 self._backoff = datetime.datetime.now().timestamp() + 60
+                return
+            # If the request is not a 429 error we want to raise the normal error
+            logger.error(
+                "Could not load FIAT Cryptocurrency map for the following problem: {}".format(
+                  request_exception
+                )
+            )
         except (Exception) as exception:
             logger.error(
                 f"Could not load FIAT Cryptocurrency map for the following problem: {exception}")

From 6e05f856b470c26e5682bf8495e34bac0e78b042 Mon Sep 17 00:00:00 2001
From: "A. Schueler" <schueleraron@lakur.tech>
Date: Sat, 22 May 2021 11:55:03 +0200
Subject: [PATCH 0515/1386] Abort _find_price when cryptomap is empty after
 retry

---
 freqtrade/rpc/fiat_convert.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 5b73663c8..4987f8ce1 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -145,6 +145,9 @@ class CryptoToFiatConverter:
 
         if self._cryptomap == {} and self._backoff <= datetime.datetime.now().timestamp():
             self._load_cryptomap()
+            # return 0.0 if we still dont have data to check, no reason to proceed
+            if self._cryptomap == {}:
+                return 0.0
 
         if crypto_symbol not in self._cryptomap:
             # return 0 for unsupported stake currencies (fiat-convert should not break the bot)

From e4ca944597099ca7505d22f333c7759ef2971a09 Mon Sep 17 00:00:00 2001
From: "A. Schueler" <schueleraron@lakur.tech>
Date: Sat, 22 May 2021 12:04:24 +0200
Subject: [PATCH 0516/1386] Add tests for coingecko backoff

---
 tests/rpc/test_fiat_convert.py | 26 +++++++++++++++++++++++++-
 1 file changed, 25 insertions(+), 1 deletion(-)

diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index 2d43addff..7f345a1a2 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -3,6 +3,7 @@
 
 from unittest.mock import MagicMock
 
+import datetime
 import pytest
 from requests.exceptions import RequestException
 
@@ -21,6 +22,12 @@ def test_fiat_convert_is_supported(mocker):
 def test_fiat_convert_find_price(mocker):
     fiat_convert = CryptoToFiatConverter()
 
+    fiat_convert._cryptomap = {}
+    fiat_convert._backoff = 0
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._load_cryptomap',
+                 return_value=None)
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='EUR') == 0.0
+
     with pytest.raises(ValueError, match=r'The fiat ABC is not supported.'):
         fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='ABC')
 
@@ -115,6 +122,24 @@ def test_fiat_convert_without_network(mocker):
     CryptoToFiatConverter._coingekko = cmc_temp
 
 
+def test_fiat_too_many_requests_response(mocker, caplog):
+    # Because CryptoToFiatConverter is a Singleton we reset the listings
+    req_exception = "429 Too Many Requests"
+    listmock = MagicMock(return_value="{}", side_effect=RequestException(req_exception))
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
+        get_coins_list=listmock,
+    )
+    # with pytest.raises(RequestEsxception):
+    fiat_convert = CryptoToFiatConverter()
+    fiat_convert._cryptomap = {}
+    fiat_convert._load_cryptomap()
+
+    length_cryptomap = len(fiat_convert._cryptomap)
+    assert length_cryptomap == 0
+    assert fiat_convert._backoff > datetime.datetime.now().timestamp()
+    assert log_has('Too many requests for Coingecko API, backing off and trying again later.', caplog)
+
 def test_fiat_invalid_response(mocker, caplog):
     # Because CryptoToFiatConverter is a Singleton we reset the listings
     listmock = MagicMock(return_value="{'novalidjson':DEADBEEFf}")
@@ -132,7 +157,6 @@ def test_fiat_invalid_response(mocker, caplog):
     assert log_has_re('Could not load FIAT Cryptocurrency map for the following problem: .*',
                       caplog)
 
-
 def test_convert_amount(mocker):
     mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter.get_price', return_value=12345.0)
 

From 21d986710dfabbcd40fe8e4555731974cccc3188 Mon Sep 17 00:00:00 2001
From: JoeSchr <JoeSchr@users.noreply.github.com>
Date: Sat, 22 May 2021 13:26:59 +0200
Subject: [PATCH 0517/1386] Fix missing `not` in `empty` check

See discussing here: https://github.com/freqtrade/freqtrade/pull/4963#discussion_r633457596
seems that request was only partially implemented
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 52879c7b4..cb759eb2f 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -65,7 +65,7 @@ class AwesomeStrategy(IStrategy):
         # Look up trade candle.
         trade_candle = dataframe.loc[dataframe['date'] == trade_date]
         # trade_candle may be empty for trades that just opened as it is still incomplete.
-        if trade_candle.empty:
+        if not trade_candle.empty:
             trade_candle = trade_candle.squeeze()
             # <...>
 ```

From f8cdd6475cc60d15791db7e0fd6de665496f2812 Mon Sep 17 00:00:00 2001
From: "A. Schueler" <schueleraron@lakur.tech>
Date: Sat, 22 May 2021 13:43:33 +0200
Subject: [PATCH 0518/1386] Reduce warnings when waiting for coingecko backoff

---
 freqtrade/rpc/fiat_convert.py | 11 +++++++----
 1 file changed, 7 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 4987f8ce1..c4c5b5e25 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -143,10 +143,13 @@ class CryptoToFiatConverter:
         if crypto_symbol == fiat_symbol:
             return 1.0
 
-        if self._cryptomap == {} and self._backoff <= datetime.datetime.now().timestamp():
-            self._load_cryptomap()
-            # return 0.0 if we still dont have data to check, no reason to proceed
-            if self._cryptomap == {}:
+        if self._cryptomap == {}:
+            if self._backoff <= datetime.datetime.now().timestamp():
+                self._load_cryptomap()
+                # return 0.0 if we still dont have data to check, no reason to proceed
+                if self._cryptomap == {}:
+                    return 0.0
+            else:
                 return 0.0
 
         if crypto_symbol not in self._cryptomap:

From be1385617152a95af6764c4100782f33c6ea07ab Mon Sep 17 00:00:00 2001
From: "A. Schueler" <schueleraron@lakur.tech>
Date: Sat, 22 May 2021 13:43:48 +0200
Subject: [PATCH 0519/1386] Fix flake8 error in test_fiat_convert

---
 tests/rpc/test_fiat_convert.py | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index 7f345a1a2..e8b05024f 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -138,7 +138,11 @@ def test_fiat_too_many_requests_response(mocker, caplog):
     length_cryptomap = len(fiat_convert._cryptomap)
     assert length_cryptomap == 0
     assert fiat_convert._backoff > datetime.datetime.now().timestamp()
-    assert log_has('Too many requests for Coingecko API, backing off and trying again later.', caplog)
+    assert log_has(
+              'Too many requests for Coingecko API, backing off and trying again later.',
+              caplog
+            )
+
 
 def test_fiat_invalid_response(mocker, caplog):
     # Because CryptoToFiatConverter is a Singleton we reset the listings
@@ -157,6 +161,7 @@ def test_fiat_invalid_response(mocker, caplog):
     assert log_has_re('Could not load FIAT Cryptocurrency map for the following problem: .*',
                       caplog)
 
+
 def test_convert_amount(mocker):
     mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter.get_price', return_value=12345.0)
 

From 25cc4eae96b0a6fd18047ce98da9a8aef6073b76 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 21 May 2021 12:31:16 +0300
Subject: [PATCH 0520/1386] Fix tests that broke after table formatting
 changed.

---
 freqtrade/optimize/optimize_reports.py  |  2 +-
 tests/optimize/test_optimize_reports.py | 52 ++++++++++++-------------
 2 files changed, 25 insertions(+), 29 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 0474ec1bf..bda531d0d 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -508,7 +508,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
     headers = _get_line_header('Strategy', stake_currency)
     # _get_line_header() is also used for per-pair summary. Per-pair drawdown is mostly useless
     # therefore we slip this column in only for strategy summary here.
-    headers.append(f'Drawdown')
+    headers.append('Drawdown')
 
     # Align drawdown string on the center two space separator.
     drawdown = [f'{t["max_drawdown_per"]:.2f}' for t in strategy_results]
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index e87cec6fa..e0ff2f219 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -39,14 +39,14 @@ def test_text_table_bt_results():
     )
 
     result_str = (
-        '|    Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |'
-        '   Tot Profit % |   Avg Duration |   Wins |   Draws |   Losses |\n'
-        '|---------+--------+----------------+----------------+------------------+'
-        '----------------+----------------+--------+---------+----------|\n'
-        '| ETH/BTC |      2 |          15.00 |          30.00 |       0.60000000 |'
-        '          15.00 |        0:20:00 |      2 |       0 |        0 |\n'
-        '|   TOTAL |      2 |          15.00 |          30.00 |       0.60000000 |'
-        '          15.00 |        0:20:00 |      2 |       0 |        0 |'
+        '|    Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % |'
+        '   Avg Duration |   Win  Draw  Loss  Win% |\n'
+        '|---------+--------+----------------+----------------+------------------+----------------+'
+        '----------------+-------------------------|\n'
+        '| ETH/BTC |      2 |          15.00 |          30.00 |       0.60000000 |          15.00 |'
+        '        0:20:00 |     2     0     0   100 |\n'
+        '|   TOTAL |      2 |          15.00 |          30.00 |       0.60000000 |          15.00 |'
+        '        0:20:00 |     2     0     0   100 |'
     )
 
     pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
@@ -271,14 +271,14 @@ def test_text_table_sell_reason():
     )
 
     result_str = (
-        '|   Sell Reason |   Sells |   Wins |   Draws |   Losses |'
-        '   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % |\n'
-        '|---------------+---------+--------+---------+----------+'
-        '----------------+----------------+------------------+----------------|\n'
-        '|           roi |       2 |      2 |       0 |        0 |'
-        '             15 |             30 |              0.6 |             15 |\n'
-        '|     stop_loss |       1 |      0 |       0 |        1 |'
-        '            -10 |            -10 |             -0.2 |             -5 |'
+        '|   Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |'
+        '   Tot Profit BTC |   Tot Profit % |\n'
+        '|---------------+---------+--------------------------+----------------+----------------+'
+        '------------------+----------------|\n'
+        '|           roi |       2 |      2     0     0   100 |             15 |             30 |'
+        '              0.6 |             15 |\n'
+        '|     stop_loss |       1 |      0     0     1     0 |            -10 |            -10 |'
+        '             -0.2 |             -5 |'
     )
 
     sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
@@ -356,18 +356,14 @@ def test_text_table_strategy(default_conf):
     ), 'config': default_conf}
 
     result_str = (
-        '|      Strategy |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC '
-        '|   Tot Profit % |   Avg Duration |   Wins |   Draws |   Losses |   Drawdown BTC '
-        '|   Drawdown % |\n'
-        '|---------------+--------+----------------+----------------+------------------'
-        '+----------------+----------------+--------+---------+----------+----------------'
-        '+--------------|\n'
-        '| TestStrategy1 |      3 |          20.00 |          60.00 |       1.10000000 '
-        '|          36.67 |        0:17:00 |      3 |       0 |        0 |              0 '
-        '|            0 |\n'
-        '| TestStrategy2 |      3 |          30.00 |          90.00 |       1.30000000 '
-        '|          43.33 |        0:20:00 |      3 |       0 |        0 |              0 '
-        '|            0 |'
+        '|      Strategy |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |'
+        '   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |              Drawdown |\n'
+        '|---------------+--------+----------------+----------------+------------------+'
+        '----------------+----------------+-------------------------+-----------------------|\n'
+        '| TestStrategy1 |      3 |          20.00 |          60.00 |       1.10000000 |'
+        '          36.67 |        0:17:00 |     3     0     0   100 | 0.00000000 BTC  0.00% |\n'
+        '| TestStrategy2 |      3 |          30.00 |          90.00 |       1.30000000 |'
+        '          43.33 |        0:20:00 |     3     0     0   100 | 0.00000000 BTC  0.00% |'
     )
 
     strategy_results = generate_strategy_comparison(all_results=results)

From 08c707e0cf601210eb206820a2c03091a1317a2f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 22 May 2021 15:38:13 +0200
Subject: [PATCH 0521/1386] Update docs with new format

---
 docs/backtesting.md | 60 +++++++++++++++++++++++----------------------
 1 file changed, 31 insertions(+), 29 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 5ee0b8a49..e720206bb 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -237,29 +237,29 @@ The most important in the backtesting is to understand the result.
 A backtesting result will look like that:
 
 ```
-========================================================= BACKTESTING REPORT ========================================================
-| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws |  Losses |
-|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|--------:|
-| ADA/BTC  |     35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00        |    14 |      0 |      21 |
-| ARK/BTC  |     11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00        |     3 |      0 |       8 |
-| BTS/BTC  |     32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00        |    18 |      0 |      14 |
-| DASH/BTC |     13 |          -0.08 |          -1.07 |      -0.00005343 |          -0.53 | 4:39:00        |     6 |      0 |       7 |
-| ENG/BTC  |     18 |           1.36 |          24.54 |       0.00122807 |          12.27 | 2:50:00        |     8 |      0 |      10 |
-| EOS/BTC  |     36 |           0.08 |           3.06 |       0.00015304 |           1.53 | 3:34:00        |    16 |      0 |      20 |
-| ETC/BTC  |     26 |           0.37 |           9.51 |       0.00047576 |           4.75 | 6:14:00        |    11 |      0 |      15 |
-| ETH/BTC  |     33 |           0.30 |           9.96 |       0.00049856 |           4.98 | 7:31:00        |    16 |      0 |      17 |
-| IOTA/BTC |     32 |           0.03 |           1.09 |       0.00005444 |           0.54 | 3:12:00        |    14 |      0 |      18 |
-| LSK/BTC  |     15 |           1.75 |          26.26 |       0.00131413 |          13.13 | 2:58:00        |     6 |      0 |       9 |
-| LTC/BTC  |     32 |          -0.04 |          -1.38 |      -0.00006886 |          -0.69 | 4:49:00        |    11 |      0 |      21 |
-| NANO/BTC |     17 |           1.26 |          21.39 |       0.00107058 |          10.70 | 1:55:00        |    10 |      0 |       7 |
-| NEO/BTC  |     23 |           0.82 |          18.97 |       0.00094936 |           9.48 | 2:59:00        |    10 |      0 |      13 |
-| REQ/BTC  |      9 |           1.17 |          10.54 |       0.00052734 |           5.27 | 3:47:00        |     4 |      0 |       5 |
-| XLM/BTC  |     16 |           1.22 |          19.54 |       0.00097800 |           9.77 | 3:15:00        |     7 |      0 |       9 |
-| XMR/BTC  |     23 |          -0.18 |          -4.13 |      -0.00020696 |          -2.07 | 5:30:00        |    12 |      0 |      11 |
-| XRP/BTC  |     35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00        |    12 |      0 |      23 |
-| ZEC/BTC  |     22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00        |     7 |      0 |      15 |
-| TOTAL    |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |     243 |
-========================================================= SELL REASON STATS =========================================================
+========================================================= BACKTESTING REPORT ==========================================================
+| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
+|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
+| ADA/BTC  |     35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
+| ARK/BTC  |     11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
+| BTS/BTC  |     32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
+| DASH/BTC |     13 |          -0.08 |          -1.07 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
+| ENG/BTC  |     18 |           1.36 |          24.54 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
+| EOS/BTC  |     36 |           0.08 |           3.06 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
+| ETC/BTC  |     26 |           0.37 |           9.51 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
+| ETH/BTC  |     33 |           0.30 |           9.96 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
+| IOTA/BTC |     32 |           0.03 |           1.09 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
+| LSK/BTC  |     15 |           1.75 |          26.26 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
+| LTC/BTC  |     32 |          -0.04 |          -1.38 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
+| NANO/BTC |     17 |           1.26 |          21.39 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
+| NEO/BTC  |     23 |           0.82 |          18.97 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
+| REQ/BTC  |      9 |           1.17 |          10.54 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
+| XLM/BTC  |     16 |           1.22 |          19.54 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
+| XMR/BTC  |     23 |          -0.18 |          -4.13 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
+| XRP/BTC  |     35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
+| ZEC/BTC  |     22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
+| TOTAL    |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
+========================================================= SELL REASON STATS ==========================================================
 | Sell Reason        |   Sells |  Wins |  Draws |  Losses |
 |:-------------------|--------:|------:|-------:|--------:|
 | trailing_stop_loss |     205 |   150 |      0 |      55 |
@@ -267,11 +267,11 @@ A backtesting result will look like that:
 | sell_signal        |      56 |    36 |      0 |      20 |
 | force_sell         |       2 |     0 |      0 |       2 |
 ====================================================== LEFT OPEN TRADES REPORT ======================================================
-| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws |  Losses |
-|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|--------:|
-| ADA/BTC  |      1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |     1 |      0 |       0 |
-| LTC/BTC  |      1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |     1 |      0 |       0 |
-| TOTAL    |      2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |     2 |      0 |       0 |
+| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
+|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
+| ADA/BTC  |      1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
+| LTC/BTC  |      1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
+| TOTAL    |      2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
 =============== SUMMARY METRICS ===============
 | Metric                | Value               |
 |-----------------------+---------------------|
@@ -297,6 +297,7 @@ A backtesting result will look like that:
 | Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
+| Zero Duration Trades  | 4.6% (20)           |
 |                       |                     |
 | Min balance           | 0.00945123 BTC      |
 | Max balance           | 0.01846651 BTC      |
@@ -318,7 +319,7 @@ The last line will give you the overall performance of your strategy,
 here:
 
 ```
-| TOTAL    |         429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |      186 |    243 |
+| TOTAL    |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
 ```
 
 The bot has made `429` trades for an average duration of `4:12:00`, with a performance of `76.20%` (profit), that means it has
@@ -384,6 +385,7 @@ It contains some useful key metrics about performance of your strategy on backte
 | Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
+| Zero Duration Trades  | 4.6% (20)           |
 |                       |                     |
 | Min balance           | 0.00945123 BTC      |
 | Max balance           | 0.01846651 BTC      |

From 0693458507953787bff2599d1f0117c58049cc0a Mon Sep 17 00:00:00 2001
From: "A. Schueler" <schueleraron@gmail.com>
Date: Sat, 22 May 2021 16:26:58 +0200
Subject: [PATCH 0522/1386] Update freqtrade/rpc/fiat_convert.py

---
 freqtrade/rpc/fiat_convert.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index c4c5b5e25..116f9b156 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -27,7 +27,7 @@ class CryptoToFiatConverter:
     _coingekko: CoinGeckoAPI = None
 
     _cryptomap: Dict = {}
-    _backoff = int
+    _backoff: int = 0
 
     def __new__(cls):
         """

From a7bd8b0aa55a824506cfa2aa5451bb7341f10752 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 22 May 2021 17:03:16 +0200
Subject: [PATCH 0523/1386] Fix exception in plotting when no trades where
 generated

as seen in #4981
---
 freqtrade/data/btanalysis.py | 50 +++++++++++++++++++-----------------
 freqtrade/plot/plotting.py   | 10 +++++---
 2 files changed, 33 insertions(+), 27 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index e07b0a40f..e7af5eab8 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -156,33 +156,35 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
 
         data = data['strategy'][strategy]['trades']
         df = pd.DataFrame(data)
-        df['open_date'] = pd.to_datetime(df['open_date'],
-                                         utc=True,
-                                         infer_datetime_format=True
-                                         )
-        df['close_date'] = pd.to_datetime(df['close_date'],
-                                          utc=True,
-                                          infer_datetime_format=True
-                                          )
+        if not df.empty:
+            df['open_date'] = pd.to_datetime(df['open_date'],
+                                             utc=True,
+                                             infer_datetime_format=True
+                                             )
+            df['close_date'] = pd.to_datetime(df['close_date'],
+                                              utc=True,
+                                              infer_datetime_format=True
+                                              )
     else:
         # old format - only with lists.
         df = pd.DataFrame(data, columns=BT_DATA_COLUMNS_OLD)
-
-        df['open_date'] = pd.to_datetime(df['open_date'],
-                                         unit='s',
-                                         utc=True,
-                                         infer_datetime_format=True
-                                         )
-        df['close_date'] = pd.to_datetime(df['close_date'],
-                                          unit='s',
-                                          utc=True,
-                                          infer_datetime_format=True
-                                          )
-        # Create compatibility with new format
-        df['profit_abs'] = df['close_rate'] - df['open_rate']
-    if 'profit_ratio' not in df.columns:
-        df['profit_ratio'] = df['profit_percent']
-    df = df.sort_values("open_date").reset_index(drop=True)
+        if not df.empty:
+            df['open_date'] = pd.to_datetime(df['open_date'],
+                                             unit='s',
+                                             utc=True,
+                                             infer_datetime_format=True
+                                             )
+            df['close_date'] = pd.to_datetime(df['close_date'],
+                                              unit='s',
+                                              utc=True,
+                                              infer_datetime_format=True
+                                              )
+            # Create compatibility with new format
+            df['profit_abs'] = df['close_rate'] - df['open_rate']
+    if not df.empty:
+        if 'profit_ratio' not in df.columns:
+            df['profit_ratio'] = df['profit_percent']
+        df = df.sort_values("open_date").reset_index(drop=True)
     return df
 
 
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index d5a729ee1..bb4283406 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -77,7 +77,8 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
         )
     except ValueError as e:
         raise OperationalException(e) from e
-    trades = trim_dataframe(trades, timerange, 'open_date')
+    if not trades.empty:
+        trades = trim_dataframe(trades, timerange, 'open_date')
 
     return {"ohlcv": data,
             "trades": trades,
@@ -540,8 +541,11 @@ def load_and_plot_trades(config: Dict[str, Any]):
 
         df_analyzed = strategy.analyze_ticker(data, {'pair': pair})
         df_analyzed = trim_dataframe(df_analyzed, timerange)
-        trades_pair = trades.loc[trades['pair'] == pair]
-        trades_pair = extract_trades_of_period(df_analyzed, trades_pair)
+        if not trades.empty:
+            trades_pair = trades.loc[trades['pair'] == pair]
+            trades_pair = extract_trades_of_period(df_analyzed, trades_pair)
+        else:
+            trades_pair = trades
 
         fig = generate_candlestick_graph(
             pair=pair,

From 765c824bfcd913ef072ed135ee022dba6e275575 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 22 May 2021 17:15:35 +0200
Subject: [PATCH 0524/1386] isort

---
 freqtrade/rpc/fiat_convert.py  | 6 +++---
 tests/rpc/test_fiat_convert.py | 2 +-
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 116f9b156..5ae20afa1 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -3,10 +3,10 @@ Module that define classes to convert Crypto-currency to FIAT
 e.g BTC to USD
 """
 
-import logging
 import datetime
-
+import logging
 from typing import Dict
+
 from cachetools.ttl import TTLCache
 from pycoingecko import CoinGeckoAPI
 from requests.exceptions import RequestException
@@ -27,7 +27,7 @@ class CryptoToFiatConverter:
     _coingekko: CoinGeckoAPI = None
 
     _cryptomap: Dict = {}
-    _backoff: int = 0
+    _backoff: float = 0.0
 
     def __new__(cls):
         """
diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index e8b05024f..5174f9416 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -1,9 +1,9 @@
 # pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors,
 # pragma pylint: disable=protected-access, C0103
 
+import datetime
 from unittest.mock import MagicMock
 
-import datetime
 import pytest
 from requests.exceptions import RequestException
 

From db985cbc2ea4bfa29b2d605ca6c2c0a0d152e579 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 23 May 2021 09:24:50 +0300
Subject: [PATCH 0525/1386] Fix hyperopt-show failing to display old results
 with missing new fields.

---
 freqtrade/optimize/optimize_reports.py | 17 +++++++++++++----
 1 file changed, 13 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index bda531d0d..ce6758210 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -531,8 +531,18 @@ def text_table_add_metrics(strat_results: Dict) -> str:
     if len(strat_results['trades']) > 0:
         best_trade = max(strat_results['trades'], key=lambda x: x['profit_ratio'])
         worst_trade = min(strat_results['trades'], key=lambda x: x['profit_ratio'])
-        zero_duration_trades_percent =\
-            100.0 / strat_results['total_trades'] * strat_results['zero_duration_trades']
+
+        # Newly added fields should be ignored if they are missing in strat_results. hyperopt-show
+        # command stores these results and newer version of freqtrade must be able to handle old
+        # results with missing new fields.
+        zero_duration_trades = '--'
+
+        if 'zero_duration_trades' in strat_results:
+            zero_duration_trades_per = \
+                100.0 / strat_results['total_trades'] * strat_results['zero_duration_trades']
+            zero_duration_trades = f'{zero_duration_trades_per}% ' \
+                                   f'({strat_results["zero_duration_trades"]})'
+
         metrics = [
             ('Backtesting from', strat_results['backtest_start']),
             ('Backtesting to', strat_results['backtest_end']),
@@ -569,8 +579,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                 f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
-            ('Zero Duration Trades', f"{zero_duration_trades_percent:.1f}% "
-                                     f"({strat_results['zero_duration_trades']})"),
+            ('Zero Duration Trades', zero_duration_trades),
             ('', ''),  # Empty line to improve readability
 
             ('Min balance', round_coin_value(strat_results['csum_min'],

From 916ece6a29fa140398bdc637b8bcf8194e0f7614 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 23 May 2021 09:15:36 +0200
Subject: [PATCH 0526/1386] More realistic testcase for results

---
 tests/optimize/test_optimize_reports.py | 19 ++++++++-----------
 1 file changed, 8 insertions(+), 11 deletions(-)

diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index e0ff2f219..575bb9092 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -28,13 +28,10 @@ def test_text_table_bt_results():
 
     results = pd.DataFrame(
         {
-            'pair': ['ETH/BTC', 'ETH/BTC'],
-            'profit_ratio': [0.1, 0.2],
-            'profit_abs': [0.2, 0.4],
-            'trade_duration': [10, 30],
-            'wins': [2, 0],
-            'draws': [0, 0],
-            'losses': [0, 0]
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_ratio': [0.1, 0.2, -0.05],
+            'profit_abs': [0.2, 0.4, -0.1],
+            'trade_duration': [10, 30, 20],
         }
     )
 
@@ -43,10 +40,10 @@ def test_text_table_bt_results():
         '   Avg Duration |   Win  Draw  Loss  Win% |\n'
         '|---------+--------+----------------+----------------+------------------+----------------+'
         '----------------+-------------------------|\n'
-        '| ETH/BTC |      2 |          15.00 |          30.00 |       0.60000000 |          15.00 |'
-        '        0:20:00 |     2     0     0   100 |\n'
-        '|   TOTAL |      2 |          15.00 |          30.00 |       0.60000000 |          15.00 |'
-        '        0:20:00 |     2     0     0   100 |'
+        '| ETH/BTC |      3 |           8.33 |          25.00 |       0.50000000 |          12.50 |'
+        '        0:20:00 |     2     0     1  66.7 |\n'
+        '|   TOTAL |      3 |           8.33 |          25.00 |       0.50000000 |          12.50 |'
+        '        0:20:00 |     2     0     1  66.7 |'
     )
 
     pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',

From 7f125315b059cc529750415945366474efa5ac7b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 23 May 2021 09:36:02 +0200
Subject: [PATCH 0527/1386] Track Rejected Trades

closes #3423
---
 freqtrade/optimize/backtesting.py      | 26 +++++++++++++++++++++-----
 freqtrade/optimize/optimize_reports.py |  2 ++
 2 files changed, 23 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index aff09921c..642ed2b76 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -177,6 +177,7 @@ class Backtesting:
         Trade.use_db = False
         PairLocks.reset_locks()
         Trade.reset_trades()
+        self.rejected_trades = 0
         self.dataprovider.clear_cache()
 
     def _get_ohlcv_as_lists(self, processed: Dict[str, DataFrame]) -> Dict[str, Tuple]:
@@ -336,6 +337,17 @@ class Backtesting:
                     trades.append(trade1)
         return trades
 
+    def trade_slot_available(self, max_open_trades: int, open_trade_count: int) -> bool:
+        if max_open_trades <= 0:
+            # Always allow trades when max_open_trades is enabled.
+            return True
+        if open_trade_count < max_open_trades:
+
+            return True
+        # Rejected trade
+        self.rejected_trades += 1
+        return False
+
     def backtest(self, processed: Dict,
                  start_date: datetime, end_date: datetime,
                  max_open_trades: int = 0, position_stacking: bool = False,
@@ -397,11 +409,14 @@ class Backtesting:
                 # without positionstacking, we can only have one open trade per pair.
                 # max_open_trades must be respected
                 # don't open on the last row
-                if ((position_stacking or len(open_trades[pair]) == 0)
-                        and (max_open_trades <= 0 or open_trade_count_start < max_open_trades)
-                        and tmp != end_date
-                        and row[BUY_IDX] == 1 and row[SELL_IDX] != 1
-                        and not PairLocks.is_pair_locked(pair, row[DATE_IDX])):
+                if (
+                    (position_stacking or len(open_trades[pair]) == 0)
+                    and self.trade_slot_available(max_open_trades, open_trade_count_start)
+                    and tmp != end_date
+                    and row[BUY_IDX] == 1
+                    and row[SELL_IDX] != 1
+                    and not PairLocks.is_pair_locked(pair, row[DATE_IDX])
+                ):
                     trade = self._enter_trade(pair, row)
                     if trade:
                         # TODO: hacky workaround to avoid opening > max_open_trades
@@ -439,6 +454,7 @@ class Backtesting:
             'results': results,
             'config': self.strategy.config,
             'locks': PairLocks.get_all_locks(),
+            'rejected': self.rejected_trades,
             'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
         }
 
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index ce6758210..ddccfd1dc 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -355,6 +355,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'starting_balance': starting_balance,
         'dry_run_wallet': starting_balance,
         'final_balance': content['final_balance'],
+        'rejected_signals': content['rejected'],
         'max_open_trades': max_open_trades,
         'max_open_trades_setting': (config['max_open_trades']
                                     if config['max_open_trades'] != float('inf') else -1),
@@ -561,6 +562,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],
                                                     strat_results['stake_currency'])),
+            ('Rejected Buy signals', strat_results.get('rejected_signals', 'N/A')),
 
             ('', ''),  # Empty line to improve readability
             ('Best Pair', f"{strat_results['best_pair']['key']} "

From a39860e0de12e1d3c4590b235dc07c74460e7210 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 23 May 2021 09:46:51 +0200
Subject: [PATCH 0528/1386] Add tests for rejected signals

---
 docs/backtesting.md                     | 3 +++
 freqtrade/optimize/backtesting.py       | 9 +++------
 freqtrade/optimize/optimize_reports.py  | 5 ++---
 tests/optimize/test_backtesting.py      | 3 +++
 tests/optimize/test_hyperopt.py         | 2 ++
 tests/optimize/test_optimize_reports.py | 2 ++
 6 files changed, 15 insertions(+), 9 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index e720206bb..2027c2079 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -298,6 +298,7 @@ A backtesting result will look like that:
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
 | Zero Duration Trades  | 4.6% (20)           |
+| Rejected Buy signals  | 3089                |
 |                       |                     |
 | Min balance           | 0.00945123 BTC      |
 | Max balance           | 0.01846651 BTC      |
@@ -386,6 +387,7 @@ It contains some useful key metrics about performance of your strategy on backte
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
 | Zero Duration Trades  | 4.6% (20)           |
+| Rejected Buy signals  | 3089                |
 |                       |                     |
 | Min balance           | 0.00945123 BTC      |
 | Max balance           | 0.01846651 BTC      |
@@ -416,6 +418,7 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
 - `Zero Duration Trades`: A number of trades that completed within same candle as they opened and had `trailing_stop_loss` sell reason. A significant amount of such trades may indicate that strategy is exploiting trailing stoploss behavior in backtesting and produces unrealistic results.
+- `Rejected Buy signals`: Buy signals that could not be acted upon due to max_open_trades being reached.
 - `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
 - `Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
 - `Drawdown high` / `Drawdown low`: Profit at the beginning and end of the largest drawdown period. A negative low value means initial capital lost.
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 642ed2b76..cbc0995aa 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -338,11 +338,8 @@ class Backtesting:
         return trades
 
     def trade_slot_available(self, max_open_trades: int, open_trade_count: int) -> bool:
-        if max_open_trades <= 0:
-            # Always allow trades when max_open_trades is enabled.
-            return True
-        if open_trade_count < max_open_trades:
-
+        # Always allow trades when max_open_trades is enabled.
+        if max_open_trades <= 0 or open_trade_count < max_open_trades:
             return True
         # Rejected trade
         self.rejected_trades += 1
@@ -454,7 +451,7 @@ class Backtesting:
             'results': results,
             'config': self.strategy.config,
             'locks': PairLocks.get_all_locks(),
-            'rejected': self.rejected_trades,
+            'rejected_signals': self.rejected_trades,
             'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
         }
 
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index ddccfd1dc..090af4a85 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -355,7 +355,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'starting_balance': starting_balance,
         'dry_run_wallet': starting_balance,
         'final_balance': content['final_balance'],
-        'rejected_signals': content['rejected'],
+        'rejected_signals': content['rejected_signals'],
         'max_open_trades': max_open_trades,
         'max_open_trades_setting': (config['max_open_trades']
                                     if config['max_open_trades'] != float('inf') else -1),
@@ -562,8 +562,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],
                                                     strat_results['stake_currency'])),
-            ('Rejected Buy signals', strat_results.get('rejected_signals', 'N/A')),
-
             ('', ''),  # Empty line to improve readability
             ('Best Pair', f"{strat_results['best_pair']['key']} "
                           f"{round(strat_results['best_pair']['profit_sum_pct'], 2)}%"),
@@ -582,6 +580,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
             ('Zero Duration Trades', zero_duration_trades),
+            ('Rejected Buy signals', strat_results.get('rejected_signals', 'N/A')),
             ('', ''),  # Empty line to improve readability
 
             ('Min balance', round_coin_value(strat_results['csum_min'],
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 03a65b159..632d458ce 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -831,6 +831,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'results': pd.DataFrame(columns=BT_DATA_COLUMNS),
         'config': default_conf,
         'locks': [],
+        'rejected_signals': 20,
         'final_balance': 1000,
         })
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
@@ -938,12 +939,14 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
             'results': result1,
             'config': default_conf,
             'locks': [],
+            'rejected_signals': 20,
             'final_balance': 1000,
         },
         {
             'results': result2,
             'config': default_conf,
             'locks': [],
+            'rejected_signals': 20,
             'final_balance': 1000,
         }
     ])
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index b80ede734..d7eb8bf67 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -441,6 +441,7 @@ def test_hyperopt_format_results(hyperopt):
         'config': hyperopt.config,
         'locks': [],
         'final_balance': 0.02,
+        'rejected_signals': 2,
         'backtest_start_time': 1619718665,
         'backtest_end_time': 1619718665,
         }
@@ -593,6 +594,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                  }),
         'config': hyperopt_conf,
         'locks': [],
+        'rejected_signals': 20,
         'final_balance': 1000,
     }
 
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 575bb9092..f9dac3397 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -79,6 +79,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
         'config': default_conf,
         'locks': [],
         'final_balance': 1000.02,
+        'rejected_signals': 20,
         'backtest_start_time': Arrow.utcnow().int_timestamp,
         'backtest_end_time': Arrow.utcnow().int_timestamp,
         }
@@ -126,6 +127,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
         'config': default_conf,
         'locks': [],
         'final_balance': 1000.02,
+        'rejected_signals': 20,
         'backtest_start_time': Arrow.utcnow().int_timestamp,
         'backtest_end_time': Arrow.utcnow().int_timestamp,
         }

From 3f956441fcb4c6d011c1ac95c8f9e4fb249fb235 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 23 May 2021 15:53:54 +0200
Subject: [PATCH 0529/1386] Properly format % of zero_duration_trades

---
 freqtrade/optimize/optimize_reports.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index ce6758210..a76bb2e3a 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -540,7 +540,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
         if 'zero_duration_trades' in strat_results:
             zero_duration_trades_per = \
                 100.0 / strat_results['total_trades'] * strat_results['zero_duration_trades']
-            zero_duration_trades = f'{zero_duration_trades_per}% ' \
+            zero_duration_trades = f'{zero_duration_trades_per:.2f}% ' \
                                    f'({strat_results["zero_duration_trades"]})'
 
         metrics = [

From 77302ea178896aaba9f2608557a4c6bbb796e7c6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 23 May 2021 16:01:49 +0200
Subject: [PATCH 0530/1386] Update documentation for forcebuy query

---
 docs/assets/telegram_forcebuy.png | Bin 0 -> 17895 bytes
 docs/telegram-usage.md            |   9 +++++++--
 tests/rpc/test_rpc_telegram.py    |   5 +++++
 3 files changed, 12 insertions(+), 2 deletions(-)
 create mode 100644 docs/assets/telegram_forcebuy.png

diff --git a/docs/assets/telegram_forcebuy.png b/docs/assets/telegram_forcebuy.png
new file mode 100644
index 0000000000000000000000000000000000000000..b0592bff3571dab298a1f951f1aaa8eae255a011
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HcmV?d00001

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 377977892..340e67549 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -243,10 +243,14 @@ Return a summary of your profit/loss and performance.
 
 > **BITTREX:** Selling BTC/LTC with limit `0.01650000 (profit: ~-4.07%, -0.00008168)`
 
-### /forcebuy <pair>
+### /forcebuy <pair> [rate]
 
 > **BITTREX:** Buying ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`)
 
+Omitting the pair will open a query asking for the pair to buy (based on the current whitelist).
+
+![Telegram force-buy screenshot](assets/telegram_forcebuy.png)
+
 Note that for this to work, `forcebuy_enable` needs to be set to true.
 
 [More details](configuration.md#understand-forcebuy_enable)
@@ -254,7 +258,8 @@ Note that for this to work, `forcebuy_enable` needs to be set to true.
 ### /performance
 
 Return the performance of each crypto-currency the bot has sold.
-> Performance:
+
+> Performance:  
 > 1. `RCN/BTC 57.77%`  
 > 2. `PAY/BTC 56.91%`  
 > 3. `VIB/BTC 47.07%`  
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index a3147f956..6e818ff8d 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -930,6 +930,11 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
     assert inline_msg_mock.call_args_list[0][1]['callback_query_handler'] == 'forcebuy'
     keyboard = inline_msg_mock.call_args_list[0][1]['keyboard']
     assert reduce(lambda acc, x: acc + len(x), keyboard, 0) == 4
+    update = MagicMock()
+    update.callback_query = MagicMock()
+    update.callback_query.data = 'XRP/USDT'
+    telegram._forcebuy_inline(update, None)
+    assert fbuy_mock.call_count == 1
 
 
 def test_performance_handle(default_conf, update, ticker, fee,

From 6f990c5976549c9abd76a240cd3730125efca724 Mon Sep 17 00:00:00 2001
From: Priveyes <3041616+Pascal66@users.noreply.github.com>
Date: Sun, 23 May 2021 18:49:07 +0200
Subject: [PATCH 0531/1386] Fix a rare error in save_result : ValueError: Out
 of range float values are not JSON compliant

freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
    rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
---
 freqtrade/optimize/hyperopt.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index cf5559a24..cba82cee6 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -163,7 +163,7 @@ class Hyperopt:
         :param epoch: result dictionary for this epoch.
         """
         with self.results_file.open('a') as f:
-            rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
+            rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
             f.write("\n")
 
         self.num_epochs_saved += 1

From 4c02e6667f2a80568e829a29c5a50dc52fbdbdb6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 24 May 2021 05:23:55 +0000
Subject: [PATCH 0532/1386] Bump mkdocs-material from 7.1.4 to 7.1.5

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.4 to 7.1.5.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.4...7.1.5)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 3d469fde7..89011272d 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.1.4
+mkdocs-material==7.1.5
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 2fddb4ae43ef81372755136b5f99ce6db350b4f5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 24 May 2021 05:24:02 +0000
Subject: [PATCH 0533/1386] Bump jinja2 from 3.0.0 to 3.0.1

Bumps [jinja2](https://github.com/pallets/jinja) from 3.0.0 to 3.0.1.
- [Release notes](https://github.com/pallets/jinja/releases)
- [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst)
- [Commits](https://github.com/pallets/jinja/compare/3.0.0...3.0.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index f55cc0bdc..0d293800e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -17,7 +17,7 @@ TA-Lib==0.4.19
 technical==1.3.0
 tabulate==0.8.9
 pycoingecko==2.0.0
-jinja2==3.0.0
+jinja2==3.0.1
 tables==3.6.1
 blosc==1.10.2
 

From 7757c476fdeb125b46e45b754841ccb8380f4b5c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 24 May 2021 05:24:08 +0000
Subject: [PATCH 0534/1386] Bump ta-lib from 0.4.19 to 0.4.20

Bumps [ta-lib](https://github.com/mrjbq7/ta-lib) from 0.4.19 to 0.4.20.
- [Release notes](https://github.com/mrjbq7/ta-lib/releases)
- [Changelog](https://github.com/mrjbq7/ta-lib/blob/master/CHANGELOG)
- [Commits](https://github.com/mrjbq7/ta-lib/compare/TA_Lib-0.4.19...TA_Lib-0.4.20)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index f55cc0bdc..6280a1e9a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -13,7 +13,7 @@ requests==2.25.1
 urllib3==1.26.4
 wrapt==1.12.1
 jsonschema==3.2.0
-TA-Lib==0.4.19
+TA-Lib==0.4.20
 technical==1.3.0
 tabulate==0.8.9
 pycoingecko==2.0.0

From 20ccda1699acf4ac6b592811f845ce34438eeab8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 24 May 2021 05:24:17 +0000
Subject: [PATCH 0535/1386] Bump ccxt from 1.50.6 to 1.50.30

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.50.6 to 1.50.30.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.50.6...1.50.30)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index f55cc0bdc..363caf3b9 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.3
 pandas==1.2.4
 
-ccxt==1.50.6
+ccxt==1.50.30
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From af16614bf29a6f3235c780c5f9746541e6f66cab Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 24 May 2021 07:48:36 +0200
Subject: [PATCH 0536/1386] Fix formatting issue

---
 freqtrade/optimize/hyperopt.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index cba82cee6..85bcbb8e3 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -163,7 +163,8 @@ class Hyperopt:
         :param epoch: result dictionary for this epoch.
         """
         with self.results_file.open('a') as f:
-            rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
+            rapidjson.dump(epoch, f, default=str,
+                           number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
             f.write("\n")
 
         self.num_epochs_saved += 1

From ba3997185bc72ca6e30fb89c6c090007c41f850c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 24 May 2021 08:03:33 +0200
Subject: [PATCH 0537/1386] Update wheels for ta-lib

---
 .../TA_Lib-0.4.19-cp37-cp37m-win_amd64.whl     | Bin 482390 -> 0 bytes
 .../TA_Lib-0.4.19-cp38-cp38-win_amd64.whl      | Bin 504687 -> 0 bytes
 .../TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl     | Bin 0 -> 482853 bytes
 .../TA_Lib-0.4.20-cp38-cp38-win_amd64.whl      | Bin 0 -> 505119 bytes
 build_helpers/install_windows.ps1              |   5 ++---
 docs/windows_installation.md                   |   4 +++-
 6 files changed, 5 insertions(+), 4 deletions(-)
 delete mode 100644 build_helpers/TA_Lib-0.4.19-cp37-cp37m-win_amd64.whl
 delete mode 100644 build_helpers/TA_Lib-0.4.19-cp38-cp38-win_amd64.whl
 create mode 100644 build_helpers/TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl
 create mode 100644 build_helpers/TA_Lib-0.4.20-cp38-cp38-win_amd64.whl

diff --git a/build_helpers/TA_Lib-0.4.19-cp37-cp37m-win_amd64.whl b/build_helpers/TA_Lib-0.4.19-cp37-cp37m-win_amd64.whl
deleted file mode 100644
index 5adbda8a7e81d37f3c1d387baba2457bc7da5b8f..0000000000000000000000000000000000000000
GIT binary patch
literal 0
HcmV?d00001

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diff --git a/build_helpers/TA_Lib-0.4.20-cp38-cp38-win_amd64.whl b/build_helpers/TA_Lib-0.4.20-cp38-cp38-win_amd64.whl
new file mode 100644
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HcmV?d00001

diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1
index 5747db335..d2a27dd26 100644
--- a/build_helpers/install_windows.ps1
+++ b/build_helpers/install_windows.ps1
@@ -1,16 +1,15 @@
 # Downloads don't work automatically, since the URL is regenerated via javascript.
 # Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
-# Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/xxxxxxx/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl"
 
 python -m pip install --upgrade pip
 
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.7') {
-    pip install build_helpers\TA_Lib-0.4.19-cp37-cp37m-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl
 }
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.19-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.20-cp38-cp38-win_amd64.whl
 }
 
 pip install -r requirements-dev.txt
diff --git a/docs/windows_installation.md b/docs/windows_installation.md
index 168938973..edc0a1404 100644
--- a/docs/windows_installation.md
+++ b/docs/windows_installation.md
@@ -1,3 +1,5 @@
+# Windows installation
+
 We **strongly** recommend that Windows users use [Docker](docker_quickstart.md) as this will work much easier and smoother (also more secure).
 
 If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
@@ -21,7 +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 precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.19‑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 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).
 
 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.

From c0d3a31ddb7ac11d1e96cb3a2ba03ecc53cd7dcf Mon Sep 17 00:00:00 2001
From: Nicolas Menescardi <nicolasmenescardi@hotmail.com>
Date: Mon, 24 May 2021 11:08:17 -0300
Subject: [PATCH 0538/1386] Update strategy-advanced.md

fix some typos
---
 docs/strategy-advanced.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index cb759eb2f..3436604a9 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -331,7 +331,7 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
 
-However, freqtrade also offers a custom callback for both order types, which allows you to decide based on custom criteria if a order did time out or not.
+However, freqtrade also offers a custom callback for both order types, which allows you to decide based on custom criteria if an order did time out or not.
 
 !!! Note
     Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
@@ -557,7 +557,7 @@ Both attributes and methods may be overridden, altering behavior of the original
 
 ## Embedding Strategies
 
-Freqtrade provides you with with an easy way to embed the strategy into your configuration file.
+Freqtrade provides you with an easy way to embed the strategy into your configuration file.
 This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
 in your chosen config file.
 

From 9465fd390a36f3e1425e717506c3aed9f4302221 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 24 May 2021 17:01:53 +0200
Subject: [PATCH 0539/1386] Fix devcontainer

---
 .devcontainer/Dockerfile | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/.devcontainer/Dockerfile b/.devcontainer/Dockerfile
index 19e09c969..43d54e647 100644
--- a/.devcontainer/Dockerfile
+++ b/.devcontainer/Dockerfile
@@ -1,20 +1,21 @@
 FROM freqtradeorg/freqtrade:develop
 
+USER root
 # Install dependencies
 COPY requirements-dev.txt /freqtrade/
+
 RUN apt-get update \
-    && apt-get -y install git mercurial sudo vim \
+    && apt-get -y install git mercurial sudo vim build-essential \
     && apt-get clean \
-    && pip install autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir \
-    && useradd -u 1000 -U -m ftuser \
     && mkdir -p /home/ftuser/.vscode-server /home/ftuser/.vscode-server-insiders /home/ftuser/commandhistory \
     && echo "export PROMPT_COMMAND='history -a'" >> /home/ftuser/.bashrc \
-    && echo "export HISTFILE=~/commandhistory/.bash_history" >> /home/ftuser/.bashrc \
-    && mv /root/.local /home/ftuser/.local/ \
+    && echo "export HISTFILE=~/commandhistory/.bash_hi>story" >> /home/ftuser/.bashrc \
     && chown ftuser:ftuser -R /home/ftuser/.local/ \
     && chown ftuser: -R /home/ftuser/
 
 USER ftuser
 
+RUN pip install --user autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir
+
 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []

From bd44deea0dbfbcf3a651d1533f04b019ec5291f5 Mon Sep 17 00:00:00 2001
From: Rikj000 <rik_helsen@hotmail.com>
Date: Mon, 24 May 2021 18:51:33 +0200
Subject: [PATCH 0540/1386] BugFix - hyperopt-show --print-json include
 non-optimized params

---
 freqtrade/optimize/hyperopt_tools.py | 19 ++++++++++++++-----
 1 file changed, 14 insertions(+), 5 deletions(-)
 mode change 100644 => 100755 freqtrade/optimize/hyperopt_tools.py

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
old mode 100644
new mode 100755
index 49e70913f..8fa03a0d2
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -93,7 +93,7 @@ class HyperoptTools():
         if print_json:
             result_dict: Dict = {}
             for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
-                HyperoptTools._params_update_for_json(result_dict, params, s)
+                HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s)
             print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
 
         else:
@@ -106,11 +106,20 @@ class HyperoptTools():
             HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:")
 
     @staticmethod
-    def _params_update_for_json(result_dict, params, space: str) -> None:
+    def _params_update_for_json(result_dict, params, non_optimized, space: str) -> None:
         if space in params:
             space_params = HyperoptTools._space_params(params, space)
+            space_non_optimized = HyperoptTools._space_params(non_optimized, space)
+            all_space_params = space_params
+
+            # Include non optimized params if there are any
+            if len(space_non_optimized) > 0:
+                for non_optimized_param in space_non_optimized:
+                    if non_optimized_param not in all_space_params:
+                        all_space_params[non_optimized_param] = space_non_optimized[non_optimized_param]
+
             if space in ['buy', 'sell']:
-                result_dict.setdefault('params', {}).update(space_params)
+                result_dict.setdefault('params', {}).update(all_space_params)
             elif space == 'roi':
                 # TODO: get rid of OrderedDict when support for python 3.6 will be
                 # dropped (dicts keep the order as the language feature)
@@ -120,10 +129,10 @@ class HyperoptTools():
                 # OrderedDict is used to keep the numeric order of the items
                 # in the dict.
                 result_dict['minimal_roi'] = OrderedDict(
-                    (str(k), v) for k, v in space_params.items()
+                    (str(k), v) for k, v in all_space_params.items()
                 )
             else:  # 'stoploss', 'trailing'
-                result_dict.update(space_params)
+                result_dict.update(all_space_params)
 
     @staticmethod
     def _params_pretty_print(params, space: str, header: str, non_optimized={}) -> None:

From 7dcf94f80cd9ce58d71bba0f515fb5f9f3b47177 Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Tue, 25 May 2021 08:18:14 +0700
Subject: [PATCH 0541/1386] Update Dockerfile

---
 .devcontainer/Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.devcontainer/Dockerfile b/.devcontainer/Dockerfile
index 43d54e647..6389a50df 100644
--- a/.devcontainer/Dockerfile
+++ b/.devcontainer/Dockerfile
@@ -9,7 +9,7 @@ RUN apt-get update \
     && apt-get clean \
     && mkdir -p /home/ftuser/.vscode-server /home/ftuser/.vscode-server-insiders /home/ftuser/commandhistory \
     && echo "export PROMPT_COMMAND='history -a'" >> /home/ftuser/.bashrc \
-    && echo "export HISTFILE=~/commandhistory/.bash_hi>story" >> /home/ftuser/.bashrc \
+    && echo "export HISTFILE=~/commandhistory/.bash_history" >> /home/ftuser/.bashrc \
     && chown ftuser:ftuser -R /home/ftuser/.local/ \
     && chown ftuser: -R /home/ftuser/
 

From a747312c1ebaabb71e9fd2eeff85fc7c96cfb45f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 25 May 2021 18:02:07 +0200
Subject: [PATCH 0542/1386] Explicitly provide is_open to trade Object

closes #5015
---
 freqtrade/freqtradebot.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1c3a759f4..56596f2b9 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -601,6 +601,7 @@ class FreqtradeBot(LoggingMixin):
             pair=pair,
             stake_amount=stake_amount,
             amount=amount,
+            is_open=True,
             amount_requested=amount_requested,
             fee_open=fee,
             fee_close=fee,

From cc5769e900514aa3180feb3db90d6362996e91bd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 25 May 2021 19:24:56 +0200
Subject: [PATCH 0543/1386] Convert np.int64 to proper int

closes #5018
---
 freqtrade/optimize/hyperopt.py | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 85bcbb8e3..430fe290a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -11,6 +11,7 @@ from datetime import datetime, timezone
 from math import ceil
 from pathlib import Path
 from typing import Any, Dict, List, Optional
+import numpy as np
 
 import progressbar
 import rapidjson
@@ -162,8 +163,13 @@ class Hyperopt:
         While not a valid json object - this allows appending easily.
         :param epoch: result dictionary for this epoch.
         """
+        def default_parser(x):
+            if isinstance(x, np.integer):
+                return int(x)
+            return str(x)
+
         with self.results_file.open('a') as f:
-            rapidjson.dump(epoch, f, default=str,
+            rapidjson.dump(epoch, f, default=default_parser,
                            number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
             f.write("\n")
 

From 8e89d3e6e4aace3f8f688f19ce47b254338626de Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 25 May 2021 19:33:34 +0200
Subject: [PATCH 0544/1386] Fix sort error

---
 freqtrade/optimize/hyperopt.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 430fe290a..49273d3de 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -11,8 +11,8 @@ from datetime import datetime, timezone
 from math import ceil
 from pathlib import Path
 from typing import Any, Dict, List, Optional
-import numpy as np
 
+import numpy as np
 import progressbar
 import rapidjson
 from colorama import Fore, Style

From 42453333bef8f600c29007e69bd5be508953a9a8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 07:38:47 +0200
Subject: [PATCH 0545/1386] Align coinbase download with ccxt limits

Align with https://github.com/ccxt/ccxt/issues/9268
---
 freqtrade/exchange/__init__.py    |  1 +
 freqtrade/exchange/bybit.py       |  1 -
 freqtrade/exchange/coinbasepro.py | 23 +++++++++++++++++++++++
 freqtrade/exchange/hitbtc.py      |  1 -
 requirements.txt                  |  2 +-
 5 files changed, 25 insertions(+), 3 deletions(-)
 create mode 100644 freqtrade/exchange/coinbasepro.py

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 23ba2eb10..015e0c869 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -7,6 +7,7 @@ from freqtrade.exchange.bibox import Bibox
 from freqtrade.exchange.binance import Binance
 from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.bybit import Bybit
+from freqtrade.exchange.coinbasepro import Coinbasepro
 from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
                                          is_exchange_known_ccxt, is_exchange_officially_supported,
                                          market_is_active, timeframe_to_minutes, timeframe_to_msecs,
diff --git a/freqtrade/exchange/bybit.py b/freqtrade/exchange/bybit.py
index 4a44bb42d..163f8c44e 100644
--- a/freqtrade/exchange/bybit.py
+++ b/freqtrade/exchange/bybit.py
@@ -18,7 +18,6 @@ class Bybit(Exchange):
     may still not work as expected.
     """
 
-    # fetchCurrencies API point requires authentication for Bybit,
     _ft_has: Dict = {
         "ohlcv_candle_limit": 200,
     }
diff --git a/freqtrade/exchange/coinbasepro.py b/freqtrade/exchange/coinbasepro.py
new file mode 100644
index 000000000..7dd9c80dc
--- /dev/null
+++ b/freqtrade/exchange/coinbasepro.py
@@ -0,0 +1,23 @@
+""" CoinbasePro exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Coinbasepro(Exchange):
+    """
+    CoinbasePro exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    _ft_has: Dict = {
+        "ohlcv_candle_limit": 300,
+    }
diff --git a/freqtrade/exchange/hitbtc.py b/freqtrade/exchange/hitbtc.py
index 763535263..a48c9a198 100644
--- a/freqtrade/exchange/hitbtc.py
+++ b/freqtrade/exchange/hitbtc.py
@@ -17,7 +17,6 @@ class Hitbtc(Exchange):
     may still not work as expected.
     """
 
-    # fetchCurrencies API point requires authentication for Hitbtc,
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
         "ohlcv_params": {"sort": "DESC"}
diff --git a/requirements.txt b/requirements.txt
index df611aedf..512b2a588 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.3
 pandas==1.2.4
 
-ccxt==1.50.30
+ccxt==1.50.48
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From f3d8e5c9e418d6645eb07a7bbd2e84840d656bb9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 10:44:35 +0200
Subject: [PATCH 0546/1386] Improve hyperopt docs

closes #4949
---
 docs/hyperopt.md | 13 +++++++------
 1 file changed, 7 insertions(+), 6 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index d8f4a8071..0d7b1cc32 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -249,15 +249,16 @@ We continue to define hyperoptable parameters:
 
 ```python
 class MyAwesomeStrategy(IStrategy):
-    buy_adx = IntParameter(20, 40, default=30, space="buy")
+    buy_adx = DecimalParameter(20, 40, decimals=1, default=30.1, space="buy")
     buy_rsi = IntParameter(20, 40, default=30, space="buy")
-    buy_adx_enabled = CategoricalParameter([True, False], space="buy")
-    buy_rsi_enabled = CategoricalParameter([True, False], space="buy")
-    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'], space="buy")
+    buy_adx_enabled = CategoricalParameter([True, False], default=True, space="buy")
+    buy_rsi_enabled = CategoricalParameter([True, False], default=False, space="buy")
+    buy_trigger = CategoricalParameter(["bb_lower", "macd_cross_signal"], default="bb_lower", space="buy")
 ```
 
-Above definition says: I have five parameters I want to randomly combine to find the best combination.
-Two of them are integer values (`buy_adx` and `buy_rsi`) and I want you test in the range of values 20 to 40.  
+The above definition says: I have five parameters I want to randomly combine to find the best combination.  
+`buy_rsi` is an integer parameter, which will be tested between 20 and 40. This space has a size of 20.  
+`buy_adx` is a decimal parameter, which will be evaluated between 20 and 40 with 1 decimal place (so values are 20.1, 20.2, ...). This space has a size of 200.  
 Then we have three category variables. First two are either `True` or `False`.
 We use these to either enable or disable the ADX and RSI guards.
 The last one we call `trigger` and use it to decide which buy trigger we want to use.

From 0c9b913cad25e0f75cde562415014116e28c3153 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 11:10:10 +0200
Subject: [PATCH 0547/1386] Version bump 2021.5

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 68bcad396..ed0c70417 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.4'
+__version__ = '2021.5'
 
 if __version__ == 'develop':
 

From a6cd35365591d5ec6d7d71cec262c051470b8c03 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 11:22:22 +0200
Subject: [PATCH 0548/1386] Address random ci failure

---
 tests/rpc/test_rpc.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index b005fb105..904a7e74f 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -422,7 +422,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'
     assert stats['latest_trade_date'] == 'just now'
-    assert stats['avg_duration'] == '0:00:00'
+    assert stats['avg_duration'] in ('0:00:00', '0:00:01')
     assert stats['best_pair'] == 'ETH/BTC'
     assert prec_satoshi(stats['best_rate'], 6.2)
 
@@ -433,7 +433,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'
     assert stats['latest_trade_date'] == 'just now'
-    assert stats['avg_duration'] == '0:00:00'
+    assert stats['avg_duration']  in ('0:00:00', '0:00:01')
     assert stats['best_pair'] == 'ETH/BTC'
     assert prec_satoshi(stats['best_rate'], 6.2)
     assert isnan(stats['profit_all_coin'])

From 8bef7217ec0af25e08b91d8cdc3829edfffd9183 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 11:24:01 +0200
Subject: [PATCH 0549/1386] Forgot to save :O

---
 tests/rpc/test_rpc.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 904a7e74f..e7a968e37 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -433,7 +433,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     assert stats['trade_count'] == 2
     assert stats['first_trade_date'] == 'just now'
     assert stats['latest_trade_date'] == 'just now'
-    assert stats['avg_duration']  in ('0:00:00', '0:00:01')
+    assert stats['avg_duration'] in ('0:00:00', '0:00:01')
     assert stats['best_pair'] == 'ETH/BTC'
     assert prec_satoshi(stats['best_rate'], 6.2)
     assert isnan(stats['profit_all_coin'])

From c5c323ca8895d45567d4d0e5a7379a6c73a51606 Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Thu, 27 May 2021 16:35:27 +0700
Subject: [PATCH 0550/1386] Settings notify sell in telegram base on sell
 reason (#5028)

* BREAK: notification sell by sell reason

* Update constants.py

* Update telegram.py

* Update telegram-usage.md

* Update telegram.py

* Update telegram.py

* Fix test fail

* Update config_full.json.example

* Update telegram-usage.md

* Update telegram.py

* Update telegram.py

* Update telegram-usage.md

* validate value of sell object

* Fix linter

* Update constants.py

* Make telegram sample slightly more positive

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 config_full.json.example  | 11 ++++++++++-
 docs/telegram-usage.md    | 41 ++++++++++++++++++++++++---------------
 freqtrade/constants.py    |  8 +++++++-
 freqtrade/rpc/telegram.py | 40 +++++++++++++++++++++++++-------------
 4 files changed, 69 insertions(+), 31 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 24d364fdf..6aeb756f3 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -165,7 +165,16 @@
             "startup": "on",
             "buy": "on",
             "buy_fill": "on",
-            "sell": "on",
+            "sell": {
+                "roi": "off",
+                "emergency_sell": "off",
+                "force_sell": "off",
+                "sell_signal": "off",
+                "trailing_stop_loss": "off",
+                "stop_loss": "off",
+                "stoploss_on_exchange": "off",
+                "custom_sell": "off"
+            },
             "sell_fill": "on",
             "buy_cancel": "on",
             "sell_cancel": "on"
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 6174bf0fe..991b5f1fb 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -72,22 +72,31 @@ Example configuration showing the different settings:
 
 ``` json
 "telegram": {
-      "enabled": true,
-      "token": "your_telegram_token",
-      "chat_id": "your_telegram_chat_id",
-      "notification_settings": {
-         "status": "silent",
-         "warning": "on",
-         "startup": "off",
-         "buy": "silent",
-         "sell": "on",
-         "buy_cancel": "silent",
-         "sell_cancel": "on",
-         "buy_fill": "off",
-         "sell_fill": "off"
-      },
-      "balance_dust_level": 0.01
-   },
+    "enabled": true,
+    "token": "your_telegram_token",
+    "chat_id": "your_telegram_chat_id",
+    "notification_settings": {
+        "status": "silent",
+        "warning": "on",
+        "startup": "off",
+        "buy": "silent",
+        "sell": {
+            "roi": "silent",
+            "emergency_sell": "on",
+            "force_sell": "on",
+            "sell_signal": "silent",
+            "trailing_stop_loss": "on",
+            "stop_loss": "on",
+            "stoploss_on_exchange": "on",
+            "custom_sell": "silent"
+        },
+        "buy_cancel": "silent",
+        "sell_cancel": "on",
+        "buy_fill": "off",
+        "sell_fill": "off"
+    },
+    "balance_dust_level": 0.01
+},
 ```
 
 `buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 5ec60eb59..2e0efc8e7 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -260,7 +260,13 @@ CONF_SCHEMA = {
                                      'enum': TELEGRAM_SETTING_OPTIONS,
                                      'default': 'off'
                                      },
-                        'sell': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'sell': {
+                            'type': 'object',
+                            'additionalProperties': {
+                                'type': 'string',
+                                'enum': TELEGRAM_SETTING_OPTIONS
+                            }
+                        },
                         'sell_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'sell_fill': {
                             'type': 'string',
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index b9e90dc8d..cca87ad91 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -233,44 +233,58 @@ class Telegram(RPCHandler):
     def send_msg(self, msg: Dict[str, Any]) -> None:
         """ Send a message to telegram channel """
 
-        noti = self._config['telegram'].get('notification_settings', {}
-                                            ).get(str(msg['type']), 'on')
+        default_noti = 'on'
+
+        msg_type = msg['type']
+        noti = ''
+        if msg_type == RPCMessageType.SELL:
+            sell_noti = self._config['telegram'] \
+              .get('notification_settings', {}).get(str(msg_type), {})
+            # For backward compatibility sell still be string
+            if isinstance(noti, str):
+                noti = sell_noti
+            else:
+                noti = sell_noti.get(str(msg['sell_reason']), default_noti)
+        else:
+            noti = self._config['telegram'] \
+              .get('notification_settings', {}).get(str(msg_type), default_noti)
+
         if noti == 'off':
-            logger.info(f"Notification '{msg['type']}' not sent.")
+            logger.info(f"Notification '{msg_type}' not sent.")
             # Notification disabled
             return
 
-        if msg['type'] == RPCMessageType.BUY:
+        if msg_type == RPCMessageType.BUY:
             message = self._format_buy_msg(msg)
 
-        elif msg['type'] in (RPCMessageType.BUY_CANCEL, RPCMessageType.SELL_CANCEL):
-            msg['message_side'] = 'buy' if msg['type'] == RPCMessageType.BUY_CANCEL else 'sell'
+        elif msg_type in (RPCMessageType.BUY_CANCEL, RPCMessageType.SELL_CANCEL):
+            msg['message_side'] = 'buy' if msg_type == RPCMessageType.BUY_CANCEL else 'sell'
             message = ("\N{WARNING SIGN} *{exchange}:* "
                        "Cancelling open {message_side} Order for {pair} (#{trade_id}). "
                        "Reason: {reason}.".format(**msg))
 
-        elif msg['type'] == RPCMessageType.BUY_FILL:
+        elif msg_type == RPCMessageType.BUY_FILL:
             message = ("\N{LARGE CIRCLE} *{exchange}:* "
                        "Buy order for {pair} (#{trade_id}) filled "
                        "for {open_rate}.".format(**msg))
-        elif msg['type'] == RPCMessageType.SELL_FILL:
+        elif msg_type == RPCMessageType.SELL_FILL:
             message = ("\N{LARGE CIRCLE} *{exchange}:* "
                        "Sell order for {pair} (#{trade_id}) filled "
                        "for {close_rate}.".format(**msg))
-        elif msg['type'] == RPCMessageType.SELL:
+        elif msg_type == RPCMessageType.SELL:
             message = self._format_sell_msg(msg)
 
-        elif msg['type'] == RPCMessageType.STATUS:
+        elif msg_type == RPCMessageType.STATUS:
             message = '*Status:* `{status}`'.format(**msg)
 
-        elif msg['type'] == RPCMessageType.WARNING:
+        elif msg_type == RPCMessageType.WARNING:
             message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
 
-        elif msg['type'] == RPCMessageType.STARTUP:
+        elif msg_type == RPCMessageType.STARTUP:
             message = '{status}'.format(**msg)
 
         else:
-            raise NotImplementedError('Unknown message type: {}'.format(msg['type']))
+            raise NotImplementedError('Unknown message type: {}'.format(msg_type))
 
         self._send_msg(message, disable_notification=(noti == 'silent'))
 

From 2f79958acb3c9a120d6a82d04676266be1c12c6e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Apr 2021 14:43:43 +0200
Subject: [PATCH 0551/1386] Move declarative_base import to import from .orm

---
 freqtrade/persistence/models.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index f2e7a10c4..6733b66a6 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -9,8 +9,7 @@ from typing import Any, Dict, List, Optional
 from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer, String,
                         create_engine, desc, func, inspect)
 from sqlalchemy.exc import NoSuchModuleError
-from sqlalchemy.ext.declarative import declarative_base
-from sqlalchemy.orm import Query, relationship
+from sqlalchemy.orm import Query, relationship, declarative_base
 from sqlalchemy.orm.scoping import scoped_session
 from sqlalchemy.orm.session import sessionmaker
 from sqlalchemy.pool import StaticPool

From c31cb6711874b99f175c1508475d75ad69da4c5a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Apr 2021 14:53:08 +0200
Subject: [PATCH 0552/1386] Further changes for sqlalchemy 1.4

---
 freqtrade/persistence/migrations.py | 21 ++++++++++++---------
 freqtrade/persistence/models.py     |  2 +-
 tests/test_persistence.py           | 29 ++++++++++++++++-------------
 3 files changed, 29 insertions(+), 23 deletions(-)

diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index d89256baf..bb6860373 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -1,7 +1,7 @@
 import logging
 from typing import List
 
-from sqlalchemy import inspect
+from sqlalchemy import inspect, text
 
 
 logger = logging.getLogger(__name__)
@@ -62,15 +62,17 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     amount_requested = get_column_def(cols, 'amount_requested', 'amount')
 
     # Schema migration necessary
-    engine.execute(f"alter table trades rename to {table_back_name}")
-    # drop indexes on backup table
-    for index in inspector.get_indexes(table_back_name):
-        engine.execute(f"drop index {index['name']}")
+    with engine.begin() as connection:
+        connection.execute(text(f"alter table trades rename to {table_back_name}"))
+        # drop indexes on backup table
+        for index in inspector.get_indexes(table_back_name):
+            connection.execute(text(f"drop index {index['name']}"))
     # let SQLAlchemy create the schema as required
     decl_base.metadata.create_all(engine)
 
     # Copy data back - following the correct schema
-    engine.execute(f"""insert into trades
+    with engine.begin() as connection:
+        connection.execute(text(f"""insert into trades
             (id, exchange, pair, is_open,
             fee_open, fee_open_cost, fee_open_currency,
             fee_close, fee_close_cost, fee_open_currency, open_rate,
@@ -104,11 +106,12 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {strategy} strategy, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
             from {table_back_name}
-            """)
+            """))
 
 
 def migrate_open_orders_to_trades(engine):
-    engine.execute("""
+    with engine.begin() as connection:
+        connection.execute(text("""
         insert into orders (ft_trade_id, ft_pair, order_id, ft_order_side, ft_is_open)
         select id ft_trade_id, pair ft_pair, open_order_id,
             case when close_rate_requested is null then 'buy'
@@ -120,7 +123,7 @@ def migrate_open_orders_to_trades(engine):
             'stoploss' ft_order_side, 1 ft_is_open
         from trades
         where stoploss_order_id is not null
-        """)
+        """))
 
 
 def migrate_orders_table(decl_base, inspector, engine, table_back_name: str, cols: List):
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 6733b66a6..6754623a8 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -9,7 +9,7 @@ from typing import Any, Dict, List, Optional
 from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer, String,
                         create_engine, desc, func, inspect)
 from sqlalchemy.exc import NoSuchModuleError
-from sqlalchemy.orm import Query, relationship, declarative_base
+from sqlalchemy.orm import Query, declarative_base, relationship
 from sqlalchemy.orm.scoping import scoped_session
 from sqlalchemy.orm.session import sessionmaker
 from sqlalchemy.pool import StaticPool
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 669f220bb..1814ddbbe 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -7,7 +7,7 @@ from unittest.mock import MagicMock
 
 import arrow
 import pytest
-from sqlalchemy import create_engine, inspect
+from sqlalchemy import create_engine, inspect, text
 
 from freqtrade import constants
 from freqtrade.exceptions import DependencyException, OperationalException
@@ -486,9 +486,10 @@ def test_migrate_old(mocker, default_conf, fee):
     mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
 
     # Create table using the old format
-    engine.execute(create_table_old)
-    engine.execute(insert_table_old)
-    engine.execute(insert_table_old2)
+    with engine.begin() as connection:
+        connection.execute(text(create_table_old))
+        connection.execute(text(insert_table_old))
+        connection.execute(text(insert_table_old2))
     # Run init to test migration
     init_db(default_conf['db_url'], default_conf['dry_run'])
 
@@ -579,15 +580,16 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
 
     # Create table using the old format
-    engine.execute(create_table_old)
-    engine.execute("create index ix_trades_is_open on trades(is_open)")
-    engine.execute("create index ix_trades_pair on trades(pair)")
-    engine.execute(insert_table_old)
+    with engine.begin() as connection:
+        connection.execute(text(create_table_old))
+        connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
+        connection.execute(text("create index ix_trades_pair on trades(pair)"))
+        connection.execute(text(insert_table_old))
 
-    # fake previous backup
-    engine.execute("create table trades_bak as select * from trades")
+        # fake previous backup
+        connection.execute(text("create table trades_bak as select * from trades"))
 
-    engine.execute("create table trades_bak1 as select * from trades")
+        connection.execute(text("create table trades_bak1 as select * from trades"))
     # Run init to test migration
     init_db(default_conf['db_url'], default_conf['dry_run'])
 
@@ -722,8 +724,9 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
     mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
 
     # Create table using the old format
-    engine.execute(create_table_old)
-    engine.execute(insert_table_old)
+    with engine.begin() as connection:
+        connection.execute(text(create_table_old))
+        connection.execute(text(insert_table_old))
 
     # Run init to test migration
     init_db(default_conf['db_url'], default_conf['dry_run'])

From eaa47ff335a173d8cd01a5ec4740b470b4bf26d4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 17:34:20 +0200
Subject: [PATCH 0553/1386] Don't use autocommit

---
 freqtrade/persistence/models.py | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 6754623a8..816e20adb 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -9,9 +9,7 @@ from typing import Any, Dict, List, Optional
 from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer, String,
                         create_engine, desc, func, inspect)
 from sqlalchemy.exc import NoSuchModuleError
-from sqlalchemy.orm import Query, declarative_base, relationship
-from sqlalchemy.orm.scoping import scoped_session
-from sqlalchemy.orm.session import sessionmaker
+from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session, sessionmaker
 from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
@@ -49,7 +47,7 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
         })
 
     try:
-        engine = create_engine(db_url, **kwargs)
+        engine = create_engine(db_url, future=True, **kwargs)
     except NoSuchModuleError:
         raise OperationalException(f"Given value for db_url: '{db_url}' "
                                    f"is no valid database URL! (See {_SQL_DOCS_URL})")
@@ -57,7 +55,7 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
     # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope
     # Scoped sessions proxy requests to the appropriate thread-local session.
     # We should use the scoped_session object - not a seperately initialized version
-    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
+    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=True))
     Trade.query = Trade._session.query_property()
     Order.query = Trade._session.query_property()
     PairLock.query = Trade._session.query_property()

From 6fb32c35949e012ca00231e249e3c79c6fb01c07 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Apr 2021 19:52:33 +0200
Subject: [PATCH 0554/1386] Use commit instead of .flush()

---
 freqtrade/freqtradebot.py                    | 9 ++++++---
 freqtrade/persistence/models.py              | 6 ++++--
 freqtrade/persistence/pairlock_middleware.py | 4 ++--
 freqtrade/rpc/rpc.py                         | 7 +++----
 4 files changed, 15 insertions(+), 11 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 56596f2b9..c7d27b98c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -187,7 +187,7 @@ class FreqtradeBot(LoggingMixin):
         if self.get_free_open_trades():
             self.enter_positions()
 
-        Trade.query.session.flush()
+        Trade.query.session.commit()
 
     def process_stopped(self) -> None:
         """
@@ -620,7 +620,7 @@ class FreqtradeBot(LoggingMixin):
             self.update_trade_state(trade, order_id, order)
 
         Trade.query.session.add(trade)
-        Trade.query.session.flush()
+        Trade.query.session.commit()
 
         # Updating wallets
         self.wallets.update()
@@ -706,6 +706,7 @@ class FreqtradeBot(LoggingMixin):
                 if (self.strategy.order_types.get('stoploss_on_exchange') and
                         self.handle_stoploss_on_exchange(trade)):
                     trades_closed += 1
+                    Trade.query.session.commit()
                     continue
                 # Check if we can sell our current pair
                 if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
@@ -1036,6 +1037,7 @@ class FreqtradeBot(LoggingMixin):
 
             elif order['side'] == 'sell':
                 self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+        Trade.query.session.commit()
 
     def handle_cancel_buy(self, trade: Trade, order: Dict, reason: str) -> bool:
         """
@@ -1233,7 +1235,7 @@ class FreqtradeBot(LoggingMixin):
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') == 'closed':
             self.update_trade_state(trade, trade.open_order_id, order)
-        Trade.query.session.flush()
+        Trade.query.session.commit()
 
         # Lock pair for one candle to prevent immediate re-buys
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
@@ -1374,6 +1376,7 @@ class FreqtradeBot(LoggingMixin):
             # Handling of this will happen in check_handle_timeout.
             return True
         trade.update(order)
+        Trade.query.session.commit()
 
         # Updating wallets when order is closed
         if not trade.is_open:
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 816e20adb..eaade8869 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -74,7 +74,7 @@ def cleanup_db() -> None:
     Flushes all pending operations to disk.
     :return: None
     """
-    Trade.query.session.flush()
+    Trade.query.session.commit()
 
 
 def clean_dry_run_db() -> None:
@@ -86,6 +86,7 @@ def clean_dry_run_db() -> None:
         # Check we are updating only a dry_run order not a prod one
         if 'dry_run' in trade.open_order_id:
             trade.open_order_id = None
+    Trade.query.session.commit()
 
 
 class Order(_DECL_BASE):
@@ -174,6 +175,7 @@ class Order(_DECL_BASE):
         if filtered_orders:
             oobj = filtered_orders[0]
             oobj.update_from_ccxt_object(order)
+            Order.query.session.commit()
         else:
             logger.warning(f"Did not find order for {order}.")
 
@@ -709,7 +711,7 @@ class Trade(_DECL_BASE, LocalTrade):
             Order.query.session.delete(order)
 
         Trade.query.session.delete(self)
-        Trade.query.session.flush()
+        Trade.query.session.commit()
 
     @staticmethod
     def get_trades_proxy(*, pair: str = None, is_open: bool = None,
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index 245f7cdab..af904f693 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -49,7 +49,7 @@ class PairLocks():
         )
         if PairLocks.use_db:
             PairLock.query.session.add(lock)
-            PairLock.query.session.flush()
+            PairLock.query.session.commit()
         else:
             PairLocks.locks.append(lock)
 
@@ -99,7 +99,7 @@ class PairLocks():
         for lock in locks:
             lock.active = False
         if PairLocks.use_db:
-            PairLock.query.session.flush()
+            PairLock.query.session.commit()
 
     @staticmethod
     def is_global_lock(now: Optional[datetime] = None) -> bool:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 3f26619a9..d0755992b 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -569,7 +569,7 @@ class RPC:
                 # Execute sell for all open orders
                 for trade in Trade.get_open_trades():
                     _exec_forcesell(trade)
-                Trade.query.session.flush()
+                Trade.query.session.commit()
                 self._freqtrade.wallets.update()
                 return {'result': 'Created sell orders for all open trades.'}
 
@@ -582,7 +582,7 @@ class RPC:
                 raise RPCException('invalid argument')
 
             _exec_forcesell(trade)
-            Trade.query.session.flush()
+            Trade.query.session.commit()
             self._freqtrade.wallets.update()
             return {'result': f'Created sell order for trade {trade_id}.'}
 
@@ -705,8 +705,7 @@ class RPC:
             lock.active = False
             lock.lock_end_time = datetime.now(timezone.utc)
 
-        # session is always the same
-        PairLock.query.session.flush()
+        PairLock.query.session.commit()
 
         return self._rpc_locks()
 

From a01d05997e4239f0c21bcdfaaa8a24e2a7697c42 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 15 Apr 2021 07:57:52 +0200
Subject: [PATCH 0555/1386] Add Trade.commit method for easy use

---
 freqtrade/freqtradebot.py       | 12 ++++++------
 freqtrade/persistence/models.py |  8 ++++++--
 freqtrade/rpc/rpc.py            |  4 ++--
 tests/test_persistence.py       |  1 +
 4 files changed, 15 insertions(+), 10 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c7d27b98c..2e3240cfe 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -187,7 +187,7 @@ class FreqtradeBot(LoggingMixin):
         if self.get_free_open_trades():
             self.enter_positions()
 
-        Trade.query.session.commit()
+        Trade.commit()
 
     def process_stopped(self) -> None:
         """
@@ -620,7 +620,7 @@ class FreqtradeBot(LoggingMixin):
             self.update_trade_state(trade, order_id, order)
 
         Trade.query.session.add(trade)
-        Trade.query.session.commit()
+        Trade.commit()
 
         # Updating wallets
         self.wallets.update()
@@ -706,7 +706,7 @@ class FreqtradeBot(LoggingMixin):
                 if (self.strategy.order_types.get('stoploss_on_exchange') and
                         self.handle_stoploss_on_exchange(trade)):
                     trades_closed += 1
-                    Trade.query.session.commit()
+                    Trade.commit()
                     continue
                 # Check if we can sell our current pair
                 if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
@@ -1037,7 +1037,7 @@ class FreqtradeBot(LoggingMixin):
 
             elif order['side'] == 'sell':
                 self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
-        Trade.query.session.commit()
+        Trade.commit()
 
     def handle_cancel_buy(self, trade: Trade, order: Dict, reason: str) -> bool:
         """
@@ -1235,7 +1235,7 @@ class FreqtradeBot(LoggingMixin):
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') == 'closed':
             self.update_trade_state(trade, trade.open_order_id, order)
-        Trade.query.session.commit()
+        Trade.commit()
 
         # Lock pair for one candle to prevent immediate re-buys
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
@@ -1376,7 +1376,7 @@ class FreqtradeBot(LoggingMixin):
             # Handling of this will happen in check_handle_timeout.
             return True
         trade.update(order)
-        Trade.query.session.commit()
+        Trade.commit()
 
         # Updating wallets when order is closed
         if not trade.is_open:
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index eaade8869..5648c1aee 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -74,7 +74,7 @@ def cleanup_db() -> None:
     Flushes all pending operations to disk.
     :return: None
     """
-    Trade.query.session.commit()
+    Trade.commit()
 
 
 def clean_dry_run_db() -> None:
@@ -86,7 +86,7 @@ def clean_dry_run_db() -> None:
         # Check we are updating only a dry_run order not a prod one
         if 'dry_run' in trade.open_order_id:
             trade.open_order_id = None
-    Trade.query.session.commit()
+    Trade.commit()
 
 
 class Order(_DECL_BASE):
@@ -711,6 +711,10 @@ class Trade(_DECL_BASE, LocalTrade):
             Order.query.session.delete(order)
 
         Trade.query.session.delete(self)
+        Trade.commit()
+
+    @staticmethod
+    def commit():
         Trade.query.session.commit()
 
     @staticmethod
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index d0755992b..b55a1660a 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -569,7 +569,7 @@ class RPC:
                 # Execute sell for all open orders
                 for trade in Trade.get_open_trades():
                     _exec_forcesell(trade)
-                Trade.query.session.commit()
+                Trade.commit()
                 self._freqtrade.wallets.update()
                 return {'result': 'Created sell orders for all open trades.'}
 
@@ -582,7 +582,7 @@ class RPC:
                 raise RPCException('invalid argument')
 
             _exec_forcesell(trade)
-            Trade.query.session.commit()
+            Trade.commit()
             self._freqtrade.wallets.update()
             return {'result': f'Created sell order for trade {trade_id}.'}
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 1814ddbbe..6e4030b09 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1291,6 +1291,7 @@ def test_Trade_object_idem():
     excludes = (
         'delete',
         'session',
+        'commit',
         'query',
         'open_date',
         'get_best_pair',

From 17f74f7da8f89b0e784e9c1e81001b9374a52ebb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 21 May 2021 14:11:02 +0200
Subject: [PATCH 0556/1386] Ensure commit happens on forcebuy

---
 freqtrade/rpc/rpc.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index b55a1660a..c609bccb8 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -615,6 +615,7 @@ class RPC:
 
         # execute buy
         if self._freqtrade.execute_buy(pair, stakeamount, price, forcebuy=True):
+            Trade.commit()
             trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
             return trade
         else:

From b82f7a2dfdeb660d1156e90b80aad68f2a8c6c5a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 23 May 2021 08:34:58 +0200
Subject: [PATCH 0557/1386] Update orders-migrations to work with new
 sqlalchemy syntax

---
 freqtrade/persistence/migrations.py | 30 +++++------
 tests/test_persistence.py           | 78 +++++++++++++++--------------
 2 files changed, 56 insertions(+), 52 deletions(-)

diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index bb6860373..00c9b91eb 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -128,23 +128,25 @@ def migrate_open_orders_to_trades(engine):
 
 def migrate_orders_table(decl_base, inspector, engine, table_back_name: str, cols: List):
     # Schema migration necessary
-    engine.execute(f"alter table orders rename to {table_back_name}")
-    # drop indexes on backup table
-    for index in inspector.get_indexes(table_back_name):
-        engine.execute(f"drop index {index['name']}")
+
+    with engine.begin() as connection:
+        connection.execute(text(f"alter table orders rename to {table_back_name}"))
+        # drop indexes on backup table
+        for index in inspector.get_indexes(table_back_name):
+            connection.execute(text(f"drop index {index['name']}"))
 
     # let SQLAlchemy create the schema as required
     decl_base.metadata.create_all(engine)
-
-    engine.execute(f"""
-        insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
-        symbol, order_type, side, price, amount, filled, average, remaining, cost, order_date,
-        order_filled_date, order_update_date)
-        select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
-        symbol, order_type, side, price, amount, filled, null average, remaining, cost, order_date,
-        order_filled_date, order_update_date
-        from {table_back_name}
-        """)
+    with engine.begin() as connection:
+        connection.execute(text(f"""
+            insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
+            status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
+            order_date, order_filled_date, order_update_date)
+            select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
+            status, symbol, order_type, side, price, amount, filled, null average, remaining, cost,
+            order_date, order_filled_date, order_update_date
+            from {table_back_name}
+            """))
 
 
 def check_migrate(engine, decl_base, previous_tables) -> None:
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 6e4030b09..1576aaa5a 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -631,47 +631,49 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
 
     caplog.clear()
     # Drop latest column
-    engine.execute("alter table orders rename to orders_bak")
+    with engine.begin() as connection:
+        connection.execute(text("alter table orders rename to orders_bak"))
     inspector = inspect(engine)
 
-    for index in inspector.get_indexes('orders_bak'):
-        engine.execute(f"drop index {index['name']}")
-    # Recreate table
-    engine.execute("""
-        CREATE TABLE orders (
-            id INTEGER NOT NULL,
-            ft_trade_id INTEGER,
-            ft_order_side VARCHAR NOT NULL,
-            ft_pair VARCHAR NOT NULL,
-            ft_is_open BOOLEAN NOT NULL,
-            order_id VARCHAR NOT NULL,
-            status VARCHAR,
-            symbol VARCHAR,
-            order_type VARCHAR,
-            side VARCHAR,
-            price FLOAT,
-            amount FLOAT,
-            filled FLOAT,
-            remaining FLOAT,
-            cost FLOAT,
-            order_date DATETIME,
-            order_filled_date DATETIME,
-            order_update_date DATETIME,
-            PRIMARY KEY (id),
-            CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id),
-            FOREIGN KEY(ft_trade_id) REFERENCES trades (id)
-        )
-        """)
+    with engine.begin() as connection:
+        for index in inspector.get_indexes('orders_bak'):
+            connection.execute(text(f"drop index {index['name']}"))
+        # Recreate table
+        connection.execute(text("""
+            CREATE TABLE orders (
+                id INTEGER NOT NULL,
+                ft_trade_id INTEGER,
+                ft_order_side VARCHAR NOT NULL,
+                ft_pair VARCHAR NOT NULL,
+                ft_is_open BOOLEAN NOT NULL,
+                order_id VARCHAR NOT NULL,
+                status VARCHAR,
+                symbol VARCHAR,
+                order_type VARCHAR,
+                side VARCHAR,
+                price FLOAT,
+                amount FLOAT,
+                filled FLOAT,
+                remaining FLOAT,
+                cost FLOAT,
+                order_date DATETIME,
+                order_filled_date DATETIME,
+                order_update_date DATETIME,
+                PRIMARY KEY (id),
+                CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id),
+                FOREIGN KEY(ft_trade_id) REFERENCES trades (id)
+            )
+            """))
 
-    engine.execute("""
-    insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
-        symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
-        order_filled_date, order_update_date)
-        select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
-        symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
-        order_filled_date, order_update_date
-        from orders_bak
-    """)
+        connection.execute(text("""
+        insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
+            symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
+            order_filled_date, order_update_date)
+            select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
+            symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
+            order_filled_date, order_update_date
+            from orders_bak
+        """))
 
     # Run init to test migration
     init_db(default_conf['db_url'], default_conf['dry_run'])

From 66de5df1d1dc1962512a20712c90ec88c6c2cb5a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 23 May 2021 08:56:41 +0200
Subject: [PATCH 0558/1386] Update sqlite init method

---
 freqtrade/persistence/models.py | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 5648c1aee..ee934f657 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -38,12 +38,14 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
     """
     kwargs = {}
 
-    # Take care of thread ownership if in-memory db
     if db_url == 'sqlite://':
         kwargs.update({
-            'connect_args': {'check_same_thread': False},
             'poolclass': StaticPool,
-            'echo': False,
+        })
+    # Take care of thread ownership
+    if db_url.startswith('sqlite://'):
+        kwargs.update({
+            'connect_args': {'check_same_thread': False},
         })
 
     try:

From e0083bc58e384bcd44751c4ab2eacaf90869c92c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 13:00:05 +0200
Subject: [PATCH 0559/1386] Support backwards-compatible sell setting

---
 freqtrade/constants.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 2e0efc8e7..e42b9d4b8 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -261,7 +261,7 @@ CONF_SCHEMA = {
                                      'default': 'off'
                                      },
                         'sell': {
-                            'type': 'object',
+                            'type': ['string', 'object'],
                             'additionalProperties': {
                                 'type': 'string',
                                 'enum': TELEGRAM_SETTING_OPTIONS

From cf39dd2163f101d565a849abf545ab4897bae541 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 13:08:28 +0200
Subject: [PATCH 0560/1386] Fix csv-export error with new hyperopt format

---
 freqtrade/optimize/hyperopt_tools.py | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 49e70913f..38cb0854e 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -376,10 +376,11 @@ class HyperoptTools():
         trials['Avg profit'] = trials['Avg profit'].apply(
             lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
         )
-        trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: f'{x:,.1f} m' if isinstance(
-                x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
-        )
+        if perc_multi == 1:
+            trials['Avg duration'] = trials['Avg duration'].apply(
+                lambda x: f'{x:,.1f} m' if isinstance(
+                    x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
+            )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: f'{x:,.5f}' if x != 100000 else ""
         )

From 639c83575bd0094141f15d4f58814a1a59c565b1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 13:08:28 +0200
Subject: [PATCH 0561/1386] Fix csv-export error with new hyperopt format

---
 freqtrade/optimize/hyperopt_tools.py | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 49e70913f..38cb0854e 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -376,10 +376,11 @@ class HyperoptTools():
         trials['Avg profit'] = trials['Avg profit'].apply(
             lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
         )
-        trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: f'{x:,.1f} m' if isinstance(
-                x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
-        )
+        if perc_multi == 1:
+            trials['Avg duration'] = trials['Avg duration'].apply(
+                lambda x: f'{x:,.1f} m' if isinstance(
+                    x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
+            )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: f'{x:,.5f}' if x != 100000 else ""
         )

From 9fbc5c05378c84759da9d41ea39557c21df5e6fa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 14:00:13 +0200
Subject: [PATCH 0562/1386] Switch to pyproject.toml for setup

---
 pyproject.toml |  27 ++++++++++
 setup.cfg      |  40 +++++++++++++++
 setup.py       | 130 ++++++++++++++++++-------------------------------
 3 files changed, 114 insertions(+), 83 deletions(-)
 create mode 100644 pyproject.toml

diff --git a/pyproject.toml b/pyproject.toml
new file mode 100644
index 000000000..8199e446a
--- /dev/null
+++ b/pyproject.toml
@@ -0,0 +1,27 @@
+[tool.black]
+line-length = 100
+exclude = '''
+(
+  /(
+      \.eggs         # exclude a few common directories in the
+    | \.git          # root of the project
+    | \.hg
+    | \.mypy_cache
+    | \.tox
+    | \.venv
+    | _build
+    | buck-out
+    | build
+    | dist
+  )/
+  # Exclude vendor directory
+  | vendor
+)
+'''
+
+[tool.isort]
+line_length = 100
+
+[build-system]
+requires = ["setuptools >= 46.4.0", "wheel"]
+build-backend = "setuptools.build_meta"
diff --git a/setup.cfg b/setup.cfg
index be2cd450c..26434791f 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -1,3 +1,43 @@
+[metadata]
+name = freqtrade
+version = attr: freqtrade.__version__
+author = Freqtrade Team
+author_email = michael.egger@tsn.at
+description = Freqtrade - Crypto Trading Bot
+long_description = file: README.md
+long_description_content_type = text/markdown
+url = https://github.com/freqtrade/freqtrade
+project_urls =
+    Bug Tracker = https://github.com/freqtrade/freqtrade/issues
+license = GPLv3
+classifiers =
+    Environment :: Console
+    Intended Audience :: Science/Research
+    License :: OSI Approved :: GNU General Public License v3 (GPLv3)
+    Programming Language :: Python :: 3.7
+    Programming Language :: Python :: 3.8
+    Programming Language :: Python :: 3.9
+    Operating System :: MacOS
+    Operating System :: Unix
+    Topic :: Office/Business :: Financial :: Investment
+
+
+[options]
+zip_safe = False
+include_package_data = True
+tests_require =
+    pytest
+    pytest-asyncio
+    pytest-cov
+    pytest-mock
+
+packages = find:
+python_requires = >=3.6
+
+[options.entry_points]
+console_scripts =
+    freqtrade = freqtrade.main:main
+
 [flake8]
 #ignore =
 max-line-length = 100
diff --git a/setup.py b/setup.py
index 54a2e01b5..727c40c7c 100644
--- a/setup.py
+++ b/setup.py
@@ -1,25 +1,7 @@
-from sys import version_info
-
 from setuptools import setup
 
 
-if version_info.major == 3 and version_info.minor < 7 or \
-        version_info.major < 3:
-    print('Your Python interpreter must be 3.7 or greater!')
-    exit(1)
-
-from pathlib import Path  # noqa: E402
-
-from freqtrade import __version__  # noqa: E402
-
-
-readme_file = Path(__file__).parent / "README.md"
-readme_long = "Crypto Trading Bot"
-if readme_file.is_file():
-    readme_long = (Path(__file__).parent / "README.md").read_text()
-
 # Requirements used for submodules
-api = ['fastapi', 'uvicorn', 'pyjwt', 'aiofiles']
 plot = ['plotly>=4.0']
 hyperopt = [
     'scipy',
@@ -51,69 +33,51 @@ jupyter = [
     'nbconvert',
     ]
 
-all_extra = api + plot + develop + jupyter + hyperopt
+all_extra = plot + develop + jupyter + hyperopt
 
-setup(name='freqtrade',
-      version=__version__,
-      description='Crypto Trading Bot',
-      long_description=readme_long,
-      long_description_content_type="text/markdown",
-      url='https://github.com/freqtrade/freqtrade',
-      author='Freqtrade Team',
-      author_email='michael.egger@tsn.at',
-      license='GPLv3',
-      packages=['freqtrade'],
-      setup_requires=['pytest-runner', 'numpy'],
-      tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ],
-      install_requires=[
-          # from requirements.txt
-          'ccxt>=1.24.96',
-          'SQLAlchemy',
-          'python-telegram-bot>=13.4',
-          'arrow>=0.17.0',
-          'cachetools',
-          'requests',
-          'urllib3',
-          'wrapt',
-          'jsonschema',
-          'TA-Lib',
-          'technical',
-          'tabulate',
-          'pycoingecko',
-          'py_find_1st',
-          'python-rapidjson',
-          'sdnotify',
-          'colorama',
-          'jinja2',
-          'questionary',
-          'prompt-toolkit',
-          'numpy',
-          'pandas',
-          'tables',
-          'blosc',
-      ],
-      extras_require={
-          'api': api,
-          'dev': all_extra,
-          'plot': plot,
-          'jupyter': jupyter,
-          'hyperopt': hyperopt,
-          'all': all_extra,
-      },
-      include_package_data=True,
-      zip_safe=False,
-      entry_points={
-          'console_scripts': [
-              'freqtrade = freqtrade.main:main',
-          ],
-      },
-      classifiers=[
-          'Environment :: Console',
-          'Intended Audience :: Science/Research',
-          'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
-          'Programming Language :: Python :: 3.7',
-          'Programming Language :: Python :: 3.8',
-          'Operating System :: MacOS',
-          'Operating System :: Unix',
-          'Topic :: Office/Business :: Financial :: Investment',
-      ])
+setup(
+    tests_require=[
+        'pytest',
+        'pytest-asyncio',
+        'pytest-cov',
+        'pytest-mock',
+        ],
+    install_requires=[
+        # from requirements.txt
+        'ccxt>=1.50.48',
+        'SQLAlchemy',
+        'python-telegram-bot>=13.4',
+        'arrow>=0.17.0',
+        'cachetools',
+        'requests',
+        'urllib3',
+        'wrapt',
+        'jsonschema',
+        'TA-Lib',
+        'technical',
+        'tabulate',
+        'pycoingecko',
+        'py_find_1st',
+        'python-rapidjson',
+        'sdnotify',
+        'colorama',
+        'jinja2',
+        'questionary',
+        'prompt-toolkit',
+        'numpy',
+        'pandas',
+        'tables',
+        'blosc',
+        'fastapi',
+        'uvicorn',
+        'pyjwt',
+        'aiofiles'
+    ],
+    extras_require={
+        'dev': all_extra,
+        'plot': plot,
+        'jupyter': jupyter,
+        'hyperopt': hyperopt,
+        'all': all_extra,
+    },
+)

From 3014bc34673bd8b5b32c46162d7313c0a51139ab Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 14:22:11 +0200
Subject: [PATCH 0563/1386] Don't use Sum sign in hyperopt to avoid
 compatibility problems

---
 docs/advanced-hyperopt.md       | 2 +-
 docs/hyperopt.md                | 8 ++++----
 freqtrade/optimize/hyperopt.py  | 2 +-
 tests/optimize/test_hyperopt.py | 2 +-
 4 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index c86978b80..35fd3de4a 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -289,7 +289,7 @@ Given the following result from hyperopt:
 ```
 Best result:
 
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
 
 Buy hyperspace params:
 {    'adx-value': 44,
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index b3fdc699b..1c95d84c9 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -486,7 +486,7 @@ Given the following result from hyperopt:
 ```
 Best result:
 
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
 
     # Buy hyperspace params:
     buy_params = {
@@ -527,7 +527,7 @@ If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'de
 ```
 Best result:
 
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
 
     # ROI table:
     minimal_roi = {
@@ -582,7 +582,7 @@ If you are optimizing stoploss values (i.e. if optimization search-space contain
 ```
 Best result:
 
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
 
     # Buy hyperspace params:
     buy_params = {
@@ -624,7 +624,7 @@ If you are optimizing trailing stop values (i.e. if optimization search-space co
 ```
 Best result:
 
-    45/100:    606 trades. Avg profit  1.04%. Total profit  0.31555614 BTC ( 630.48Σ%). Avg duration 150.3 mins. Objective: -1.10161
+    45/100:    606 trades. Avg profit  1.04%. Total profit  0.31555614 BTC ( 630.48%). Avg duration 150.3 mins. Objective: -1.10161
 
     # Trailing stop:
     trailing_stop = True
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 6f899aba6..9af3710a3 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -351,7 +351,7 @@ class Hyperopt:
                 f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
                 f"Median profit {results_metrics['median_profit']: 6.2f}%. "
                 f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
-                f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
+                f"({results_metrics['profit']: 7.2f}%). "
                 f"Avg duration {results_metrics['duration']:5.1f} min."
                 )
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 637623e7d..7cb04fae0 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -628,7 +628,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
         'loss': 1.9840569076926293,
         'results_explanation': ('     1 trades. 1/0/0 Wins/Draws/Losses. '
                                 'Avg profit   2.31%. Median profit   2.31%. Total profit  '
-                                '0.00023300 BTC (   2.31\N{GREEK CAPITAL LETTER SIGMA}%). '
+                                '0.00023300 BTC (   2.31%). '
                                 'Avg duration 100.0 min.'
                                 ),
         'params_details': {'buy': {'adx-enabled': False,

From 5d961074965a5d9979a622cdf6a76a754788ca41 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 14:25:29 +0200
Subject: [PATCH 0564/1386] Don't configure isort twice

---
 pyproject.toml | 2 ++
 setup.cfg      | 5 -----
 2 files changed, 2 insertions(+), 5 deletions(-)

diff --git a/pyproject.toml b/pyproject.toml
index 8199e446a..f0637d8c6 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -21,6 +21,8 @@ exclude = '''
 
 [tool.isort]
 line_length = 100
+multi_line_output=0
+lines_after_imports=2
 
 [build-system]
 requires = ["setuptools >= 46.4.0", "wheel"]
diff --git a/setup.cfg b/setup.cfg
index 26434791f..4882c29bc 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -48,11 +48,6 @@ exclude =
     .eggs,
     user_data,
 
-[isort]
-line_length=100
-multi_line_output=0
-lines_after_imports=2
-
 [mypy]
 ignore_missing_imports = True
 

From 6235a4d92eff3ec4f4e0eaf5723674466be50566 Mon Sep 17 00:00:00 2001
From: Marijn <marijnvrijswijck@gmail.com>
Date: Thu, 27 May 2021 15:01:58 +0200
Subject: [PATCH 0565/1386] [changes] - Hyperopt code example

---
 docs/hyperopt.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 0d7b1cc32..5f4e60b4a 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -237,9 +237,9 @@ class MyAwesomeStrategy(IStrategy):
         dataframe['macdhist'] = macd['macdhist']
 
         bollinger = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
-        dataframe['bb_lowerband'] = boll['lowerband']
-        dataframe['bb_middleband'] = boll['middleband']
-        dataframe['bb_upperband'] = boll['upperband']
+        dataframe['bb_lowerband'] = bollinger['lowerband']
+        dataframe['bb_middleband'] = bollinger['middleband']
+        dataframe['bb_upperband'] = bollinger['upperband']
         return dataframe
 ```
 

From a42effd4fcc72b4033a38a934a3d8949096d666f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 28 May 2021 08:26:20 +0200
Subject: [PATCH 0566/1386] Update email to freqtrade email address

---
 setup.cfg | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/setup.cfg b/setup.cfg
index 4882c29bc..b311c94da 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -2,7 +2,7 @@
 name = freqtrade
 version = attr: freqtrade.__version__
 author = Freqtrade Team
-author_email = michael.egger@tsn.at
+author_email = freqtrade@protonmail.com
 description = Freqtrade - Crypto Trading Bot
 long_description = file: README.md
 long_description_content_type = text/markdown

From 8a56af919225f881916f0c008f672de9f174d967 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 28 May 2021 08:38:46 +0200
Subject: [PATCH 0567/1386] Update onlyprofit loss should use absolute profit

closes #4934
---
 freqtrade/optimize/hyperopt_loss_onlyprofit.py | 18 +++---------------
 tests/optimize/test_hyperoptloss.py            |  4 ++--
 2 files changed, 5 insertions(+), 17 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_onlyprofit.py b/freqtrade/optimize/hyperopt_loss_onlyprofit.py
index 33f3f5bc6..4a3cf1b3b 100644
--- a/freqtrade/optimize/hyperopt_loss_onlyprofit.py
+++ b/freqtrade/optimize/hyperopt_loss_onlyprofit.py
@@ -9,23 +9,11 @@ from pandas import DataFrame
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 
-# This is assumed to be expected avg profit * expected trade count.
-# For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
-# expected max profit = 3.85
-#
-# Note, this is ratio. 3.85 stated above means 385Σ%, 3.0 means 300Σ%.
-#
-# In this implementation it's only used in calculation of the resulting value
-# of the objective function as a normalization coefficient and does not
-# represent any limit for profits as in the Freqtrade legacy default loss function.
-EXPECTED_MAX_PROFIT = 3.0
-
-
 class OnlyProfitHyperOptLoss(IHyperOptLoss):
     """
     Defines the loss function for hyperopt.
 
-    This implementation takes only profit into account.
+    This implementation takes only absolute profit into account, not looking at any other indicator.
     """
 
     @staticmethod
@@ -34,5 +22,5 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for better results.
         """
-        total_profit = results['profit_ratio'].sum()
-        return 1 - total_profit / EXPECTED_MAX_PROFIT
+        total_profit = results['profit_abs'].sum()
+        return -1 * total_profit
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index 73feeb007..ea0caac04 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -149,9 +149,9 @@ def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_result
 
 def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
+    results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
+    results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2
 
     default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)

From a965436cd6443f41ed0f906eed8b8a025de7e0ea Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Fri, 28 May 2021 10:17:26 +0300
Subject: [PATCH 0568/1386] day/week options for Telegram '/profit' command
 format changed to "/profit n"

---
 README.md                 |  2 +-
 docs/telegram-usage.md    |  4 ++--
 freqtrade/rpc/telegram.py | 19 ++++++++++---------
 3 files changed, 13 insertions(+), 12 deletions(-)

diff --git a/README.md b/README.md
index ada31b42b..2730ee85d 100644
--- a/README.md
+++ b/README.md
@@ -123,7 +123,7 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor
 - `/stop`: Stops the trader.
 - `/stopbuy`: Stop entering new trades.
 - `/status <trade_id>|[table]`: Lists all or specific open trades.
-- `/profit [day]|[week]`: Lists cumulative profit from all finished trades
+- `/profit [<n>]`: Lists cumulative profit from all finished trades, over the last n days.
 - `/forcesell <trade_id>|all`: Instantly sells the given trade (Ignoring `minimum_roi`).
 - `/performance`: Show performance of each finished trade grouped by pair
 - `/balance`: Show account balance per currency.
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index c477921de..0e6bae380 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -130,7 +130,7 @@ You can create your own keyboard in `config.json`:
 !!! Note "Supported Commands"
     Only the following commands are allowed. Command arguments are not supported!
 
-    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/profit day`, `/profit week`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopbuy`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
+    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopbuy`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
 
 ## Telegram commands
 
@@ -154,7 +154,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/count` | Displays number of trades used and available
 | `/locks` | Show currently locked pairs.
 | `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
-| `/profit [day]|[week]` | Display a summary of your profit/loss from close trades and some stats about your performance
+| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
 | `/forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
 | `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
 | `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 19c520efa..4be990b96 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -206,13 +206,14 @@ class Telegram(RPCHandler):
         msg['emoji'] = self._get_sell_emoji(msg)
 
         message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
+                   "*Profit:* `{profit_percent:.2f}%`\n"
+                   "*Sell Reason:* `{sell_reason}`\n"
+                   "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
                    "*Amount:* `{amount:.8f}`\n"
                    "*Open Rate:* `{open_rate:.8f}`\n"
                    "*Current Rate:* `{current_rate:.8f}`\n"
-                   "*Close Rate:* `{limit:.8f}`\n"
-                   "*Sell Reason:* `{sell_reason}`\n"
-                   "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
-                   "*Profit:* `{profit_percent:.2f}%`").format(**msg)
+                   "*Close Rate:* `{limit:.8f}`"
+                   ).format(**msg)
 
         # Check if all sell properties are available.
         # This might not be the case if the message origin is triggered by /forcesell
@@ -423,11 +424,11 @@ class Telegram(RPCHandler):
         fiat_disp_cur = self._config.get('fiat_display_currency', '')
 
         start_date = datetime.fromtimestamp(0)
-        if context.args:
-            if 'day' in context.args:
-                start_date = datetime.combine(date.today(), datetime.min.time())
-            elif 'week' in context.args:
-                start_date = datetime.combine(date.today(), datetime.min.time()) - timedelta(days=7)
+        try:
+            timescale = int(context.args[0]) if context.args else None
+            start_date = datetime.combine(date.today(), datetime.min.time()) - timedelta(days=timescale)
+        except (TypeError, ValueError, IndexError):
+            pass
 
         stats = self._rpc._rpc_trade_statistics(
             stake_cur,

From 27bd3cea4f15b19507dca486e3486ef019ffa7e0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 28 May 2021 12:40:30 +0200
Subject: [PATCH 0569/1386] Fix failing docker build

---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index 7d5afac9c..b12cde6bb 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -49,7 +49,7 @@ USER ftuser
 # Install and execute
 COPY --chown=ftuser:ftuser . /freqtrade/
 
-RUN pip install -e . --user --no-cache-dir \
+RUN pip install -e . --user --no-cache-dir --no-build-isolation \
   && mkdir /freqtrade/user_data/ \
   && freqtrade install-ui
 

From 59366208b0fdf096706f6dd599fe5e9635445aaf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 28 May 2021 13:01:09 +0200
Subject: [PATCH 0570/1386] Add no_build-isolation to arm images too

---
 Dockerfile.armhf          | 2 +-
 docker/Dockerfile.aarch64 | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/Dockerfile.armhf b/Dockerfile.armhf
index 2b3bca042..9b7986240 100644
--- a/Dockerfile.armhf
+++ b/Dockerfile.armhf
@@ -49,7 +49,7 @@ USER ftuser
 # Install and execute
 COPY --chown=ftuser:ftuser . /freqtrade/
 
-RUN pip install -e . --user --no-cache-dir \
+RUN pip install -e . --user --no-cache-dir --no-build-isolation\
   && mkdir /freqtrade/user_data/ \
   && freqtrade install-ui
 
diff --git a/docker/Dockerfile.aarch64 b/docker/Dockerfile.aarch64
index 71c10d949..9f51ba61e 100644
--- a/docker/Dockerfile.aarch64
+++ b/docker/Dockerfile.aarch64
@@ -49,7 +49,7 @@ USER ftuser
 # Install and execute
 COPY --chown=ftuser:ftuser . /freqtrade/
 
-RUN pip install -e . --user --no-cache-dir \
+RUN pip install -e . --user --no-cache-dir --no-build-isolation\
   && mkdir /freqtrade/user_data/ \
   && freqtrade install-ui
 

From 4b5a9d8c497f2a093cd226dcdf9835de2e9550f2 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Fri, 28 May 2021 14:43:57 +0300
Subject: [PATCH 0571/1386] day/week options for Telegram '/profit' command
 revert accidental changes

---
 freqtrade/rpc/telegram.py | 9 ++++-----
 1 file changed, 4 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 4be990b96..ef13d25f0 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -206,14 +206,13 @@ class Telegram(RPCHandler):
         msg['emoji'] = self._get_sell_emoji(msg)
 
         message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
-                   "*Profit:* `{profit_percent:.2f}%`\n"
-                   "*Sell Reason:* `{sell_reason}`\n"
-                   "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
                    "*Amount:* `{amount:.8f}`\n"
                    "*Open Rate:* `{open_rate:.8f}`\n"
                    "*Current Rate:* `{current_rate:.8f}`\n"
-                   "*Close Rate:* `{limit:.8f}`"
-                   ).format(**msg)
+                   "*Close Rate:* `{limit:.8f}`\n"
+                   "*Sell Reason:* `{sell_reason}`\n"
+                   "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
+                   "*Profit:* `{profit_percent:.2f}%`").format(**msg)
 
         # Check if all sell properties are available.
         # This might not be the case if the message origin is triggered by /forcesell

From 36b68d3702e9497cd1a7bd36779d0ad46676f6dd Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Fri, 28 May 2021 14:46:22 +0300
Subject: [PATCH 0572/1386] day/week options for Telegram '/profit' command
 format changed to "/profit n"

---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ef13d25f0..27dea30fd 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -910,7 +910,7 @@ class Telegram(RPCHandler):
                    "                `pending buy orders are marked with an asterisk (*)`\n"
                    "                `pending sell orders are marked with a double asterisk (**)`\n"
                    "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
-                   "*/profit [day]|[week]:* `Lists cumulative profit from all finished trades`\n"
+                   "*/profit [<n>]:* `Lists cumulative profit from all finished trades, over the last n days`\n"
                    "*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
                    "regardless of profit`\n"
                    f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"

From 012309a06a84d556b1cbece295b92a2585c9585e Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Fri, 28 May 2021 17:03:31 +0300
Subject: [PATCH 0573/1386] day/week options for Telegram '/profit' command
 fixed line lenght

---
 freqtrade/rpc/telegram.py | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 27dea30fd..b86f1b29c 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -425,7 +425,8 @@ class Telegram(RPCHandler):
         start_date = datetime.fromtimestamp(0)
         try:
             timescale = int(context.args[0]) if context.args else None
-            start_date = datetime.combine(date.today(), datetime.min.time()) - timedelta(days=timescale)
+            today_start = datetime.combine(date.today(), datetime.min.time())
+            start_date = today_start - timedelta(days=timescale)
         except (TypeError, ValueError, IndexError):
             pass
 
@@ -910,7 +911,8 @@ class Telegram(RPCHandler):
                    "                `pending buy orders are marked with an asterisk (*)`\n"
                    "                `pending sell orders are marked with a double asterisk (**)`\n"
                    "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
-                   "*/profit [<n>]:* `Lists cumulative profit from all finished trades, over the last n days`\n"
+                   "*/profit [<n>]:* `Lists cumulative profit from all finished trades, "
+                   "over the last n days`\n"
                    "*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
                    "regardless of profit`\n"
                    f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"

From 14df243661f817fb7ade4155cbb91e97e3e89cc6 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Fri, 28 May 2021 17:18:23 +0300
Subject: [PATCH 0574/1386] day/week options for Telegram '/profit' command
 mypy fix

---
 freqtrade/rpc/telegram.py | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index b86f1b29c..db709c556 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -424,9 +424,10 @@ class Telegram(RPCHandler):
 
         start_date = datetime.fromtimestamp(0)
         try:
-            timescale = int(context.args[0]) if context.args else None
-            today_start = datetime.combine(date.today(), datetime.min.time())
-            start_date = today_start - timedelta(days=timescale)
+            if context.args:
+                timescale = int(context.args[0])
+                today_start = datetime.combine(date.today(), datetime.min.time())
+                start_date = today_start - timedelta(days=timescale)
         except (TypeError, ValueError, IndexError):
             pass
 

From 4617967e14fc01e82c5dc14ea3e37fddf8540963 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 26 May 2021 21:47:40 +0200
Subject: [PATCH 0575/1386] Try building for multiarch

---
 .github/workflows/ci.yml | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 5a0837eb2..ab640789e 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,6 +6,7 @@ on:
       - master
       - stable
       - develop
+      - test_multiarch
     tags:
   release:
     types: [published]
@@ -402,7 +403,7 @@ jobs:
     - name: Build Raspberry docker image
       env:
         IMAGE_NAME: freqtradeorg/freqtrade
-        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}_pi
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
       run: |
         build_helpers/publish_docker_pi.sh
 

From 6418f2eedb154854039e3613894b304f92131ab0 Mon Sep 17 00:00:00 2001
From: Jyothish Kumar M S <jeevanms15@gmail.com>
Date: Sat, 29 May 2021 01:28:20 +0530
Subject: [PATCH 0576/1386] Removed binance.je from exchange specific notes

Binance Jersey is deprecated, so I think it should be removed from freqtrade
---
 docs/exchanges.md | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 8797ade8c..4a60c7683 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -14,11 +14,10 @@ Accounts having BNB accounts use this to pay for fees - if your first trade happ
 
 ### Binance sites
 
-Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
+Binance has been split into 2, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
 
 * [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
 * [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
-* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use exchange id: `binanceje`.
 
 ## Kraken
 

From 313567d07d0616bd40bb5b785dbf61eeb8d40aea Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 29 May 2021 08:12:25 +0200
Subject: [PATCH 0577/1386] Support having numbers in custom keyboard

---
 freqtrade/rpc/telegram.py      | 22 +++++++++++++---------
 tests/rpc/test_rpc_telegram.py |  4 ++--
 2 files changed, 15 insertions(+), 11 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index db709c556..6c7fa0493 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -5,6 +5,7 @@ This module manage Telegram communication
 """
 import json
 import logging
+import re
 from datetime import date, datetime, timedelta
 from html import escape
 from itertools import chain
@@ -97,24 +98,27 @@ class Telegram(RPCHandler):
         # TODO: DRY! - its not good to list all valid cmds here. But otherwise
         #       this needs refacoring of the whole telegram module (same
         #       problem in _help()).
-        valid_keys: List[str] = ['/start', '/stop', '/status', '/status table',
-                                 '/trades', '/performance', '/daily',
-                                 '/profit', '/profit day', '/profit week',
-                                 '/stats', '/count', '/locks', '/balance',
-                                 '/stopbuy', '/reload_config', '/show_config',
-                                 '/logs', '/whitelist', '/blacklist', '/edge',
-                                 '/help', '/version']
+        valid_keys: List[str] = [r'/start$', r'/stop$', r'/status$', r'/status table$',
+                                 r'/trades$', r'/performance$', r'/daily$', r'/daily \d+$',
+                                 r'/profit$', r'/profit \d+',
+                                 r'/stats$', r'/count$', r'/locks$', r'/balance$',
+                                 r'/stopbuy$', r'/reload_config$', r'/show_config$',
+                                 r'/logs$', r'/whitelist$', r'/blacklist$', r'/edge$',
+                                 r'/forcebuy$', r'/help$', r'/version$']
+        # Create keys for generation
+        valid_keys_print = [k.replace('$', '') for k in valid_keys]
 
         # custom keyboard specified in config.json
         cust_keyboard = self._config['telegram'].get('keyboard', [])
         if cust_keyboard:
+            combined = "(" + ")|(".join(valid_keys) + ")"
             # check for valid shortcuts
             invalid_keys = [b for b in chain.from_iterable(cust_keyboard)
-                            if b not in valid_keys]
+                            if not re.match(combined, b)]
             if len(invalid_keys):
                 err_msg = ('config.telegram.keyboard: Invalid commands for '
                            f'custom Telegram keyboard: {invalid_keys}'
-                           f'\nvalid commands are: {valid_keys}')
+                           f'\nvalid commands are: {valid_keys_print}')
                 raise OperationalException(err_msg)
             else:
                 self._keyboard = cust_keyboard
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 6008ede66..a9af498b7 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1568,7 +1568,7 @@ def test__send_msg_keyboard(default_conf, mocker, caplog) -> None:
                          ['/count', '/start', '/stop', '/help']]
     default_keyboard = ReplyKeyboardMarkup(default_keys_list)
 
-    custom_keys_list = [['/daily', '/stats', '/balance', '/profit'],
+    custom_keys_list = [['/daily', '/stats', '/balance', '/profit', '/profit 5'],
                         ['/count', '/start', '/reload_config', '/help']]
     custom_keyboard = ReplyKeyboardMarkup(custom_keys_list)
 
@@ -1602,5 +1602,5 @@ def test__send_msg_keyboard(default_conf, mocker, caplog) -> None:
     used_keyboard = bot.send_message.call_args[1]['reply_markup']
     assert used_keyboard == custom_keyboard
     assert log_has("using custom keyboard from config.json: "
-                   "[['/daily', '/stats', '/balance', '/profit'], ['/count', "
+                   "[['/daily', '/stats', '/balance', '/profit', '/profit 5'], ['/count', "
                    "'/start', '/reload_config', '/help']]", caplog)

From 8658be004e00eb0c75fe364407ed54d2d8dd46bf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 06:35:41 +0200
Subject: [PATCH 0578/1386] Use docker-manifest to build multiarch images

---
 build_helpers/publish_docker_pi.sh | 11 ++++++++++-
 1 file changed, 10 insertions(+), 1 deletion(-)

diff --git a/build_helpers/publish_docker_pi.sh b/build_helpers/publish_docker_pi.sh
index 060b1deaf..d3a941a1f 100755
--- a/build_helpers/publish_docker_pi.sh
+++ b/build_helpers/publish_docker_pi.sh
@@ -3,7 +3,9 @@
 # The below assumes a correctly setup docker buildx environment
 
 # Replace / with _ to create a valid tag
-TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+TAG_ORIG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+TAG="${TAG_ORIG}_pi"
+
 PI_PLATFORM="linux/arm/v7"
 echo "Running for ${TAG}"
 CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
@@ -30,6 +32,13 @@ else
         -t ${IMAGE_NAME}:${TAG} --push .
 fi
 
+docker images
+
+docker manifest create freqtradeorg/freqtrade:${TAG}_multi ${IMAGE_NAME}:${TAG_ORIG} ${IMAGE_NAME}:${TAG}
+docker manifest push freqtradeorg/freqtrade:${TAG}_multi
+
+docker images
+
 if [ $? -ne 0 ]; then
     echo "failed building image"
     return 1

From 1e052bde90d8a511f3247b40733b4a5b1e337452 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 10:23:08 +0200
Subject: [PATCH 0579/1386] Move Dockerfile.armhf to docker directory

---
 .dockerignore                               |  1 +
 .github/workflows/ci.yml                    | 14 +++++++-------
 build_helpers/publish_docker.sh             |  1 +
 build_helpers/publish_docker_pi.sh          | 10 +++++-----
 Dockerfile.armhf => docker/Dockerfile.armhf |  0
 5 files changed, 14 insertions(+), 12 deletions(-)
 rename Dockerfile.armhf => docker/Dockerfile.armhf (100%)

diff --git a/.dockerignore b/.dockerignore
index 889a4dfc7..abc5b82f0 100644
--- a/.dockerignore
+++ b/.dockerignore
@@ -3,6 +3,7 @@
 Dockerfile
 Dockerfile.armhf
 .dockerignore
+docker/
 .coveragerc
 .eggs
 .github
diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index ab640789e..dbcde8adf 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -375,13 +375,6 @@ jobs:
       run: |
         echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
 
-    - name: Build and test and push docker image
-      env:
-        IMAGE_NAME: freqtradeorg/freqtrade
-        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
-      run: |
-        build_helpers/publish_docker.sh
-
     # We need docker experimental to pull the ARM image.
     - name: Switch docker to experimental
       run: |
@@ -400,6 +393,13 @@ jobs:
     - name: Available platforms
       run: echo ${{ steps.buildx.outputs.platforms }}
 
+    - name: Build and test and push docker image
+      env:
+        IMAGE_NAME: freqtradeorg/freqtrade
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+      run: |
+        build_helpers/publish_docker.sh
+
     - name: Build Raspberry docker image
       env:
         IMAGE_NAME: freqtradeorg/freqtrade
diff --git a/build_helpers/publish_docker.sh b/build_helpers/publish_docker.sh
index d987bcc69..da9fc4e34 100755
--- a/build_helpers/publish_docker.sh
+++ b/build_helpers/publish_docker.sh
@@ -53,6 +53,7 @@ docker images
 docker push ${IMAGE_NAME}
 docker push ${IMAGE_NAME}:$TAG_PLOT
 docker push ${IMAGE_NAME}:$TAG
+
 if [ $? -ne 0 ]; then
     echo "failed pushing repo"
     return 1
diff --git a/build_helpers/publish_docker_pi.sh b/build_helpers/publish_docker_pi.sh
index d3a941a1f..7c77c5ba1 100755
--- a/build_helpers/publish_docker_pi.sh
+++ b/build_helpers/publish_docker_pi.sh
@@ -7,7 +7,7 @@ TAG_ORIG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG="${TAG_ORIG}_pi"
 
 PI_PLATFORM="linux/arm/v7"
-echo "Running for ${TAG}"
+echo "Running for ${TAG_ORIG}"
 CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
 
 # Add commit and commit_message to docker container
@@ -17,7 +17,7 @@ if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
     echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
     docker buildx build \
         --cache-to=type=registry,ref=${CACHE_TAG} \
-        -f Dockerfile.armhf \
+        -f docker/Dockerfile.armhf \
         --platform ${PI_PLATFORM} \
         -t ${IMAGE_NAME}:${TAG} --push .
 else
@@ -27,15 +27,15 @@ else
     docker buildx build \
         --cache-from=type=registry,ref=${CACHE_TAG} \
         --cache-to=type=registry,ref=${CACHE_TAG} \
-        -f Dockerfile.armhf \
+        -f docker/Dockerfile.armhf \
         --platform ${PI_PLATFORM} \
         -t ${IMAGE_NAME}:${TAG} --push .
 fi
 
 docker images
 
-docker manifest create freqtradeorg/freqtrade:${TAG}_multi ${IMAGE_NAME}:${TAG_ORIG} ${IMAGE_NAME}:${TAG}
-docker manifest push freqtradeorg/freqtrade:${TAG}_multi
+docker manifest create freqtradeorg/freqtrade:${TAG_ORIG} ${IMAGE_NAME}:${TAG_ORIG} ${IMAGE_NAME}:${TAG}
+docker manifest push freqtradeorg/freqtrade:${TAG_ORIG}
 
 docker images
 
diff --git a/Dockerfile.armhf b/docker/Dockerfile.armhf
similarity index 100%
rename from Dockerfile.armhf
rename to docker/Dockerfile.armhf

From 9cf2c2201b61a2ddbdb47aa622d0c1b4cfc74dd6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 15:51:16 +0200
Subject: [PATCH 0580/1386] Align dockerfiles

---
 Dockerfile                         | 12 ++++++------
 build_helpers/publish_docker_pi.sh |  6 +++++-
 docker/Dockerfile.aarch64          |  6 +++---
 docker/Dockerfile.armhf            |  5 +++--
 4 files changed, 17 insertions(+), 12 deletions(-)

diff --git a/Dockerfile b/Dockerfile
index b12cde6bb..f2d7c8a40 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -10,8 +10,8 @@ ENV FT_APP_ENV="docker"
 
 # Prepare environment
 RUN mkdir /freqtrade \
-  && apt update \
-  && apt install -y sudo \
+  && apt-get update \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
   && apt-get clean \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
@@ -22,10 +22,10 @@ WORKDIR /freqtrade
 
 # Install dependencies
 FROM base as python-deps
-RUN apt-get update \
-    && apt-get -y install curl build-essential libssl-dev git \
-    && apt-get clean \
-    && pip install --upgrade pip
+RUN  apt-get update \
+  && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
+  && apt-get clean \
+  && pip install --upgrade pip
 
 # Install TA-lib
 COPY build_helpers/* /tmp/
diff --git a/build_helpers/publish_docker_pi.sh b/build_helpers/publish_docker_pi.sh
index 7c77c5ba1..c7024828b 100755
--- a/build_helpers/publish_docker_pi.sh
+++ b/build_helpers/publish_docker_pi.sh
@@ -7,7 +7,7 @@ TAG_ORIG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG="${TAG_ORIG}_pi"
 
 PI_PLATFORM="linux/arm/v7"
-echo "Running for ${TAG_ORIG}"
+echo "Running for ${TAG}"
 CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
 
 # Add commit and commit_message to docker container
@@ -34,6 +34,10 @@ fi
 
 docker images
 
+# 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_ORIG} ${IMAGE_NAME}:${TAG_ORIG} ${IMAGE_NAME}:${TAG}
 docker manifest push freqtradeorg/freqtrade:${TAG_ORIG}
 
diff --git a/docker/Dockerfile.aarch64 b/docker/Dockerfile.aarch64
index 9f51ba61e..e5d3f0ee9 100644
--- a/docker/Dockerfile.aarch64
+++ b/docker/Dockerfile.aarch64
@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
 # Prepare environment
 RUN mkdir /freqtrade \
   && apt-get update \
-  && apt-get -y install libatlas3-base curl sqlite3 libhdf5-serial-dev sudo \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
   && apt-get clean \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
@@ -22,8 +22,8 @@ WORKDIR /freqtrade
 
 # Install dependencies
 FROM base as python-deps
-RUN apt-get update \
-  && apt-get -y install curl build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
+RUN  apt-get update \
+  && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
   && apt-get clean \
   && pip install --upgrade pip
 
diff --git a/docker/Dockerfile.armhf b/docker/Dockerfile.armhf
index 9b7986240..8abf0e44b 100644
--- a/docker/Dockerfile.armhf
+++ b/docker/Dockerfile.armhf
@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
 # Prepare environment
 RUN mkdir /freqtrade \
   && apt-get update \
-  && apt-get -y install libatlas3-base curl sqlite3 libhdf5-serial-dev sudo \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
   && apt-get clean \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
@@ -22,7 +22,8 @@ WORKDIR /freqtrade
 
 # Install dependencies
 FROM base as python-deps
-RUN  apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 \
+RUN  apt-get update \
+  && apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 \
   && apt-get clean \
   && pip install --upgrade pip \
   && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf

From f6b1abe23fe40fe6f51659b33894447c8eddf7cd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 29 May 2021 08:22:50 +0200
Subject: [PATCH 0581/1386] Remove ci from test_multiarch again

---
 .github/workflows/ci.yml | 1 -
 1 file changed, 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index dbcde8adf..ea766d77d 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,7 +6,6 @@ on:
       - master
       - stable
       - develop
-      - test_multiarch
     tags:
   release:
     types: [published]

From d7fdc2114ac6b9c5b4fd9d1eaa0807a59ef169f4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 29 May 2021 13:02:18 +0200
Subject: [PATCH 0582/1386] allow list-strategies to show if params are
 hyperoptable

---
 freqtrade/commands/list_commands.py | 17 ++++++++++++++---
 freqtrade/strategy/hyper.py         | 22 ++++++++++++++++++----
 tests/strategy/test_interface.py    |  9 +++++++--
 3 files changed, 39 insertions(+), 9 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index fa4bc1066..167847a0d 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -54,15 +54,21 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
         reset = ''
 
     names = [s['name'] for s in objs]
-    objss_to_print = [{
+    objs_to_print = [{
         'name': s['name'] if s['name'] else "--",
         'location': s['location'].name,
         'status': (red + "LOAD FAILED" + reset if s['class'] is None
                    else "OK" if names.count(s['name']) == 1
                    else yellow + "DUPLICATE NAME" + reset)
     } for s in objs]
-
-    print(tabulate(objss_to_print, headers='keys', tablefmt='psql', stralign='right'))
+    for idx, s in enumerate(objs):
+        if 'hyperoptable' in s:
+            objs_to_print[idx].update({
+                'hyperoptable': "Yes" if s['hyperoptable']['count'] > 0 else "No",
+                'buy-Params': len(s['hyperoptable'].get('buy', [])),
+                'sell-Params': len(s['hyperoptable'].get('sell', [])),
+            })
+    print(tabulate(objs_to_print, headers='keys', tablefmt='psql', stralign='right'))
 
 
 def start_list_strategies(args: Dict[str, Any]) -> None:
@@ -75,6 +81,11 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     strategy_objs = StrategyResolver.search_all_objects(directory, not args['print_one_column'])
     # Sort alphabetically
     strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
+    for obj in strategy_objs:
+        if obj['class']:
+            obj['hyperoptable'] = obj['class'].detect_all_parameters()
+        else:
+            obj['hyperoptable'] = {'count': 0}
 
     if args['print_one_column']:
         print('\n'.join([s['name'] for s in strategy_objs]))
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 7dee47d87..a320f2bb8 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -273,11 +273,12 @@ class HyperStrategyMixin(object):
         for par in params:
             yield par.name, par
 
-    def _detect_parameters(self, category: str) -> Iterator[Tuple[str, BaseParameter]]:
+    @classmethod
+    def detect_parameters(cls, category: str) -> Iterator[Tuple[str, BaseParameter]]:
         """ Detect all parameters for 'category' """
-        for attr_name in dir(self):
+        for attr_name in dir(cls):
             if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
-                attr = getattr(self, attr_name)
+                attr = getattr(cls, attr_name)
                 if issubclass(attr.__class__, BaseParameter):
                     if (attr_name.startswith(category + '_')
                             and attr.category is not None and attr.category != category):
@@ -287,6 +288,19 @@ class HyperStrategyMixin(object):
                             (attr_name.startswith(category + '_') and attr.category is None)):
                         yield attr_name, attr
 
+    @classmethod
+    def detect_all_parameters(cls) -> Dict:
+        """ Detect all parameters and return them as a list"""
+        params: Dict = {
+            'buy': list(cls.detect_parameters('buy')),
+            'sell': list(cls.detect_parameters('sell')),
+        }
+        params.update({
+            'count': len(params['buy'] + params['sell'])
+        })
+
+        return params
+
     def _load_hyper_params(self, hyperopt: bool = False) -> None:
         """
         Load Hyperoptable parameters
@@ -303,7 +317,7 @@ class HyperStrategyMixin(object):
             logger.info(f"No params for {space} found, using default values.")
         param_container: List[BaseParameter] = getattr(self, f"ft_{space}_params")
 
-        for attr_name, attr in self._detect_parameters(space):
+        for attr_name, attr in self.detect_parameters(space):
             attr.name = attr_name
             attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space)
             if not attr.category:
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index ded396779..df487986f 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -667,8 +667,13 @@ def test_auto_hyperopt_interface(default_conf):
 
     # Parameter is disabled - so value from sell_param dict will NOT be used.
     assert strategy.sell_minusdi.value == 0.5
+    all_params = strategy.detect_all_parameters()
+    assert isinstance(all_params, dict)
+    assert len(all_params['buy']) == 2
+    assert len(all_params['sell']) == 2
+    assert all_params['count'] == 4
 
-    strategy.sell_rsi = IntParameter([0, 10], default=5, space='buy')
+    strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 
     with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"):
-        [x for x in strategy._detect_parameters('sell')]
+        [x for x in strategy.detect_parameters('sell')]

From 08f96df3ac94bc99398d84a225236b649648e7e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 30 May 2021 07:24:03 +0200
Subject: [PATCH 0583/1386] Don't write to testdir, but to tempdir

---
 tests/commands/test_commands.py         | 14 ++++---
 tests/data/test_converter.py            | 49 +++++++++++++------------
 tests/optimize/test_optimize_reports.py |  8 ++--
 3 files changed, 38 insertions(+), 33 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 4d3937d87..f47fc46c1 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -919,7 +919,8 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 
 
 def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
-                       saved_hyperopt_results_legacy):
+                       saved_hyperopt_results_legacy, tmpdir):
+    csv_file = Path(tmpdir) / "test.csv"
     for _ in (saved_hyperopt_results, saved_hyperopt_results_legacy):
         mocker.patch(
             'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
@@ -1139,17 +1140,18 @@ def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
             "hyperopt-list",
             "--no-details",
             "--no-color",
-            "--export-csv", "test_file.csv",
+            "--export-csv",
+            str(csv_file),
         ]
         pargs = get_args(args)
         pargs['config'] = None
         start_hyperopt_list(pargs)
         captured = capsys.readouterr()
         log_has("CSV file created: test_file.csv", caplog)
-        f = Path("test_file.csv")
-        assert 'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text()
-        assert f.is_file()
-        f.unlink()
+        assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662'
+                in csv_file.read_text())
+        assert csv_file.is_file()
+        csv_file.unlink()
 
 
 def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 68960af1c..31ce7255e 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -1,5 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
+from pathlib import Path
+from shutil import copyfile
 
 import pytest
 
@@ -11,7 +13,7 @@ from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_forma
 from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
                                     validate_backtest_data)
 from tests.conftest import log_has, log_has_re
-from tests.data.test_history import _backup_file, _clean_test_file
+from tests.data.test_history import _clean_test_file
 
 
 def test_dataframe_correct_columns(result):
@@ -251,17 +253,19 @@ def test_trades_dict_to_list(fetch_trades_result):
         assert t[6] == fetch_trades_result[i]['cost']
 
 
-def test_convert_trades_format(mocker, default_conf, testdatadir):
-    files = [{'old': testdatadir / "XRP_ETH-trades.json.gz",
-              'new': testdatadir / "XRP_ETH-trades.json"},
-             {'old': testdatadir / "XRP_OLD-trades.json.gz",
-              'new': testdatadir / "XRP_OLD-trades.json"},
+def test_convert_trades_format(default_conf, testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
+    files = [{'old': tmpdir1 / "XRP_ETH-trades.json.gz",
+              'new': tmpdir1 / "XRP_ETH-trades.json"},
+             {'old': tmpdir1 / "XRP_OLD-trades.json.gz",
+              'new': tmpdir1 / "XRP_OLD-trades.json"},
              ]
     for file in files:
-        _backup_file(file['old'], copy_file=True)
+        copyfile(testdatadir / file['old'].name, file['old'])
+        # _backup_file(file['old'], copy_file=True)
         assert not file['new'].exists()
 
-    default_conf['datadir'] = testdatadir
+    default_conf['datadir'] = tmpdir1
 
     convert_trades_format(default_conf, convert_from='jsongz',
                           convert_to='json', erase=False)
@@ -284,14 +288,20 @@ def test_convert_trades_format(mocker, default_conf, testdatadir):
             file['new'].unlink()
 
 
-def test_convert_ohlcv_format(mocker, default_conf, testdatadir):
-    file1 = testdatadir / "XRP_ETH-5m.json"
-    file1_new = testdatadir / "XRP_ETH-5m.json.gz"
-    file2 = testdatadir / "XRP_ETH-1m.json"
-    file2_new = testdatadir / "XRP_ETH-1m.json.gz"
-    _backup_file(file1, copy_file=True)
-    _backup_file(file2, copy_file=True)
-    default_conf['datadir'] = testdatadir
+def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
+
+    file1_orig = testdatadir / "XRP_ETH-5m.json"
+    file1 = tmpdir1 / "XRP_ETH-5m.json"
+    file1_new = tmpdir1 / "XRP_ETH-5m.json.gz"
+    file2_orig = testdatadir / "XRP_ETH-1m.json"
+    file2 = tmpdir1 / "XRP_ETH-1m.json"
+    file2_new = tmpdir1 / "XRP_ETH-1m.json.gz"
+
+    copyfile(file1_orig, file1)
+    copyfile(file2_orig, file2)
+
+    default_conf['datadir'] = tmpdir1
     default_conf['pairs'] = ['XRP_ETH']
     default_conf['timeframes'] = ['1m', '5m']
 
@@ -317,10 +327,3 @@ def test_convert_ohlcv_format(mocker, default_conf, testdatadir):
     assert file2.exists()
     assert not file1_new.exists()
     assert not file2_new.exists()
-
-    _clean_test_file(file1)
-    _clean_test_file(file2)
-    if file1_new.exists():
-        file1_new.unlink()
-    if file2_new.exists():
-        file2_new.unlink()
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index f9dac3397..f5c9a5a24 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -51,7 +51,7 @@ def test_text_table_bt_results():
     assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str
 
 
-def test_generate_backtest_stats(default_conf, testdatadir):
+def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
     default_conf.update({'strategy': 'DefaultStrategy'})
     StrategyResolver.load_strategy(default_conf)
 
@@ -148,8 +148,8 @@ def test_generate_backtest_stats(default_conf, testdatadir):
     assert strat_stats['pairlist'] == ['UNITTEST/BTC']
 
     # Test storing stats
-    filename = Path(testdatadir / 'btresult.json')
-    filename_last = Path(testdatadir / LAST_BT_RESULT_FN)
+    filename = Path(tmpdir / 'btresult.json')
+    filename_last = Path(tmpdir / LAST_BT_RESULT_FN)
     _backup_file(filename_last, copy_file=True)
     assert not filename.is_file()
 
@@ -159,7 +159,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
     last_fn = get_latest_backtest_filename(filename_last.parent)
     assert re.match(r"btresult-.*\.json", last_fn)
 
-    filename1 = (testdatadir / last_fn)
+    filename1 = Path(tmpdir / last_fn)
     assert filename1.is_file()
     content = filename1.read_text()
     assert 'max_drawdown' in content

From b54da430b96a282458c7c836a7b5c35a345f9c51 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 23 May 2021 11:22:59 +0300
Subject: [PATCH 0584/1386] Add ability to plot bars on indicator chart and
 pass custom arguments to plotly.

---
 docs/plotting.md           | 14 ++++++++++++--
 freqtrade/plot/plotting.py | 28 +++++++++++++++++++++-------
 2 files changed, 33 insertions(+), 9 deletions(-)

diff --git a/docs/plotting.md b/docs/plotting.md
index 5d454c414..05708ce66 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -170,9 +170,15 @@ Additional features when using plot_config include:
 * Specify additional subplots
 * Specify indicator pairs to fill area in between 
 
-The sample plot configuration below specifies fixed colors for the indicators. Otherwise consecutive plots may produce different colorschemes each time, making comparisons difficult.
+The sample plot configuration below specifies fixed colors for the indicators. Otherwise, consecutive plots may produce different color schemes each time, making comparisons difficult.
 It also allows multiple subplots to display both MACD and RSI at the same time.
 
+Plot type can be configured using `type` key. Possible types are:
+* `scatter` corresponding to `plotly.graph_objects.Scatter` class (default).
+* `bar` corresponding to `plotly.graph_objects.Bar` class.
+
+Extra parameters to `plotly.graph_objects.*` constructor can be specified in `plotly` dict.
+
 Sample configuration with inline comments explaining the process:
 
 ``` python
@@ -198,7 +204,8 @@ Sample configuration with inline comments explaining the process:
             # Create subplot MACD
             "MACD": {
                 'macd': {'color': 'blue', 'fill_to': 'macdhist'},
-                'macdsignal': {'color': 'orange'}
+                'macdsignal': {'color': 'orange'},
+                'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}}
             },
             # Additional subplot RSI
             "RSI": {
@@ -213,6 +220,9 @@ Sample configuration with inline comments explaining the process:
     The above configuration assumes that `ema10`, `ema50`, `senkou_a`, `senkou_b`,
     `macd`, `macdsignal`, `macdhist` and `rsi` are columns in the DataFrame created by the strategy.
 
+!!! Warning
+    `plotly` arguments are only supported with plotly library and will not work with freq-ui.
+
 ## Plot profit
 
 ![plot-profit](assets/plot-profit.png)
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index bb4283406..194c20714 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -96,20 +96,34 @@ def add_indicators(fig, row, indicators: Dict[str, Dict], data: pd.DataFrame) ->
                        Dict key must correspond to dataframe column.
     :param data: candlestick DataFrame
     """
+    plot_kinds = {
+        'scatter': go.Scatter,
+        'bar': go.Bar,
+    }
     for indicator, conf in indicators.items():
         logger.debug(f"indicator {indicator} with config {conf}")
         if indicator in data:
             kwargs = {'x': data['date'],
                       'y': data[indicator].values,
-                      'mode': 'lines',
                       'name': indicator
                       }
-            if 'color' in conf:
-                kwargs.update({'line': {'color': conf['color']}})
-            scatter = go.Scatter(
-                **kwargs
-            )
-            fig.add_trace(scatter, row, 1)
+
+            plot_type = conf.get('type', 'scatter')
+            color = conf.get('color')
+            if plot_type == 'bar':
+                kwargs.update({'marker_color': color or 'DarkSlateGrey',
+                               'marker_line_color': color or 'DarkSlateGrey'})
+            else:
+                if color:
+                    kwargs.update({'line': {'color': color}})
+                kwargs['mode'] = 'lines'
+                if plot_type != 'scatter':
+                    logger.warning(f'Indicator {indicator} has hnknown plot trace kind {plot_type}'
+                                   f', assuming "scatter".')
+
+            kwargs.update(conf.get('plotly', {}))
+            trace = plot_kinds[plot_type](**kwargs)
+            fig.add_trace(trace, row, 1)
         else:
             logger.info(
                 'Indicator "%s" ignored. Reason: This indicator is not found '

From 806838c3af9981089af992ec36b90a9a377727ce Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Sun, 30 May 2021 21:07:44 +0700
Subject: [PATCH 0585/1386] Fix we use check sell_noti not noti

---
 freqtrade/rpc/telegram.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index cca87ad91..d1e337401 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -240,8 +240,8 @@ class Telegram(RPCHandler):
         if msg_type == RPCMessageType.SELL:
             sell_noti = self._config['telegram'] \
               .get('notification_settings', {}).get(str(msg_type), {})
-            # For backward compatibility sell still be string
-            if isinstance(noti, str):
+            # For backward compatibility sell still can be string
+            if isinstance(sell_noti, str):
                 noti = sell_noti
             else:
                 noti = sell_noti.get(str(msg['sell_reason']), default_noti)

From 901d984ee33f6abdff702082231189bf1cdae445 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 30 May 2021 15:50:37 +0200
Subject: [PATCH 0586/1386] Tests should write to tmpdir, not testdir

---
 tests/data/test_converter.py |   1 -
 tests/data/test_history.py   | 131 +++++++++++++++--------------------
 2 files changed, 54 insertions(+), 78 deletions(-)

diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 31ce7255e..802fd4b12 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -262,7 +262,6 @@ def test_convert_trades_format(default_conf, testdatadir, tmpdir):
              ]
     for file in files:
         copyfile(testdatadir / file['old'].name, file['old'])
-        # _backup_file(file['old'], copy_file=True)
         assert not file['new'].exists()
 
     default_conf['datadir'] = tmpdir1
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 353cfc6f7..d203d0792 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -86,14 +86,12 @@ def test_load_data_7min_timeframe(mocker, caplog, default_conf, testdatadir) ->
 def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history)
     file = testdatadir / 'UNITTEST_BTC-1m.json'
-    _backup_file(file, copy_file=True)
     load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
     assert file.is_file()
     assert not log_has(
         'Download history data for pair: "UNITTEST/BTC", interval: 1m '
         'and store in None.', caplog
     )
-    _clean_test_file(file)
 
 
 def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None:
@@ -112,17 +110,17 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
 
 
 def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
-                                      default_conf, testdatadir) -> None:
+                                      default_conf, tmpdir) -> None:
     """
     Test load_pair_history() with 1 min timeframe
     """
+    tmpdir1 = Path(tmpdir)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
-    file = testdatadir / 'MEME_BTC-1m.json'
+    file = tmpdir1 / 'MEME_BTC-1m.json'
 
-    _backup_file(file)
     # do not download a new pair if refresh_pairs isn't set
-    load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
+    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
     assert not file.is_file()
     assert log_has(
         'No history data for pair: "MEME/BTC", timeframe: 1m. '
@@ -130,15 +128,14 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     )
 
     # download a new pair if refresh_pairs is set
-    refresh_data(datadir=testdatadir, timeframe='1m', pairs=['MEME/BTC'],
+    refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'],
                  exchange=exchange)
-    load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
+    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
         'Download history data for pair: "MEME/BTC", timeframe: 1m '
         'and store in .*', caplog
     )
-    _clean_test_file(file)
 
 
 def test_testdata_path(testdatadir) -> None:
@@ -231,26 +228,22 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
     assert start_ts is None
 
 
-def test_download_pair_history(ohlcv_history_list, mocker, default_conf, testdatadir) -> None:
+def test_download_pair_history(ohlcv_history_list, mocker, default_conf, tmpdir) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
-    file1_1 = testdatadir / 'MEME_BTC-1m.json'
-    file1_5 = testdatadir / 'MEME_BTC-5m.json'
-    file2_1 = testdatadir / 'CFI_BTC-1m.json'
-    file2_5 = testdatadir / 'CFI_BTC-5m.json'
-
-    _backup_file(file1_1)
-    _backup_file(file1_5)
-    _backup_file(file2_1)
-    _backup_file(file2_5)
+    tmpdir1 = Path(tmpdir)
+    file1_1 = tmpdir1 / 'MEME_BTC-1m.json'
+    file1_5 = tmpdir1 / 'MEME_BTC-5m.json'
+    file2_1 = tmpdir1 / 'CFI_BTC-1m.json'
+    file2_5 = tmpdir1 / 'CFI_BTC-5m.json'
 
     assert not file1_1.is_file()
     assert not file2_1.is_file()
 
-    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='MEME/BTC',
                                   timeframe='1m')
-    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='CFI/BTC',
                                   timeframe='1m')
     assert not exchange._pairs_last_refresh_time
@@ -264,20 +257,16 @@ def test_download_pair_history(ohlcv_history_list, mocker, default_conf, testdat
     assert not file1_5.is_file()
     assert not file2_5.is_file()
 
-    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='MEME/BTC',
                                   timeframe='5m')
-    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='CFI/BTC',
                                   timeframe='5m')
     assert not exchange._pairs_last_refresh_time
     assert file1_5.is_file()
     assert file2_5.is_file()
 
-    # clean files freshly downloaded
-    _clean_test_file(file1_5)
-    _clean_test_file(file2_5)
-
 
 def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
     tick = [
@@ -294,24 +283,15 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
     assert json_dump_mock.call_count == 2
 
 
-def test_download_backtesting_data_exception(ohlcv_history, mocker, caplog,
-                                             default_conf, testdatadir) -> None:
+def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdir) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
                  side_effect=Exception('File Error'))
-
+    tmpdir1 = Path(tmpdir)
     exchange = get_patched_exchange(mocker, default_conf)
 
-    file1_1 = testdatadir / 'MEME_BTC-1m.json'
-    file1_5 = testdatadir / 'MEME_BTC-5m.json'
-    _backup_file(file1_1)
-    _backup_file(file1_5)
-
-    assert not _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert not _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                       pair='MEME/BTC',
                                       timeframe='1m')
-    # clean files freshly downloaded
-    _clean_test_file(file1_1)
-    _clean_test_file(file1_5)
     assert log_has('Failed to download history data for pair: "MEME/BTC", timeframe: 1m.', caplog)
 
 
@@ -528,15 +508,15 @@ def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, tes
     assert log_has("Skipping pair XRP/ETH...", caplog)
 
 
-def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog) -> None:
-
+def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog,
+                                 tmpdir) -> None:
+    tmpdir1 = Path(tmpdir)
     ght_mock = MagicMock(side_effect=lambda pair, *args, **kwargs: (pair, trades_history))
     mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
                  ght_mock)
     exchange = get_patched_exchange(mocker, default_conf)
-    file1 = testdatadir / 'ETH_BTC-trades.json.gz'
-    data_handler = get_datahandler(testdatadir, data_format='jsongz')
-    _backup_file(file1)
+    file1 = tmpdir1 / 'ETH_BTC-trades.json.gz'
+    data_handler = get_datahandler(tmpdir1, data_format='jsongz')
 
     assert not file1.is_file()
 
@@ -557,8 +537,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5
     assert ght_mock.call_args_list[0][1]['from_id'] is not None
 
-    # clean files freshly downloaded
-    _clean_test_file(file1)
+    file1.unlink()
 
     mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
                  MagicMock(side_effect=ValueError))
@@ -567,9 +546,8 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
                                         pair='ETH/BTC')
     assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
 
-    file2 = testdatadir / 'XRP_ETH-trades.json.gz'
-
-    _backup_file(file2, True)
+    file2 = tmpdir1 / 'XRP_ETH-trades.json.gz'
+    copyfile(testdatadir / file2.name, file2)
 
     ght_mock.reset_mock()
     mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
@@ -589,38 +567,37 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     _clean_test_file(file2)
 
 
-def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
-
+def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
+    tmpdir1 = Path(tmpdir)
     pair = 'XRP/ETH'
-    file1 = testdatadir / 'XRP_ETH-1m.json'
-    file5 = testdatadir / 'XRP_ETH-5m.json'
-    # Compare downloaded dataset with converted dataset
-    dfbak_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
-    dfbak_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
+    file1 = tmpdir1 / 'XRP_ETH-1m.json'
+    file5 = tmpdir1 / 'XRP_ETH-5m.json'
+    filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
+    copyfile(testdatadir / file1.name, file1)
+    copyfile(testdatadir / file5.name, file5)
+    copyfile(testdatadir / filetrades.name, filetrades)
 
-    _backup_file(file1, copy_file=True)
-    _backup_file(file5)
+    # Compare downloaded dataset with converted dataset
+    dfbak_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
+    dfbak_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
 
     tr = TimeRange.parse_timerange('20191011-20191012')
 
     convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
-                            datadir=testdatadir, timerange=tr, erase=True)
+                            datadir=tmpdir1, timerange=tr, erase=True)
 
     assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
     # Load new data
-    df_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
-    df_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
+    df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
+    df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
 
     assert df_1m.equals(dfbak_1m)
     assert df_5m.equals(dfbak_5m)
 
-    _clean_test_file(file1)
-    _clean_test_file(file5)
-
     assert not log_has('Could not convert NoDatapair to OHLCV.', caplog)
 
     convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
-                            datadir=testdatadir, timerange=tr, erase=True)
+                            datadir=tmpdir1, timerange=tr, erase=True)
     assert log_has('Could not convert NoDatapair to OHLCV.', caplog)
 
 
@@ -752,15 +729,17 @@ def test_hdf5datahandler_trades_load(testdatadir):
     assert len([t for t in trades2 if t[0] > timerange.stopts * 1000]) == 0
 
 
-def test_hdf5datahandler_trades_store(testdatadir):
+def test_hdf5datahandler_trades_store(testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
     dh = HDF5DataHandler(testdatadir)
     trades = dh.trades_load('XRP/ETH')
 
-    dh.trades_store('XRP/NEW', trades)
-    file = testdatadir / 'XRP_NEW-trades.h5'
+    dh1 = HDF5DataHandler(tmpdir1)
+    dh1.trades_store('XRP/NEW', trades)
+    file = tmpdir1 / 'XRP_NEW-trades.h5'
     assert file.is_file()
     # Load trades back
-    trades_new = dh.trades_load('XRP/NEW')
+    trades_new = dh1.trades_load('XRP/NEW')
 
     assert len(trades_new) == len(trades)
     assert trades[0][0] == trades_new[0][0]
@@ -778,8 +757,6 @@ def test_hdf5datahandler_trades_store(testdatadir):
     assert trades[-1][5] == trades_new[-1][5]
     assert trades[-1][6] == trades_new[-1][6]
 
-    _clean_test_file(file)
-
 
 def test_hdf5datahandler_trades_purge(mocker, testdatadir):
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
@@ -793,16 +770,18 @@ def test_hdf5datahandler_trades_purge(mocker, testdatadir):
     assert unlinkmock.call_count == 1
 
 
-def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir):
+def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
     dh = HDF5DataHandler(testdatadir)
     ohlcv = dh.ohlcv_load('UNITTEST/BTC', '5m')
     assert isinstance(ohlcv, DataFrame)
     assert len(ohlcv) > 0
 
-    file = testdatadir / 'UNITTEST_NEW-5m.h5'
+    file = tmpdir1 / 'UNITTEST_NEW-5m.h5'
     assert not file.is_file()
 
-    dh.ohlcv_store('UNITTEST/NEW', '5m', ohlcv)
+    dh1 = HDF5DataHandler(tmpdir1)
+    dh1.ohlcv_store('UNITTEST/NEW', '5m', ohlcv)
     assert file.is_file()
 
     assert not ohlcv[ohlcv['date'] < '2018-01-15'].empty
@@ -812,14 +791,12 @@ def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir):
 
     # Call private function to ensure timerange is filtered in hdf5
     ohlcv = dh._ohlcv_load('UNITTEST/BTC', '5m', timerange)
-    ohlcv1 = dh._ohlcv_load('UNITTEST/NEW', '5m', timerange)
+    ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', '5m', timerange)
     assert len(ohlcv) == len(ohlcv1)
     assert ohlcv.equals(ohlcv1)
     assert ohlcv[ohlcv['date'] < '2018-01-15'].empty
     assert ohlcv[ohlcv['date'] > '2018-01-19'].empty
 
-    _clean_test_file(file)
-
     # Try loading inexisting file
     ohlcv = dh.ohlcv_load('UNITTEST/NONEXIST', '5m')
     assert ohlcv.empty

From e3d5c9cb10f8ba6f7eef554c7d13e6e0af895161 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 30 May 2021 16:39:33 +0100
Subject: [PATCH 0587/1386] Fix typo in exception message

---
 freqtrade/plot/plotting.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 194c20714..b62ae6015 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -118,7 +118,7 @@ def add_indicators(fig, row, indicators: Dict[str, Dict], data: pd.DataFrame) ->
                     kwargs.update({'line': {'color': color}})
                 kwargs['mode'] = 'lines'
                 if plot_type != 'scatter':
-                    logger.warning(f'Indicator {indicator} has hnknown plot trace kind {plot_type}'
+                    logger.warning(f'Indicator {indicator} has unknown plot trace kind {plot_type}'
                                    f', assuming "scatter".')
 
             kwargs.update(conf.get('plotly', {}))

From 06b59551b018fd4b7d066505e71e2510cd3e3b4e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 30 May 2021 20:07:57 +0200
Subject: [PATCH 0588/1386] Improve test coverage

---
 tests/test_configuration.py | 12 ++++++++++++
 1 file changed, 12 insertions(+)

diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index b2c883108..c15a0fe6a 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -88,6 +88,18 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
             '"stake_amount": .001, "fiat_display_currency": "USD", '
             '"timeframe": "5m", "dry_run": true, "cance')
 
+    filedata = json.dumps(default_conf, indent=2).replace(
+        '"stake_amount": 0.001,', '"stake_amount": .001,')
+    mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata))
+
+    x = log_config_error_range('somefile', 'Parse error at offset 4: Invalid value.')
+    assert isinstance(x, str)
+    assert (x == '  "max_open_trades": 1,\n  "stake_currency": "BTC",\n'
+            '  "stake_amount": .001,')
+
+    x = log_config_error_range('-', '')
+    assert x == ''
+
 
 def test__args_to_config(caplog):
 

From 2d7ccaeb3d019d810558c7a56dc97fcb5454786d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 30 May 2021 20:14:41 +0200
Subject: [PATCH 0589/1386] Add test for load_config

---
 freqtrade/configuration/load_config.py | 2 +-
 tests/test_configuration.py            | 8 +++++++-
 2 files changed, 8 insertions(+), 2 deletions(-)

diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py
index 1320a375f..27190d259 100644
--- a/freqtrade/configuration/load_config.py
+++ b/freqtrade/configuration/load_config.py
@@ -43,7 +43,7 @@ def load_file(path: Path) -> Dict[str, Any]:
         with path.open('r') as file:
             config = rapidjson.load(file, parse_mode=CONFIG_PARSE_MODE)
     except FileNotFoundError:
-        raise OperationalException(f'File file "{path}" not found!')
+        raise OperationalException(f'File "{path}" not found!')
     return config
 
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index c15a0fe6a..b08d0775c 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -18,7 +18,7 @@ from freqtrade.configuration.deprecated_settings import (check_conflicting_setti
                                                          process_deprecated_setting,
                                                          process_removed_setting,
                                                          process_temporary_deprecated_settings)
-from freqtrade.configuration.load_config import load_config_file, log_config_error_range
+from freqtrade.configuration.load_config import load_config_file, load_file, log_config_error_range
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import _set_loggers, setup_logging, setup_logging_pre
@@ -101,6 +101,12 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
     assert x == ''
 
 
+def test_load_file_error(tmpdir):
+    testpath = Path(tmpdir) / 'config.json'
+    with pytest.raises(OperationalException, match=r"File .* not found!"):
+        load_file(testpath)
+
+
 def test__args_to_config(caplog):
 
     arg_list = ['trade', '--strategy-path', 'TestTest']

From cd300c52ee7d5201b4b27b5e440934d0bacc568f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 31 May 2021 05:18:19 +0000
Subject: [PATCH 0590/1386] Bump urllib3 from 1.26.4 to 1.26.5

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.4 to 1.26.5.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.26.4...1.26.5)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 512b2a588..217d751c4 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -10,7 +10,7 @@ python-telegram-bot==13.5
 arrow==1.1.0
 cachetools==4.2.2
 requests==2.25.1
-urllib3==1.26.4
+urllib3==1.26.5
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.20

From eb166147c3836b0ae4e3e677eb548eef57354326 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 31 May 2021 05:18:39 +0000
Subject: [PATCH 0591/1386] Bump mkdocs-material from 7.1.5 to 7.1.6

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.5 to 7.1.6.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.5...7.1.6)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 89011272d..3f8020e8c 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.1.5
+mkdocs-material==7.1.6
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From b4319b5ad849cc615e62b2d5406a4d55d0b88633 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 31 May 2021 05:18:49 +0000
Subject: [PATCH 0592/1386] Bump sqlalchemy from 1.4.15 to 1.4.17

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.15 to 1.4.17.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 512b2a588..1b0b40698 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.50.48
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.15
+SQLAlchemy==1.4.17
 python-telegram-bot==13.5
 arrow==1.1.0
 cachetools==4.2.2

From 5d4e18233620812f4af1fe93e3665b96063b7564 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 31 May 2021 05:18:54 +0000
Subject: [PATCH 0593/1386] Bump coveralls from 3.0.1 to 3.1.0

Bumps [coveralls](https://github.com/TheKevJames/coveralls-python) from 3.0.1 to 3.1.0.
- [Release notes](https://github.com/TheKevJames/coveralls-python/releases)
- [Changelog](https://github.com/TheKevJames/coveralls-python/blob/master/CHANGELOG.md)
- [Commits](https://github.com/TheKevJames/coveralls-python/compare/3.0.1...3.1.0)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 4fbf21260..7b106ae9b 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt
 
-coveralls==3.0.1
+coveralls==3.1.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.3.0

From f9541d301f767905f4a106e47f1dfdffb95c76b2 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 31 May 2021 08:19:14 +0000
Subject: [PATCH 0594/1386] Bump ccxt from 1.50.48 to 1.50.70

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.50.48 to 1.50.70.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.50.48...1.50.70)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 975adbdbf..8f4fed9ad 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.3
 pandas==1.2.4
 
-ccxt==1.50.48
+ccxt==1.50.70
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From b5e3fe3b8e08a4ed7fedec2ef81453e57365cafc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 31 May 2021 17:38:41 +0200
Subject: [PATCH 0595/1386] Document bittrex volumepairlist incompatibility

closes #5051
---
 docs/exchanges.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 4a60c7683..e54f97714 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -53,6 +53,9 @@ Due to the heavy rate-limiting applied by Kraken, the following configuration se
 
 Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faq.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
 
+Bittrex also does not support `VolumePairlist` due to limited / split API constellation at the moment.
+Please use `StaticPairlist`. Other pairlists (other than `VolumePairlist`) should not be affected.
+
 ### Restricted markets
 
 Bittrex split its exchange into US and International versions.

From f920c26802c8cccdc0ce4a29cbcae91711a26c55 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 31 May 2021 20:00:47 +0200
Subject: [PATCH 0596/1386] fix Hyperopt-list avg-time filters

These should use a numeric field (which currently isn't available).

closes #5061
---
 freqtrade/commands/hyperopt_commands.py |  8 ++++++--
 freqtrade/optimize/optimize_reports.py  | 19 +++++++++++++------
 tests/commands/test_commands.py         |  9 +++++----
 tests/conftest.py                       |  8 +++++++-
 4 files changed, 31 insertions(+), 13 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index e072e12cb..d8b00f369 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -197,8 +197,12 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
             return x['results_metrics']['duration']
         else:
             # New mode
-            avg = x['results_metrics']['holding_avg']
-            return avg.total_seconds() // 60
+            if 'holding_avg_s' in x['results_metrics']:
+                avg = x['results_metrics']['holding_avg_s']
+                return avg // 60
+            raise OperationalException(
+                "Holding-average not available. Please omit the filter on average time, "
+                "or rerun hyperopt with this version")
 
     if filteroptions['filter_min_avg_time'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 5822fc627..84e052ac4 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -232,16 +232,23 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
     zero_duration_trades = len(results.loc[(results['trade_duration'] == 0) &
                                            (results['sell_reason'] == 'trailing_stop_loss')])
 
+    holding_avg = (timedelta(minutes=round(results['trade_duration'].mean()))
+                   if not results.empty else timedelta())
+    winner_holding_avg = (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
+                          if not winning_trades.empty else timedelta())
+    loser_holding_avg = (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
+                         if not losing_trades.empty else timedelta())
+
     return {
         'wins': len(winning_trades),
         'losses': len(losing_trades),
         'draws': len(draw_trades),
-        'holding_avg': (timedelta(minutes=round(results['trade_duration'].mean()))
-                        if not results.empty else timedelta()),
-        'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
-                               if not winning_trades.empty else timedelta()),
-        'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
-                              if not losing_trades.empty else timedelta()),
+        'holding_avg': holding_avg,
+        'holding_avg_s': holding_avg.total_seconds(),
+        'winner_holding_avg': winner_holding_avg,
+        'winner_holding_avg_s': winner_holding_avg.total_seconds(),
+        'loser_holding_avg': loser_holding_avg,
+        'loser_holding_avg_s': loser_holding_avg.total_seconds(),
         'zero_duration_trades': zero_duration_trades,
     }
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index f47fc46c1..71ae0ed78 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -921,10 +921,10 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
                        saved_hyperopt_results_legacy, tmpdir):
     csv_file = Path(tmpdir) / "test.csv"
-    for _ in (saved_hyperopt_results, saved_hyperopt_results_legacy):
+    for res in (saved_hyperopt_results, saved_hyperopt_results_legacy):
         mocker.patch(
             'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-            MagicMock(return_value=saved_hyperopt_results_legacy)
+            MagicMock(return_value=res)
         )
 
         args = [
@@ -1148,9 +1148,10 @@ def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
         start_hyperopt_list(pargs)
         captured = capsys.readouterr()
         log_has("CSV file created: test_file.csv", caplog)
-        assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662'
-                in csv_file.read_text())
         assert csv_file.is_file()
+        line = csv_file.read_text()
+        assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
+                or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
         csv_file.unlink()
 
 
diff --git a/tests/conftest.py b/tests/conftest.py
index ef2bd0613..43a98647f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1913,7 +1913,7 @@ def saved_hyperopt_results_legacy():
 
 @pytest.fixture
 def saved_hyperopt_results():
-    return [
+    hyperopt_res = [
         {
             'loss': 0.4366182531161519,
             'params_dict': {
@@ -2042,3 +2042,9 @@ def saved_hyperopt_results():
             'is_best': False
             }
     ]
+
+    for res in hyperopt_res:
+        res['results_metrics']['holding_avg_s'] = res['results_metrics']['holding_avg'
+                                                                         ].total_seconds()
+
+    return hyperopt_res

From 53b1f38952a698c2fd5e3661c2125ae0014c1d91 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Tue, 1 Jun 2021 20:08:22 +0300
Subject: [PATCH 0597/1386] telegram: move the most important information to
 the top of sell message

---
 freqtrade/rpc/telegram.py | 25 ++++++++++++++-----------
 1 file changed, 14 insertions(+), 11 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index d1e337401..ccf19add1 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -211,23 +211,26 @@ class Telegram(RPCHandler):
 
         msg['emoji'] = self._get_sell_emoji(msg)
 
-        message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
-                   "*Amount:* `{amount:.8f}`\n"
-                   "*Open Rate:* `{open_rate:.8f}`\n"
-                   "*Current Rate:* `{current_rate:.8f}`\n"
-                   "*Close Rate:* `{limit:.8f}`\n"
-                   "*Sell Reason:* `{sell_reason}`\n"
-                   "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
-                   "*Profit:* `{profit_percent:.2f}%`").format(**msg)
-
         # Check if all sell properties are available.
         # This might not be the case if the message origin is triggered by /forcesell
         if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency'])
                 and self._rpc._fiat_converter):
             msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
                 msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
-            message += (' `({gain}: {profit_amount:.8f} {stake_currency}'
-                        ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
+            msg['profit_extra'] = (' ({gain}: {profit_amount:.8f} {stake_currency}'
+                        ' / {profit_fiat:.3f} {fiat_currency})').format(**msg)
+        else:
+            msg['profit_extra'] = ''
+
+        message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
+                   "*Profit:* `{profit_percent:.2f}%{profit_extra}`\n"
+                   "*Sell Reason:* `{sell_reason}`\n"
+                   "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
+                   "*Amount:* `{amount:.8f}`\n"
+                   "*Open Rate:* `{open_rate:.8f}`\n"
+                   "*Current Rate:* `{current_rate:.8f}`\n"
+                   "*Close Rate:* `{limit:.8f}`").format(**msg)
+
         return message
 
     def send_msg(self, msg: Dict[str, Any]) -> None:

From 79552a93fe4924b59cac6d68f2a207f42b2f28d0 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Tue, 1 Jun 2021 20:17:11 +0300
Subject: [PATCH 0598/1386] telegram: move the most important information to
 the top of sell message fixed tests

---
 tests/rpc/test_rpc_telegram.py | 27 +++++++++++++++------------
 1 file changed, 15 insertions(+), 12 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index e640f2dff..4c60bdad3 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1350,13 +1350,14 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
+            '*Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
+            '*Sell Reason:* `stop_loss`\n'
+            '*Duration:* `1:00:00 (60.0 min)`\n'
             '*Amount:* `1333.33333333`\n'
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
-            '*Close Rate:* `0.00003201`\n'
-            '*Sell Reason:* `stop_loss`\n'
-            '*Duration:* `1:00:00 (60.0 min)`\n'
-            '*Profit:* `-57.41%` `(loss: -0.05746268 ETH / -24.812 USD)`')
+            '*Close Rate:* `0.00003201`'
+            )
 
     msg_mock.reset_mock()
     telegram.send_msg({
@@ -1379,13 +1380,14 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
+            '*Profit:* `-57.41%`\n'
+            '*Sell Reason:* `stop_loss`\n'
+            '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
             '*Amount:* `1333.33333333`\n'
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
-            '*Close Rate:* `0.00003201`\n'
-            '*Sell Reason:* `stop_loss`\n'
-            '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
-            '*Profit:* `-57.41%`')
+            '*Close Rate:* `0.00003201`'
+            )
     # Reset singleton function to avoid random breaks
     telegram._rpc._fiat_converter.convert_amount = old_convamount
 
@@ -1537,13 +1539,14 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
         'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
+                                        '*Profit:* `-57.41%`\n'
+                                        '*Sell Reason:* `stop_loss`\n'
+                                        '*Duration:* `2:35:03 (155.1 min)`\n'
                                         '*Amount:* `1333.33333333`\n'
                                         '*Open Rate:* `0.00007500`\n'
                                         '*Current Rate:* `0.00003201`\n'
-                                        '*Close Rate:* `0.00003201`\n'
-                                        '*Sell Reason:* `stop_loss`\n'
-                                        '*Duration:* `2:35:03 (155.1 min)`\n'
-                                        '*Profit:* `-57.41%`')
+                                        '*Close Rate:* `0.00003201`'
+                                        )
 
 
 @pytest.mark.parametrize('msg,expected', [

From 1594402312c871b3a3df64eab142d699922e0147 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 1 Jun 2021 19:39:41 +0200
Subject: [PATCH 0599/1386] Add note about signal expiry

---
 docs/configuration.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/configuration.md b/docs/configuration.md
index eff8fe322..7fa751bef 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -304,6 +304,9 @@ For example, if your strategy is using a 1h timeframe, and you only want to buy
   },
 ```
 
+!!! Note
+    This setting resets with each new candle, so it will not prevent sticking-signals from executing on the 2nd or 3rd candle they're active. Best use a "trigger" selector for buy signals, which are only active for one candle.
+
 ### Understand order_types
 
 The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`, `forcesell`, `forcebuy`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.

From 9edcb393b6704bebbffd0552e029f8126b2c7269 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Tue, 1 Jun 2021 22:24:21 +0300
Subject: [PATCH 0600/1386] telegram: move the most important information to
 the top of sell message fixed flake error

---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ccf19add1..320a3a591 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -218,7 +218,7 @@ class Telegram(RPCHandler):
             msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
                 msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
             msg['profit_extra'] = (' ({gain}: {profit_amount:.8f} {stake_currency}'
-                        ' / {profit_fiat:.3f} {fiat_currency})').format(**msg)
+                                   ' / {profit_fiat:.3f} {fiat_currency})').format(**msg)
         else:
             msg['profit_extra'] = ''
 

From 10cd89a99d4e75e7af03fda8b6fbb77cfe573c2a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Jun 2021 10:39:49 +0200
Subject: [PATCH 0601/1386] Allow the API to respond faster in case of long
 pairlists

---
 freqtrade/freqtradebot.py | 18 ++++++++++--------
 1 file changed, 10 insertions(+), 8 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2e3240cfe..d7369ad47 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -48,6 +48,7 @@ class FreqtradeBot(LoggingMixin):
         :param config: configuration dict, you can use Configuration.get_config()
         to get the config dict.
         """
+        self.active_pair_whitelist: List[str] = []
 
         logger.info('Starting freqtrade %s', __version__)
 
@@ -76,12 +77,19 @@ class FreqtradeBot(LoggingMixin):
 
         PairLocks.timeframe = self.config['timeframe']
 
+        self.protections = ProtectionManager(self.config)
+
+        # RPC runs in separate threads, can start handling external commands just after
+        # initialization, even before Freqtradebot has a chance to start its throttling,
+        # so anything in the Freqtradebot instance should be ready (initialized), including
+        # the initial state of the bot.
+        # Keep this at the end of this initialization method.
+        self.rpc: RPCManager = RPCManager(self)
+
         self.pairlists = PairListManager(self.exchange, self.config)
 
         self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
-        self.protections = ProtectionManager(self.config)
-
         # Attach Dataprovider to Strategy baseclass
         IStrategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
@@ -97,12 +105,6 @@ class FreqtradeBot(LoggingMixin):
         initial_state = self.config.get('initial_state')
         self.state = State[initial_state.upper()] if initial_state else State.STOPPED
 
-        # RPC runs in separate threads, can start handling external commands just after
-        # initialization, even before Freqtradebot has a chance to start its throttling,
-        # so anything in the Freqtradebot instance should be ready (initialized), including
-        # the initial state of the bot.
-        # Keep this at the end of this initialization method.
-        self.rpc: RPCManager = RPCManager(self)
         # Protect sell-logic from forcesell and viceversa
         self._sell_lock = Lock()
         LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))

From 67beda6c929df56a1c9861202fdb839e5fb311e4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Jun 2021 11:06:32 +0200
Subject: [PATCH 0602/1386] Add fetch_dry_run_order method

---
 freqtrade/exchange/exchange.py | 28 ++++++++++++++++++----------
 freqtrade/exchange/ftx.py      |  9 ++-------
 2 files changed, 20 insertions(+), 17 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 93d8f7584..02445de92 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -591,6 +591,19 @@ class Exchange:
             closed_order["info"].update({"stopPrice": closed_order["price"]})
         self._dry_run_open_orders[closed_order["id"]] = closed_order
 
+    def fetch_dry_run_order(self, order_id) -> Dict[str, Any]:
+        """
+        Return dry-run order
+        Only call if running in dry-run mode.
+        """
+        try:
+            order = self._dry_run_open_orders[order_id]
+            return order
+        except KeyError as e:
+            # Gracefully handle errors with dry-run orders.
+            raise InvalidOrderException(
+                f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
+
     def create_order(self, pair: str, ordertype: str, side: str, amount: float,
                      rate: float, params: Dict = {}) -> Dict:
         try:
@@ -1066,11 +1079,12 @@ class Exchange:
     @retrier
     def cancel_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
-            order = self._dry_run_open_orders.get(order_id)
-            if order:
+            try:
+                order = self.fetch_dry_run_order(order_id)
+
                 order.update({'status': 'canceled', 'filled': 0.0, 'remaining': order['amount']})
                 return order
-            else:
+            except InvalidOrderException:
                 return {}
 
         try:
@@ -1144,13 +1158,7 @@ class Exchange:
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
     def fetch_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
-            try:
-                order = self._dry_run_open_orders[order_id]
-                return order
-            except KeyError as e:
-                # Gracefully handle errors with dry-run orders.
-                raise InvalidOrderException(
-                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
+            return self.fetch_dry_run_order(order_id)
         try:
             return self._api.fetch_order(order_id, pair)
         except ccxt.OrderNotFound as e:
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 9009e9492..105389828 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -93,13 +93,8 @@ class Ftx(Exchange):
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
     def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
-            try:
-                order = self._dry_run_open_orders[order_id]
-                return order
-            except KeyError as e:
-                # Gracefully handle errors with dry-run orders.
-                raise InvalidOrderException(
-                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
+            return self.fetch_dry_run_order(order_id)
+
         try:
             orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
 

From 4c277b3039bda30369ada1157368dd93d19e4dd8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Jun 2021 11:17:50 +0200
Subject: [PATCH 0603/1386] Reorder exchange methods

---
 freqtrade/exchange/exchange.py | 332 +++++++++++++++++----------------
 1 file changed, 169 insertions(+), 163 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 02445de92..c3c4e8e5a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -550,6 +550,8 @@ class Exchange:
         # See also #2575 at github.
         return max(min_stake_amounts) * amount_reserve_percent
 
+    # Dry-run methods
+
     def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
                              rate: float, params: Dict = {}) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
@@ -604,6 +606,8 @@ class Exchange:
             raise InvalidOrderException(
                 f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
 
+    # Order handling
+
     def create_order(self, pair: str, ordertype: str, side: str, amount: float,
                      rate: float, params: Dict = {}) -> Dict:
         try:
@@ -680,6 +684,128 @@ class Exchange:
 
         raise OperationalException(f"stoploss is not implemented for {self.name}.")
 
+    @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
+    def fetch_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            return self.fetch_dry_run_order(order_id)
+        try:
+            return self._api.fetch_order(order_id, pair)
+        except ccxt.OrderNotFound as e:
+            raise RetryableOrderError(
+                f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
+    fetch_stoploss_order = fetch_order
+
+    def fetch_order_or_stoploss_order(self, order_id: str, pair: str,
+                                      stoploss_order: bool = False) -> Dict:
+        """
+        Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
+        the stoploss_order parameter
+        :param stoploss_order: If true, uses fetch_stoploss_order, otherwise fetch_order.
+        """
+        if stoploss_order:
+            return self.fetch_stoploss_order(order_id, pair)
+        return self.fetch_order(order_id, pair)
+
+    def check_order_canceled_empty(self, order: Dict) -> bool:
+        """
+        Verify if an order has been cancelled without being partially filled
+        :param order: Order dict as returned from fetch_order()
+        :return: True if order has been cancelled without being filled, False otherwise.
+        """
+        return (order.get('status') in ('closed', 'canceled', 'cancelled')
+                and order.get('filled') == 0.0)
+
+    @retrier
+    def cancel_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            try:
+                order = self.fetch_dry_run_order(order_id)
+
+                order.update({'status': 'canceled', 'filled': 0.0, 'remaining': order['amount']})
+                return order
+            except InvalidOrderException:
+                return {}
+
+        try:
+            return self._api.cancel_order(order_id, pair)
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    # Assign method to cancel_stoploss_order to allow easy overriding in other classes
+    cancel_stoploss_order = cancel_order
+
+    def is_cancel_order_result_suitable(self, corder) -> bool:
+        if not isinstance(corder, dict):
+            return False
+
+        required = ('fee', 'status', 'amount')
+        return all(k in corder for k in required)
+
+    def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
+        """
+        Cancel order returning a result.
+        Creates a fake result if cancel order returns a non-usable result
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
+        :param order_id: Orderid to cancel
+        :param pair: Pair corresponding to order_id
+        :param amount: Amount to use for fake response
+        :return: Result from either cancel_order if usable, or fetch_order
+        """
+        try:
+            corder = self.cancel_order(order_id, pair)
+            if self.is_cancel_order_result_suitable(corder):
+                return corder
+        except InvalidOrderException:
+            logger.warning(f"Could not cancel order {order_id} for {pair}.")
+        try:
+            order = self.fetch_order(order_id, pair)
+        except InvalidOrderException:
+            logger.warning(f"Could not fetch cancelled order {order_id}.")
+            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
+
+        return order
+
+    def cancel_stoploss_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
+        """
+        Cancel stoploss order returning a result.
+        Creates a fake result if cancel order returns a non-usable result
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
+        :param order_id: stoploss-order-id to cancel
+        :param pair: Pair corresponding to order_id
+        :param amount: Amount to use for fake response
+        :return: Result from either cancel_order if usable, or fetch_order
+        """
+        corder = self.cancel_stoploss_order(order_id, pair)
+        if self.is_cancel_order_result_suitable(corder):
+            return corder
+        try:
+            order = self.fetch_stoploss_order(order_id, pair)
+        except InvalidOrderException:
+            logger.warning(f"Could not fetch cancelled stoploss order {order_id}.")
+            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
+
+        return order
+
     @retrier
     def get_balances(self) -> dict:
 
@@ -726,6 +852,8 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    # Pricing info
+
     @retrier
     def fetch_ticker(self, pair: str) -> dict:
         try:
@@ -742,6 +870,47 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    @staticmethod
+    def get_next_limit_in_list(limit: int, limit_range: Optional[List[int]],
+                               range_required: bool = True):
+        """
+        Get next greater value in the list.
+        Used by fetch_l2_order_book if the api only supports a limited range
+        """
+        if not limit_range:
+            return limit
+
+        result = min([x for x in limit_range if limit <= x] + [max(limit_range)])
+        if not range_required and limit > result:
+            # Range is not required - we can use None as parameter.
+            return None
+        return result
+
+    @retrier
+    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
+        """
+        Get L2 order book from exchange.
+        Can be limited to a certain amount (if supported).
+        Returns a dict in the format
+        {'asks': [price, volume], 'bids': [price, volume]}
+        """
+        limit1 = self.get_next_limit_in_list(limit, self._ft_has['l2_limit_range'],
+                                             self._ft_has['l2_limit_range_required'])
+        try:
+
+            return self._api.fetch_l2_order_book(pair, limit1)
+        except ccxt.NotSupported as e:
+            raise OperationalException(
+                f'Exchange {self._api.name} does not support fetching order book.'
+                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
     def get_historic_ohlcv(self, pair: str, timeframe: str,
                            since_ms: int) -> List:
         """
@@ -1067,169 +1236,6 @@ class Exchange:
             self._async_get_trade_history(pair=pair, since=since,
                                           until=until, from_id=from_id))
 
-    def check_order_canceled_empty(self, order: Dict) -> bool:
-        """
-        Verify if an order has been cancelled without being partially filled
-        :param order: Order dict as returned from fetch_order()
-        :return: True if order has been cancelled without being filled, False otherwise.
-        """
-        return (order.get('status') in ('closed', 'canceled', 'cancelled')
-                and order.get('filled') == 0.0)
-
-    @retrier
-    def cancel_order(self, order_id: str, pair: str) -> Dict:
-        if self._config['dry_run']:
-            try:
-                order = self.fetch_dry_run_order(order_id)
-
-                order.update({'status': 'canceled', 'filled': 0.0, 'remaining': order['amount']})
-                return order
-            except InvalidOrderException:
-                return {}
-
-        try:
-            return self._api.cancel_order(order_id, pair)
-        except ccxt.InvalidOrder as e:
-            raise InvalidOrderException(
-                f'Could not cancel order. Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    # Assign method to cancel_stoploss_order to allow easy overriding in other classes
-    cancel_stoploss_order = cancel_order
-
-    def is_cancel_order_result_suitable(self, corder) -> bool:
-        if not isinstance(corder, dict):
-            return False
-
-        required = ('fee', 'status', 'amount')
-        return all(k in corder for k in required)
-
-    def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
-        """
-        Cancel order returning a result.
-        Creates a fake result if cancel order returns a non-usable result
-        and fetch_order does not work (certain exchanges don't return cancelled orders)
-        :param order_id: Orderid to cancel
-        :param pair: Pair corresponding to order_id
-        :param amount: Amount to use for fake response
-        :return: Result from either cancel_order if usable, or fetch_order
-        """
-        try:
-            corder = self.cancel_order(order_id, pair)
-            if self.is_cancel_order_result_suitable(corder):
-                return corder
-        except InvalidOrderException:
-            logger.warning(f"Could not cancel order {order_id} for {pair}.")
-        try:
-            order = self.fetch_order(order_id, pair)
-        except InvalidOrderException:
-            logger.warning(f"Could not fetch cancelled order {order_id}.")
-            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
-
-        return order
-
-    def cancel_stoploss_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
-        """
-        Cancel stoploss order returning a result.
-        Creates a fake result if cancel order returns a non-usable result
-        and fetch_order does not work (certain exchanges don't return cancelled orders)
-        :param order_id: stoploss-order-id to cancel
-        :param pair: Pair corresponding to order_id
-        :param amount: Amount to use for fake response
-        :return: Result from either cancel_order if usable, or fetch_order
-        """
-        corder = self.cancel_stoploss_order(order_id, pair)
-        if self.is_cancel_order_result_suitable(corder):
-            return corder
-        try:
-            order = self.fetch_stoploss_order(order_id, pair)
-        except InvalidOrderException:
-            logger.warning(f"Could not fetch cancelled stoploss order {order_id}.")
-            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
-
-        return order
-
-    @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
-    def fetch_order(self, order_id: str, pair: str) -> Dict:
-        if self._config['dry_run']:
-            return self.fetch_dry_run_order(order_id)
-        try:
-            return self._api.fetch_order(order_id, pair)
-        except ccxt.OrderNotFound as e:
-            raise RetryableOrderError(
-                f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
-        except ccxt.InvalidOrder as e:
-            raise InvalidOrderException(
-                f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
-    fetch_stoploss_order = fetch_order
-
-    def fetch_order_or_stoploss_order(self, order_id: str, pair: str,
-                                      stoploss_order: bool = False) -> Dict:
-        """
-        Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
-        the stoploss_order parameter
-        :param stoploss_order: If true, uses fetch_stoploss_order, otherwise fetch_order.
-        """
-        if stoploss_order:
-            return self.fetch_stoploss_order(order_id, pair)
-        return self.fetch_order(order_id, pair)
-
-    @staticmethod
-    def get_next_limit_in_list(limit: int, limit_range: Optional[List[int]],
-                               range_required: bool = True):
-        """
-        Get next greater value in the list.
-        Used by fetch_l2_order_book if the api only supports a limited range
-        """
-        if not limit_range:
-            return limit
-
-        result = min([x for x in limit_range if limit <= x] + [max(limit_range)])
-        if not range_required and limit > result:
-            # Range is not required - we can use None as parameter.
-            return None
-        return result
-
-    @retrier
-    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
-        """
-        Get L2 order book from exchange.
-        Can be limited to a certain amount (if supported).
-        Returns a dict in the format
-        {'asks': [price, volume], 'bids': [price, volume]}
-        """
-        limit1 = self.get_next_limit_in_list(limit, self._ft_has['l2_limit_range'],
-                                             self._ft_has['l2_limit_range_required'])
-        try:
-
-            return self._api.fetch_l2_order_book(pair, limit1)
-        except ccxt.NotSupported as e:
-            raise OperationalException(
-                f'Exchange {self._api.name} does not support fetching order book.'
-                f'Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
     @retrier
     def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
         """

From 4e1425023e0aa4c0530b5c2ffb8a2e2c20dfd772 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Jun 2021 11:20:26 +0200
Subject: [PATCH 0604/1386] Further reorder exchange methods

---
 freqtrade/exchange/exchange.py | 242 +++++++++++++++++----------------
 1 file changed, 124 insertions(+), 118 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c3c4e8e5a..7514572fc 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -911,6 +911,128 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    # Fee handling
+
+    @retrier
+    def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
+        """
+        Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
+        The "since" argument passed in is coming from the database and is in UTC,
+        as timezone-native datetime object.
+        From the python documentation:
+            > Naive datetime instances are assumed to represent local time
+        Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
+        transformation from local timezone to UTC.
+        This works for timezones UTC+ since then the result will contain trades from a few hours
+        instead of from the last 5 seconds, however fails for UTC- timezones,
+        since we're then asking for trades with a "since" argument in the future.
+
+        :param order_id order_id: Order-id as given when creating the order
+        :param pair: Pair the order is for
+        :param since: datetime object of the order creation time. Assumes object is in UTC.
+        """
+        if self._config['dry_run']:
+            return []
+        if not self.exchange_has('fetchMyTrades'):
+            return []
+        try:
+            # Allow 5s offset to catch slight time offsets (discovered in #1185)
+            # since needs to be int in milliseconds
+            my_trades = self._api.fetch_my_trades(
+                pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
+            matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
+
+            return matched_trades
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
+        return order['id']
+
+    @retrier
+    def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
+                price: float = 1, taker_or_maker: str = 'maker') -> float:
+        try:
+            if self._config['dry_run'] and self._config.get('fee', None) is not None:
+                return self._config['fee']
+            # validate that markets are loaded before trying to get fee
+            if self._api.markets is None or len(self._api.markets) == 0:
+                self._api.load_markets()
+
+            return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
+                                           price=price, takerOrMaker=taker_or_maker)['rate']
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @staticmethod
+    def order_has_fee(order: Dict) -> bool:
+        """
+        Verifies if the passed in order dict has the needed keys to extract fees,
+        and that these keys (currency, cost) are not empty.
+        :param order: Order or trade (one trade) dict
+        :return: True if the fee substructure contains currency and cost, false otherwise
+        """
+        if not isinstance(order, dict):
+            return False
+        return ('fee' in order and order['fee'] is not None
+                and (order['fee'].keys() >= {'currency', 'cost'})
+                and order['fee']['currency'] is not None
+                and order['fee']['cost'] is not None
+                )
+
+    def calculate_fee_rate(self, order: Dict) -> Optional[float]:
+        """
+        Calculate fee rate if it's not given by the exchange.
+        :param order: Order or trade (one trade) dict
+        """
+        if order['fee'].get('rate') is not None:
+            return order['fee'].get('rate')
+        fee_curr = order['fee']['currency']
+        # Calculate fee based on order details
+        if fee_curr in self.get_pair_base_currency(order['symbol']):
+            # Base currency - divide by amount
+            return round(
+                order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
+        elif fee_curr in self.get_pair_quote_currency(order['symbol']):
+            # Quote currency - divide by cost
+            return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
+        else:
+            # If Fee currency is a different currency
+            if not order['cost']:
+                # If cost is None or 0.0 -> falsy, return None
+                return None
+            try:
+                comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
+                tick = self.fetch_ticker(comb)
+
+                fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
+                return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
+            except ExchangeError:
+                return None
+
+    def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
+        """
+        Extract tuple of cost, currency, rate.
+        Requires order_has_fee to run first!
+        :param order: Order or trade (one trade) dict
+        :return: Tuple with cost, currency, rate of the given fee dict
+        """
+        return (order['fee']['cost'],
+                order['fee']['currency'],
+                self.calculate_fee_rate(order))
+
+    # Historic data
+
     def get_historic_ohlcv(self, pair: str, timeframe: str,
                            since_ms: int) -> List:
         """
@@ -1078,6 +1200,8 @@ class Exchange:
             raise OperationalException(f'Could not fetch historical candle (OHLCV) data '
                                        f'for pair {pair}. Message: {e}') from e
 
+    # Fetch historic trades
+
     @retrier_async
     async def _async_fetch_trades(self, pair: str,
                                   since: Optional[int] = None,
@@ -1236,124 +1360,6 @@ class Exchange:
             self._async_get_trade_history(pair=pair, since=since,
                                           until=until, from_id=from_id))
 
-    @retrier
-    def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
-        """
-        Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
-        The "since" argument passed in is coming from the database and is in UTC,
-        as timezone-native datetime object.
-        From the python documentation:
-            > Naive datetime instances are assumed to represent local time
-        Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
-        transformation from local timezone to UTC.
-        This works for timezones UTC+ since then the result will contain trades from a few hours
-        instead of from the last 5 seconds, however fails for UTC- timezones,
-        since we're then asking for trades with a "since" argument in the future.
-
-        :param order_id order_id: Order-id as given when creating the order
-        :param pair: Pair the order is for
-        :param since: datetime object of the order creation time. Assumes object is in UTC.
-        """
-        if self._config['dry_run']:
-            return []
-        if not self.exchange_has('fetchMyTrades'):
-            return []
-        try:
-            # Allow 5s offset to catch slight time offsets (discovered in #1185)
-            # since needs to be int in milliseconds
-            my_trades = self._api.fetch_my_trades(
-                pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
-            matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
-
-            return matched_trades
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
-        return order['id']
-
-    @retrier
-    def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
-                price: float = 1, taker_or_maker: str = 'maker') -> float:
-        try:
-            if self._config['dry_run'] and self._config.get('fee', None) is not None:
-                return self._config['fee']
-            # validate that markets are loaded before trying to get fee
-            if self._api.markets is None or len(self._api.markets) == 0:
-                self._api.load_markets()
-
-            return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
-                                           price=price, takerOrMaker=taker_or_maker)['rate']
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    @staticmethod
-    def order_has_fee(order: Dict) -> bool:
-        """
-        Verifies if the passed in order dict has the needed keys to extract fees,
-        and that these keys (currency, cost) are not empty.
-        :param order: Order or trade (one trade) dict
-        :return: True if the fee substructure contains currency and cost, false otherwise
-        """
-        if not isinstance(order, dict):
-            return False
-        return ('fee' in order and order['fee'] is not None
-                and (order['fee'].keys() >= {'currency', 'cost'})
-                and order['fee']['currency'] is not None
-                and order['fee']['cost'] is not None
-                )
-
-    def calculate_fee_rate(self, order: Dict) -> Optional[float]:
-        """
-        Calculate fee rate if it's not given by the exchange.
-        :param order: Order or trade (one trade) dict
-        """
-        if order['fee'].get('rate') is not None:
-            return order['fee'].get('rate')
-        fee_curr = order['fee']['currency']
-        # Calculate fee based on order details
-        if fee_curr in self.get_pair_base_currency(order['symbol']):
-            # Base currency - divide by amount
-            return round(
-                order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
-        elif fee_curr in self.get_pair_quote_currency(order['symbol']):
-            # Quote currency - divide by cost
-            return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
-        else:
-            # If Fee currency is a different currency
-            if not order['cost']:
-                # If cost is None or 0.0 -> falsy, return None
-                return None
-            try:
-                comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
-                tick = self.fetch_ticker(comb)
-
-                fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
-                return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
-            except ExchangeError:
-                return None
-
-    def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
-        """
-        Extract tuple of cost, currency, rate.
-        Requires order_has_fee to run first!
-        :param order: Order or trade (one trade) dict
-        :return: Tuple with cost, currency, rate of the given fee dict
-        """
-        return (order['fee']['cost'],
-                order['fee']['currency'],
-                self.calculate_fee_rate(order))
-
 
 def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
     return exchange_name in ccxt_exchanges(ccxt_module)

From 12916243ecf241bb3332fd36bff844cb49011717 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Jun 2021 11:30:19 +0200
Subject: [PATCH 0605/1386] Move get_buy_rate to exchange class

---
 freqtrade/exchange/exchange.py  | 51 +++++++++++++++++++++++++++++++--
 freqtrade/freqtradebot.py       | 49 ++-----------------------------
 tests/exchange/test_exchange.py | 44 ++++++++++++++++++++++++++++
 tests/test_freqtradebot.py      | 43 ---------------------------
 4 files changed, 95 insertions(+), 92 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 7514572fc..42b518566 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -22,8 +22,8 @@ from pandas import DataFrame
 from freqtrade.constants import DEFAULT_AMOUNT_RESERVE_PERCENT, ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
-                                  InvalidOrderException, OperationalException, RetryableOrderError,
-                                  TemporaryError)
+                                  InvalidOrderException, OperationalException, PricingError,
+                                  RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
                                        EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
                                        retrier_async)
@@ -88,6 +88,7 @@ class Exchange:
 
         # Cache for 10 minutes ...
         self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=1, ttl=60 * 10)
+        self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
 
         # Holds candles
         self._klines: Dict[Tuple[str, str], DataFrame] = {}
@@ -911,6 +912,52 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def get_buy_rate(self, pair: str, refresh: bool) -> float:
+        """
+        Calculates bid target between current ask price and last price
+        :param pair: Pair to get rate for
+        :param refresh: allow cached data
+        :return: float: Price
+        :raises PricingError if orderbook price could not be determined.
+        """
+        if not refresh:
+            rate = self._buy_rate_cache.get(pair)
+            # Check if cache has been invalidated
+            if rate:
+                logger.debug(f"Using cached buy rate for {pair}.")
+                return rate
+
+        bid_strategy = self._config.get('bid_strategy', {})
+        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)
+            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]
+            except (IndexError, KeyError) as e:
+                logger.warning(
+                    "Buy Price from orderbook could not be determined."
+                    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
+
     # Fee handling
 
     @retrier
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d7369ad47..d15748864 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -62,7 +62,6 @@ class FreqtradeBot(LoggingMixin):
         # Caching only applies to RPC methods, so prices for open trades are still
         # refreshed once every iteration.
         self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
-        self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
 
         self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
 
@@ -396,50 +395,6 @@ class FreqtradeBot(LoggingMixin):
 
         return trades_created
 
-    def get_buy_rate(self, pair: str, refresh: bool) -> float:
-        """
-        Calculates bid target between current ask price and last price
-        :param pair: Pair to get rate for
-        :param refresh: allow cached data
-        :return: float: Price
-        """
-        if not refresh:
-            rate = self._buy_rate_cache.get(pair)
-            # Check if cache has been invalidated
-            if rate:
-                logger.debug(f"Using cached buy rate for {pair}.")
-                return rate
-
-        bid_strategy = self.config.get('bid_strategy', {})
-        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)
-            order_book = self.exchange.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]
-            except (IndexError, KeyError) as e:
-                logger.warning(
-                    "Buy Price from orderbook could not be determined."
-                    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.exchange.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 create_trade(self, pair: str) -> bool:
         """
@@ -532,7 +487,7 @@ class FreqtradeBot(LoggingMixin):
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.get_buy_rate(pair, True)
+            buy_limit_requested = self.exchange.get_buy_rate(pair, True)
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
@@ -657,7 +612,7 @@ class FreqtradeBot(LoggingMixin):
         """
         Sends rpc notification when a buy cancel occurred.
         """
-        current_rate = self.get_buy_rate(trade.pair, False)
+        current_rate = self.exchange.get_buy_rate(trade.pair, False)
 
         msg = {
             'trade_id': trade.id,
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index b6b395802..0e68d054d 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1684,6 +1684,50 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
         exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
 
 
+@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
+    ('ask', 20, 19, 10, 0.0, 20),  # Full ask side
+    ('ask', 20, 19, 10, 1.0, 10),  # Full last side
+    ('ask', 20, 19, 10, 0.5, 15),  # Between ask and last
+    ('ask', 20, 19, 10, 0.7, 13),  # Between ask and last
+    ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
+    ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
+    ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
+    ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
+    ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
+    ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
+    ('ask', 4, 5, None, 0, 4),  # last not available - uses ask
+    ('bid', 21, 20, 10, 0.0, 20),  # Full bid side
+    ('bid', 21, 20, 10, 1.0, 10),  # Full last side
+    ('bid', 21, 20, 10, 0.5, 15),  # Between bid and last
+    ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
+    ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
+    ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
+    ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
+    ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
+    ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
+    ('bid', 6, 5, None, 1, 5),  # last not available - uses bid
+    ('bid', 6, 5, None, 0, 5),  # last not available - uses bid
+])
+def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
+                      last, last_ab, expected) -> None:
+    caplog.set_level(logging.DEBUG)
+    default_conf['bid_strategy']['ask_last_balance'] = last_ab
+    default_conf['bid_strategy']['price_side'] = side
+    exchange = get_patched_exchange(mocker, default_conf)
+    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 not log_has("Using cached buy rate for ETH/BTC.", caplog)
+
+    assert exchange.get_buy_rate('ETH/BTC', False) == 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 not log_has("Using cached buy rate for ETH/BTC.", caplog)
+
+
 def make_fetch_ohlcv_mock(data):
     def fetch_ohlcv_mock(pair, timeframe, since):
         if since:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 4d9284a2f..68d861ef2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -751,49 +751,6 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
-    ('ask', 20, 19, 10, 0.0, 20),  # Full ask side
-    ('ask', 20, 19, 10, 1.0, 10),  # Full last side
-    ('ask', 20, 19, 10, 0.5, 15),  # Between ask and last
-    ('ask', 20, 19, 10, 0.7, 13),  # Between ask and last
-    ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
-    ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
-    ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
-    ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
-    ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
-    ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
-    ('ask', 4, 5, None, 0, 4),  # last not available - uses ask
-    ('bid', 21, 20, 10, 0.0, 20),  # Full bid side
-    ('bid', 21, 20, 10, 1.0, 10),  # Full last side
-    ('bid', 21, 20, 10, 0.5, 15),  # Between bid and last
-    ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
-    ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
-    ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
-    ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
-    ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
-    ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
-    ('bid', 6, 5, None, 1, 5),  # last not available - uses bid
-    ('bid', 6, 5, None, 0, 5),  # last not available - uses bid
-])
-def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
-                      last, last_ab, expected) -> None:
-    caplog.set_level(logging.DEBUG)
-    default_conf['bid_strategy']['ask_last_balance'] = last_ab
-    default_conf['bid_strategy']['price_side'] = side
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 return_value={'ask': ask, 'last': last, 'bid': bid})
-
-    assert freqtrade.get_buy_rate('ETH/BTC', True) == expected
-    assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
-
-    assert freqtrade.get_buy_rate('ETH/BTC', False) == expected
-    assert log_has("Using cached buy rate for ETH/BTC.", caplog)
-    # Running a 2nd time with Refresh on!
-    caplog.clear()
-    assert freqtrade.get_buy_rate('ETH/BTC', True) == expected
-    assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
-
 
 def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
     patch_RPCManager(mocker)

From bd1984386e1377b3e5dd297a4da60eab6ae55988 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Jun 2021 11:39:18 +0200
Subject: [PATCH 0606/1386] Move get_sell_rate to exchange class

---
 freqtrade/exchange/exchange.py  |  53 ++++++++++++++++
 freqtrade/freqtradebot.py       |  71 +++------------------
 freqtrade/rpc/rpc.py            |   8 +--
 tests/exchange/test_exchange.py | 104 ++++++++++++++++++++++++++++++-
 tests/rpc/test_rpc.py           |   6 +-
 tests/rpc/test_rpc_apiserver.py |   2 +-
 tests/test_freqtradebot.py      | 105 +-------------------------------
 7 files changed, 172 insertions(+), 177 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 42b518566..67676d4e0 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -88,6 +88,10 @@ class Exchange:
 
         # Cache for 10 minutes ...
         self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=1, ttl=60 * 10)
+        # Cache values for 1800 to avoid frequent polling of the exchange for prices
+        # Caching only applies to RPC methods, so prices for open trades are still
+        # refreshed once every iteration.
+        self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
         self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
 
         # Holds candles
@@ -912,6 +916,15 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
+                        order_book_min: int = 1):
+        """
+        Helper generator to query orderbook in loop (used for early sell-order placing)
+        """
+        order_book = self.fetch_l2_order_book(pair, order_book_max)
+        for i in range(order_book_min, order_book_max + 1):
+            yield order_book[side][i - 1][0]
+
     def get_buy_rate(self, pair: str, refresh: bool) -> float:
         """
         Calculates bid target between current ask price and last price
@@ -958,6 +971,46 @@ class Exchange:
 
         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):
+            # This code is only used for notifications, selling uses the generator directly
+            logger.info(
+                f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
+            )
+            try:
+                rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
+            except (IndexError, KeyError) as e:
+                logger.warning("Sell Price at location from orderbook could not be determined.")
+                raise PricingError from e
+        else:
+            ticker = self.fetch_ticker(pair)
+            ticker_rate = ticker[ask_strategy['price_side']]
+            if ticker['last'] and ticker_rate < ticker['last']:
+                balance = ask_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.")
+        self._sell_rate_cache[pair] = rate
+        return rate
+
     # Fee handling
 
     @retrier
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d15748864..8628931b6 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -10,7 +10,6 @@ from threading import Lock
 from typing import Any, Dict, List, Optional
 
 import arrow
-from cachetools import TTLCache
 
 from freqtrade import __version__, constants
 from freqtrade.configuration import validate_config_consistency
@@ -58,11 +57,6 @@ class FreqtradeBot(LoggingMixin):
         # Init objects
         self.config = config
 
-        # Cache values for 1800 to avoid frequent polling of the exchange for prices
-        # Caching only applies to RPC methods, so prices for open trades are still
-        # refreshed once every iteration.
-        self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
-
         self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
 
         # Check config consistency here since strategies can set certain options
@@ -395,7 +389,6 @@ class FreqtradeBot(LoggingMixin):
 
         return trades_created
 
-
     def create_trade(self, pair: str) -> bool:
         """
         Check the implemented trading strategy for buy signals.
@@ -678,56 +671,6 @@ class FreqtradeBot(LoggingMixin):
 
         return trades_closed
 
-    def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
-                        order_book_min: int = 1):
-        """
-        Helper generator to query orderbook in loop (used for early sell-order placing)
-        """
-        order_book = self.exchange.fetch_l2_order_book(pair, order_book_max)
-        for i in range(order_book_min, order_book_max + 1):
-            yield order_book[side][i - 1][0]
-
-    def get_sell_rate(self, pair: str, refresh: bool) -> float:
-        """
-        Get sell rate - either using ticker bid or first bid based on orderbook
-        The orderbook portion is only used for rpc messaging, which would otherwise fail
-        for BitMex (has no bid/ask in fetch_ticker)
-        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
-        """
-        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):
-            # This code is only used for notifications, selling uses the generator directly
-            logger.info(
-                f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
-            )
-            try:
-                rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
-            except (IndexError, KeyError) as e:
-                logger.warning("Sell Price at location from orderbook could not be determined.")
-                raise PricingError from e
-        else:
-            ticker = self.exchange.fetch_ticker(pair)
-            ticker_rate = ticker[ask_strategy['price_side']]
-            if ticker['last'] and ticker_rate < ticker['last']:
-                balance = ask_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.")
-        self._sell_rate_cache[pair] = rate
-        return rate
-
     def handle_trade(self, trade: Trade) -> bool:
         """
         Sells the current pair if the threshold is reached and updates the trade record.
@@ -755,9 +698,9 @@ class FreqtradeBot(LoggingMixin):
             logger.debug(f'Using order book between {order_book_min} and {order_book_max} '
                          f'for selling {trade.pair}...')
 
-            order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
-                                              order_book_min=order_book_min,
-                                              order_book_max=order_book_max)
+            order_book = self.exchange._order_book_gen(
+                trade.pair, f"{config_ask_strategy['price_side']}s",
+                order_book_min=order_book_min, order_book_max=order_book_max)
             for i in range(order_book_min, order_book_max + 1):
                 try:
                     sell_rate = next(order_book)
@@ -770,14 +713,14 @@ class FreqtradeBot(LoggingMixin):
                              f"{sell_rate:0.8f}")
                 # Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
                 # resulting in outdated RPC messages
-                self._sell_rate_cache[trade.pair] = sell_rate
+                self.exchange._sell_rate_cache[trade.pair] = sell_rate
 
                 if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                     return True
 
         else:
             logger.debug('checking sell')
-            sell_rate = self.get_sell_rate(trade.pair, True)
+            sell_rate = self.exchange.get_sell_rate(trade.pair, True)
             if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                 return True
 
@@ -1209,7 +1152,7 @@ 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)
         # Use cached rates here - it was updated seconds ago.
-        current_rate = self.get_sell_rate(trade.pair, False) if not fill else None
+        current_rate = self.exchange.get_sell_rate(trade.pair, False) if not fill else None
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
@@ -1254,7 +1197,7 @@ 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.get_sell_rate(trade.pair, False)
+        current_rate = self.exchange.get_sell_rate(trade.pair, False)
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index c609bccb8..40d5eb583 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -171,7 +171,7 @@ class RPC:
                 # calculate profit and send message to user
                 if trade.is_open:
                     try:
-                        current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
+                        current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
                     except (ExchangeError, PricingError):
                         current_rate = NAN
                 else:
@@ -230,7 +230,7 @@ class RPC:
             for trade in trades:
                 # calculate profit and send message to user
                 try:
-                    current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
+                    current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 trade_percent = (100 * trade.calc_profit_ratio(current_rate))
@@ -386,7 +386,7 @@ class RPC:
             else:
                 # Get current rate
                 try:
-                    current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
+                    current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 profit_ratio = trade.calc_profit_ratio(rate=current_rate)
@@ -556,7 +556,7 @@ class RPC:
 
             if not fully_canceled:
                 # Get current rate and execute sell
-                current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
+                current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
                 sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
                 self._freqtrade.execute_sell(trade, current_rate, sell_reason)
         # ---- EOF def _exec_forcesell ----
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 0e68d054d..5fa94e6c1 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -11,7 +11,7 @@ import pytest
 from pandas import DataFrame
 
 from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+                                  OperationalException, PricingError, TemporaryError)
 from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
                                        calculate_backoff)
@@ -1728,6 +1728,108 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
 
 
+@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
+    ('bid', 12.0, 11.0, 11.5, 0.0, 11.0),  # full bid side
+    ('bid', 12.0, 11.0, 11.5, 1.0, 11.5),  # full last side
+    ('bid', 12.0, 11.0, 11.5, 0.5, 11.25),  # between bid and lat
+    ('bid', 12.0, 11.2, 10.5, 0.0, 11.2),  # Last smaller than bid
+    ('bid', 12.0, 11.2, 10.5, 1.0, 11.2),  # Last smaller than bid - uses bid
+    ('bid', 12.0, 11.2, 10.5, 0.5, 11.2),  # Last smaller than bid - uses bid
+    ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
+    ('ask', 12.0, 11.0, 12.5, 0.0, 12.0),  # full ask side
+    ('ask', 12.0, 11.0, 12.5, 1.0, 12.5),  # full last side
+    ('ask', 12.0, 11.0, 12.5, 0.5, 12.25),  # between bid and lat
+    ('ask', 12.2, 11.2, 10.5, 0.0, 12.2),  # Last smaller than ask
+    ('ask', 12.0, 11.0, 10.5, 1.0, 12.0),  # Last smaller than ask - uses ask
+    ('ask', 12.0, 11.2, 10.5, 0.5, 12.0),  # Last smaller than ask - uses ask
+    ('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
+    ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
+    ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
+    ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
+])
+def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
+                       last, last_ab, expected) -> None:
+    caplog.set_level(logging.DEBUG)
+
+    default_conf['ask_strategy']['price_side'] = side
+    default_conf['ask_strategy']['bid_last_balance'] = last_ab
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': ask, 'bid': bid, 'last': last})
+    pair = "ETH/BTC"
+
+    # Test regular mode
+    exchange = get_patched_exchange(mocker, default_conf)
+    rate = exchange.get_sell_rate(pair, True)
+    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)
+    assert rate == expected
+    assert log_has("Using cached sell rate for ETH/BTC.", caplog)
+
+
+@pytest.mark.parametrize('side,expected', [
+    ('bid', 0.043936),  # Value from order_book_l2 fiture - bids side
+    ('ask', 0.043949),  # Value from order_book_l2 fiture - asks side
+])
+def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
+    caplog.set_level(logging.DEBUG)
+    # Test orderbook mode
+    default_conf['ask_strategy']['price_side'] = side
+    default_conf['ask_strategy']['use_order_book'] = True
+    default_conf['ask_strategy']['order_book_min'] = 1
+    default_conf['ask_strategy']['order_book_max'] = 2
+    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)
+    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)
+    assert rate == expected
+    assert log_has("Using cached sell rate for ETH/BTC.", caplog)
+
+
+def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
+    # Test orderbook mode
+    default_conf['ask_strategy']['price_side'] = 'ask'
+    default_conf['ask_strategy']['use_order_book'] = True
+    default_conf['ask_strategy']['order_book_min'] = 1
+    default_conf['ask_strategy']['order_book_max'] = 2
+    pair = "ETH/BTC"
+    # Test What happens if the exchange returns an empty orderbook.
+    mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
+                 return_value={'bids': [[]], 'asks': [[]]})
+    exchange = get_patched_exchange(mocker, default_conf)
+    with pytest.raises(PricingError):
+        exchange.get_sell_rate(pair, True)
+    assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
+
+
+def test_get_sell_rate_exception(default_conf, mocker, caplog):
+    # Ticker on one side can be empty in certain circumstances.
+    default_conf['ask_strategy']['price_side'] = 'ask'
+    pair = "ETH/BTC"
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 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._config['ask_strategy']['price_side'] = 'bid'
+    assert exchange.get_sell_rate(pair, True) == 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._config['ask_strategy']['price_side'] = 'ask'
+    assert exchange.get_sell_rate(pair, True) == 0.13
+
+
 def make_fetch_ohlcv_mock(data):
     def fetch_ohlcv_mock(pair, timeframe, since):
         if since:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index e7a968e37..7556dde6d 100644
--- a/tests/rpc/test_rpc.py
+++ b/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.freqtradebot.FreqtradeBot.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_sell_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.freqtradebot.FreqtradeBot.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_sell_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.freqtradebot.FreqtradeBot.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_sell_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
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 1a66b2e81..def2e43c6 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -834,7 +834,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'exchange': 'binance',
     }
 
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
 
     rc = client_get(client, f"{BASE_URI}/status")
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 68d861ef2..9039328b0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -751,7 +751,6 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-
 def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -2480,7 +2479,7 @@ def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
         'freqtrade.exchange.Exchange',
         cancel_order=cancel_order_mock,
     )
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', return_value=0.245441)
+    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate', return_value=0.245441)
 
     freqtrade = FreqtradeBot(default_conf)
 
@@ -4029,108 +4028,6 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     assert log_has('Sell Price at location 1 from orderbook could not be determined.', caplog)
 
 
-@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
-    ('bid', 12.0, 11.0, 11.5, 0.0, 11.0),  # full bid side
-    ('bid', 12.0, 11.0, 11.5, 1.0, 11.5),  # full last side
-    ('bid', 12.0, 11.0, 11.5, 0.5, 11.25),  # between bid and lat
-    ('bid', 12.0, 11.2, 10.5, 0.0, 11.2),  # Last smaller than bid
-    ('bid', 12.0, 11.2, 10.5, 1.0, 11.2),  # Last smaller than bid - uses bid
-    ('bid', 12.0, 11.2, 10.5, 0.5, 11.2),  # Last smaller than bid - uses bid
-    ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
-    ('ask', 12.0, 11.0, 12.5, 0.0, 12.0),  # full ask side
-    ('ask', 12.0, 11.0, 12.5, 1.0, 12.5),  # full last side
-    ('ask', 12.0, 11.0, 12.5, 0.5, 12.25),  # between bid and lat
-    ('ask', 12.2, 11.2, 10.5, 0.0, 12.2),  # Last smaller than ask
-    ('ask', 12.0, 11.0, 10.5, 1.0, 12.0),  # Last smaller than ask - uses ask
-    ('ask', 12.0, 11.2, 10.5, 0.5, 12.0),  # Last smaller than ask - uses ask
-    ('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
-    ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
-    ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
-    ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
-])
-def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
-                       last, last_ab, expected) -> None:
-    caplog.set_level(logging.DEBUG)
-
-    default_conf['ask_strategy']['price_side'] = side
-    default_conf['ask_strategy']['bid_last_balance'] = last_ab
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 return_value={'ask': ask, 'bid': bid, 'last': last})
-    pair = "ETH/BTC"
-
-    # Test regular mode
-    ft = get_patched_freqtradebot(mocker, default_conf)
-    rate = ft.get_sell_rate(pair, True)
-    assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
-    assert isinstance(rate, float)
-    assert rate == expected
-    # Use caching
-    rate = ft.get_sell_rate(pair, False)
-    assert rate == expected
-    assert log_has("Using cached sell rate for ETH/BTC.", caplog)
-
-
-@pytest.mark.parametrize('side,expected', [
-    ('bid', 0.043936),  # Value from order_book_l2 fiture - bids side
-    ('ask', 0.043949),  # Value from order_book_l2 fiture - asks side
-])
-def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
-    caplog.set_level(logging.DEBUG)
-    # Test orderbook mode
-    default_conf['ask_strategy']['price_side'] = side
-    default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_min'] = 1
-    default_conf['ask_strategy']['order_book_max'] = 2
-    pair = "ETH/BTC"
-    mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
-    ft = get_patched_freqtradebot(mocker, default_conf)
-    rate = ft.get_sell_rate(pair, True)
-    assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
-    assert isinstance(rate, float)
-    assert rate == expected
-    rate = ft.get_sell_rate(pair, False)
-    assert rate == expected
-    assert log_has("Using cached sell rate for ETH/BTC.", caplog)
-
-
-def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
-    # Test orderbook mode
-    default_conf['ask_strategy']['price_side'] = 'ask'
-    default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_min'] = 1
-    default_conf['ask_strategy']['order_book_max'] = 2
-    pair = "ETH/BTC"
-    # Test What happens if the exchange returns an empty orderbook.
-    mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
-                 return_value={'bids': [[]], 'asks': [[]]})
-    ft = get_patched_freqtradebot(mocker, default_conf)
-    with pytest.raises(PricingError):
-        ft.get_sell_rate(pair, True)
-    assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
-
-
-def test_get_sell_rate_exception(default_conf, mocker, caplog):
-    # Ticker on one side can be empty in certain circumstances.
-    default_conf['ask_strategy']['price_side'] = 'ask'
-    pair = "ETH/BTC"
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 return_value={'ask': None, 'bid': 0.12, 'last': None})
-    ft = get_patched_freqtradebot(mocker, default_conf)
-    with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
-        ft.get_sell_rate(pair, True)
-
-    ft.config['ask_strategy']['price_side'] = 'bid'
-    assert ft.get_sell_rate(pair, True) == 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."):
-        ft.get_sell_rate(pair, True)
-
-    ft.config['ask_strategy']['price_side'] = 'ask'
-    assert ft.get_sell_rate(pair, True) == 0.13
-
-
 def test_startup_state(default_conf, mocker):
     default_conf['pairlist'] = {'method': 'VolumePairList',
                                 'config': {'number_assets': 20}

From 387f3bbc5d06b1123e03b586c7fcad4cce9d3868 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Jun 2021 11:43:47 +0200
Subject: [PATCH 0607/1386] Adjust missed tests

---
 tests/test_freqtradebot.py | 16 +++++-----------
 1 file changed, 5 insertions(+), 11 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 9039328b0..66866a8fc 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -759,13 +759,10 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     stake_amount = 2
     bid = 0.11
     buy_rate_mock = MagicMock(return_value=bid)
-    mocker.patch.multiple(
-        'freqtrade.freqtradebot.FreqtradeBot',
-        get_buy_rate=buy_rate_mock,
-    )
     buy_mm = MagicMock(return_value=limit_buy_order_open)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
+        get_buy_rate=buy_rate_mock,
         fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
@@ -856,7 +853,7 @@ 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.freqtradebot.FreqtradeBot.get_buy_rate', MagicMock(return_value=0.0))
+    mocker.patch('freqtrade.exchange.Exchange.get_buy_rate', MagicMock(return_value=0.0))
 
     with pytest.raises(PricingError, match="Could not determine buy price."):
         freqtrade.execute_buy(pair, stake_amount)
@@ -864,10 +861,6 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
 
 def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch.multiple(
-        'freqtrade.freqtradebot.FreqtradeBot',
-        get_buy_rate=MagicMock(return_value=0.11),
-    )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
@@ -876,6 +869,7 @@ 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_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
     )
@@ -3934,7 +3928,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.get_buy_rate('ETH/BTC', True) == 0.043935
+    assert freqtrade.exchange.get_buy_rate('ETH/BTC', True) == 0.043935
     assert ticker_mock.call_count == 0
 
 
@@ -3956,7 +3950,7 @@ 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.get_buy_rate('ETH/BTC', refresh=True)
+        freqtrade.exchange.get_buy_rate('ETH/BTC', refresh=True)
     assert log_has_re(r'Buy Price from orderbook could not be determined.', caplog)
 
 

From cabab44b759934b528fb301023f7d17330131b43 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 30 May 2021 19:15:59 +0200
Subject: [PATCH 0608/1386] Combine docker build scripts

---
 .github/workflows/ci.yml                      | 14 ++---
 .travis.yml                                   |  6 --
 ...lish_docker.sh => publish_docker_multi.sh} | 63 +++++++++++++------
 build_helpers/publish_docker_pi.sh            | 49 ---------------
 docker/Dockerfile.armhf                       |  6 +-
 5 files changed, 52 insertions(+), 86 deletions(-)
 rename build_helpers/{publish_docker.sh => publish_docker_multi.sh} (54%)
 delete mode 100755 build_helpers/publish_docker_pi.sh

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index ea766d77d..1ec0f22ae 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,6 +6,7 @@ on:
       - master
       - stable
       - develop
+      - test_multiarch
     tags:
   release:
     types: [published]
@@ -75,7 +76,7 @@ jobs:
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
       run: |
         # Allow failure for coveralls
-        coveralls -v  || true
+        coveralls || true
 
     - name: Backtesting
       run: |
@@ -392,19 +393,12 @@ jobs:
     - name: Available platforms
       run: echo ${{ steps.buildx.outputs.platforms }}
 
-    - name: Build and test and push docker image
+    - 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.sh
-
-    - name: Build Raspberry docker image
-      env:
-        IMAGE_NAME: freqtradeorg/freqtrade
-        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
-      run: |
-        build_helpers/publish_docker_pi.sh
+        build_helpers/publish_docker_multi.sh
 
 
     - name: Slack Notification
diff --git a/.travis.yml b/.travis.yml
index 03a8df49b..4535c44cb 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -46,12 +46,6 @@ jobs:
     - script: mypy freqtrade scripts
       name: mypy
 
-    # - stage: docker
-    #   if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
-    #   script:
-    #     - build_helpers/publish_docker.sh
-    #   name: "Build and test and push docker image"
-
 notifications:
   slack:
     secure: 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
diff --git a/build_helpers/publish_docker.sh b/build_helpers/publish_docker_multi.sh
similarity index 54%
rename from build_helpers/publish_docker.sh
rename to build_helpers/publish_docker_multi.sh
index da9fc4e34..a6b06ce7d 100755
--- a/build_helpers/publish_docker.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -1,21 +1,48 @@
 #!/bin/sh
 
+# The below assumes a correctly setup docker buildx environment
+
 # Replace / with _ to create a valid tag
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
+TAG_PI="${TAG}_pi"
+
+PI_PLATFORM="linux/arm/v7"
 echo "Running for ${TAG}"
+CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
 
 # 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} .
+    # Build PI image
+    docker buildx build \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f docker/Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG_PI} --push .
 else
     echo "event ${GITHUB_EVENT_NAME}: building with cache"
-    # Pull last build to avoid rebuilding the whole image
+    # Build regular image
     docker pull ${IMAGE_NAME}:${TAG}
     docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
+
+    # Pull last build to avoid rebuilding the whole image
+    # docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
+    docker buildx build \
+        --cache-from=type=registry,ref=${CACHE_TAG} \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f docker/Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG_PI} --push .
+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 ${IMAGE_NAME}:$TAG
@@ -24,11 +51,6 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t fre
 
 docker tag freqtrade:$TAG_PLOT ${IMAGE_NAME}:$TAG_PLOT
 
-if [ $? -ne 0 ]; then
-    echo "failed building image"
-    return 1
-fi
-
 # 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
 
@@ -37,24 +59,29 @@ if [ $? -ne 0 ]; then
     return 1
 fi
 
-if [ $? -ne 0 ]; then
-    echo "failed tagging image"
-    return 1
-fi
-
-# Tag as latest for develop builds
-if [ "${TAG}" = "develop" ]; then
-    docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
-fi
-
-# Show all available images
 docker images
 
 docker push ${IMAGE_NAME}
 docker push ${IMAGE_NAME}:$TAG_PLOT
 docker push ${IMAGE_NAME}:$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
+
 if [ $? -ne 0 ]; then
-    echo "failed pushing repo"
+    echo "failed building image"
     return 1
 fi
diff --git a/build_helpers/publish_docker_pi.sh b/build_helpers/publish_docker_pi.sh
deleted file mode 100755
index c7024828b..000000000
--- a/build_helpers/publish_docker_pi.sh
+++ /dev/null
@@ -1,49 +0,0 @@
-#!/bin/sh
-
-# The below assumes a correctly setup docker buildx environment
-
-# Replace / with _ to create a valid tag
-TAG_ORIG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
-TAG="${TAG_ORIG}_pi"
-
-PI_PLATFORM="linux/arm/v7"
-echo "Running for ${TAG}"
-CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
-
-# Add commit and commit_message to docker container
-echo "${GITHUB_SHA}" > freqtrade_commit
-
-if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
-    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
-    docker buildx build \
-        --cache-to=type=registry,ref=${CACHE_TAG} \
-        -f docker/Dockerfile.armhf \
-        --platform ${PI_PLATFORM} \
-        -t ${IMAGE_NAME}:${TAG} --push .
-else
-    echo "event ${GITHUB_EVENT_NAME}: building with cache"
-    # Pull last build to avoid rebuilding the whole image
-    # docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
-    docker buildx build \
-        --cache-from=type=registry,ref=${CACHE_TAG} \
-        --cache-to=type=registry,ref=${CACHE_TAG} \
-        -f docker/Dockerfile.armhf \
-        --platform ${PI_PLATFORM} \
-        -t ${IMAGE_NAME}:${TAG} --push .
-fi
-
-docker images
-
-# 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_ORIG} ${IMAGE_NAME}:${TAG_ORIG} ${IMAGE_NAME}:${TAG}
-docker manifest push freqtradeorg/freqtrade:${TAG_ORIG}
-
-docker images
-
-if [ $? -ne 0 ]; then
-    echo "failed building image"
-    return 1
-fi
diff --git a/docker/Dockerfile.armhf b/docker/Dockerfile.armhf
index 8abf0e44b..f9827774e 100644
--- a/docker/Dockerfile.armhf
+++ b/docker/Dockerfile.armhf
@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.7.10-slim-buster as base
+FROM python:3.7.10-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8
@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
 # Prepare environment
 RUN mkdir /freqtrade \
   && apt-get update \
-  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-dev \
   && apt-get clean \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
@@ -23,7 +23,7 @@ WORKDIR /freqtrade
 # Install dependencies
 FROM base as python-deps
 RUN  apt-get update \
-  && apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 \
+  && apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 pkg-config cmake gcc \
   && apt-get clean \
   && pip install --upgrade pip \
   && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf

From 80af6e43e4f94cc442f8341a0ed1c1b7e691ff22 Mon Sep 17 00:00:00 2001
From: Janos <janoskut@gmail.com>
Date: Wed, 2 Jun 2021 20:50:08 +0200
Subject: [PATCH 0609/1386] test-pairlist: remove non-JSON headline from JSON
 output

---
 freqtrade/commands/pairlist_commands.py |  2 +-
 tests/commands/test_commands.py         | 12 ++++++++++--
 2 files changed, 11 insertions(+), 3 deletions(-)

diff --git a/freqtrade/commands/pairlist_commands.py b/freqtrade/commands/pairlist_commands.py
index 0661cd03c..a2b10a42f 100644
--- a/freqtrade/commands/pairlist_commands.py
+++ b/freqtrade/commands/pairlist_commands.py
@@ -31,7 +31,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
         results[curr] = pairlists.whitelist
 
     for curr, pairlist in results.items():
-        if not args.get('print_one_column', False):
+        if not args.get('print_one_column', False) and not args.get('list_pairs_print_json', False):
             print(f"Pairs for {curr}: ")
 
         if args.get('print_one_column', False):
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 71ae0ed78..b0808ae06 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1,3 +1,4 @@
+import json
 import re
 from io import BytesIO
 from pathlib import Path
@@ -914,8 +915,15 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
     ]
     start_test_pairlist(get_args(args))
     captured = capsys.readouterr()
-    assert re.match(r'Pairs for BTC: \n\["ETH/BTC","TKN/BTC","BLK/BTC","LTC/BTC","XRP/BTC"\]\n',
-                    captured.out)
+    try:
+        json_pairs = json.loads(captured.out)
+        assert 'ETH/BTC' in json_pairs
+        assert 'TKN/BTC' in json_pairs
+        assert 'BLK/BTC' in json_pairs
+        assert 'LTC/BTC' in json_pairs
+        assert 'XRP/BTC' in json_pairs
+    except json.decoder.JSONDecodeError:
+        pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
 
 
 def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,

From 812eb229df04db2461fdccc49d2f577bf64f8ab2 Mon Sep 17 00:00:00 2001
From: Janos <janoskut@gmail.com>
Date: Sun, 30 May 2021 16:11:24 +0200
Subject: [PATCH 0610/1386] plot-profit: Make "auto-open" HTML result optional

Adding an "--auto-open" argument.
This improves tool processing of the results, while still allowing to open the HTML file for easy use.
---
 docs/plotting.md                         | 1 +
 freqtrade/commands/arguments.py          | 2 +-
 freqtrade/commands/cli_options.py        | 5 +++++
 freqtrade/configuration/configuration.py | 3 +++
 freqtrade/plot/plotting.py               | 3 ++-
 tests/test_arguments.py                  | 6 +++++-
 tests/test_plotting.py                   | 2 +-
 7 files changed, 18 insertions(+), 4 deletions(-)

diff --git a/docs/plotting.md b/docs/plotting.md
index 05708ce66..9fae38504 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -275,6 +275,7 @@ optional arguments:
                         (backtest file)) Default: file
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
+  --auto-open           Automatically open generated plot.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index ffd317799..7f4f7edd6 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -69,7 +69,7 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "timerange", "timeframe", "no_trades"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
-                    "trade_source", "timeframe"]
+                    "trade_source", "timeframe", "plot_auto_open"]
 
 ARGS_INSTALL_UI = ["erase_ui_only"]
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index b583b47ba..d832693ee 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -433,6 +433,11 @@ AVAILABLE_CLI_OPTIONS = {
         metavar='INT',
         default=750,
     ),
+    "plot_auto_open": Arg(
+        '--auto-open',
+        help='Automatically open generated plot.',
+        action='store_true',
+    ),
     "no_trades": Arg(
         '--no-trades',
         help='Skip using trades from backtesting file and DB.',
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index f6d0520c5..abb9f994b 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -375,6 +375,9 @@ class Configuration:
         self._args_to_config(config, argname='plot_limit',
                              logstring='Limiting plot to: {}')
 
+        self._args_to_config(config, argname='plot_auto_open',
+                             logstring='Parameter --auto-open detected.')
+
         self._args_to_config(config, argname='trade_source',
                              logstring='Using trades from: {}')
 
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index b62ae6015..f52b0bc81 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -602,4 +602,5 @@ def plot_profit(config: Dict[str, Any]) -> None:
                                 trades, config.get('timeframe', '5m'),
                                 config.get('stake_currency', ''))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
-                    directory=config['user_data_dir'] / 'plot', auto_open=True)
+                    directory=config['user_data_dir'] / 'plot',
+                    auto_open=config.get('plot_auto_open', False))
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 60c2cfbac..0d81dea28 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -186,18 +186,22 @@ def test_plot_dataframe_options() -> None:
     assert pargs['pairs'] == ['UNITTEST/BTC']
 
 
-def test_plot_profit_options() -> None:
+@pytest.mark.parametrize('auto_open_arg', [True, False])
+def test_plot_profit_options(auto_open_arg: bool) -> None:
     args = [
         'plot-profit',
         '-p', 'UNITTEST/BTC',
         '--trade-source', 'DB',
         '--db-url', 'sqlite:///whatever.sqlite',
     ]
+    if auto_open_arg:
+        args.append('--auto-open')
     pargs = Arguments(args).get_parsed_arg()
 
     assert pargs['trade_source'] == 'DB'
     assert pargs['pairs'] == ['UNITTEST/BTC']
     assert pargs['db_url'] == 'sqlite:///whatever.sqlite'
+    assert pargs['plot_auto_open'] == auto_open_arg
 
 
 def test_config_notallowed(mocker) -> None:
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index a22c8c681..0b1054ced 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -460,7 +460,7 @@ def test_plot_profit(default_conf, mocker, testdatadir):
     assert store_mock.call_count == 1
 
     assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
-    assert store_mock.call_args_list[0][1]['auto_open'] is True
+    assert store_mock.call_args_list[0][1]['auto_open'] is False
 
 
 @pytest.mark.parametrize("ind1,ind2,plot_conf,exp", [

From 42b6d28b3ca0bab08a4d37e5cafa302d8d86e69f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 3 Jun 2021 19:20:04 +0200
Subject: [PATCH 0611/1386] Update warning about order_time_in_force

as pointed out in #3009
---
 docs/configuration.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 7fa751bef..ef6f34094 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -406,8 +406,8 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 ```
 
 !!! Warning
-    This is an ongoing work. For now it is supported only for binance and only for buy orders.
-    Please don't change the default value unless you know what you are doing.
+    This is an ongoing work. For now it is supported only for binance.
+    Please don't change the default value unless you know what you are doing and have researched the impact of using different values.
 
 ### Exchange configuration
 

From a0893b291a099b928ced567b9ef81f2d2795717a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 5 Jun 2021 09:03:03 +0200
Subject: [PATCH 0612/1386] Fix strategy samples to use runmode.value

closes #5073
---
 freqtrade/templates/sample_strategy.py                 | 2 +-
 freqtrade/templates/subtemplates/indicators_full.j2    | 2 +-
 freqtrade/templates/subtemplates/indicators_minimal.j2 | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index e51feff1e..282b2f8e2 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -329,7 +329,7 @@ class SampleStrategy(IStrategy):
         """
         # first check if dataprovider is available
         if self.dp:
-            if self.dp.runmode in ('live', 'dry_run'):
+            if self.dp.runmode.value in ('live', 'dry_run'):
                 ob = self.dp.orderbook(metadata['pair'], 1)
                 dataframe['best_bid'] = ob['bids'][0][0]
                 dataframe['best_ask'] = ob['asks'][0][0]
diff --git a/freqtrade/templates/subtemplates/indicators_full.j2 b/freqtrade/templates/subtemplates/indicators_full.j2
index 57d2ca665..a497b47cb 100644
--- a/freqtrade/templates/subtemplates/indicators_full.j2
+++ b/freqtrade/templates/subtemplates/indicators_full.j2
@@ -199,7 +199,7 @@ dataframe['htleadsine'] = hilbert['leadsine']
 """
 # first check if dataprovider is available
 if self.dp:
-    if self.dp.runmode in ('live', 'dry_run'):
+    if self.dp.runmode.value in ('live', 'dry_run'):
         ob = self.dp.orderbook(metadata['pair'], 1)
         dataframe['best_bid'] = ob['bids'][0][0]
         dataframe['best_ask'] = ob['asks'][0][0]
diff --git a/freqtrade/templates/subtemplates/indicators_minimal.j2 b/freqtrade/templates/subtemplates/indicators_minimal.j2
index 7d75b4610..90f4f4d4a 100644
--- a/freqtrade/templates/subtemplates/indicators_minimal.j2
+++ b/freqtrade/templates/subtemplates/indicators_minimal.j2
@@ -10,7 +10,7 @@ dataframe['rsi'] = ta.RSI(dataframe)
 """
 # first check if dataprovider is available
 if self.dp:
-    if self.dp.runmode in ('live', 'dry_run'):
+    if self.dp.runmode.value in ('live', 'dry_run'):
         ob = self.dp.orderbook(metadata['pair'], 1)
         dataframe['best_bid'] = ob['bids'][0][0]
         dataframe['best_ask'] = ob['asks'][0][0]

From 1e988c97ad1fc3a25ee4a40834a4795447ae370a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 3 Jun 2021 20:55:18 +0200
Subject: [PATCH 0613/1386] Update dry-run order handling to use realistic fill
 prices

closes #3389
---
 freqtrade/exchange/exchange.py  | 93 ++++++++++++++++++++++++++-------
 tests/exchange/test_exchange.py |  1 +
 tests/rpc/test_rpc_apiserver.py |  3 +-
 tests/rpc/test_rpc_telegram.py  |  4 ++
 tests/test_freqtradebot.py      |  2 +
 5 files changed, 84 insertions(+), 19 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 67676d4e0..87798e612 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -561,7 +561,7 @@ class Exchange:
                              rate: float, params: Dict = {}) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
         _amount = self.amount_to_precision(pair, amount)
-        dry_order = {
+        dry_order: Dict[str, Any] = {
             'id': order_id,
             'symbol': pair,
             'price': rate,
@@ -577,26 +577,73 @@ class Exchange:
             'fee': None,
             'info': {}
         }
-        self._store_dry_order(dry_order, pair)
+        if dry_order["type"] in ["stop_loss_limit", "stop-loss-limit"]:
+            dry_order["info"] = {"stopPrice": dry_order["price"]}
+
+        if dry_order["type"] == "market":
+            # Update market order pricing
+            average = self.get_dry_market_fill_price(pair, side, amount, rate)
+            dry_order.update({
+                'average': average,
+                'cost': dry_order['amount'] * average,
+            })
+            self.add_dry_order_fee(pair, dry_order)
+
+        self._dry_run_open_orders[dry_order["id"]] = dry_order
         # Copy order and close it - so the returned order is open unless it's a market order
         return dry_order
 
-    def _store_dry_order(self, dry_order: Dict, pair: str) -> None:
-        closed_order = dry_order.copy()
-        if closed_order['type'] in ["market", "limit"]:
-            closed_order.update({
-                'status': 'closed',
-                'filled': closed_order['amount'],
-                'remaining': 0,
-                'fee': {
-                    'currency': self.get_pair_quote_currency(pair),
-                    'cost': dry_order['cost'] * self.get_fee(pair),
-                    'rate': self.get_fee(pair)
-                }
-            })
-        if closed_order["type"] in ["stop_loss_limit", "stop-loss-limit"]:
-            closed_order["info"].update({"stopPrice": closed_order["price"]})
-        self._dry_run_open_orders[closed_order["id"]] = closed_order
+    def add_dry_order_fee(self, pair: str, dry_order: Dict[str, Any]):
+        dry_order.update({
+            'fee': {
+                'currency': self.get_pair_quote_currency(pair),
+                'cost': dry_order['cost'] * self.get_fee(pair),
+                'rate': self.get_fee(pair)
+            }
+        })
+
+    def get_dry_market_fill_price(self, pair: str, side: str, amount: float, rate: float) -> float:
+        """
+        Get the market order fill price based on orderbook interpolation
+        """
+        if self.exchange_has('fetchL2OrderBook'):
+            ob = self.fetch_l2_order_book(pair, 20)
+            book_entry_type = 'asks' if side == 'buy' else 'bids'
+
+            remaining_amount = amount
+            filled_amount = 0
+            for book_entry in ob[book_entry_type]:
+                book_entry_price = book_entry[0]
+                book_entry_coin_volume = book_entry[1]
+                book_entry_ref_currency_volume = book_entry_price * book_entry_coin_volume
+                if remaining_amount > 0:
+                    if remaining_amount < book_entry_ref_currency_volume:
+                        filled_amount += remaining_amount * book_entry_price
+                    else:
+                        filled_amount += book_entry_ref_currency_volume * book_entry_price
+                    remaining_amount -= book_entry_ref_currency_volume
+                else:
+                    break
+            forecast_avg_filled_price = filled_amount / amount
+            return self.price_to_precision(pair, forecast_avg_filled_price)
+
+        return rate
+
+    def dry_limit_order_filled(self, pair: str, side: str, limit: float) -> bool:
+        if not self.exchange_has('fetchL2OrderBook'):
+            return True
+        ob = self.fetch_l2_order_book(pair, 1)
+        if side == 'buy':
+            price = ob['asks'][0][0]
+            logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
+            if limit >= price:
+                return True
+        else:
+            price = ob['bids'][0][0]
+            logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
+            if limit <= price:
+                return True
+        return False
 
     def fetch_dry_run_order(self, order_id) -> Dict[str, Any]:
         """
@@ -605,6 +652,16 @@ class Exchange:
         """
         try:
             order = self._dry_run_open_orders[order_id]
+            pair = order['symbol']
+            if order['status'] != "closed" and order['type'] in ["limit"]:
+                if self.dry_limit_order_filled(pair, order['side'], order['price']):
+                    order.update({
+                        'status': 'closed',
+                        'filled': order['amount'],
+                        'remaining': 0,
+                    })
+                    self.add_dry_order_fee(pair, order)
+
             return order
         except KeyError as e:
             # Gracefully handle errors with dry-run orders.
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 5fa94e6c1..73b8022d1 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2117,6 +2117,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
 def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    mocker.patch('freqtrade.exchange.Exchange.dry_limit_order_filled', return_value=True)
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index def2e43c6..f47819568 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -996,7 +996,8 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         get_balances=MagicMock(return_value=ticker),
         fetch_ticker=ticker,
         get_fee=fee,
-        markets=PropertyMock(return_value=markets)
+        markets=PropertyMock(return_value=markets),
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
     patch_get_signal(ftbot, (True, False))
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 4c60bdad3..50c8a36ce 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -225,6 +225,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
     status_table = MagicMock()
     mocker.patch.multiple(
@@ -671,6 +672,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -729,6 +731,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -789,6 +792,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
     default_conf['max_open_trades'] = 4
     freqtradebot = FreqtradeBot(default_conf)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 66866a8fc..0866deead 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2750,6 +2750,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         price_to_precision=lambda s, x, y: y,
         stoploss=stoploss,
         cancel_stoploss_order=cancel_order,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtrade = FreqtradeBot(default_conf)
@@ -2792,6 +2793,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     stoploss = MagicMock(return_value={

From db03a2410958fff66dd943f35bc46527976876f3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 4 Jun 2021 06:44:51 +0200
Subject: [PATCH 0614/1386] Add tests for fill methods

---
 freqtrade/exchange/exchange.py  | 14 ++++----
 tests/conftest.py               | 34 ++++++++++++++++++
 tests/exchange/test_exchange.py | 64 +++++++++++++++++++++++++++++++++
 3 files changed, 106 insertions(+), 6 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 87798e612..ea3a7d7cd 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -608,22 +608,24 @@ class Exchange:
         """
         if self.exchange_has('fetchL2OrderBook'):
             ob = self.fetch_l2_order_book(pair, 20)
-            book_entry_type = 'asks' if side == 'buy' else 'bids'
+            ob_type = 'asks' if side == 'buy' else 'bids'
 
             remaining_amount = amount
             filled_amount = 0
-            for book_entry in ob[book_entry_type]:
+            for book_entry in ob[ob_type]:
                 book_entry_price = book_entry[0]
                 book_entry_coin_volume = book_entry[1]
-                book_entry_ref_currency_volume = book_entry_price * book_entry_coin_volume
                 if remaining_amount > 0:
-                    if remaining_amount < book_entry_ref_currency_volume:
+                    if remaining_amount < book_entry_coin_volume:
                         filled_amount += remaining_amount * book_entry_price
                     else:
-                        filled_amount += book_entry_ref_currency_volume * book_entry_price
-                    remaining_amount -= book_entry_ref_currency_volume
+                        filled_amount += book_entry_coin_volume * book_entry_price
+                    remaining_amount -= book_entry_coin_volume
                 else:
                     break
+            else:
+                # If remaining_amount wasn't consumed completely (break was not called)
+                filled_amount += remaining_amount * book_entry_price
             forecast_avg_filled_price = filled_amount / amount
             return self.price_to_precision(pair, forecast_avg_filled_price)
 
diff --git a/tests/conftest.py b/tests/conftest.py
index 43a98647f..8ce41cf9f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1087,6 +1087,40 @@ def order_book_l2():
     })
 
 
+@pytest.fixture
+def order_book_l2_usd():
+    return MagicMock(return_value={
+        'symbol': 'LTC/USDT',
+        'bids': [
+            [25.563, 49.269],
+            [25.562, 83.0],
+            [25.56, 106.0],
+            [25.559, 15.381],
+            [25.558, 29.299],
+            [25.557, 34.624],
+            [25.556, 10.0],
+            [25.555, 14.684],
+            [25.554, 45.91],
+            [25.553, 50.0]
+        ],
+        'asks': [
+            [25.566, 14.27],
+            [25.567, 48.484],
+            [25.568, 92.349],
+            [25.572, 31.48],
+            [25.573, 23.0],
+            [25.574, 20.0],
+            [25.575, 89.606],
+            [25.576, 262.016],
+            [25.577, 178.557],
+            [25.578, 78.614]
+            ],
+        'timestamp': None,
+        'datetime': None,
+        'nonce': 2372149736
+    })
+
+
 @pytest.fixture
 def ohlcv_history_list():
     return [
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 73b8022d1..2c4ddacb4 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -947,6 +947,70 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name):
     assert order["symbol"] == "ETH/BTC"
 
 
+@pytest.mark.parametrize("side,startprice,endprice", [
+    ("buy", 25.563, 25.566),
+    ("sell", 25.566, 25.563)
+])
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice, endprice,
+                                         exchange_name, order_book_l2_usd):
+    default_conf['dry_run'] = True
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          exchange_has=MagicMock(return_value=True),
+                          fetch_l2_order_book=order_book_l2_usd,
+                          )
+
+    order = exchange.create_dry_run_order(
+        pair='LTC/USDT', ordertype='limit', side=side, amount=1, rate=startprice)
+    assert 'id' in order
+    assert f'dry_run_{side}_' in order["id"]
+    assert order["side"] == side
+    assert order["type"] == "limit"
+    assert order["symbol"] == "LTC/USDT"
+
+    order_closed = exchange.fetch_dry_run_order(order['id'])
+    assert order_book_l2_usd.call_count == 1
+    assert order_closed['status'] == 'open'
+    assert not order['fee']
+
+    order_book_l2_usd.reset_mock()
+    order_closed['price'] = endprice
+
+    order_closed = exchange.fetch_dry_run_order(order['id'])
+    assert order_closed['status'] == 'closed'
+    assert order['fee']
+
+
+@pytest.mark.parametrize("side,amount,endprice", [
+    ("buy", 1, 25.566),
+    ("buy", 100, 25.5672),  # Requires interpolation
+    ("buy", 1000, 25.575),  # More than orderbook return
+    ("sell", 1, 25.563),
+    ("sell", 100, 25.5625),  # Requires interpolation
+    ("sell", 1000, 25.5555),  # More than orderbook return
+])
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, endprice,
+                                          exchange_name, order_book_l2_usd):
+    default_conf['dry_run'] = True
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          exchange_has=MagicMock(return_value=True),
+                          fetch_l2_order_book=order_book_l2_usd,
+                          )
+
+    order = exchange.create_dry_run_order(
+        pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=25.5)
+    assert 'id' in order
+    assert f'dry_run_{side}_' in order["id"]
+    assert order["side"] == side
+    assert order["type"] == "market"
+    assert order["symbol"] == "LTC/USDT"
+    assert order['status'] == 'closed'
+    assert round(order["average"], 4) == round(endprice, 4)
+
+
 @pytest.mark.parametrize("side", [
     ("buy"),
     ("sell")

From c389d44e9ac35cdf1f3c4a903f8d89ca8bb1b6f3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 5 Jun 2021 15:22:52 +0200
Subject: [PATCH 0615/1386] Improve filling logic

---
 freqtrade/exchange/exchange.py  | 36 +++++++++++++++++++++------------
 tests/exchange/test_exchange.py |  4 +++-
 tests/rpc/test_rpc.py           | 15 ++++++++------
 tests/rpc/test_rpc_apiserver.py |  2 +-
 tests/rpc/test_rpc_telegram.py  | 14 ++++++-------
 tests/test_freqtradebot.py      | 11 ++++++++--
 6 files changed, 52 insertions(+), 30 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ea3a7d7cd..19b646a93 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -587,13 +587,15 @@ class Exchange:
                 'average': average,
                 'cost': dry_order['amount'] * average,
             })
-            self.add_dry_order_fee(pair, dry_order)
+            dry_order = self.add_dry_order_fee(pair, dry_order)
+
+        dry_order = self.check_dry_limit_order_filled(dry_order)
 
         self._dry_run_open_orders[dry_order["id"]] = dry_order
         # Copy order and close it - so the returned order is open unless it's a market order
         return dry_order
 
-    def add_dry_order_fee(self, pair: str, dry_order: Dict[str, Any]):
+    def add_dry_order_fee(self, pair: str, dry_order: Dict[str, Any]) -> Dict[str, Any]:
         dry_order.update({
             'fee': {
                 'currency': self.get_pair_quote_currency(pair),
@@ -601,6 +603,7 @@ class Exchange:
                 'rate': self.get_fee(pair)
             }
         })
+        return dry_order
 
     def get_dry_market_fill_price(self, pair: str, side: str, amount: float, rate: float) -> float:
         """
@@ -631,7 +634,7 @@ class Exchange:
 
         return rate
 
-    def dry_limit_order_filled(self, pair: str, side: str, limit: float) -> bool:
+    def _is_dry_limit_order_filled(self, pair: str, side: str, limit: float) -> bool:
         if not self.exchange_has('fetchL2OrderBook'):
             return True
         ob = self.fetch_l2_order_book(pair, 1)
@@ -647,6 +650,22 @@ class Exchange:
                 return True
         return False
 
+    def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]:
+        """
+        Check dry-run limit order fill and update fee (if it filled).
+        """
+        if order['status'] != "closed" and order['type'] in ["limit"]:
+            pair = order['symbol']
+            if self._is_dry_limit_order_filled(pair, order['side'], order['price']):
+                order.update({
+                    'status': 'closed',
+                    'filled': order['amount'],
+                    'remaining': 0,
+                })
+                self.add_dry_order_fee(pair, order)
+
+        return order
+
     def fetch_dry_run_order(self, order_id) -> Dict[str, Any]:
         """
         Return dry-run order
@@ -654,16 +673,7 @@ class Exchange:
         """
         try:
             order = self._dry_run_open_orders[order_id]
-            pair = order['symbol']
-            if order['status'] != "closed" and order['type'] in ["limit"]:
-                if self.dry_limit_order_filled(pair, order['side'], order['price']):
-                    order.update({
-                        'status': 'closed',
-                        'filled': order['amount'],
-                        'remaining': 0,
-                    })
-                    self.add_dry_order_fee(pair, order)
-
+            order = self.check_dry_limit_order_filled(order)
             return order
         except KeyError as e:
             # Gracefully handle errors with dry-run orders.
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 2c4ddacb4..42bb07175 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -963,11 +963,13 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
 
     order = exchange.create_dry_run_order(
         pair='LTC/USDT', ordertype='limit', side=side, amount=1, rate=startprice)
+    assert order_book_l2_usd.call_count == 1
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
     assert order["side"] == side
     assert order["type"] == "limit"
     assert order["symbol"] == "LTC/USDT"
+    order_book_l2_usd.reset_mock()
 
     order_closed = exchange.fetch_dry_run_order(order['id'])
     assert order_book_l2_usd.call_count == 1
@@ -2181,7 +2183,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
 def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
-    mocker.patch('freqtrade.exchange.Exchange.dry_limit_order_filled', return_value=True)
+    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 7556dde6d..fd231b614 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -679,6 +679,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
                 'filled': 0.0,
             }
         ),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
         get_fee=fee,
     )
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
@@ -703,8 +704,8 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     assert msg == {'result': 'Created sell orders for all open trades.'}
 
     freqtradebot.enter_positions()
-    msg = rpc._rpc_forcesell('1')
-    assert msg == {'result': 'Created sell order for trade 1.'}
+    msg = rpc._rpc_forcesell('2')
+    assert msg == {'result': 'Created sell order for trade 2.'}
 
     freqtradebot.state = State.STOPPED
     with pytest.raises(RPCException, match=r'.*trader is not running*'):
@@ -715,9 +716,11 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
 
     freqtradebot.state = State.RUNNING
     assert cancel_order_mock.call_count == 0
+    mocker.patch(
+        'freqtrade.exchange.Exchange._is_dry_limit_order_filled', MagicMock(return_value=False))
     freqtradebot.enter_positions()
     # make an limit-buy open trade
-    trade = Trade.query.filter(Trade.id == '1').first()
+    trade = Trade.query.filter(Trade.id == '3').first()
     filled_amount = trade.amount / 2
     # Fetch order - it's open first, and closed after cancel_order is called.
     mocker.patch(
@@ -738,7 +741,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     )
     # check that the trade is called, which is done by ensuring exchange.cancel_order is called
     # and trade amount is updated
-    rpc._rpc_forcesell('1')
+    rpc._rpc_forcesell('3')
     assert cancel_order_mock.call_count == 1
     assert trade.amount == filled_amount
 
@@ -766,8 +769,8 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
         }
     )
     # check that the trade is called, which is done by ensuring exchange.cancel_order is called
-    msg = rpc._rpc_forcesell('2')
-    assert msg == {'result': 'Created sell order for trade 2.'}
+    msg = rpc._rpc_forcesell('4')
+    assert msg == {'result': 'Created sell order for trade 4.'}
     assert cancel_order_mock.call_count == 2
     assert trade.amount == amount
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f47819568..f30825b7b 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -997,7 +997,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets),
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_get_signal(ftbot, (True, False))
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 50c8a36ce..c933ac648 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -225,7 +225,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
     )
     status_table = MagicMock()
     mocker.patch.multiple(
@@ -672,7 +672,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -731,7 +731,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -792,7 +792,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
     )
     default_conf['max_open_trades'] = 4
     freqtradebot = FreqtradeBot(default_conf)
@@ -809,9 +809,9 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     context.args = ["all"]
     telegram._forcesell(update=update, context=context)
 
-    # Called for each trade 4 times
-    assert msg_mock.call_count == 12
-    msg = msg_mock.call_args_list[2][0][0]
+    # Called for each trade 2 times
+    assert msg_mock.call_count == 8
+    msg = msg_mock.call_args_list[1][0][0]
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 0866deead..4bcc578c4 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -305,6 +305,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -334,6 +335,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
 
     # Save state of current whitelist
@@ -2533,6 +2535,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
@@ -2596,6 +2599,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
@@ -2648,6 +2652,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
@@ -2750,7 +2755,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         price_to_precision=lambda s, x, y: y,
         stoploss=stoploss,
         cancel_stoploss_order=cancel_order,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
     )
 
     freqtrade = FreqtradeBot(default_conf)
@@ -2793,7 +2798,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
     )
 
     stoploss = MagicMock(return_value={
@@ -2862,6 +2867,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
@@ -3467,6 +3473,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
         }),
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     default_conf['ask_strategy'] = {
         'ignore_roi_if_buy_signal': False

From c76848e089ad722aa5f851d6da0a9823621f1ad5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 6 Jun 2021 13:51:42 +0200
Subject: [PATCH 0616/1386] Update dry-run description with new filling logic

---
 docs/configuration.md | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index ef6f34094..63f55505a 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -503,7 +503,8 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
 * API-keys may or may not be provided. Only Read-Only operations (i.e. operations that do not alter account state) on the exchange are performed in dry-run mode.
 * Wallets (`/balance`) are simulated based on `dry_run_wallet`.
 * Orders are simulated, and will not be posted to the exchange.
-* Orders are assumed to fill immediately, and will never time out.
+* Market orders fill based on orderbook volume the moment the order is placed.
+* Limit orders fill once price reaches the defined level - or time out based on `unfilledtimeout` settings.
 * In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
 * Open orders (not trades, which are stored in the database) are reset on bot restart.
 

From 6479217cb485e39dcee1142c707ebf8436e9f786 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 6 Jun 2021 14:16:32 +0200
Subject: [PATCH 0617/1386] Don't build for test_multiarch

---
 .github/workflows/ci.yml | 1 -
 1 file changed, 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 1ec0f22ae..42959c3b5 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,7 +6,6 @@ on:
       - master
       - stable
       - develop
-      - test_multiarch
     tags:
   release:
     types: [published]

From c8accd314a0aa8fce5c3edb67dc89c2782dc8e4e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Jun 2021 05:21:47 +0000
Subject: [PATCH 0618/1386] Bump uvicorn from 0.13.4 to 0.14.0

Bumps [uvicorn](https://github.com/encode/uvicorn) from 0.13.4 to 0.14.0.
- [Release notes](https://github.com/encode/uvicorn/releases)
- [Changelog](https://github.com/encode/uvicorn/blob/master/CHANGELOG.md)
- [Commits](https://github.com/encode/uvicorn/compare/0.13.4...0.14.0)

---
updated-dependencies:
- dependency-name: uvicorn
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8f4fed9ad..3ee290d2f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -32,7 +32,7 @@ sdnotify==0.3.2
 
 # API Server
 fastapi==0.65.1
-uvicorn==0.13.4
+uvicorn==0.14.0
 pyjwt==2.1.0
 aiofiles==0.7.0
 

From 9073a053282b526954b6732bbcf484206be21d64 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Jun 2021 05:21:53 +0000
Subject: [PATCH 0619/1386] Bump pytest-cov from 2.12.0 to 2.12.1

Bumps [pytest-cov](https://github.com/pytest-dev/pytest-cov) from 2.12.0 to 2.12.1.
- [Release notes](https://github.com/pytest-dev/pytest-cov/releases)
- [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-cov/compare/v2.12.0...v2.12.1)

---
updated-dependencies:
- dependency-name: pytest-cov
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 7b106ae9b..6fbe581a5 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -10,7 +10,7 @@ flake8-tidy-imports==4.3.0
 mypy==0.812
 pytest==6.2.4
 pytest-asyncio==0.15.1
-pytest-cov==2.12.0
+pytest-cov==2.12.1
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
 isort==5.8.0

From 69d74544aafafd5c48fc21913bb04243072abd27 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Jun 2021 05:22:00 +0000
Subject: [PATCH 0620/1386] Bump python-telegram-bot from 13.5 to 13.6

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.5 to 13.6.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.5...v13.6)

---
updated-dependencies:
- dependency-name: python-telegram-bot
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8f4fed9ad..a232de96b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -6,7 +6,7 @@ ccxt==1.50.70
 cryptography==3.4.7
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.17
-python-telegram-bot==13.5
+python-telegram-bot==13.6
 arrow==1.1.0
 cachetools==4.2.2
 requests==2.25.1

From 2468ae35cda1d3a4e56a2458008de01e86e84d23 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Jun 2021 05:22:09 +0000
Subject: [PATCH 0621/1386] Bump ccxt from 1.50.70 to 1.51.3

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.50.70 to 1.51.3.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.50.70...1.51.3)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8f4fed9ad..e10494b2a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.3
 pandas==1.2.4
 
-ccxt==1.50.70
+ccxt==1.51.3
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 77a2feeb9f7a1ea0c1153512297a43fb5bf2c1dd Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Jun 2021 05:22:24 +0000
Subject: [PATCH 0622/1386] Bump pycoingecko from 2.0.0 to 2.1.0

Bumps [pycoingecko](https://github.com/man-c/pycoingecko) from 2.0.0 to 2.1.0.
- [Release notes](https://github.com/man-c/pycoingecko/releases)
- [Changelog](https://github.com/man-c/pycoingecko/blob/master/CHANGELOG.md)
- [Commits](https://github.com/man-c/pycoingecko/compare/2.0.0...2.1.0)

---
updated-dependencies:
- dependency-name: pycoingecko
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8f4fed9ad..5a857b605 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -16,7 +16,7 @@ jsonschema==3.2.0
 TA-Lib==0.4.20
 technical==1.3.0
 tabulate==0.8.9
-pycoingecko==2.0.0
+pycoingecko==2.1.0
 jinja2==3.0.1
 tables==3.6.1
 blosc==1.10.2

From 14119d7366eabdd6ea4f56074590bacff0050143 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Jun 2021 05:22:30 +0000
Subject: [PATCH 0623/1386] Bump mkdocs-material from 7.1.6 to 7.1.7

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.6 to 7.1.7.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.6...7.1.7)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 3f8020e8c..ff07905b7 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.1.6
+mkdocs-material==7.1.7
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 57cd8888e21ca457a8c3a408e9c3f838f228ea8c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Jun 2021 17:34:25 +0000
Subject: [PATCH 0624/1386] Bump blosc from 1.10.2 to 1.10.4

Bumps [blosc](https://github.com/blosc/python-blosc) from 1.10.2 to 1.10.4.
- [Release notes](https://github.com/blosc/python-blosc/releases)
- [Changelog](https://github.com/Blosc/python-blosc/blob/master/RELEASE_NOTES.rst)
- [Commits](https://github.com/blosc/python-blosc/compare/v1.10.2...v1.10.4)

---
updated-dependencies:
- dependency-name: blosc
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 6b7331e20..0e4d35464 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -19,7 +19,7 @@ tabulate==0.8.9
 pycoingecko==2.1.0
 jinja2==3.0.1
 tables==3.6.1
-blosc==1.10.2
+blosc==1.10.4
 
 # find first, C search in arrays
 py_find_1st==1.1.5

From dff8490daa14b44c4f7a4bfc57e7eadbf20b59e9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 7 Jun 2021 20:00:30 +0200
Subject: [PATCH 0625/1386] Fix docs rendering for pricefilter

---
 docs/includes/pairlists.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index ce0cc6e57..f19c5a181 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -122,8 +122,8 @@ The `max_price` setting removes pairs where the price is above the specified pri
 This option is disabled by default, and will only apply if set to > 0.
 
 The `max_value` setting removes pairs where the minimum value change is above a specified value.
-This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20$) as the coin has risen sharply since the last limit adaption.
-As a result of the above, you can only buy for 20$, or 40$ - but not for 25$.
+This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20\$) as the coin has risen sharply since the last limit adaption.
+As a result of the above, you can only buy for 20\$, or 40\$ - but not for 25\$.
 On exchanges that deduct fees from the receiving currency (e.g. FTX) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
 
 The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.

From 97a12ddab703ac98278b69b0cfac2ed7f90c0a9e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 7 Jun 2021 20:19:48 +0200
Subject: [PATCH 0626/1386] Version pin mkdocs to avoid nasty surprises

fix use_directory_urls defaulting to false
---
 docs/requirements-docs.txt | 1 +
 mkdocs.yml                 | 2 ++
 2 files changed, 3 insertions(+)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index ff07905b7..776d5592a 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,4 @@
+mkdocs==1.2
 mkdocs-material==7.1.7
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2
diff --git a/mkdocs.yml b/mkdocs.yml
index 2520ca929..cc5747225 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -1,5 +1,7 @@
 site_name: Freqtrade
+site_url: https://www.freqtrade.io/
 repo_url: https://github.com/freqtrade/freqtrade
+use_directory_urls: True
 nav:
     - Home: index.md
     - Quickstart with Docker: docker_quickstart.md

From 4512ece17db9708bdb238da9c1f29ca0c66dd1c8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 7 Jun 2021 21:05:25 +0200
Subject: [PATCH 0627/1386] Update Discord link

---
 .github/ISSUE_TEMPLATE/config.yml | 2 +-
 CONTRIBUTING.md                   | 2 +-
 README.md                         | 4 ++--
 docs/developer.md                 | 2 +-
 docs/faq.md                       | 2 +-
 docs/index.md                     | 2 +-
 6 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/.github/ISSUE_TEMPLATE/config.yml b/.github/ISSUE_TEMPLATE/config.yml
index 7591c1fb0..5014de46a 100644
--- a/.github/ISSUE_TEMPLATE/config.yml
+++ b/.github/ISSUE_TEMPLATE/config.yml
@@ -2,5 +2,5 @@
 blank_issues_enabled: false
 contact_links:
   - name: Discord Server
-    url: https://discord.gg/MA9v74M
+    url: https://discord.gg/p7nuUNVfP7
     about: Ask a question or get community support from our Discord server
diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index c29d6e632..040cf3e98 100644
--- a/CONTRIBUTING.md
+++ b/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/MA9v74M), 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), 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.
 
 ## Getting started
 
diff --git a/README.md b/README.md
index ab9597a77..d4b2df642 100644
--- a/README.md
+++ b/README.md
@@ -145,7 +145,7 @@ The project is currently setup in two main branches:
 
 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.
 
-Please check out our [discord server](https://discord.gg/MA9v74M).
+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).
 
@@ -178,7 +178,7 @@ 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/MA9v74M) 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) 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.
 
 **Important:** Always create your PR against the `develop` branch, not `stable`.
 
diff --git a/docs/developer.md b/docs/developer.md
index 4b8c64530..d0731a233 100644
--- a/docs/developer.md
+++ b/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/MA9v74M) 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) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) where you can ask questions.
 
 ## Documentation
 
diff --git a/docs/faq.md b/docs/faq.md
index 7233a92fe..e5da550fd 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -156,7 +156,7 @@ 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/MA9v74M). 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 [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.
 
 * If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers:
 
diff --git a/docs/index.md b/docs/index.md
index c2b6d5629..871172cfc 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -76,7 +76,7 @@ Alternatively
 
 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.
 
-Please check out our [discord server](https://discord.gg/MA9v74M).
+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).
 

From 35d6140068c2bbc3bf9ebe6e3b6bdf2bad1ddabf Mon Sep 17 00:00:00 2001
From: Bruno Gouvea <brunohenriquebh@gmail.com>
Date: Mon, 7 Jun 2021 17:53:19 -0300
Subject: [PATCH 0628/1386] Displays the max drawdown in the hyper optimization
 results table.

---
 freqtrade/optimize/hyperopt_tools.py | 20 ++++++++++++++++----
 1 file changed, 16 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index ebe405d07..29014277e 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -233,18 +233,20 @@ class HyperoptTools():
                              'results_metrics.winsdrawslosses',
                              'results_metrics.profit_mean', 'results_metrics.profit_total_abs',
                              'results_metrics.profit_total', 'results_metrics.holding_avg',
-                             'loss', 'is_initial_point', 'is_best']]
+                             'loss', 'is_initial_point', 'is_best', 'results_metrics.max_drawdown',
+                             'results_metrics.max_drawdown_abs']]
         else:
             # Legacy mode
             trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
                              'results_metrics.winsdrawslosses',
                              'results_metrics.avg_profit', 'results_metrics.total_profit',
                              'results_metrics.profit', 'results_metrics.duration',
-                             'loss', 'is_initial_point', 'is_best']]
+                             'loss', 'is_initial_point', 'is_best', 'results_metrics.max_drawdown',
+                             'results_metrics.max_drawdown_abs']]
 
         trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
-                          'Total profit', 'Profit', 'Avg duration', 'Objective',
-                          'is_initial_point', 'is_best']
+                          'Total profit', 'Profit', 'Avg duration', 'Max Drawdown', 'max_drawdown_abs',
+                          'Objective', 'is_initial_point', 'is_best']
         trials['is_profit'] = False
         trials.loc[trials['is_initial_point'], 'Best'] = '*     '
         trials.loc[trials['is_best'], 'Best'] = 'Best'
@@ -266,6 +268,16 @@ class HyperoptTools():
             lambda x: f'{x:,.5f}'.rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ')
         )
 
+        trials['Max Drawdown'] = trials.apply(
+            lambda x: '{} {}'.format(
+                round_coin_value(x['max_drawdown_abs'], stake_currency),
+                '({:,.2f}%)'.format(x['Max Drawdown'] * perc_multi).rjust(10, ' ')
+            ).rjust(25 + len(stake_currency))
+            if x['Max Drawdown'] != 0.0 else '--'.rjust(25 + len(stake_currency)),
+            axis=1
+        )
+        trials = trials.drop(columns=['max_drawdown_abs'])
+
         stake_currency = config['stake_currency']
         trials['Profit'] = trials.apply(
             lambda x: '{} {}'.format(

From 5c3a418e6564d92c83cf123f150a6a87bb2cd81f Mon Sep 17 00:00:00 2001
From: Bruno Gouvea <brunohenriquebh@gmail.com>
Date: Mon, 7 Jun 2021 18:15:26 -0300
Subject: [PATCH 0629/1386] Adjusting drawdown column position.

---
 freqtrade/optimize/hyperopt_tools.py | 13 +++++++------
 1 file changed, 7 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 29014277e..9d6248643 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -233,16 +233,15 @@ class HyperoptTools():
                              'results_metrics.winsdrawslosses',
                              'results_metrics.profit_mean', 'results_metrics.profit_total_abs',
                              'results_metrics.profit_total', 'results_metrics.holding_avg',
-                             'loss', 'is_initial_point', 'is_best', 'results_metrics.max_drawdown',
-                             'results_metrics.max_drawdown_abs']]
+                             'results_metrics.max_drawdown', 'results_metrics.max_drawdown_abs',
+                             'loss', 'is_initial_point', 'is_best']]
         else:
             # Legacy mode
             trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
                              'results_metrics.winsdrawslosses',
                              'results_metrics.avg_profit', 'results_metrics.total_profit',
-                             'results_metrics.profit', 'results_metrics.duration',
-                             'loss', 'is_initial_point', 'is_best', 'results_metrics.max_drawdown',
-                             'results_metrics.max_drawdown_abs']]
+                             'results_metrics.profit', 'results_metrics.duration', 'results_metrics.max_drawdown',
+                             'results_metrics.max_drawdown_abs', 'loss', 'is_initial_point', 'is_best']]
 
         trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
                           'Total profit', 'Profit', 'Avg duration', 'Max Drawdown', 'max_drawdown_abs',
@@ -268,6 +267,8 @@ class HyperoptTools():
             lambda x: f'{x:,.5f}'.rjust(8, ' ') if x != 100000 else "N/A".rjust(8, ' ')
         )
 
+        stake_currency = config['stake_currency']
+
         trials['Max Drawdown'] = trials.apply(
             lambda x: '{} {}'.format(
                 round_coin_value(x['max_drawdown_abs'], stake_currency),
@@ -278,7 +279,7 @@ class HyperoptTools():
         )
         trials = trials.drop(columns=['max_drawdown_abs'])
 
-        stake_currency = config['stake_currency']
+
         trials['Profit'] = trials.apply(
             lambda x: '{} {}'.format(
                 round_coin_value(x['Total profit'], stake_currency),

From c513c9685d4ff57f3a586430355fe221dc96c7af Mon Sep 17 00:00:00 2001
From: Bruno Gouvea <brunohenriquebh@gmail.com>
Date: Mon, 7 Jun 2021 18:20:04 -0300
Subject: [PATCH 0630/1386] Remove blank line (PEP8)

---
 freqtrade/optimize/hyperopt_tools.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 9d6248643..59332ef69 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -279,7 +279,6 @@ class HyperoptTools():
         )
         trials = trials.drop(columns=['max_drawdown_abs'])
 
-
         trials['Profit'] = trials.apply(
             lambda x: '{} {}'.format(
                 round_coin_value(x['Total profit'], stake_currency),

From 4595db39aa95b2da1d9d3c8d297072a6dfdf2fa2 Mon Sep 17 00:00:00 2001
From: Bruno Gouvea <brunohenriquebh@gmail.com>
Date: Tue, 8 Jun 2021 02:18:00 -0300
Subject: [PATCH 0631/1386] Displaying max. drawdown only when it is not legacy
 mode.

---
 freqtrade/optimize/hyperopt_tools.py | 39 ++++++++++++++++------------
 1 file changed, 23 insertions(+), 16 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 59332ef69..4243c182d 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -221,6 +221,7 @@ class HyperoptTools():
         if 'results_metrics.winsdrawslosses' not in trials.columns:
             # Ensure compatibility with older versions of hyperopt results
             trials['results_metrics.winsdrawslosses'] = 'N/A'
+
         legacy_mode = True
 
         if 'results_metrics.total_trades' in trials:
@@ -235,17 +236,22 @@ class HyperoptTools():
                              'results_metrics.profit_total', 'results_metrics.holding_avg',
                              'results_metrics.max_drawdown', 'results_metrics.max_drawdown_abs',
                              'loss', 'is_initial_point', 'is_best']]
+
+            trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
+                              'Total profit', 'Profit', 'Avg duration', 'Max Drawdown',
+                              'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_best']
         else:
             # Legacy mode
             trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
-                             'results_metrics.winsdrawslosses',
-                             'results_metrics.avg_profit', 'results_metrics.total_profit',
-                             'results_metrics.profit', 'results_metrics.duration', 'results_metrics.max_drawdown',
-                             'results_metrics.max_drawdown_abs', 'loss', 'is_initial_point', 'is_best']]
+                             'results_metrics.winsdrawslosses', 'results_metrics.avg_profit',
+                             'results_metrics.total_profit', 'results_metrics.profit',
+                             'results_metrics.duration', 'loss', 'is_initial_point',
+                             'is_best']]
+
+            trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
+                              'Total profit', 'Profit', 'Avg duration', 'Objective',
+                              'is_initial_point', 'is_best']
 
-        trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
-                          'Total profit', 'Profit', 'Avg duration', 'Max Drawdown', 'max_drawdown_abs',
-                          'Objective', 'is_initial_point', 'is_best']
         trials['is_profit'] = False
         trials.loc[trials['is_initial_point'], 'Best'] = '*     '
         trials.loc[trials['is_best'], 'Best'] = 'Best'
@@ -269,15 +275,16 @@ class HyperoptTools():
 
         stake_currency = config['stake_currency']
 
-        trials['Max Drawdown'] = trials.apply(
-            lambda x: '{} {}'.format(
-                round_coin_value(x['max_drawdown_abs'], stake_currency),
-                '({:,.2f}%)'.format(x['Max Drawdown'] * perc_multi).rjust(10, ' ')
-            ).rjust(25 + len(stake_currency))
-            if x['Max Drawdown'] != 0.0 else '--'.rjust(25 + len(stake_currency)),
-            axis=1
-        )
-        trials = trials.drop(columns=['max_drawdown_abs'])
+        if not legacy_mode:
+            trials['Max Drawdown'] = trials.apply(
+                lambda x: '{} {}'.format(
+                    round_coin_value(x['max_drawdown_abs'], stake_currency),
+                    '({:,.2f}%)'.format(x['Max Drawdown'] * perc_multi).rjust(10, ' ')
+                ).rjust(25 + len(stake_currency))
+                if x['Max Drawdown'] != 0.0 else '--'.rjust(25 + len(stake_currency)),
+                axis=1
+            )
+            trials = trials.drop(columns=['max_drawdown_abs'])
 
         trials['Profit'] = trials.apply(
             lambda x: '{} {}'.format(

From 816bb531b32e28dee9362395167bdbb05677a583 Mon Sep 17 00:00:00 2001
From: Bruno Gouvea <brunohenriquebh@gmail.com>
Date: Tue, 8 Jun 2021 02:42:55 -0300
Subject: [PATCH 0632/1386] Creating fake column for legacy mode on max
 drawdown

---
 freqtrade/optimize/hyperopt_tools.py | 22 ++++++++++++++--------
 1 file changed, 14 insertions(+), 8 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 4243c182d..a739ab9b9 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -222,6 +222,11 @@ class HyperoptTools():
             # Ensure compatibility with older versions of hyperopt results
             trials['results_metrics.winsdrawslosses'] = 'N/A'
 
+        if 'results_metrics.max_drawdown_abs' not in trials.columns:
+            # Ensure compatibility with older versions of hyperopt results
+            trials['results_metrics.max_drawdown_abs'] = None
+            trials['results_metrics.max_drawdown'] = None
+
         legacy_mode = True
 
         if 'results_metrics.total_trades' in trials:
@@ -237,20 +242,18 @@ class HyperoptTools():
                              'results_metrics.max_drawdown', 'results_metrics.max_drawdown_abs',
                              'loss', 'is_initial_point', 'is_best']]
 
-            trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
-                              'Total profit', 'Profit', 'Avg duration', 'Max Drawdown',
-                              'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_best']
         else:
             # Legacy mode
             trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
                              'results_metrics.winsdrawslosses', 'results_metrics.avg_profit',
                              'results_metrics.total_profit', 'results_metrics.profit',
-                             'results_metrics.duration', 'loss', 'is_initial_point',
+                             'results_metrics.duration', 'results_metrics.max_drawdown',
+                             'results_metrics.max_drawdown_abs', 'loss', 'is_initial_point',
                              'is_best']]
 
-            trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
-                              'Total profit', 'Profit', 'Avg duration', 'Objective',
-                              'is_initial_point', 'is_best']
+        trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
+                          'Total profit', 'Profit', 'Avg duration', 'Max Drawdown',
+                          'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_best']
 
         trials['is_profit'] = False
         trials.loc[trials['is_initial_point'], 'Best'] = '*     '
@@ -284,7 +287,10 @@ class HyperoptTools():
                 if x['Max Drawdown'] != 0.0 else '--'.rjust(25 + len(stake_currency)),
                 axis=1
             )
-            trials = trials.drop(columns=['max_drawdown_abs'])
+        else:
+            trials = trials.drop(columns=['Max Drawdown'])
+
+        trials = trials.drop(columns=['max_drawdown_abs'])
 
         trials['Profit'] = trials.apply(
             lambda x: '{} {}'.format(

From 3cce668353322e3d134b94442d218141e22286b5 Mon Sep 17 00:00:00 2001
From: Bruno Gouvea <brunohenriquebh@gmail.com>
Date: Tue, 8 Jun 2021 02:57:44 -0300
Subject: [PATCH 0633/1386] Creating a control variable to determine the
 existence of max drawdown in the final result.

---
 freqtrade/optimize/hyperopt_tools.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index a739ab9b9..eaea4aa4a 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -222,10 +222,12 @@ class HyperoptTools():
             # Ensure compatibility with older versions of hyperopt results
             trials['results_metrics.winsdrawslosses'] = 'N/A'
 
+        has_drawdown = True
         if 'results_metrics.max_drawdown_abs' not in trials.columns:
             # Ensure compatibility with older versions of hyperopt results
             trials['results_metrics.max_drawdown_abs'] = None
             trials['results_metrics.max_drawdown'] = None
+            has_drawdown = False
 
         legacy_mode = True
 
@@ -278,7 +280,7 @@ class HyperoptTools():
 
         stake_currency = config['stake_currency']
 
-        if not legacy_mode:
+        if has_drawdown:
             trials['Max Drawdown'] = trials.apply(
                 lambda x: '{} {}'.format(
                     round_coin_value(x['max_drawdown_abs'], stake_currency),

From 3310a4502977a730b34fac79c2d657d631edc2f6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 8 Jun 2021 20:10:43 +0200
Subject: [PATCH 0634/1386] Change wording if limited lookback is used

---
 freqtrade/rpc/telegram.py | 23 +++++++++++++----------
 1 file changed, 13 insertions(+), 10 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 6c7fa0493..0a5125020 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -427,6 +427,7 @@ class Telegram(RPCHandler):
         fiat_disp_cur = self._config.get('fiat_display_currency', '')
 
         start_date = datetime.fromtimestamp(0)
+        timescale = None
         try:
             if context.args:
                 timescale = int(context.args[0])
@@ -466,16 +467,18 @@ class Telegram(RPCHandler):
             else:
                 markdown_msg = "`No closed trade` \n"
 
-            markdown_msg += (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"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
-                             f"*Total Trade Count:* `{trade_count}`\n"
-                             f"*First Trade opened:* `{first_trade_date}`\n"
-                             f"*Latest Trade opened:* `{latest_trade_date}\n`"
-                             f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
-                             )
+            markdown_msg += (
+                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"∙ `{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'}:* "
+                f"`{first_trade_date}`\n"
+                f"*Latest Trade opened:* `{latest_trade_date}\n`"
+                f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
+                )
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")

From b9cf950bbffcfab687856b0ccde71d8cc9225654 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 8 Jun 2021 20:35:25 +0200
Subject: [PATCH 0635/1386] Add test for bad argument on /profit

---
 tests/rpc/test_rpc_telegram.py | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 7282c79bb..ae169e6e7 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -451,8 +451,10 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
 
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
-
-    telegram._profit(update=update, context=MagicMock())
+    context = MagicMock()
+    # Test with invalid 2nd argument (should silently pass)
+    context.args = ["aaa"]
+    telegram._profit(update=update, context=context)
     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]

From d16a61948958ed1c2a05c777c3084e06b10b43ab Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 8 Jun 2021 21:04:34 +0200
Subject: [PATCH 0636/1386] Move SellType Enum to it's own module

---
 freqtrade/edge/edge_positioning.py            |  3 ++-
 freqtrade/enums/__init__.py                   |  2 ++
 freqtrade/enums/selltype.py                   | 21 +++++++++++++++++++
 freqtrade/freqtradebot.py                     |  5 +++--
 freqtrade/optimize/backtesting.py             |  3 ++-
 .../plugins/protections/stoploss_guard.py     |  2 +-
 freqtrade/rpc/rpc.py                          |  3 ++-
 freqtrade/strategy/interface.py               | 20 +-----------------
 8 files changed, 34 insertions(+), 25 deletions(-)
 create mode 100644 freqtrade/enums/__init__.py
 create mode 100644 freqtrade/enums/selltype.py

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 4bc0d660b..418a12076 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -13,11 +13,12 @@ from pandas import DataFrame
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
 from freqtrade.data.history import get_timerange, load_data, refresh_data
+from freqtrade.enums import SellType
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange import timeframe_to_seconds
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.state import RunMode
-from freqtrade.strategy.interface import IStrategy, SellType
+from freqtrade.strategy.interface import IStrategy
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
new file mode 100644
index 000000000..f069c6152
--- /dev/null
+++ b/freqtrade/enums/__init__.py
@@ -0,0 +1,2 @@
+# flake8: noqa: F401
+from freqtrade.enums.selltype import SellType
diff --git a/freqtrade/enums/selltype.py b/freqtrade/enums/selltype.py
new file mode 100644
index 000000000..e9e3dcb5a
--- /dev/null
+++ b/freqtrade/enums/selltype.py
@@ -0,0 +1,21 @@
+
+from enum import Enum
+
+
+class SellType(Enum):
+    """
+    Enum to distinguish between sell reasons
+    """
+    ROI = "roi"
+    STOP_LOSS = "stop_loss"
+    STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
+    TRAILING_STOP_LOSS = "trailing_stop_loss"
+    SELL_SIGNAL = "sell_signal"
+    FORCE_SELL = "force_sell"
+    EMERGENCY_SELL = "emergency_sell"
+    CUSTOM_SELL = "custom_sell"
+    NONE = ""
+
+    def __str__(self):
+        # explicitly convert to String to help with exporting data.
+        return self.value
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8628931b6..e854038d7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -16,6 +16,7 @@ from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
+from freqtrade.enums import SellType
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -27,7 +28,7 @@ from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.state import State
-from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
+from freqtrade.strategy.interface import IStrategy, SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -337,7 +338,7 @@ class FreqtradeBot(LoggingMixin):
                         # Assume this as the open order
                         trade.open_order_id = order.order_id
                 if fo:
-                    logger.info(f"Found {order} for trade {trade}.jj")
+                    logger.info(f"Found {order} for trade {trade}.")
                     self.update_trade_state(trade, order.order_id, fo,
                                             stoploss_order=order.ft_order_side == 'stoploss')
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index cbc0995aa..922f89c22 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -17,6 +17,7 @@ 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.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.mixins import LoggingMixin
@@ -26,7 +27,7 @@ from freqtrade.persistence import LocalTrade, PairLocks, Trade
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
+from freqtrade.strategy.interface import IStrategy, SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py
index 635c0be04..45d393411 100644
--- a/freqtrade/plugins/protections/stoploss_guard.py
+++ b/freqtrade/plugins/protections/stoploss_guard.py
@@ -3,9 +3,9 @@ import logging
 from datetime import datetime, timedelta
 from typing import Any, Dict
 
+from freqtrade.enums import SellType
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
-from freqtrade.strategy.interface import SellType
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index be7d7e5ba..6245243aa 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -15,6 +15,7 @@ from pandas import DataFrame
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
 from freqtrade.data.history import load_data
+from freqtrade.enums import SellType
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
@@ -24,7 +25,7 @@ from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 from freqtrade.state import State
-from freqtrade.strategy.interface import SellCheckTuple, SellType
+from freqtrade.strategy.interface import SellCheckTuple
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index e2cde52eb..af1a57691 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -18,6 +18,7 @@ from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
+from freqtrade.enums import SellType
 from freqtrade.strategy.hyper import HyperStrategyMixin
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
@@ -35,25 +36,6 @@ class SignalType(Enum):
     SELL = "sell"
 
 
-class SellType(Enum):
-    """
-    Enum to distinguish between sell reasons
-    """
-    ROI = "roi"
-    STOP_LOSS = "stop_loss"
-    STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
-    TRAILING_STOP_LOSS = "trailing_stop_loss"
-    SELL_SIGNAL = "sell_signal"
-    FORCE_SELL = "force_sell"
-    EMERGENCY_SELL = "emergency_sell"
-    CUSTOM_SELL = "custom_sell"
-    NONE = ""
-
-    def __str__(self):
-        # explicitly convert to String to help with exporting data.
-        return self.value
-
-
 class SellCheckTuple(object):
     """
     NamedTuple for Sell type + reason

From 89b9915c12b9f7682e1961a7ba9487105a0ef4f7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 8 Jun 2021 21:06:47 +0200
Subject: [PATCH 0637/1386] Update imports for SellType in tests

---
 freqtrade/strategy/interface.py         | 2 +-
 tests/edge/test_edge.py                 | 2 +-
 tests/optimize/__init__.py              | 2 +-
 tests/optimize/conftest.py              | 2 +-
 tests/optimize/test_backtest_detail.py  | 2 +-
 tests/optimize/test_backtesting.py      | 2 +-
 tests/optimize/test_hyperopt.py         | 2 +-
 tests/optimize/test_optimize_reports.py | 2 +-
 tests/plugins/test_protections.py       | 2 +-
 tests/rpc/test_rpc_telegram.py          | 2 +-
 tests/rpc/test_rpc_webhook.py           | 2 +-
 tests/strategy/test_interface.py        | 3 ++-
 tests/test_freqtradebot.py              | 3 ++-
 tests/test_integration.py               | 3 ++-
 14 files changed, 17 insertions(+), 14 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index af1a57691..b60ec56f8 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -14,11 +14,11 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.enums import SellType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
-from freqtrade.enums import SellType
 from freqtrade.strategy.hyper import HyperStrategyMixin
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index c4620e1c7..0655b3a0f 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -12,8 +12,8 @@ from pandas import DataFrame, to_datetime
 
 from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
+from freqtrade.enums import SellType
 from freqtrade.exceptions import OperationalException
-from freqtrade.strategy.interface import SellType
 from tests.conftest import get_patched_freqtradebot, log_has
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
                             _get_frame_time_from_offset)
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 306850ff6..7cca2b1a8 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -3,8 +3,8 @@ from typing import Dict, List, NamedTuple, Optional
 import arrow
 from pandas import DataFrame
 
+from freqtrade.enums import SellType
 from freqtrade.exchange import timeframe_to_minutes
-from freqtrade.strategy.interface import SellType
 
 
 tests_start_time = arrow.get(2018, 10, 3)
diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 11b4674f3..59ba3015d 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -5,9 +5,9 @@ from pathlib import Path
 import pandas as pd
 import pytest
 
+from freqtrade.enums import SellType
 from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.state import RunMode
-from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 
 
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index c35a083ec..e5b969383 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -4,8 +4,8 @@ import logging
 import pytest
 
 from freqtrade.data.history import get_timerange
+from freqtrade.enums import SellType
 from freqtrade.optimize.backtesting import Backtesting
-from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
                             _get_frame_time_from_offset, tests_timeframe)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 632d458ce..ed8cf4bcf 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -16,12 +16,12 @@ from freqtrade.data.btanalysis import BT_DATA_COLUMNS, evaluate_result_multi
 from freqtrade.data.converter import clean_ohlcv_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
+from freqtrade.enums import SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import LocalTrade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.state import RunMode
-from freqtrade.strategy.interface import SellType
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 07d208210..a1859cec3 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -13,6 +13,7 @@ from filelock import Timeout
 
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
 from freqtrade.data.history import load_data
+from freqtrade.enums import SellType
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
@@ -22,7 +23,6 @@ from freqtrade.optimize.space import SKDecimal
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.state import RunMode
 from freqtrade.strategy.hyper import IntParameter
-from freqtrade.strategy.interface import SellType
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index f5c9a5a24..3f31efb95 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -12,6 +12,7 @@ from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data import history
 from freqtrade.data.btanalysis import get_latest_backtest_filename, load_backtest_data
 from freqtrade.edge import PairInfo
+from freqtrade.enums import SellType
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats,
                                                  generate_edge_table, generate_pair_metrics,
                                                  generate_sell_reason_stats,
@@ -20,7 +21,6 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats, genera
                                                  text_table_bt_results, text_table_sell_reason,
                                                  text_table_strategy)
 from freqtrade.resolvers.strategy_resolver import StrategyResolver
-from freqtrade.strategy.interface import SellType
 from tests.data.test_history import _backup_file, _clean_test_file
 
 
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index a39301145..10ab64690 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -4,9 +4,9 @@ from datetime import datetime, timedelta
 import pytest
 
 from freqtrade import constants
+from freqtrade.enums import SellType
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.plugins.protectionmanager import ProtectionManager
-from freqtrade.strategy.interface import SellType
 from tests.conftest import get_patched_freqtradebot, log_has_re
 
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index ae169e6e7..ed952efad 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -17,6 +17,7 @@ from telegram.error import NetworkError
 from freqtrade import __version__
 from freqtrade.constants import CANCEL_REASON
 from freqtrade.edge import PairInfo
+from freqtrade.enums import SellType
 from freqtrade.exceptions import OperationalException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.loggers import setup_logging
@@ -24,7 +25,6 @@ from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC, RPCMessageType
 from freqtrade.rpc.telegram import Telegram, authorized_only
 from freqtrade.state import RunMode, State
-from freqtrade.strategy.interface import SellType
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, patch_exchange,
                             patch_get_signal, patch_whitelist)
 
diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index 0560f8d53..43d5dbdc5 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -5,9 +5,9 @@ from unittest.mock import MagicMock
 import pytest
 from requests import RequestException
 
+from freqtrade.enums import SellType
 from freqtrade.rpc import RPC, RPCMessageType
 from freqtrade.rpc.webhook import Webhook
-from freqtrade.strategy.interface import SellType
 from tests.conftest import get_patched_freqtradebot, log_has
 
 
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index df487986f..64081fa37 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -10,12 +10,13 @@ from pandas import DataFrame
 from freqtrade.configuration import TimeRange
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
+from freqtrade.enums import SellType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, DecimalParameter,
                                       IntParameter, RealParameter)
-from freqtrade.strategy.interface import SellCheckTuple, SellType
+from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 66866a8fc..6d74c3844 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -11,6 +11,7 @@ import arrow
 import pytest
 
 from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
+from freqtrade.enums import SellType
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   TemporaryError)
@@ -19,7 +20,7 @@ from freqtrade.persistence import Order, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.rpc import RPCMessageType
 from freqtrade.state import RunMode, State
-from freqtrade.strategy.interface import SellCheckTuple, SellType
+from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.worker import Worker
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
                             log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 33b3e1140..b12959a03 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -2,9 +2,10 @@ from unittest.mock import MagicMock
 
 import pytest
 
+from freqtrade.enums import SellType
 from freqtrade.persistence import Trade
 from freqtrade.rpc.rpc import RPC
-from freqtrade.strategy.interface import SellCheckTuple, SellType
+from freqtrade.strategy.interface import SellCheckTuple
 from tests.conftest import get_patched_freqtradebot, patch_get_signal
 
 

From 3c149b9b5921d4987da97a9934515ae008cf844b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 8 Jun 2021 21:09:39 +0200
Subject: [PATCH 0638/1386] Move signalType to enums

---
 freqtrade/enums/__init__.py     |  1 +
 freqtrade/enums/signaltype.py   |  9 +++++++++
 freqtrade/strategy/interface.py | 10 +---------
 3 files changed, 11 insertions(+), 9 deletions(-)
 create mode 100644 freqtrade/enums/signaltype.py

diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index f069c6152..b4037ec12 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -1,2 +1,3 @@
 # flake8: noqa: F401
 from freqtrade.enums.selltype import SellType
+from freqtrade.enums.signaltype import SignalType
diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py
new file mode 100644
index 000000000..d636f378a
--- /dev/null
+++ b/freqtrade/enums/signaltype.py
@@ -0,0 +1,9 @@
+from enum import Enum
+
+
+class SignalType(Enum):
+    """
+    Enum to distinguish between buy and sell signals
+    """
+    BUY = "buy"
+    SELL = "sell"
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index b60ec56f8..834495a19 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -14,7 +14,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType
+from freqtrade.enums import SellType, SignalType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
@@ -28,14 +28,6 @@ logger = logging.getLogger(__name__)
 CUSTOM_SELL_MAX_LENGTH = 64
 
 
-class SignalType(Enum):
-    """
-    Enum to distinguish between buy and sell signals
-    """
-    BUY = "buy"
-    SELL = "sell"
-
-
 class SellCheckTuple(object):
     """
     NamedTuple for Sell type + reason

From 9c34304cb979de092885e637e83a675784b2bdd8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 8 Jun 2021 21:20:35 +0200
Subject: [PATCH 0639/1386] Move state enums to enums package

---
 freqtrade/commands/data_commands.py          |  2 +-
 freqtrade/commands/deploy_commands.py        |  2 +-
 freqtrade/commands/hyperopt_commands.py      |  2 +-
 freqtrade/commands/list_commands.py          |  2 +-
 freqtrade/commands/optimize_commands.py      |  2 +-
 freqtrade/commands/pairlist_commands.py      |  2 +-
 freqtrade/commands/plot_commands.py          |  2 +-
 freqtrade/configuration/check_exchange.py    |  2 +-
 freqtrade/configuration/config_setup.py      |  2 +-
 freqtrade/configuration/config_validation.py |  2 +-
 freqtrade/configuration/configuration.py     |  2 +-
 freqtrade/data/dataprovider.py               |  2 +-
 freqtrade/edge/edge_positioning.py           |  3 +--
 freqtrade/enums/__init__.py                  |  2 ++
 freqtrade/{state.py => enums/runmode.py}     | 12 ------------
 freqtrade/enums/state.py                     | 18 ++++++++++++++++++
 freqtrade/freqtradebot.py                    |  3 +--
 freqtrade/rpc/rpc.py                         |  3 +--
 freqtrade/strategy/hyper.py                  |  2 +-
 freqtrade/wallets.py                         |  2 +-
 freqtrade/worker.py                          |  2 +-
 tests/commands/test_commands.py              |  2 +-
 tests/conftest.py                            |  2 +-
 tests/data/test_dataprovider.py              |  2 +-
 tests/optimize/conftest.py                   |  3 +--
 tests/optimize/test_backtesting.py           |  3 +--
 tests/optimize/test_edge_cli.py              |  2 +-
 tests/optimize/test_hyperopt.py              |  3 +--
 tests/rpc/test_rpc.py                        |  2 +-
 tests/rpc/test_rpc_apiserver.py              |  2 +-
 tests/rpc/test_rpc_telegram.py               |  3 +--
 tests/test_configuration.py                  |  2 +-
 tests/test_freqtradebot.py                   |  3 +--
 tests/test_main.py                           |  2 +-
 tests/test_worker.py                         |  2 +-
 35 files changed, 52 insertions(+), 52 deletions(-)
 rename freqtrade/{state.py => enums/runmode.py} (78%)
 create mode 100644 freqtrade/enums/state.py

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 58191ddb4..3877e0801 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -8,11 +8,11 @@ from freqtrade.configuration import TimeRange, setup_utils_configuration
 from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
 from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import ExchangeResolver
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 5ba3db9f9..cc0d653b9 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -8,9 +8,9 @@ import requests
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import render_template, render_template_with_fallback
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index d8b00f369..dba4179ff 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -6,9 +6,9 @@ from colorama import init as colorama_init
 
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.data.btanalysis import get_latest_hyperopt_file
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.optimize_reports import show_backtest_result
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 167847a0d..f59adb5d8 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -12,11 +12,11 @@ from tabulate import tabulate
 
 from freqtrade.configuration import setup_utils_configuration
 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.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/commands/optimize_commands.py b/freqtrade/commands/optimize_commands.py
index 6323bc2b1..a84b3b3bd 100644
--- a/freqtrade/commands/optimize_commands.py
+++ b/freqtrade/commands/optimize_commands.py
@@ -3,9 +3,9 @@ from typing import Any, Dict
 
 from freqtrade import constants
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import round_coin_value
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/commands/pairlist_commands.py b/freqtrade/commands/pairlist_commands.py
index a2b10a42f..9f7a5958e 100644
--- a/freqtrade/commands/pairlist_commands.py
+++ b/freqtrade/commands/pairlist_commands.py
@@ -4,8 +4,8 @@ from typing import Any, Dict
 import rapidjson
 
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
 from freqtrade.resolvers import ExchangeResolver
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/commands/plot_commands.py b/freqtrade/commands/plot_commands.py
index 5e547acb0..73a429a28 100644
--- a/freqtrade/commands/plot_commands.py
+++ b/freqtrade/commands/plot_commands.py
@@ -1,8 +1,8 @@
 from typing import Any, Dict
 
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
 
 
 def validate_plot_args(args: Dict[str, Any]) -> None:
diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py
index 832caf153..f282447d4 100644
--- a/freqtrade/configuration/check_exchange.py
+++ b/freqtrade/configuration/check_exchange.py
@@ -1,10 +1,10 @@
 import logging
 from typing import Any, Dict
 
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
                                 is_exchange_officially_supported, validate_exchange)
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/configuration/config_setup.py b/freqtrade/configuration/config_setup.py
index 3b0f778f4..cd8464ead 100644
--- a/freqtrade/configuration/config_setup.py
+++ b/freqtrade/configuration/config_setup.py
@@ -1,7 +1,7 @@
 import logging
 from typing import Any, Dict
 
-from freqtrade.state import RunMode
+from freqtrade.enums import RunMode
 
 from .check_exchange import remove_credentials
 from .config_validation import validate_config_consistency
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 31e38d572..3004d6bf7 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -6,8 +6,8 @@ from jsonschema import Draft4Validator, validators
 from jsonschema.exceptions import ValidationError, best_match
 
 from freqtrade import constants
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index abb9f994b..bfeb2da5c 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -12,10 +12,10 @@ from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
 from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
 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.state import NON_UTIL_MODES, TRADING_MODES, RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 1a86eece5..391ed4587 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -12,9 +12,9 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 418a12076..9466a1649 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -13,11 +13,10 @@ from pandas import DataFrame
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
 from freqtrade.data.history import get_timerange, load_data, refresh_data
-from freqtrade.enums import SellType
+from freqtrade.enums import RunMode, SellType
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange import timeframe_to_seconds
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
-from freqtrade.state import RunMode
 from freqtrade.strategy.interface import IStrategy
 
 
diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index b4037ec12..f0092ffdf 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -1,3 +1,5 @@
 # flake8: noqa: F401
+from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType
 from freqtrade.enums.signaltype import SignalType
+from freqtrade.enums.state import State
diff --git a/freqtrade/state.py b/freqtrade/enums/runmode.py
similarity index 78%
rename from freqtrade/state.py
rename to freqtrade/enums/runmode.py
index 8ddff71d9..06ebf91a2 100644
--- a/freqtrade/state.py
+++ b/freqtrade/enums/runmode.py
@@ -6,18 +6,6 @@ Bot state constant
 from enum import Enum
 
 
-class State(Enum):
-    """
-    Bot application states
-    """
-    RUNNING = 1
-    STOPPED = 2
-    RELOAD_CONFIG = 3
-
-    def __str__(self):
-        return f"{self.name.lower()}"
-
-
 class RunMode(Enum):
     """
     Bot running mode (backtest, hyperopt, ...)
diff --git a/freqtrade/enums/state.py b/freqtrade/enums/state.py
new file mode 100644
index 000000000..d6c611ea0
--- /dev/null
+++ b/freqtrade/enums/state.py
@@ -0,0 +1,18 @@
+# pragma pylint: disable=too-few-public-methods
+
+"""
+Bot state constant
+"""
+from enum import Enum
+
+
+class State(Enum):
+    """
+    Bot application states
+    """
+    RUNNING = 1
+    STOPPED = 2
+    RELOAD_CONFIG = 3
+
+    def __str__(self):
+        return f"{self.name.lower()}"
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e854038d7..1efe277cc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -16,7 +16,7 @@ from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
-from freqtrade.enums import SellType
+from freqtrade.enums import SellType, State
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -27,7 +27,6 @@ from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager, RPCMessageType
-from freqtrade.state import State
 from freqtrade.strategy.interface import IStrategy, SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 6245243aa..0b7a4152a 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -15,7 +15,7 @@ from pandas import DataFrame
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
 from freqtrade.data.history import load_data
-from freqtrade.enums import SellType
+from freqtrade.enums import SellType, State
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
@@ -24,7 +24,6 @@ from freqtrade.persistence import PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
-from freqtrade.state import State
 from freqtrade.strategy.interface import SellCheckTuple
 
 
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index a320f2bb8..e487ffeff 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -14,8 +14,8 @@ with suppress(ImportError):
     from skopt.space import Integer, Real, Categorical
     from freqtrade.optimize.space import SKDecimal
 
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index d5f979c24..1b2ec4550 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -8,10 +8,10 @@ from typing import Any, Dict, NamedTuple
 import arrow
 
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import DependencyException
 from freqtrade.exchange import Exchange
 from freqtrade.persistence import LocalTrade, Trade
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index ec9331eef..4fa9166bf 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -11,9 +11,9 @@ import sdnotify
 
 from freqtrade import __version__, constants
 from freqtrade.configuration import Configuration
+from freqtrade.enums import State
 from freqtrade.exceptions import OperationalException, TemporaryError
 from freqtrade.freqtradebot import FreqtradeBot
-from freqtrade.state import State
 
 
 logger = logging.getLogger(__name__)
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index b0808ae06..47f298ad7 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -17,8 +17,8 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
 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
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
 from tests.conftest import (create_mock_trades, get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 from tests.conftest_trades import MOCK_TRADE_COUNT
diff --git a/tests/conftest.py b/tests/conftest.py
index 43a98647f..dd38ca610 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -17,11 +17,11 @@ from freqtrade import constants
 from freqtrade.commands import Arguments
 from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
+from freqtrade.enums import RunMode
 from freqtrade.exchange import Exchange
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import LocalTrade, Trade, init_db
 from freqtrade.resolvers import ExchangeResolver
-from freqtrade.state import RunMode
 from freqtrade.worker import Worker
 from tests.conftest_trades import (mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4,
                                    mock_trade_5, mock_trade_6)
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index b87258c64..e43309743 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -5,9 +5,9 @@ import pytest
 from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.plugins.pairlistmanager import PairListManager
-from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
 
diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 59ba3015d..a7fd238d1 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -5,9 +5,8 @@ from pathlib import Path
 import pandas as pd
 import pytest
 
-from freqtrade.enums import SellType
+from freqtrade.enums import RunMode, SellType
 from freqtrade.optimize.hyperopt import Hyperopt
-from freqtrade.state import RunMode
 from tests.conftest import patch_exchange
 
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index ed8cf4bcf..7387c8865 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -16,12 +16,11 @@ from freqtrade.data.btanalysis import BT_DATA_COLUMNS, evaluate_result_multi
 from freqtrade.data.converter import clean_ohlcv_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import SellType
+from freqtrade.enums import RunMode, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import LocalTrade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.state import RunMode
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py
index 188b4aa5f..6818a573b 100644
--- a/tests/optimize/test_edge_cli.py
+++ b/tests/optimize/test_edge_cli.py
@@ -4,8 +4,8 @@
 from unittest.mock import MagicMock
 
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
+from freqtrade.enums import RunMode
 from freqtrade.optimize.edge_cli import EdgeCli
-from freqtrade.state import RunMode
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index a1859cec3..e5c05e4c0 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -13,7 +13,7 @@ from filelock import Timeout
 
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
 from freqtrade.data.history import load_data
-from freqtrade.enums import SellType
+from freqtrade.enums import RunMode, SellType
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
@@ -21,7 +21,6 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
-from freqtrade.state import RunMode
 from freqtrade.strategy.hyper import IntParameter
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 7556dde6d..8a41099f4 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -8,12 +8,12 @@ import pytest
 from numpy import isnan
 
 from freqtrade.edge import PairInfo
+from freqtrade.enums import State
 from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
 from freqtrade.persistence import Trade
 from freqtrade.persistence.pairlock_middleware import PairLocks
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
-from freqtrade.state import State
 from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_get_signal
 
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index def2e43c6..8d48e2286 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -15,6 +15,7 @@ from numpy import isnan
 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.loggers import setup_logging, setup_logging_pre
 from freqtrade.persistence import PairLocks, Trade
@@ -22,7 +23,6 @@ from freqtrade.rpc import RPC
 from freqtrade.rpc.api_server import ApiServer
 from freqtrade.rpc.api_server.api_auth import create_token, get_user_from_token
 from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
-from freqtrade.state import RunMode, State
 from tests.conftest import (create_mock_trades, get_mock_coro, get_patched_freqtradebot, log_has,
                             log_has_re, patch_get_signal)
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index ed952efad..7ff9cda9e 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -17,14 +17,13 @@ from telegram.error import NetworkError
 from freqtrade import __version__
 from freqtrade.constants import CANCEL_REASON
 from freqtrade.edge import PairInfo
-from freqtrade.enums import SellType
+from freqtrade.enums import RunMode, SellType, State
 from freqtrade.exceptions import OperationalException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.loggers import setup_logging
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC, RPCMessageType
 from freqtrade.rpc.telegram import Telegram, authorized_only
-from freqtrade.state import RunMode, State
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, patch_exchange,
                             patch_get_signal, patch_whitelist)
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index b08d0775c..aa121edfa 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -20,9 +20,9 @@ from freqtrade.configuration.deprecated_settings import (check_conflicting_setti
                                                          process_temporary_deprecated_settings)
 from freqtrade.configuration.load_config import load_config_file, load_file, log_config_error_range
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import _set_loggers, setup_logging, setup_logging_pre
-from freqtrade.state import RunMode
 from tests.conftest import log_has, log_has_re, patched_configuration_load_config_file
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6d74c3844..1fecb3f6a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -11,7 +11,7 @@ import arrow
 import pytest
 
 from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
-from freqtrade.enums import SellType
+from freqtrade.enums import RunMode, SellType, State
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   TemporaryError)
@@ -19,7 +19,6 @@ from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Order, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.rpc import RPCMessageType
-from freqtrade.state import RunMode, State
 from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.worker import Worker
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
diff --git a/tests/test_main.py b/tests/test_main.py
index d52dcaf79..3546a3bab 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -7,10 +7,10 @@ from unittest.mock import MagicMock, PropertyMock
 import pytest
 
 from freqtrade.commands import Arguments
+from freqtrade.enums import State
 from freqtrade.exceptions import FreqtradeException, OperationalException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.main import main
-from freqtrade.state import State
 from freqtrade.worker import Worker
 from tests.conftest import (log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
diff --git a/tests/test_worker.py b/tests/test_worker.py
index 839f7cdac..c3773d296 100644
--- a/tests/test_worker.py
+++ b/tests/test_worker.py
@@ -3,7 +3,7 @@ import time
 from unittest.mock import MagicMock, PropertyMock
 
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.state import State
+from freqtrade.enums import State
 from freqtrade.worker import Worker
 from tests.conftest import get_patched_worker, log_has, log_has_re
 

From 756904f9854abfd43e71d7df7677f217ab1f07a3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 8 Jun 2021 21:21:29 +0200
Subject: [PATCH 0640/1386] Set sell_reason to stoploss when closing the trade
 as stoploss

closes #5101
---
 freqtrade/persistence/models.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index ee934f657..984b2de27 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -14,6 +14,7 @@ from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.enums import SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence.migrations import check_migrate
@@ -430,6 +431,7 @@ class LocalTrade():
         elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
             self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
+            self.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
             if self.is_open:
                 logger.info(f'{order_type.upper()} is hit for {self}.')
             self.close(safe_value_fallback(order, 'average', 'price'))

From 40f1ede77549ee7a57645030812507a326378fb8 Mon Sep 17 00:00:00 2001
From: Bruno Gouvea <brunohenriquebh@gmail.com>
Date: Wed, 9 Jun 2021 12:03:24 -0300
Subject: [PATCH 0641/1386] Simplifying HO's result function

---
 freqtrade/optimize/hyperopt_tools.py | 40 ++++++++++++++++------------
 1 file changed, 23 insertions(+), 17 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index eaea4aa4a..6024422bc 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -206,33 +206,20 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
-                         print_colorized: bool, remove_header: int) -> str:
-        """
-        Log result table
-        """
-        if not results:
-            return ''
+    def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> str:
 
-        tabulate.PRESERVE_WHITESPACE = True
-
-        trials = json_normalize(results, max_level=1)
         trials['Best'] = ''
+
         if 'results_metrics.winsdrawslosses' not in trials.columns:
             # Ensure compatibility with older versions of hyperopt results
             trials['results_metrics.winsdrawslosses'] = 'N/A'
 
-        has_drawdown = True
-        if 'results_metrics.max_drawdown_abs' not in trials.columns:
+        if not has_drawdown:
             # Ensure compatibility with older versions of hyperopt results
             trials['results_metrics.max_drawdown_abs'] = None
             trials['results_metrics.max_drawdown'] = None
-            has_drawdown = False
 
-        legacy_mode = True
-
-        if 'results_metrics.total_trades' in trials:
-            legacy_mode = False
+        if not legacy_mode:
             # New mode, using backtest result for metrics
             trials['results_metrics.winsdrawslosses'] = trials.apply(
                 lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} "
@@ -257,6 +244,25 @@ class HyperoptTools():
                           'Total profit', 'Profit', 'Avg duration', 'Max Drawdown',
                           'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_best']
 
+        return trials
+
+    @staticmethod
+    def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
+                         print_colorized: bool, remove_header: int) -> str:
+        """
+        Log result table
+        """
+        if not results:
+            return ''
+
+        tabulate.PRESERVE_WHITESPACE = True
+        trials = json_normalize(results, max_level=1)
+
+        legacy_mode = 'results_metrics.total_trades' not in trials
+        has_drawdown = 'results_metrics.max_drawdown_abs' in trials.columns
+
+        trials = HyperoptTools.prepare_trials_columns(trials, legacy_mode, has_drawdown)
+
         trials['is_profit'] = False
         trials.loc[trials['is_initial_point'], 'Best'] = '*     '
         trials.loc[trials['is_best'], 'Best'] = 'Best'

From d4dfdf04fc1ba98710192ee9a83086e6e7bbeaba Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 9 Jun 2021 19:51:44 +0200
Subject: [PATCH 0642/1386] Move RPCMessageType to enums

---
 freqtrade/enums/__init__.py       |  1 +
 freqtrade/enums/rpcmessagetype.py | 19 +++++++++++++++++++
 freqtrade/enums/runmode.py        |  5 -----
 freqtrade/freqtradebot.py         |  4 ++--
 freqtrade/rpc/__init__.py         |  2 +-
 freqtrade/rpc/rpc.py              | 19 -------------------
 freqtrade/rpc/rpc_manager.py      |  3 ++-
 freqtrade/rpc/telegram.py         |  3 ++-
 freqtrade/rpc/webhook.py          |  3 ++-
 freqtrade/strategy/interface.py   |  1 -
 tests/rpc/test_rpc_manager.py     |  3 ++-
 tests/rpc/test_rpc_telegram.py    |  4 ++--
 tests/rpc/test_rpc_webhook.py     |  4 ++--
 tests/test_freqtradebot.py        |  3 +--
 14 files changed, 36 insertions(+), 38 deletions(-)
 create mode 100644 freqtrade/enums/rpcmessagetype.py

diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index f0092ffdf..78163d86f 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -1,4 +1,5 @@
 # flake8: noqa: F401
+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
 from freqtrade.enums.signaltype import SignalType
diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py
new file mode 100644
index 000000000..9c59f6108
--- /dev/null
+++ b/freqtrade/enums/rpcmessagetype.py
@@ -0,0 +1,19 @@
+from enum import Enum
+
+
+class RPCMessageType(Enum):
+    STATUS = 'status'
+    WARNING = 'warning'
+    STARTUP = 'startup'
+    BUY = 'buy'
+    BUY_FILL = 'buy_fill'
+    BUY_CANCEL = 'buy_cancel'
+    SELL = 'sell'
+    SELL_FILL = 'sell_fill'
+    SELL_CANCEL = 'sell_cancel'
+
+    def __repr__(self):
+        return self.value
+
+    def __str__(self):
+        return self.value
diff --git a/freqtrade/enums/runmode.py b/freqtrade/enums/runmode.py
index 06ebf91a2..7826d1d0c 100644
--- a/freqtrade/enums/runmode.py
+++ b/freqtrade/enums/runmode.py
@@ -1,8 +1,3 @@
-# pragma pylint: disable=too-few-public-methods
-
-"""
-Bot state constant
-"""
 from enum import Enum
 
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1efe277cc..7aca0fcb2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -16,7 +16,7 @@ from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
-from freqtrade.enums import SellType, State
+from freqtrade.enums import RPCMessageType, SellType, State
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -26,7 +26,7 @@ from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.rpc import RPCManager, RPCMessageType
+from freqtrade.rpc import RPCManager
 from freqtrade.strategy.interface import IStrategy, SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
diff --git a/freqtrade/rpc/__init__.py b/freqtrade/rpc/__init__.py
index 0a0130ca7..957565e2c 100644
--- a/freqtrade/rpc/__init__.py
+++ b/freqtrade/rpc/__init__.py
@@ -1,3 +1,3 @@
 # flake8: noqa: F401
-from .rpc import RPC, RPCException, RPCHandler, RPCMessageType
+from .rpc import RPC, RPCException, RPCHandler
 from .rpc_manager import RPCManager
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 0b7a4152a..2a7721af0 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -4,7 +4,6 @@ This module contains class to define a RPC communications
 import logging
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
-from enum import Enum
 from math import isnan
 from typing import Any, Dict, List, Optional, Tuple, Union
 
@@ -30,24 +29,6 @@ from freqtrade.strategy.interface import SellCheckTuple
 logger = logging.getLogger(__name__)
 
 
-class RPCMessageType(Enum):
-    STATUS = 'status'
-    WARNING = 'warning'
-    STARTUP = 'startup'
-    BUY = 'buy'
-    BUY_FILL = 'buy_fill'
-    BUY_CANCEL = 'buy_cancel'
-    SELL = 'sell'
-    SELL_FILL = 'sell_fill'
-    SELL_CANCEL = 'sell_cancel'
-
-    def __repr__(self):
-        return self.value
-
-    def __str__(self):
-        return self.value
-
-
 class RPCException(Exception):
     """
     Should be raised with a rpc-formatted message in an _rpc_* method
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index f819b55b4..18ed68041 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -4,7 +4,8 @@ This module contains class to manage RPC communications (Telegram, Slack, ...)
 import logging
 from typing import Any, Dict, List
 
-from freqtrade.rpc import RPC, RPCHandler, RPCMessageType
+from freqtrade.enums import RPCMessageType
+from freqtrade.rpc import RPC, RPCHandler
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 8742d41e2..c3ddfd644 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -22,9 +22,10 @@ from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
 from freqtrade.constants import DUST_PER_COIN
+from freqtrade.enums import RPCMessageType
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import chunks, round_coin_value
-from freqtrade.rpc import RPC, RPCException, RPCHandler, RPCMessageType
+from freqtrade.rpc import RPC, RPCException, RPCHandler
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index 24e1348f1..0e4a4bf6f 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -6,7 +6,8 @@ from typing import Any, Dict
 
 from requests import RequestException, post
 
-from freqtrade.rpc import RPC, RPCHandler, RPCMessageType
+from freqtrade.enums import RPCMessageType
+from freqtrade.rpc import RPC, RPCHandler
 
 
 logger = logging.getLogger(__name__)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 834495a19..8ea38f503 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -6,7 +6,6 @@ import logging
 import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
-from enum import Enum
 from typing import Dict, List, Optional, Tuple, Union
 
 import arrow
diff --git a/tests/rpc/test_rpc_manager.py b/tests/rpc/test_rpc_manager.py
index 69a757fcf..918022386 100644
--- a/tests/rpc/test_rpc_manager.py
+++ b/tests/rpc/test_rpc_manager.py
@@ -3,7 +3,8 @@ import logging
 import time
 from unittest.mock import MagicMock
 
-from freqtrade.rpc import RPCManager, RPCMessageType
+from freqtrade.enums import RPCMessageType
+from freqtrade.rpc import RPCManager
 from tests.conftest import get_patched_freqtradebot, log_has
 
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 7ff9cda9e..bbda55c3e 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -17,12 +17,12 @@ from telegram.error import NetworkError
 from freqtrade import __version__
 from freqtrade.constants import CANCEL_REASON
 from freqtrade.edge import PairInfo
-from freqtrade.enums import RunMode, SellType, State
+from freqtrade.enums import RPCMessageType, RunMode, SellType, State
 from freqtrade.exceptions import OperationalException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.loggers import setup_logging
 from freqtrade.persistence import PairLocks, Trade
-from freqtrade.rpc import RPC, RPCMessageType
+from freqtrade.rpc import RPC
 from freqtrade.rpc.telegram import Telegram, authorized_only
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, patch_exchange,
                             patch_get_signal, patch_whitelist)
diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py
index 43d5dbdc5..04e63a3be 100644
--- a/tests/rpc/test_rpc_webhook.py
+++ b/tests/rpc/test_rpc_webhook.py
@@ -5,8 +5,8 @@ from unittest.mock import MagicMock
 import pytest
 from requests import RequestException
 
-from freqtrade.enums import SellType
-from freqtrade.rpc import RPC, RPCMessageType
+from freqtrade.enums import RPCMessageType, SellType
+from freqtrade.rpc import RPC
 from freqtrade.rpc.webhook import Webhook
 from tests.conftest import get_patched_freqtradebot, log_has
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 1fecb3f6a..66f87f7c9 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -11,14 +11,13 @@ import arrow
 import pytest
 
 from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
-from freqtrade.enums import RunMode, SellType, State
+from freqtrade.enums import RPCMessageType, RunMode, SellType, State
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   TemporaryError)
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Order, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
-from freqtrade.rpc import RPCMessageType
 from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.worker import Worker
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,

From c2929260866771d4444d869f471d727a6b4169b3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 10 Jun 2021 06:21:10 +0200
Subject: [PATCH 0643/1386] Small style improvements (no empty line at start)

---
 freqtrade/enums/selltype.py | 1 -
 freqtrade/enums/state.py    | 5 -----
 2 files changed, 6 deletions(-)

diff --git a/freqtrade/enums/selltype.py b/freqtrade/enums/selltype.py
index e9e3dcb5a..015c30186 100644
--- a/freqtrade/enums/selltype.py
+++ b/freqtrade/enums/selltype.py
@@ -1,4 +1,3 @@
-
 from enum import Enum
 
 
diff --git a/freqtrade/enums/state.py b/freqtrade/enums/state.py
index d6c611ea0..572e2299f 100644
--- a/freqtrade/enums/state.py
+++ b/freqtrade/enums/state.py
@@ -1,8 +1,3 @@
-# pragma pylint: disable=too-few-public-methods
-
-"""
-Bot state constant
-"""
 from enum import Enum
 
 

From c215b24a1914ead4c28688da1115c2f0b1e4c65d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Thu, 10 Jun 2021 15:54:32 +0000
Subject: [PATCH 0644/1386] Bump fastapi from 0.65.1 to 0.65.2

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.65.1 to 0.65.2.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.65.1...0.65.2)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 0e4d35464..abfae55b9 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.0
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.65.1
+fastapi==0.65.2
 uvicorn==0.14.0
 pyjwt==2.1.0
 aiofiles==0.7.0

From a05e38dbd340dab8500c05fcacb9b59d89baad82 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 12 Jun 2021 09:03:55 +0200
Subject: [PATCH 0645/1386] Require timeframe for plot-profit

must be set in config or via --timeframe
---
 freqtrade/plot/plotting.py | 9 ++++++---
 tests/test_plotting.py     | 4 ++++
 2 files changed, 10 insertions(+), 3 deletions(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index f52b0bc81..c1b1232c2 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -47,7 +47,7 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
     data = load_data(
         datadir=config.get('datadir'),
         pairs=pairs,
-        timeframe=config.get('timeframe', '5m'),
+        timeframe=config['timeframe'],
         timerange=timerange,
         startup_candles=startup_candles,
         data_format=config.get('dataformat_ohlcv', 'json'),
@@ -56,7 +56,7 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
     if startup_candles and data:
         min_date, max_date = get_timerange(data)
         logger.info(f"Loading data from {min_date} to {max_date}")
-        timerange.adjust_start_if_necessary(timeframe_to_seconds(config.get('timeframe', '5m')),
+        timerange.adjust_start_if_necessary(timeframe_to_seconds(config['timeframe']),
                                             startup_candles, min_date)
 
     no_trades = False
@@ -583,6 +583,9 @@ def plot_profit(config: Dict[str, Any]) -> None:
     But should be somewhat proportional, and therefor useful
     in helping out to find a good algorithm.
     """
+    if 'timeframe' not in config:
+        raise OperationalException('Timeframe must be set in either config or via --timeframe.')
+
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
     plot_elements = init_plotscript(config, list(exchange.markets))
     trades = plot_elements['trades']
@@ -599,7 +602,7 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
     fig = generate_profit_graph(plot_elements['pairs'], plot_elements['ohlcv'],
-                                trades, config.get('timeframe', '5m'),
+                                trades, config['timeframe'],
                                 config.get('stake_currency', ''))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / 'plot',
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 0b1054ced..20f159e3a 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -462,6 +462,10 @@ def test_plot_profit(default_conf, mocker, testdatadir):
     assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
     assert store_mock.call_args_list[0][1]['auto_open'] is False
 
+    del default_conf['timeframe']
+    with pytest.raises(OperationalException, match=r"Timeframe must be set.*--timeframe.*"):
+        plot_profit(default_conf)
+
 
 @pytest.mark.parametrize("ind1,ind2,plot_conf,exp", [
     # No indicators, use plot_conf

From d35b2e3b8f545aee81742a8698d0db319210fa40 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 11:06:34 +0200
Subject: [PATCH 0646/1386] Update ftx stoploss logic to properly detect
 correct trades

closes #5045
---
 freqtrade/exchange/ftx.py  | 13 ++++++++++++-
 freqtrade/freqtradebot.py  |  9 +++++++--
 tests/exchange/test_ftx.py | 17 ++++++++++++++---
 3 files changed, 33 insertions(+), 6 deletions(-)

diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 105389828..3184c2524 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -100,6 +100,17 @@ class Ftx(Exchange):
 
             order = [order for order in orders if order['id'] == order_id]
             if len(order) == 1:
+                if order[0].get('status') == 'closed':
+                    # Trigger order was triggered ...
+                    real_order_id = order[0].get('info', {}).get('orderId')
+
+                    order1 = self._api.fetch_order(real_order_id, pair)
+                    # Fake type to stop - as this was really a stop order.
+                    order1['id_stop'] = order1['id']
+                    order1['id'] = order_id
+                    order1['type'] = 'stop'
+                    order1['status_stop'] = 'triggered'
+                    return order1
                 return order[0]
             else:
                 raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
@@ -134,5 +145,5 @@ class Ftx(Exchange):
 
     def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
         if order['type'] == 'stop':
-            return safe_value_fallback2(order['info'], order, 'orderId', 'id')
+            return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7aca0fcb2..a2e7fcb5d 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -816,8 +816,13 @@ class FreqtradeBot(LoggingMixin):
                 logger.warning('Stoploss order was cancelled, but unable to recreate one.')
 
         # Finally we check if stoploss on exchange should be moved up because of trailing.
-        if stoploss_order and (self.config.get('trailing_stop', False)
-                               or self.config.get('use_custom_stoploss', False)):
+        # Triggered Orders are now real orders - so don't replace stoploss anymore
+        if (
+            stoploss_order
+            and stoploss_order.get('status_stop') != 'triggered'
+            and (self.config.get('trailing_stop', False)
+                 or self.config.get('use_custom_stoploss', False))
+        ):
             # if trailing stoploss is enabled we check if stoploss value has changed
             # in which case we cancel stoploss order and put another one with new
             # value immediately
diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index 63d99acdf..3794bb79c 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -125,7 +125,7 @@ def test_stoploss_adjust_ftx(mocker, default_conf):
     assert not exchange.stoploss_adjust(1501, order)
 
 
-def test_fetch_stoploss_order(default_conf, mocker):
+def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
     default_conf['dry_run'] = True
     order = MagicMock()
     order.myid = 123
@@ -147,6 +147,17 @@ def test_fetch_stoploss_order(default_conf, mocker):
     with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
         exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
 
+    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': 'closed'}])
+    api_mock.fetch_order = MagicMock(return_value=limit_sell_order)
+
+    resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
+    assert resp
+    assert api_mock.fetch_order.call_count == 1
+    assert resp['id_stop'] == 'mocked_limit_sell'
+    assert resp['id'] == 'X'
+    assert resp['type'] == 'stop'
+    assert resp['status_stop'] == 'triggered'
+
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
@@ -165,8 +176,8 @@ def test_get_order_id(mocker, default_conf):
         'type': STOPLOSS_ORDERTYPE,
         'price': 1500,
         'id': '1111',
+        'id_stop': '1234',
         'info': {
-            'orderId': '1234'
         }
     }
     assert exchange.get_order_id_conditional(order) == '1234'
@@ -175,8 +186,8 @@ def test_get_order_id(mocker, default_conf):
         'type': 'limit',
         'price': 1500,
         'id': '1111',
+        'id_stop': '1234',
         'info': {
-            'orderId': '1234'
         }
     }
     assert exchange.get_order_id_conditional(order) == '1111'

From c65b4e5d3baaf2046bad848a5e061b267f767458 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 11:17:44 +0200
Subject: [PATCH 0647/1386] Small fix to models

---
 freqtrade/persistence/models.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 984b2de27..bbbc55c13 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -437,7 +437,7 @@ class LocalTrade():
             self.close(safe_value_fallback(order, 'average', 'price'))
         else:
             raise ValueError(f'Unknown order type: {order_type}')
-        cleanup_db()
+        Trade.commit()
 
     def close(self, rate: float, *, show_msg: bool = True) -> None:
         """

From d54ee0eb040b975a0e71cb6ccc106babd2f55d12 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 11:24:24 +0200
Subject: [PATCH 0648/1386] Refactor hyperopt_tools naming

---
 freqtrade/commands/hyperopt_commands.py | 6 +++---
 freqtrade/optimize/hyperopt.py          | 4 ++--
 freqtrade/optimize/hyperopt_tools.py    | 4 ++--
 tests/optimize/test_hyperopt.py         | 4 ++--
 4 files changed, 9 insertions(+), 9 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index dba4179ff..19337b407 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -67,7 +67,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     if epochs and not no_details:
         sorted_epochs = sorted(epochs, key=itemgetter('loss'))
         results = sorted_epochs[0]
-        HyperoptTools.print_epoch_details(results, total_epochs, print_json, no_header)
+        HyperoptTools.show_epoch_details(results, total_epochs, print_json, no_header)
 
     if epochs and export_csv:
         HyperoptTools.export_csv_file(
@@ -132,8 +132,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
             show_backtest_result(metrics['strategy_name'], metrics,
                                  metrics['stake_currency'])
 
-        HyperoptTools.print_epoch_details(val, total_epochs, print_json, no_header,
-                                          header_str="Epoch details")
+        HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
+                                         header_str="Epoch details")
 
 
 def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 49273d3de..c2b2b93cb 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -469,8 +469,8 @@ class Hyperopt:
                     f"saved to '{self.results_file}'.")
 
         if self.current_best_epoch:
-            HyperoptTools.print_epoch_details(self.current_best_epoch, self.total_epochs,
-                                              self.print_json)
+            HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
+                                             self.print_json)
         else:
             # This is printed when Ctrl+C is pressed quickly, before first epochs have
             # a chance to be evaluated.
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 6024422bc..d31b956dd 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -73,8 +73,8 @@ class HyperoptTools():
         return epochs
 
     @staticmethod
-    def print_epoch_details(results, total_epochs: int, print_json: bool,
-                            no_header: bool = False, header_str: str = None) -> None:
+    def show_epoch_details(results, total_epochs: int, print_json: bool,
+                           no_header: bool = False, header_str: str = None) -> None:
         """
         Display details of the hyperopt result
         """
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index e5c05e4c0..10e99395d 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1068,7 +1068,7 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
         hyperopt.start()
 
 
-def test_print_epoch_details(capsys):
+def test_show_epoch_details(capsys):
     test_result = {
         'params_details': {
             'trailing': {
@@ -1090,7 +1090,7 @@ def test_print_epoch_details(capsys):
         'is_best': True
     }
 
-    HyperoptTools.print_epoch_details(test_result, 5, False, no_header=True)
+    HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
     captured = capsys.readouterr()
     assert '# Trailing stop:' in captured.out
     # re.match(r"Pairs for .*", captured.out)

From fb4dd6c2ac161fd5af1b901a0eab931d868a0673 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 11:34:44 +0200
Subject: [PATCH 0649/1386] Update test to cover this scenario

---
 tests/strategy/test_strategy_loading.py | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 965c3d37b..bd192ecb5 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -129,13 +129,16 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
     default_conf.update({
         'strategy': 'DefaultStrategy',
         'minimal_roi': {
+            "20": 0.1,
             "0": 0.5
         }
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
     assert strategy.minimal_roi[0] == 0.5
-    assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
+    assert log_has(
+        "Override strategy 'minimal_roi' with value in config file: {'20': 0.1, '0': 0.5}.",
+        caplog)
 
 
 def test_strategy_override_stoploss(caplog, default_conf):

From eaf0aac77e7e42767028250e8216bc8d5df706e9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 11:45:23 +0200
Subject: [PATCH 0650/1386] Remove OrderedDict

as we're no longer supporting python 3.6
---
 freqtrade/commands/list_commands.py      |  3 +--
 freqtrade/optimize/hyperopt_tools.py     | 20 ++++----------------
 freqtrade/resolvers/strategy_resolver.py |  3 +--
 3 files changed, 6 insertions(+), 20 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index f59adb5d8..cd26aa60e 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -1,7 +1,6 @@
 import csv
 import logging
 import sys
-from collections import OrderedDict
 from pathlib import Path
 from typing import Any, Dict, List
 
@@ -154,7 +153,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                                      pairs_only=pairs_only,
                                      active_only=active_only)
         # Sort the pairs/markets by symbol
-        pairs = OrderedDict(sorted(pairs.items()))
+        pairs = dict(sorted(pairs.items()))
     except Exception as e:
         raise OperationalException(f"Cannot get markets. Reason: {e}") from e
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index d31b956dd..fb1a0f56a 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -1,7 +1,6 @@
 
 import io
 import logging
-from collections import OrderedDict
 from pathlib import Path
 from typing import Any, Dict, List
 
@@ -111,16 +110,9 @@ class HyperoptTools():
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(space_params)
             elif space == 'roi':
-                # TODO: get rid of OrderedDict when support for python 3.6 will be
-                # dropped (dicts keep the order as the language feature)
-
                 # Convert keys in min_roi dict to strings because
                 # rapidjson cannot dump dicts with integer keys...
-                # OrderedDict is used to keep the numeric order of the items
-                # in the dict.
-                result_dict['minimal_roi'] = OrderedDict(
-                    (str(k), v) for k, v in space_params.items()
-                )
+                result_dict['minimal_roi'] = {str(k): v for k, v in space_params.items()}
             else:  # 'stoploss', 'trailing'
                 result_dict.update(space_params)
 
@@ -132,13 +124,9 @@ class HyperoptTools():
             if space == 'stoploss':
                 result += f"stoploss = {space_params.get('stoploss')}"
             elif space == 'roi':
-                # TODO: get rid of OrderedDict when support for python 3.6 will be
-                # dropped (dicts keep the order as the language feature)
-                minimal_roi_result = rapidjson.dumps(
-                    OrderedDict(
-                        (str(k), v) for k, v in space_params.items()
-                    ),
-                    default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
+                minimal_roi_result = rapidjson.dumps({
+                        str(k): v for k, v in space_params.items()
+                }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
             elif space == 'trailing':
 
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 05fbac10d..6484f900b 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -6,7 +6,6 @@ This module load custom strategies
 import logging
 import tempfile
 from base64 import urlsafe_b64decode
-from collections import OrderedDict
 from inspect import getfullargspec
 from pathlib import Path
 from typing import Any, Dict, Optional
@@ -139,7 +138,7 @@ class StrategyResolver(IResolver):
 
         # Sort and apply type conversions
         if hasattr(strategy, 'minimal_roi'):
-            strategy.minimal_roi = OrderedDict(sorted(
+            strategy.minimal_roi = dict(sorted(
                 {int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
                 key=lambda t: t[0]))
         if hasattr(strategy, 'stoploss'):

From 03eff698291b16077163bfe153860276a2a48d28 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 20:21:43 +0200
Subject: [PATCH 0651/1386] Simplify update message sending

---
 freqtrade/rpc/telegram.py | 36 +++++++++++++++++-------------------
 1 file changed, 17 insertions(+), 19 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ba9c6c0f6..921fdfe59 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -10,12 +10,12 @@ from datetime import date, datetime, timedelta
 from html import escape
 from itertools import chain
 from math import isnan
-from typing import Any, Callable, Dict, List, Union, cast
+from typing import Any, Callable, Dict, List, Union
 
 import arrow
 from tabulate import tabulate
-from telegram import (InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton, ParseMode,
-                      ReplyKeyboardMarkup, Update)
+from telegram import (CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton,
+                      ParseMode, ReplyKeyboardMarkup, Update)
 from telegram.error import BadRequest, NetworkError, TelegramError
 from telegram.ext import CallbackContext, CallbackQueryHandler, CommandHandler, Updater
 from telegram.utils.helpers import escape_markdown
@@ -180,8 +180,8 @@ class Telegram(RPCHandler):
         for handle in handles:
             self._updater.dispatcher.add_handler(handle)
 
-        for handle in callbacks:
-            self._updater.dispatcher.add_handler(handle)
+        for callback in callbacks:
+            self._updater.dispatcher.add_handler(callback)
 
         self._updater.start_polling(
             bootstrap_retries=-1,
@@ -422,9 +422,7 @@ class Telegram(RPCHandler):
                     lines = message.split("\n")
                     message = "\n".join(lines[:-1] + [lines[1]] + [lines[-1]])
                 if(messages_count == 1 and update.callback_query):
-                    query = update.callback_query
-                    self._update_msg(chat_id=query.message.chat_id,
-                                     message_id=query.message.message_id,
+                    self._update_msg(query=update.callback_query,
                                      msg=f"<pre>{message}</pre>",
                                      parse_mode=ParseMode.HTML,
                                      callback_path="update_status_table", reload_able=True)
@@ -469,8 +467,7 @@ class Telegram(RPCHandler):
                 tablefmt='simple')
             message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
             if(update.callback_query):
-                query = update.callback_query
-                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+                self._update_msg(query=update.callback_query,
                                  msg=message, parse_mode=ParseMode.HTML,
                                  callback_path="update_daily", reload_able=True)
             else:
@@ -548,8 +545,7 @@ class Telegram(RPCHandler):
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
         if(update.callback_query):
-            query = update.callback_query
-            self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+            self._update_msg(query=update.callback_query,
                              msg=markdown_msg, callback_path="update_profit", reload_able=True)
         else:
             self._send_msg(msg=markdown_msg, callback_path="update_profit", reload_able=True)
@@ -640,8 +636,7 @@ class Telegram(RPCHandler):
                        f"\t`{result['symbol']}: "
                        f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
             if(update.callback_query):
-                query = update.callback_query
-                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+                self._update_msg(query=update.callback_query,
                                  msg=output, callback_path="update_balance", reload_able=True)
             else:
                 self._send_msg(msg=output, callback_path="update_balance", reload_able=True)
@@ -841,8 +836,7 @@ class Telegram(RPCHandler):
                     output += stat_line
 
             if(sent_messages == 0 and update.callback_query):
-                query = update.callback_query
-                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+                self._update_msg(query=update.callback_query,
                                  msg=output, parse_mode=ParseMode.HTML,
                                  callback_path="update_performance", reload_able=True)
             else:
@@ -868,8 +862,7 @@ class Telegram(RPCHandler):
             message = "<pre>{}</pre>".format(message)
             logger.debug(message)
             if(update.callback_query):
-                query = update.callback_query
-                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+                self._update_msg(query=update.callback_query,
                                  msg=message, parse_mode=ParseMode.HTML,
                                  callback_path="update_count", reload_able=True)
             else:
@@ -1106,7 +1099,7 @@ class Telegram(RPCHandler):
             f"*Current state:* `{val['state']}`"
         )
 
-    def _update_msg(self, chat_id: str, message_id: str, msg: str, callback_path: str = "",
+    def _update_msg(self, query: CallbackQuery, msg: str, callback_path: str = "",
                     reload_able: bool = False, parse_mode: str = ParseMode.MARKDOWN) -> None:
         if reload_able:
             reply_markup = InlineKeyboardMarkup([
@@ -1115,6 +1108,11 @@ class Telegram(RPCHandler):
         else:
             reply_markup = InlineKeyboardMarkup([[]])
         msg += "\nUpdated: {}".format(datetime.now().ctime())
+        if not query.message:
+            return
+        chat_id = query.message.chat_id
+        message_id = query.message.message_id
+
         try:
             try:
                 self._updater.bot.edit_message_text(

From a95f760ff7e46462ca7116aa5f6616fcc54724e3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 20:34:08 +0200
Subject: [PATCH 0652/1386] Simplify update logic by moving it to send_msg

---
 freqtrade/rpc/telegram.py | 65 +++++++++++++--------------------------
 1 file changed, 22 insertions(+), 43 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 921fdfe59..0fb322eb8 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -10,7 +10,7 @@ from datetime import date, datetime, timedelta
 from html import escape
 from itertools import chain
 from math import isnan
-from typing import Any, Callable, Dict, List, Union
+from typing import Any, Callable, Dict, List, Optional, Union
 
 import arrow
 from tabulate import tabulate
@@ -421,14 +421,9 @@ class Telegram(RPCHandler):
                     # insert separators line between Total
                     lines = message.split("\n")
                     message = "\n".join(lines[:-1] + [lines[1]] + [lines[-1]])
-                if(messages_count == 1 and update.callback_query):
-                    self._update_msg(query=update.callback_query,
-                                     msg=f"<pre>{message}</pre>",
-                                     parse_mode=ParseMode.HTML,
-                                     callback_path="update_status_table", reload_able=True)
-                else:
-                    self._send_msg(f"<pre>{message}</pre>", reload_able=True,
-                                   callback_path="update_status_table", parse_mode=ParseMode.HTML)
+                self._send_msg(f"<pre>{message}</pre>", reload_able=True,
+                               callback_path="update_status_table", parse_mode=ParseMode.HTML,
+                               query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -466,13 +461,8 @@ class Telegram(RPCHandler):
                 ],
                 tablefmt='simple')
             message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
-            if(update.callback_query):
-                self._update_msg(query=update.callback_query,
-                                 msg=message, parse_mode=ParseMode.HTML,
-                                 callback_path="update_daily", reload_able=True)
-            else:
-                self._send_msg(msg=message, parse_mode=ParseMode.HTML, callback_path="update_daily",
-                               reload_able=True)
+            self._send_msg(message, parse_mode=ParseMode.HTML, callback_path="update_daily",
+                           reload_able=True, query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -544,11 +534,8 @@ class Telegram(RPCHandler):
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
-        if(update.callback_query):
-            self._update_msg(query=update.callback_query,
-                             msg=markdown_msg, callback_path="update_profit", reload_able=True)
-        else:
-            self._send_msg(msg=markdown_msg, callback_path="update_profit", reload_able=True)
+        self._send_msg(markdown_msg, callback_path="update_profit", reload_able=True,
+                       query=update.callback_query)
 
     @authorized_only
     def _stats(self, update: Update, context: CallbackContext) -> None:
@@ -635,11 +622,8 @@ class Telegram(RPCHandler):
                        f"\t`{result['stake']}: {result['total']: .8f}`\n"
                        f"\t`{result['symbol']}: "
                        f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
-            if(update.callback_query):
-                self._update_msg(query=update.callback_query,
-                                 msg=output, callback_path="update_balance", reload_able=True)
-            else:
-                self._send_msg(msg=output, callback_path="update_balance", reload_able=True)
+            self._send_msg(output, callback_path="update_balance", reload_able=True,
+                           query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -820,7 +804,6 @@ class Telegram(RPCHandler):
         try:
             trades = self._rpc._rpc_performance()
             output = "<b>Performance:</b>\n"
-            sent_messages = 0
             for i, trade in enumerate(trades):
                 stat_line = (
                     f"{i+1}.\t <code>{trade['pair']}\t"
@@ -831,17 +814,12 @@ class Telegram(RPCHandler):
                 if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
                     self._send_msg(output, parse_mode=ParseMode.HTML)
                     output = stat_line
-                    sent_messages += 1
                 else:
                     output += stat_line
 
-            if(sent_messages == 0 and update.callback_query):
-                self._update_msg(query=update.callback_query,
-                                 msg=output, parse_mode=ParseMode.HTML,
-                                 callback_path="update_performance", reload_able=True)
-            else:
-                self._send_msg(msg=output, parse_mode=ParseMode.HTML,
-                               callback_path="update_performance", reload_able=True)
+            self._send_msg(output, parse_mode=ParseMode.HTML,
+                           callback_path="update_performance", reload_able=True,
+                           query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -861,13 +839,9 @@ class Telegram(RPCHandler):
                                tablefmt='simple')
             message = "<pre>{}</pre>".format(message)
             logger.debug(message)
-            if(update.callback_query):
-                self._update_msg(query=update.callback_query,
-                                 msg=message, parse_mode=ParseMode.HTML,
-                                 callback_path="update_count", reload_able=True)
-            else:
-                self._send_msg(msg=message, parse_mode=ParseMode.HTML,
-                               callback_path="update_count", reload_able=True)
+            self._send_msg(message, parse_mode=ParseMode.HTML,
+                           callback_path="update_count", reload_able=True,
+                           query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -1140,7 +1114,8 @@ class Telegram(RPCHandler):
                   disable_notification: bool = False,
                   keyboard: List[List[Union[str, KeyboardButton, InlineKeyboardButton]]] = None,
                   callback_path: str = "",
-                  reload_able: bool = False) -> None:
+                  reload_able: bool = False,
+                  query: Optional[CallbackQuery] = None) -> None:
         """
         Send given markdown message
         :param msg: message
@@ -1148,6 +1123,10 @@ class Telegram(RPCHandler):
         :param parse_mode: telegram parse mode
         :return: None
         """
+        if query:
+            self._update_msg(query=query, msg=msg, parse_mode=parse_mode,
+                             callback_path=callback_path, reload_able=reload_able)
+            return
         if reload_able and self._config['telegram'].get('reload', True):
             reply_markup = InlineKeyboardMarkup([
                 [InlineKeyboardButton("Refresh", callback_data=callback_path)]])

From e226252921c87370f173631221ca5f522ce1ccba Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 20:39:25 +0200
Subject: [PATCH 0653/1386] Always use the same parameter sequence

---
 freqtrade/rpc/telegram.py | 16 ++++++++--------
 1 file changed, 8 insertions(+), 8 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0fb322eb8..8f8627ece 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -421,8 +421,8 @@ class Telegram(RPCHandler):
                     # insert separators line between Total
                     lines = message.split("\n")
                     message = "\n".join(lines[:-1] + [lines[1]] + [lines[-1]])
-                self._send_msg(f"<pre>{message}</pre>", reload_able=True,
-                               callback_path="update_status_table", parse_mode=ParseMode.HTML,
+                self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML,
+                               reload_able=True, callback_path="update_status_table",
                                query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
@@ -461,8 +461,8 @@ class Telegram(RPCHandler):
                 ],
                 tablefmt='simple')
             message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
-            self._send_msg(message, parse_mode=ParseMode.HTML, callback_path="update_daily",
-                           reload_able=True, query=update.callback_query)
+            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
+                           callback_path="update_daily", query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -534,7 +534,7 @@ class Telegram(RPCHandler):
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
-        self._send_msg(markdown_msg, callback_path="update_profit", reload_able=True,
+        self._send_msg(markdown_msg, reload_able=True, callback_path="update_profit",
                        query=update.callback_query)
 
     @authorized_only
@@ -622,7 +622,7 @@ class Telegram(RPCHandler):
                        f"\t`{result['stake']}: {result['total']: .8f}`\n"
                        f"\t`{result['symbol']}: "
                        f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
-            self._send_msg(output, callback_path="update_balance", reload_able=True,
+            self._send_msg(output, reload_able=True, callback_path="update_balance",
                            query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
@@ -818,7 +818,7 @@ class Telegram(RPCHandler):
                     output += stat_line
 
             self._send_msg(output, parse_mode=ParseMode.HTML,
-                           callback_path="update_performance", reload_able=True,
+                           reload_able=True, callback_path="update_performance",
                            query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
@@ -840,7 +840,7 @@ class Telegram(RPCHandler):
             message = "<pre>{}</pre>".format(message)
             logger.debug(message)
             self._send_msg(message, parse_mode=ParseMode.HTML,
-                           callback_path="update_count", reload_able=True,
+                           reload_able=True, callback_path="update_count",
                            query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))

From cd6620a044d9ebd53584febc9ef7500e6d2dd820 Mon Sep 17 00:00:00 2001
From: Bernd Zeimetz <bernd@bzed.de>
Date: Fri, 11 Jun 2021 15:01:13 +0200
Subject: [PATCH 0654/1386] Ignore broken symlinks while resolving strategies.

Without this fix the resolver tries to read from the broken symlink,
resulting in an exception that leads to the the rather confusing
error message

freqtrade.resolvers.iresolver - WARNING - Path "...../user_data/strategies" does not exist.

as a result of a symlink matching .py not being readable.
---
 freqtrade/resolvers/iresolver.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index b51795e9e..5172e6fda 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -91,6 +91,9 @@ class IResolver:
             if not str(entry).endswith('.py'):
                 logger.debug('Ignoring %s', entry)
                 continue
+            if entry.is_symlink() and not entry.is_file():
+                logger.debug('Ignoring broken symlink %s', entry)
+                continue
             module_path = entry.resolve()
 
             obj = next(cls._get_valid_object(module_path, object_name), None)

From 6dc4259c6e6e664cf3bdb9f14b37447a1522152f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 14 Jun 2021 05:18:54 +0000
Subject: [PATCH 0655/1386] Bump mkdocs-material from 7.1.7 to 7.1.8

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.7 to 7.1.8.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.7...7.1.8)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 776d5592a..9b27d974b 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2
-mkdocs-material==7.1.7
+mkdocs-material==7.1.8
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 4530ae28cd0786611926ceb036d002f3956cdfa6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 14 Jun 2021 05:19:16 +0000
Subject: [PATCH 0656/1386] Bump sqlalchemy from 1.4.17 to 1.4.18

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.17 to 1.4.18.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index abfae55b9..fddf2cffe 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.51.3
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.17
+SQLAlchemy==1.4.18
 python-telegram-bot==13.6
 arrow==1.1.0
 cachetools==4.2.2

From 3f1d6d453cbde0cceab5b1b2239bce9b5f6b1635 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 14 Jun 2021 05:19:23 +0000
Subject: [PATCH 0657/1386] Bump mypy from 0.812 to 0.902

Bumps [mypy](https://github.com/python/mypy) from 0.812 to 0.902.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.812...v0.902)

---
updated-dependencies:
- dependency-name: mypy
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 6fbe581a5..b0f970224 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==3.1.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.3.0
-mypy==0.812
+mypy==0.902
 pytest==6.2.4
 pytest-asyncio==0.15.1
 pytest-cov==2.12.1

From fe933e78bde88a6e3424aeafd397fbc311770b36 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 14 Jun 2021 05:19:33 +0000
Subject: [PATCH 0658/1386] Bump ccxt from 1.51.3 to 1.51.40

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.51.3 to 1.51.40.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.51.3...1.51.40)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index abfae55b9..781425ec5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.3
 pandas==1.2.4
 
-ccxt==1.51.3
+ccxt==1.51.40
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 63802aa7f66487d8a83342e757eaf69da89bc207 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 14 Jun 2021 08:52:42 +0000
Subject: [PATCH 0659/1386] Bump mkdocs from 1.2 to 1.2.1

Bumps [mkdocs](https://github.com/mkdocs/mkdocs) from 1.2 to 1.2.1.
- [Release notes](https://github.com/mkdocs/mkdocs/releases)
- [Commits](https://github.com/mkdocs/mkdocs/compare/1.2...1.2.1)

---
updated-dependencies:
- dependency-name: mkdocs
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 9b27d974b..352103f8b 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
-mkdocs==1.2
+mkdocs==1.2.1
 mkdocs-material==7.1.8
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 4ba7a2bbd290c2c6e5746995ceacd89660a04ab5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 19:18:42 +0200
Subject: [PATCH 0660/1386] Fix mypy update problems

---
 freqtrade/resolvers/iresolver.py |  3 +++
 freqtrade/rpc/webhook.py         | 15 +++++++--------
 requirements-dev.txt             |  6 ++++++
 3 files changed, 16 insertions(+), 8 deletions(-)

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 5172e6fda..5b6977b4b 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -58,6 +58,9 @@ class IResolver:
         # Generate spec based on absolute path
         # Pass object_name as first argument to have logging print a reasonable name.
         spec = importlib.util.spec_from_file_location(object_name or "", str(module_path))
+        if not spec:
+            return iter([None])
+
         module = importlib.util.module_from_spec(spec)
         try:
             spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index 0e4a4bf6f..b4c55649e 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -77,14 +77,13 @@ class Webhook(RPCHandler):
     def _send_msg(self, payload: dict) -> None:
         """do the actual call to the webhook"""
 
-        if self._format == 'form':
-            kwargs = {'data': payload}
-        elif self._format == 'json':
-            kwargs = {'json': payload}
-        else:
-            raise NotImplementedError('Unknown format: {}'.format(self._format))
-
         try:
-            post(self._url, **kwargs)
+            if self._format == 'form':
+                post(self._url, data=payload)
+            elif self._format == 'json':
+                post(self._url, json=payload)
+            else:
+                raise NotImplementedError('Unknown format: {}'.format(self._format))
+
         except RequestException as exc:
             logger.warning("Could not call webhook url. Exception: %s", exc)
diff --git a/requirements-dev.txt b/requirements-dev.txt
index b0f970224..924b35e1a 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -17,3 +17,9 @@ isort==5.8.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.0.7
+
+# mypy types
+types-cachetools==0.1.7
+types-filelock==0.1.3
+types-requests==0.1.11
+types-tabulate==0.1.0

From cf7394d01cb6798213bb4b08572885328756adda Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 19:57:24 +0200
Subject: [PATCH 0661/1386] Export backtesting results by default

closes #4977
---
 docs/backtesting.md                | 21 +++++++++++++--------
 freqtrade/commands/cli_options.py  |  5 +++--
 freqtrade/constants.py             |  2 ++
 freqtrade/optimize/backtesting.py  |  2 +-
 tests/conftest.py                  |  1 +
 tests/optimize/test_backtesting.py | 12 ++++++------
 tests/test_configuration.py        |  5 ++---
 7 files changed, 28 insertions(+), 20 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 2027c2079..26642ef8c 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -19,7 +19,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--enable-protections]
                              [--dry-run-wallet DRY_RUN_WALLET]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
-                             [--export EXPORT] [--export-filename PATH]
+                             [--export {none,trades}] [--export-filename PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -63,8 +63,8 @@ optional arguments:
                         name is injected into the filename (so `backtest-
                         data.json` becomes `backtest-data-
                         DefaultStrategy.json`
-  --export EXPORT       Export backtest results, argument are: trades.
-                        Example: `--export=trades`
+  --export {none,trades}
+                        Export backtest results (default: trades).
   --export-filename PATH
                         Save backtest results to the file with this filename.
                         Requires `--export` to be set as well. Example:
@@ -100,7 +100,7 @@ Strategy arguments:
 Now you have good Buy and Sell strategies and some historic data, you want to test it against
 real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
-Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
+Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHLCV) data from `user_data/data/<exchange>` by default.
 If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
@@ -110,11 +110,16 @@ All profit calculations include fees, and freqtrade will use the exchange's defa
 
 !!! Warning "Using dynamic pairlists for backtesting"
     Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
-    Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed.
+    Also, when using pairlists other than StaticPairlist, reproducibility of backtesting-results cannot be guaranteed.
     Please read the [pairlists documentation](plugins.md#pairlists) for more information.
 
     To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist.
 
+!!! Note
+    By default, Freqtrade will export backtesting results to `user_data/backtest_results`.
+    The exported trades can be used for [further analysis](#further-backtest-result-analysis) or can be used by the [plotting sub-command](plotting.md#plot-price-and-indicators) (`freqtrade plot-dataframe`) in the scripts directory.
+
+
 ### Starting balance
 
 Backtesting will require a starting balance, which can be provided as `--dry-run-wallet <balance>` or `--starting-balance <balance>` command line argument, or via `dry_run_wallet` configuration setting.
@@ -174,13 +179,13 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies
 
 ---
 
-Exporting trades to file
+Prevent exporting trades to file
 
 ```bash
-freqtrade backtesting --strategy backtesting --export trades --config config.json 
+freqtrade backtesting --strategy backtesting --export none --config config.json 
 ```
 
-The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.
+Only use this if you're sure you'll not want to plot or analyze your results further.
 
 ---
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index d832693ee..b226415e7 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -167,8 +167,9 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "export": Arg(
         '--export',
-        help='Export backtest results, argument are: trades. '
-        'Example: `--export=trades`',
+        help='Export backtest results (default: trades).',
+        choices=constants.EXPORT_OPTIONS,
+
     ),
     "exportfilename": Arg(
         '--export-filename',
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index e42b9d4b8..259aa0e03 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -12,6 +12,7 @@ PROCESS_THROTTLE_SECS = 5  # sec
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
 TIMEOUT_UNITS = ['minutes', 'seconds']
+EXPORT_OPTIONS = ['none', 'trades']
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
@@ -308,6 +309,7 @@ CONF_SCHEMA = {
             'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
         },
         'db_url': {'type': 'string'},
+        'export': {'type': 'string', 'enum': EXPORT_OPTIONS, 'default': 'trades'},
         'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
         'forcebuy_enable': {'type': 'boolean'},
         'disable_dataframe_checks': {'type': 'boolean'},
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 922f89c22..c72a8b5c5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -520,7 +520,7 @@ class Backtesting:
             stats = generate_backtest_stats(data, self.all_results,
                                             min_date=min_date, max_date=max_date)
 
-            if self.config.get('export', False):
+            if self.config.get('export', 'none') == 'trades':
                 store_backtest_stats(self.config['exportfilename'], stats)
 
             # Show backtest results
diff --git a/tests/conftest.py b/tests/conftest.py
index dd38ca610..c6a0dfcfd 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -326,6 +326,7 @@ def get_default_conf(testdatadir):
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
         "strategy": "DefaultStrategy",
         "internals": {},
+        "export": "none",
     }
     return configuration
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 7387c8865..60bd82d71 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -155,6 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
         'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
+        '--export', 'none'
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
@@ -172,7 +173,8 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'timerange' not in config
-    assert 'export' not in config
+    assert 'export' in config
+    assert config['export'] == 'none'
     assert 'runmode' in config
     assert config['runmode'] == RunMode.BACKTEST
 
@@ -193,7 +195,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
-        '--export', '/bar/foo',
         '--export-filename', 'foo_bar.json',
         '--fee', '0',
     ]
@@ -223,7 +224,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
 
     assert 'export' in config
-    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
     assert 'exportfilename' in config
     assert isinstance(config['exportfilename'], Path)
     assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
@@ -395,7 +395,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     backtesting = Backtesting(default_conf)
@@ -416,7 +416,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     with pytest.raises(OperationalException, match='No pair in whitelist.'):
@@ -440,7 +440,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
 
     default_conf['ticker_interval'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     # Use stoploss from strategy
     del default_conf['stoploss']
     default_conf['timerange'] = '20180101-20180102'
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index aa121edfa..c5d0cd908 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -425,7 +425,6 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'timerange' not in config
-    assert 'export' not in config
 
 
 def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
@@ -448,7 +447,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
-        '--export', '/bar/foo',
+        '--export', 'trades',
         '--stake-amount', 'unlimited'
     ]
 
@@ -496,7 +495,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
         'backtesting',
         '--config', 'config.json',
         '--ticker-interval', '1m',
-        '--export', '/bar/foo',
+        '--export', 'trades',
         '--strategy-list',
         'DefaultStrategy',
         'TestStrategy'

From 6d5fc967147e0aae37423d1e0ee57de47a17a791 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 12 Jun 2021 10:16:30 +0300
Subject: [PATCH 0662/1386] Implement most pessimistic handling of trailing
 stoploss.

---
 freqtrade/optimize/backtesting.py      | 16 +++++++++
 freqtrade/strategy/interface.py        |  4 +--
 tests/optimize/test_backtest_detail.py | 47 ++++++++++++++++++++++++++
 3 files changed, 65 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c72a8b5c5..19ae74ae6 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -225,6 +225,22 @@ class Backtesting:
                 # sell at open price.
                 return sell_row[OPEN_IDX]
 
+            # Special case: trailing triggers within same candle as trade opened. Assume most
+            # pessimistic price movement, which is moving just enough to arm stoploss and
+            # immediately going down to stop price.
+            if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0 and \
+               self.strategy.trailing_stop_positive:
+                if self.strategy.trailing_only_offset_is_reached:
+                    # Worst case: price reaches stop_positive_offset and dives down.
+                    stop_rate = sell_row[OPEN_IDX] * \
+                                (1 + abs(self.strategy.trailing_stop_positive_offset) -
+                                 abs(self.strategy.trailing_stop_positive))
+                else:
+                    # Worst case: price ticks tiny bit above open and dives down.
+                    stop_rate = sell_row[OPEN_IDX] * (1 - abs(self.strategy.trailing_stop_positive))
+                    assert stop_rate < sell_row[HIGH_IDX]
+                return stop_rate
+
             # Set close_rate to stoploss
             return trade.stop_loss
         elif sell.sell_type == (SellType.ROI):
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 8ea38f503..47d4259fc 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -610,7 +610,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # Initiate stoploss with open_rate. Does nothing if stoploss is already set.
         trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
 
-        if self.use_custom_stoploss:
+        if self.use_custom_stoploss and trade.stop_loss < current_rate:
             stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
                                                     )(pair=trade.pair, trade=trade,
                                                       current_time=current_time,
@@ -623,7 +623,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 logger.warning("CustomStoploss function did not return valid stoploss")
 
-        if self.trailing_stop:
+        if self.trailing_stop and trade.stop_loss < current_rate:
             # trailing stoploss handling
             sl_offset = self.trailing_stop_positive_offset
 
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index e5b969383..488425323 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -457,6 +457,50 @@ tc28 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
+# Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
+# high of stoploss candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc29 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+)
+
+# Test 30: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc30 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+# Test 31: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc31 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -487,6 +531,9 @@ TESTS = [
     tc26,
     tc27,
     tc28,
+    tc29,
+    tc30,
+    tc31,
 ]
 
 

From 38ed49cef54d0bfe4606be46e2ec88c344e768b3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 16:37:11 +0200
Subject: [PATCH 0663/1386] move low to stoploss_reached

to clarify where which rate is used
---
 freqtrade/strategy/interface.py | 18 ++++++++++--------
 1 file changed, 10 insertions(+), 8 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 47d4259fc..6358c6a4e 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -524,15 +524,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param force_stoploss: Externally provided stoploss
         :return: True if trade should be sold, False otherwise
         """
-        # Set current rate to low for backtesting sell
-        current_rate = low or rate
+        current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
         trade.adjust_min_max_rates(high or current_rate)
 
         stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                               current_time=date, current_profit=current_profit,
-                                              force_stoploss=force_stoploss, high=high)
+                                              force_stoploss=force_stoploss, low=low, high=high)
 
         # Set current rate to high for backtesting sell
         current_rate = high or rate
@@ -599,18 +598,21 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
-                          force_stoploss: float, high: float = None) -> SellCheckTuple:
+                          force_stoploss: float, low: float = None,
+                          high: float = None) -> SellCheckTuple:
         """
         Based on current profit of the trade and configured (trailing) stoploss,
         decides to sell or not
         :param current_profit: current profit as ratio
+        :param low: Low value of this candle, only set in backtesting
+        :param high: High value of this candle, only set in backtesting
         """
         stop_loss_value = force_stoploss if force_stoploss else self.stoploss
 
         # Initiate stoploss with open_rate. Does nothing if stoploss is already set.
         trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
 
-        if self.use_custom_stoploss and trade.stop_loss < current_rate:
+        if self.use_custom_stoploss and trade.stop_loss < (low or current_rate):
             stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
                                                     )(pair=trade.pair, trade=trade,
                                                       current_time=current_time,
@@ -623,7 +625,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 logger.warning("CustomStoploss function did not return valid stoploss")
 
-        if self.trailing_stop and trade.stop_loss < current_rate:
+        if self.trailing_stop and trade.stop_loss < (low or current_rate):
             # trailing stoploss handling
             sl_offset = self.trailing_stop_positive_offset
 
@@ -643,7 +645,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # evaluate if the stoploss was hit if stoploss is not on exchange
         # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
         # regular stoploss handling.
-        if ((trade.stop_loss >= current_rate) and
+        if ((trade.stop_loss >= (low or current_rate)) and
                 (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
 
             sell_type = SellType.STOP_LOSS
@@ -652,7 +654,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             if trade.initial_stop_loss != trade.stop_loss:
                 sell_type = SellType.TRAILING_STOP_LOSS
                 logger.debug(
-                    f"{trade.pair} - HIT STOP: current price at {current_rate:.6f}, "
+                    f"{trade.pair} - HIT STOP: current price at {(low or current_rate):.6f}, "
                     f"stoploss is {trade.stop_loss:.6f}, "
                     f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
                     f"trade opened at {trade.open_rate:.6f}")

From 1bb04bb0c24c8a959df1fbc77617f5e1c1752d29 Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Wed, 16 Jun 2021 11:40:55 +0200
Subject: [PATCH 0664/1386] Moved daily avg trade row next to total trades on
 backtest results

---
 docs/backtesting.md                    | 8 +++-----
 freqtrade/optimize/optimize_reports.py | 4 ++--
 2 files changed, 5 insertions(+), 7 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 26642ef8c..8e50aa356 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -284,7 +284,7 @@ A backtesting result will look like that:
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
@@ -373,12 +373,11 @@ It contains some useful key metrics about performance of your strategy on backte
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
 | Total profit %        | 76.2%               |
-| Trades per day        | 3.575               |
 | Avg. stake amount     | 0.001      BTC      |
 | Total trade volume    | 0.429      BTC      |
 |                       |                     |
@@ -409,12 +408,11 @@ It contains some useful key metrics about performance of your strategy on backte
 
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
 - `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
-- `Total trades`: Identical to the total trades of the backtest output table.
+- `Total/Daily Avg Trades`: Identical to the total trades of the backtest output table / Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
 - `Final balance`: Final balance - starting balance + absolute profit.
 - `Absolute profit`: Profit made in stake currency.
 - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
-- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
 - `Total trade volume`: Volume generated on the exchange to reach the above profit.
 - `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 84e052ac4..64b043304 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -556,7 +556,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Backtesting to', strat_results['backtest_end']),
             ('Max open trades', strat_results['max_open_trades']),
             ('', ''),  # Empty line to improve readability
-            ('Total trades', strat_results['total_trades']),
+            ('Total/Daily Avg Trades', 
+                f"{strat_results['total_trades']} / {strat_results['trades_per_day']}"),
             ('Starting balance', round_coin_value(strat_results['starting_balance'],
                                                   strat_results['stake_currency'])),
             ('Final balance', round_coin_value(strat_results['final_balance'],
@@ -564,7 +565,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
                                                   strat_results['stake_currency'])),
             ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2):}%"),
-            ('Trades per day', strat_results['trades_per_day']),
             ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],

From 1c9def2fdbfad2e11a283b900cde6e8968145930 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 16 Jun 2021 20:17:44 +0100
Subject: [PATCH 0665/1386] Update freqtrade/optimize/optimize_reports.py

---
 freqtrade/optimize/optimize_reports.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 64b043304..df7f721ec 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -556,7 +556,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Backtesting to', strat_results['backtest_end']),
             ('Max open trades', strat_results['max_open_trades']),
             ('', ''),  # Empty line to improve readability
-            ('Total/Daily Avg Trades', 
+            ('Total/Daily Avg Trades',
                 f"{strat_results['total_trades']} / {strat_results['trades_per_day']}"),
             ('Starting balance', round_coin_value(strat_results['starting_balance'],
                                                   strat_results['stake_currency'])),

From b38ab84a13d23906b05b236f6eb9421088b9c09a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 06:48:41 +0200
Subject: [PATCH 0666/1386] Add documentation mention about new behaviour

---
 docs/backtesting.md               |  1 +
 freqtrade/optimize/backtesting.py | 10 +++++-----
 2 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 26642ef8c..d34381f55 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -446,6 +446,7 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
 - Low happens before high for stoploss, protecting capital first
 - Trailing stoploss
+  - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
   - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 19ae74ae6..028a9eacd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -228,13 +228,13 @@ class Backtesting:
             # Special case: trailing triggers within same candle as trade opened. Assume most
             # pessimistic price movement, which is moving just enough to arm stoploss and
             # immediately going down to stop price.
-            if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0 and \
-               self.strategy.trailing_stop_positive:
+            if (sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0
+                    and self.strategy.trailing_stop_positive):
                 if self.strategy.trailing_only_offset_is_reached:
                     # Worst case: price reaches stop_positive_offset and dives down.
-                    stop_rate = sell_row[OPEN_IDX] * \
-                                (1 + abs(self.strategy.trailing_stop_positive_offset) -
-                                 abs(self.strategy.trailing_stop_positive))
+                    stop_rate = (sell_row[OPEN_IDX] *
+                                 (1 + abs(self.strategy.trailing_stop_positive_offset) -
+                                 abs(self.strategy.trailing_stop_positive)))
                 else:
                     # Worst case: price ticks tiny bit above open and dives down.
                     stop_rate = sell_row[OPEN_IDX] * (1 - abs(self.strategy.trailing_stop_positive))

From a49ca9cbf78b1a0e458c3e4767344d2c71a66219 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 06:57:35 +0200
Subject: [PATCH 0667/1386] Change log-level "Executing handler" msg to debug

closes #5143
---
 freqtrade/rpc/telegram.py      | 2 +-
 tests/rpc/test_rpc_telegram.py | 4 +++-
 2 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index c3ddfd644..aee513017 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -56,7 +56,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
             )
             return wrapper
 
-        logger.info(
+        logger.debug(
             'Executing handler: %s for chat_id: %s',
             command_handler.__name__,
             chat_id
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index bbda55c3e..d091f3837 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -2,6 +2,7 @@
 # pragma pylint: disable=protected-access, unused-argument, invalid-name
 # pragma pylint: disable=too-many-lines, too-many-arguments
 
+import logging
 import re
 from datetime import datetime
 from functools import reduce
@@ -120,7 +121,7 @@ def test_cleanup(default_conf, mocker, ) -> None:
 
 def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     patch_exchange(mocker)
-
+    caplog.set_level(logging.DEBUG)
     default_conf['telegram']['enabled'] = False
     bot = FreqtradeBot(default_conf)
     rpc = RPC(bot)
@@ -136,6 +137,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
 
 def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     patch_exchange(mocker)
+    caplog.set_level(logging.DEBUG)
     chat = Chat(0xdeadbeef, 0)
     update = Update(randint(1, 100))
     update.message = Message(randint(1, 100), datetime.utcnow(), chat)

From a9f111dca0063790dadaebfad03c265c8e0842ea Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 19:50:49 +0200
Subject: [PATCH 0668/1386] Fix some types

---
 freqtrade/rpc/telegram.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index f83d5a238..6a0e98a75 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -95,7 +95,7 @@ class Telegram(RPCHandler):
         Validates the keyboard configuration from telegram config
         section.
         """
-        self._keyboard: List[List[Union[str, KeyboardButton, InlineKeyboardButton]]] = [
+        self._keyboard: List[List[Union[str, KeyboardButton]]] = [
             ['/daily', '/profit', '/balance'],
             ['/status', '/status table', '/performance'],
             ['/count', '/start', '/stop', '/help']
@@ -1112,7 +1112,7 @@ class Telegram(RPCHandler):
 
     def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
                   disable_notification: bool = False,
-                  keyboard: List[List[Union[str, KeyboardButton, InlineKeyboardButton]]] = None,
+                  keyboard: List[List[InlineKeyboardButton]] = None,
                   callback_path: str = "",
                   reload_able: bool = False,
                   query: Optional[CallbackQuery] = None) -> None:
@@ -1123,6 +1123,7 @@ class Telegram(RPCHandler):
         :param parse_mode: telegram parse mode
         :return: None
         """
+        reply_markup: Union[InlineKeyboardMarkup, ReplyKeyboardMarkup]
         if query:
             self._update_msg(query=query, msg=msg, parse_mode=parse_mode,
                              callback_path=callback_path, reload_able=reload_able)

From 8562e19776433d182d7406ad1594ed2220d37ae9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 20:15:53 +0200
Subject: [PATCH 0669/1386] Document protections to come from the strategy

---
 docs/configuration.md        |  3 +-
 docs/includes/protections.md | 67 +++++++-----------------------------
 2 files changed, 14 insertions(+), 56 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index ef6f34094..3788ef57c 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -105,7 +105,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
-| `protections` | Define one or more protections to be used. [More information](plugins.md#protections). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** List of Dicts
+| `protections` | Define one or more protections to be used. [More information](plugins.md#protections). <br> **Datatype:** List of Dicts
 | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
@@ -156,7 +156,6 @@ Values set in the configuration file always overwrite values set in the strategy
 * `order_time_in_force`
 * `unfilledtimeout`
 * `disable_dataframe_checks`
-* `protections`
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `sell_profit_offset` (ask_strategy)
diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index 6bc57153e..3ea2dde61 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -8,7 +8,6 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 
 !!! Note
     Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance.  
-    To align your protection with your strategy, you can define protections in the strategy.
 
 !!! Tip
     Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
@@ -47,16 +46,16 @@ This applies across all pairs, unless `only_per_pair` is set to true, which will
 
 The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
 
-```json
-"protections": [
+``` python
+protections = [
     {
         "method": "StoplossGuard",
         "lookback_period_candles": 24,
         "trade_limit": 4,
         "stop_duration_candles": 4,
-        "only_per_pair": false
+        "only_per_pair": False
     }
-],
+]
 ```
 
 !!! Note
@@ -69,8 +68,8 @@ The below example stops trading for all pairs for 4 candles after the last trade
 
 The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
 
-```json
-"protections": [
+``` python
+protections = [
       {
         "method": "MaxDrawdown",
         "lookback_period_candles": 48,
@@ -78,7 +77,7 @@ The below sample stops trading for 12 candles if max-drawdown is > 20% consideri
         "stop_duration_candles": 12,
         "max_allowed_drawdown": 0.2
       },
-],
+]
 ```
 
 #### Low Profit Pairs
@@ -88,8 +87,8 @@ If that ratio is below `required_profit`, that pair will be locked for `stop_dur
 
 The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
 
-```json
-"protections": [
+``` python
+protections = [
     {
         "method": "LowProfitPairs",
         "lookback_period_candles": 6,
@@ -97,7 +96,7 @@ The below example will stop trading a pair for 60 minutes if the pair does not h
         "stop_duration": 60,
         "required_profit": 0.02
     }
-],
+]
 ```
 
 #### Cooldown Period
@@ -106,13 +105,13 @@ The below example will stop trading a pair for 60 minutes if the pair does not h
 
 The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".
 
-```json
-"protections": [
+``` python
+protections = [
     {
         "method": "CooldownPeriod",
         "stop_duration_candles": 2
     }
-],
+]
 ```
 
 !!! Note
@@ -132,46 +131,6 @@ The below example assumes a timeframe of 1 hour:
 * Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
 * Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
 
-```json
-"timeframe": "1h",
-"protections": [
-    {
-        "method": "CooldownPeriod",
-        "stop_duration_candles": 5
-    },
-    {
-        "method": "MaxDrawdown",
-        "lookback_period_candles": 48,
-        "trade_limit": 20,
-        "stop_duration_candles": 4,
-        "max_allowed_drawdown": 0.2
-    },
-    {
-        "method": "StoplossGuard",
-        "lookback_period_candles": 24,
-        "trade_limit": 4,
-        "stop_duration_candles": 2,
-        "only_per_pair": false
-    },
-    {
-        "method": "LowProfitPairs",
-        "lookback_period_candles": 6,
-        "trade_limit": 2,
-        "stop_duration_candles": 60,
-        "required_profit": 0.02
-    },
-    {
-        "method": "LowProfitPairs",
-        "lookback_period_candles": 24,
-        "trade_limit": 4,
-        "stop_duration_candles": 2,
-        "required_profit": 0.01
-    }
-    ],
-```
-
-You can use the same in your strategy, the syntax is only slightly different:
-
 ``` python
 from freqtrade.strategy import IStrategy
 

From 546ca0107178f0a95b41c433aeb3e6497c9f6a48 Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Thu, 17 Jun 2021 20:33:21 +0200
Subject: [PATCH 0670/1386] :recycle: Fixed flake8 warning

---
 freqtrade/optimize/hyperopt_tools.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 92ec6f194..742db07cc 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -114,7 +114,8 @@ class HyperoptTools():
             if len(space_non_optimized) > 0:
                 for non_optimized_param in space_non_optimized:
                     if non_optimized_param not in all_space_params:
-                        all_space_params[non_optimized_param] = space_non_optimized[non_optimized_param]
+                        all_space_params[non_optimized_param] = \
+                            space_non_optimized[non_optimized_param]
 
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(all_space_params)

From 15678045096f75b26449dcb964c9d579654e41ea Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Thu, 17 Jun 2021 22:41:49 +0200
Subject: [PATCH 0671/1386] :zap: kwargs merge dictionaries instead of using
 loops

---
 freqtrade/optimize/hyperopt_tools.py | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 742db07cc..dac299dc6 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -110,12 +110,9 @@ class HyperoptTools():
             space_non_optimized = HyperoptTools._space_params(non_optimized, space)
             all_space_params = space_params
 
-            # Include non optimized params if there are any
+            # Merge non optimized params if there are any
             if len(space_non_optimized) > 0:
-                for non_optimized_param in space_non_optimized:
-                    if non_optimized_param not in all_space_params:
-                        all_space_params[non_optimized_param] = \
-                            space_non_optimized[non_optimized_param]
+                all_space_params = {**space_non_optimized, **space_params}
 
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(all_space_params)

From 0a1e15988f9149670a8c7df2f77ad2a04a20e046 Mon Sep 17 00:00:00 2001
From: Robert Caulk <rob.caulk@gmail.com>
Date: Fri, 18 Jun 2021 09:48:59 +0200
Subject: [PATCH 0672/1386] Fix errors during ubuntu install

Encountering the python header error on a fresh ubuntu install:

```  utils_find_1st/find_1st.cpp:3:10: fatal error: Python.h: No such file or directory
   #include "Python.h"
            ^~~~~~~~~~
  compilation terminated.
```

solved by installing python3.7-dev. Also need to ensure python3.7-venv for fresh install.
---
 docs/installation.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/installation.md b/docs/installation.md
index c19965a18..25994fdc0 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -60,7 +60,7 @@ OS Specific steps are listed first, the [Common](#common) section below is neces
     sudo apt-get update
 
     # install packages
-    sudo apt install -y python3-pip python3-venv python3-pandas git
+    sudo apt install -y python3-pip python3.7-venv python3.7-dev python3-pandas git
     ```
 
 === "RaspberryPi/Raspbian"

From e1010ff5923e4c68900c6e786bb3e6138ea1265c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 21:01:22 +0200
Subject: [PATCH 0673/1386] Don't load protections from config if strategy
 defines a property

---
 freqtrade/freqtradebot.py                | 2 +-
 freqtrade/optimize/backtesting.py        | 2 +-
 freqtrade/plugins/protectionmanager.py   | 4 ++--
 freqtrade/resolvers/strategy_resolver.py | 4 +++-
 freqtrade/strategy/interface.py          | 2 +-
 tests/plugins/test_protections.py        | 3 +--
 6 files changed, 9 insertions(+), 8 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a2e7fcb5d..e8a321e94 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -70,7 +70,7 @@ class FreqtradeBot(LoggingMixin):
 
         PairLocks.timeframe = self.config['timeframe']
 
-        self.protections = ProtectionManager(self.config)
+        self.protections = ProtectionManager(self.config, self.strategy.protections)
 
         # RPC runs in separate threads, can start handling external commands just after
         # initialization, even before Freqtradebot has a chance to start its throttling,
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 028a9eacd..8b75fe438 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -137,7 +137,7 @@ class Backtesting:
             if hasattr(strategy, 'protections'):
                 conf = deepcopy(conf)
                 conf['protections'] = strategy.protections
-            self.protections = ProtectionManager(conf)
+            self.protections = ProtectionManager(self.config, strategy.protections)
 
     def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
         """
diff --git a/freqtrade/plugins/protectionmanager.py b/freqtrade/plugins/protectionmanager.py
index a8edd4e4b..f33e5b4bc 100644
--- a/freqtrade/plugins/protectionmanager.py
+++ b/freqtrade/plugins/protectionmanager.py
@@ -15,11 +15,11 @@ logger = logging.getLogger(__name__)
 
 class ProtectionManager():
 
-    def __init__(self, config: dict) -> None:
+    def __init__(self, config: Dict, protections: List) -> None:
         self._config = config
 
         self._protection_handlers: List[IProtection] = []
-        for protection_handler_config in self._config.get('protections', []):
+        for protection_handler_config in protections:
             protection_handler = ProtectionResolver.load_protection(
                 protection_handler_config['method'],
                 config=config,
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 6484f900b..e76d1e3e5 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -113,7 +113,9 @@ class StrategyResolver(IResolver):
         - Strategy
         - default (if not None)
         """
-        if attribute in config:
+        if (attribute in config
+                and not isinstance(getattr(type(strategy), 'my_property', None), property)):
+            # Ensure Properties are not overwritten
             setattr(strategy, attribute, config[attribute])
             logger.info("Override strategy '%s' with value in config file: %s.",
                         attribute, config[attribute])
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6358c6a4e..b259a7977 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -107,7 +107,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     startup_candle_count: int = 0
 
     # Protections
-    protections: List
+    protections: List = []
 
     # Class level variables (intentional) containing
     # the dataprovider (dp) (access to other candles, historic data, ...)
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index 10ab64690..9ec47dade 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -70,8 +70,7 @@ def test_protectionmanager(mocker, default_conf):
 ])
 def test_protections_init(mocker, default_conf, timeframe, expected, protconf):
     default_conf['timeframe'] = timeframe
-    default_conf['protections'] = protconf
-    man = ProtectionManager(default_conf)
+    man = ProtectionManager(default_conf, protconf)
     assert len(man._protection_handlers) == len(protconf)
     assert man._protection_handlers[0]._lookback_period == expected[0]
     assert man._protection_handlers[0]._stop_duration == expected[1]

From 6e89fbd14665f4aa5473af33a7cd1b64ec0f0e0d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 18 Jun 2021 21:06:58 +0200
Subject: [PATCH 0674/1386] Remove Dockerfile.aarch64

it's identical to the real image except for the "--platform" tag,
which is unnecessary if building from a arm64 architecture
---
 docker/Dockerfile.aarch64 | 58 ---------------------------------------
 docs/docker_quickstart.md |  2 +-
 2 files changed, 1 insertion(+), 59 deletions(-)
 delete mode 100644 docker/Dockerfile.aarch64

diff --git a/docker/Dockerfile.aarch64 b/docker/Dockerfile.aarch64
deleted file mode 100644
index e5d3f0ee9..000000000
--- a/docker/Dockerfile.aarch64
+++ /dev/null
@@ -1,58 +0,0 @@
-FROM --platform=linux/arm64/v8 python:3.9.4-slim-buster as base
-
-# Setup env
-ENV LANG C.UTF-8
-ENV LC_ALL C.UTF-8
-ENV PYTHONDONTWRITEBYTECODE 1
-ENV PYTHONFAULTHANDLER 1
-ENV PATH=/home/ftuser/.local/bin:$PATH
-ENV FT_APP_ENV="docker"
-
-# Prepare environment
-RUN mkdir /freqtrade \
-  && apt-get update \
-  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
-  && apt-get clean \
-  && useradd -u 1000 -G sudo -U -m ftuser \
-  && chown ftuser:ftuser /freqtrade \
-  # Allow sudoers
-  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
-
-WORKDIR /freqtrade
-
-# Install dependencies
-FROM base as python-deps
-RUN  apt-get update \
-  && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
-  && apt-get clean \
-  && pip install --upgrade pip
-
-# Install TA-lib
-COPY build_helpers/* /tmp/
-RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
-ENV LD_LIBRARY_PATH /usr/local/lib
-
-# Install dependencies
-COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
-USER ftuser
-RUN  pip install --user --no-cache-dir numpy \
-  && pip install --user --no-cache-dir -r requirements-hyperopt.txt
-
-# Copy dependencies to runtime-image
-FROM base as runtime-image
-COPY --from=python-deps /usr/local/lib /usr/local/lib
-ENV LD_LIBRARY_PATH /usr/local/lib
-
-COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
-
-USER ftuser
-# Install and execute
-COPY --chown=ftuser:ftuser . /freqtrade/
-
-RUN pip install -e . --user --no-cache-dir --no-build-isolation\
-  && mkdir /freqtrade/user_data/ \
-  && freqtrade install-ui
-
-ENTRYPOINT ["freqtrade"]
-# Default to trade mode
-CMD [ "trade" ]
diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 3a85aa885..cb66fc7e2 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -98,7 +98,7 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
         image: freqtradeorg/freqtrade:custom_arm64
         build:
           context: .
-          dockerfile: "./docker/Dockerfile.aarch64"
+          dockerfile: "Dockerfile"
         ```
 
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.

From 656bebd4da833dc008b3487ebbe4d7cb134c1d64 Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Fri, 18 Jun 2021 22:03:04 +0200
Subject: [PATCH 0675/1386] :beetle: Included completely non_optimized spaces
 in json + swapped merge dictionary order

---
 freqtrade/optimize/hyperopt_tools.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index dac299dc6..9eee42a8d 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -105,14 +105,14 @@ class HyperoptTools():
 
     @staticmethod
     def _params_update_for_json(result_dict, params, non_optimized, space: str) -> None:
-        if space in params:
+        if (space in params) or (space in non_optimized):
             space_params = HyperoptTools._space_params(params, space)
             space_non_optimized = HyperoptTools._space_params(non_optimized, space)
             all_space_params = space_params
 
             # Merge non optimized params if there are any
             if len(space_non_optimized) > 0:
-                all_space_params = {**space_non_optimized, **space_params}
+                all_space_params = {**space_params, **space_non_optimized}
 
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(all_space_params)

From 39b876e37a674384fb9e6d4fbc6a777ddec38acd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 10 Jun 2021 20:09:25 +0200
Subject: [PATCH 0676/1386] Log exchange responses if configured

---
 docs/configuration.md           |  1 +
 freqtrade/exchange/binance.py   |  1 +
 freqtrade/exchange/exchange.py  | 21 +++++++++++++++++----
 freqtrade/exchange/ftx.py       |  7 ++++++-
 freqtrade/exchange/kraken.py    |  1 +
 tests/exchange/test_exchange.py |  4 +++-
 6 files changed, 29 insertions(+), 6 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 3788ef57c..8b85e9e96 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -102,6 +102,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
 | `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
 | `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean
+| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 0bcfa5e17..0c470cb24 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -68,6 +68,7 @@ class Binance(Exchange):
                                            amount=amount, price=rate, params=params)
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
+            self._log_exchange_response('create_stoploss_order', order)
             return order
         except ccxt.InsufficientFunds as e:
             raise InsufficientFundsError(
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 67676d4e0..07ac337fc 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -104,6 +104,7 @@ class Exchange:
             logger.info('Instance is running with dry_run enabled')
         logger.info(f"Using CCXT {ccxt.__version__}")
         exchange_config = config['exchange']
+        self.log_responses = exchange_config.get('log_responses', False)
 
         # Deep merge ft_has with default ft_has options
         self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
@@ -226,6 +227,11 @@ class Exchange:
         """exchange ccxt precisionMode"""
         return self._api.precisionMode
 
+    def _log_exchange_response(self, endpoint, response) -> None:
+        """ Log exchange responses """
+        if self.log_responses:
+            logger.info(f"API {endpoint}: {response}")
+
     def ohlcv_candle_limit(self, timeframe: str) -> int:
         """
         Exchange ohlcv candle limit
@@ -622,8 +628,10 @@ class Exchange:
                            or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
             rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
 
-            return self._api.create_order(pair, ordertype, side,
-                                          amount, rate_for_order, params)
+            order = self._api.create_order(pair, ordertype, side,
+                                           amount, rate_for_order, params)
+            self._log_exchange_response('create_order', order)
+            return order
 
         except ccxt.InsufficientFunds as e:
             raise InsufficientFundsError(
@@ -694,7 +702,9 @@ class Exchange:
         if self._config['dry_run']:
             return self.fetch_dry_run_order(order_id)
         try:
-            return self._api.fetch_order(order_id, pair)
+            order = self._api.fetch_order(order_id, pair)
+            self._log_exchange_response('fetch_order', order)
+            return order
         except ccxt.OrderNotFound as e:
             raise RetryableOrderError(
                 f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
@@ -744,7 +754,9 @@ class Exchange:
                 return {}
 
         try:
-            return self._api.cancel_order(order_id, pair)
+            order = self._api.cancel_order(order_id, pair)
+            self._log_exchange_response('cancel_order', order)
+            return order
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
@@ -1042,6 +1054,7 @@ class Exchange:
                 pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
+            self._log_exchange_response('get_trades_for_order', matched_trades)
             return matched_trades
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 3184c2524..6cd549d60 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -69,6 +69,7 @@ class Ftx(Exchange):
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
                                            amount=amount, params=params)
+            self._log_exchange_response('create_stoploss_order', order)
             logger.info('stoploss order added for %s. '
                         'stop price: %s.', pair, stop_price)
             return order
@@ -99,12 +100,14 @@ class Ftx(Exchange):
             orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
 
             order = [order for order in orders if order['id'] == order_id]
+            self._log_exchange_response('fetch_stoploss_order', order)
             if len(order) == 1:
                 if order[0].get('status') == 'closed':
                     # Trigger order was triggered ...
                     real_order_id = order[0].get('info', {}).get('orderId')
 
                     order1 = self._api.fetch_order(real_order_id, pair)
+                    self._log_exchange_response('fetch_stoploss_order1', order1)
                     # Fake type to stop - as this was really a stop order.
                     order1['id_stop'] = order1['id']
                     order1['id'] = order_id
@@ -131,7 +134,9 @@ class Ftx(Exchange):
         if self._config['dry_run']:
             return {}
         try:
-            return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
+            order = self._api.cancel_order(order_id, pair, params={'type': 'stop'})
+            self._log_exchange_response('cancel_stoploss_order', order)
+            return order
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 6f1fa409a..8f7cbe590 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -103,6 +103,7 @@ class Kraken(Exchange):
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
                                            amount=amount, price=stop_price, params=params)
+            self._log_exchange_response('create_stoploss_order', order)
             logger.info('stoploss order added for %s. '
                         'stop price: %s.', pair, stop_price)
             return order
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 5fa94e6c1..f5becc274 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2271,8 +2271,9 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_fetch_order(default_conf, mocker, exchange_name):
+def test_fetch_order(default_conf, mocker, exchange_name, caplog):
     default_conf['dry_run'] = True
+    default_conf['exchange']['log_responses'] = True
     order = MagicMock()
     order.myid = 123
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -2287,6 +2288,7 @@ def test_fetch_order(default_conf, mocker, exchange_name):
     api_mock.fetch_order = MagicMock(return_value=456)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
     assert exchange.fetch_order('X', 'TKN/BTC') == 456
+    assert log_has("API fetch_order: 456", caplog)
 
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))

From 6e99e3fbbbb903b8e91cb5373b55e9309f151c56 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 09:31:34 +0200
Subject: [PATCH 0677/1386] Implement tests for message updating

---
 freqtrade/rpc/telegram.py      | 33 +++++++++++++--------------------
 tests/rpc/test_rpc_telegram.py | 30 ++++++++++++++++++++++++++----
 2 files changed, 39 insertions(+), 24 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 6a0e98a75..6cb48aef1 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -1088,27 +1088,20 @@ class Telegram(RPCHandler):
         message_id = query.message.message_id
 
         try:
-            try:
-                self._updater.bot.edit_message_text(
-                    chat_id=chat_id,
-                    message_id=message_id,
-                    text=msg,
-                    parse_mode=parse_mode,
-                    reply_markup=reply_markup
-                )
-            except BadRequest as e:
-                if 'not modified' in e.message.lower():
-                    pass
-                else:
-                    logger.warning(
-                        'TelegramError: %s',
-                        e.message
-                    )
-        except TelegramError as telegram_err:
-            logger.warning(
-                'TelegramError: %s! Giving up on that message.',
-                telegram_err.message
+            self._updater.bot.edit_message_text(
+                chat_id=chat_id,
+                message_id=message_id,
+                text=msg,
+                parse_mode=parse_mode,
+                reply_markup=reply_markup
             )
+        except BadRequest as e:
+            if 'not modified' in e.message.lower():
+                pass
+            else:
+                logger.warning('TelegramError: %s', e.message)
+        except TelegramError as telegram_err:
+            logger.warning('TelegramError: %s! Giving up on that message.', telegram_err.message)
 
     def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
                   disable_notification: bool = False,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 830ef200e..39ef6a1ab 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -13,7 +13,7 @@ from unittest.mock import ANY, MagicMock
 import arrow
 import pytest
 from telegram import Chat, Message, ReplyKeyboardMarkup, Update
-from telegram.error import NetworkError
+from telegram.error import BadRequest, NetworkError, TelegramError
 
 from freqtrade import __version__
 from freqtrade.constants import CANCEL_REASON
@@ -25,8 +25,8 @@ from freqtrade.loggers import setup_logging
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC
 from freqtrade.rpc.telegram import Telegram, authorized_only
-from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, patch_exchange,
-                            patch_get_signal, patch_whitelist)
+from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, log_has_re,
+                            patch_exchange, patch_get_signal, patch_whitelist)
 
 
 class DummyCls(Telegram):
@@ -1561,7 +1561,7 @@ def test__sell_emoji(default_conf, mocker, msg, expected):
     assert telegram._get_sell_emoji(msg) == expected
 
 
-def test__send_msg(default_conf, mocker) -> None:
+def test_telegram__send_msg(default_conf, mocker, caplog) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     bot = MagicMock()
     telegram, _, _ = get_telegram_testobject(mocker, default_conf, mock=False)
@@ -1572,6 +1572,28 @@ def test__send_msg(default_conf, mocker) -> None:
     telegram._send_msg('test')
     assert len(bot.method_calls) == 1
 
+    # Test update
+    query = MagicMock()
+    telegram._send_msg('test', callback_path="DeadBeef", query=query, reload_able=True)
+    edit_message_text = telegram._updater.bot.edit_message_text
+    assert edit_message_text.call_count == 1
+    assert "Updated: " in edit_message_text.call_args_list[0][1]['text']
+
+    telegram._updater.bot.edit_message_text = MagicMock(side_effect=BadRequest("not modified"))
+    telegram._send_msg('test', callback_path="DeadBeef", query=query)
+    assert telegram._updater.bot.edit_message_text.call_count == 1
+    assert not log_has_re(r"TelegramError: .*", caplog)
+
+    telegram._updater.bot.edit_message_text = MagicMock(side_effect=BadRequest(""))
+    telegram._send_msg('test2', callback_path="DeadBeef", query=query)
+    assert telegram._updater.bot.edit_message_text.call_count == 1
+    assert log_has_re(r"TelegramError: .*", caplog)
+
+    telegram._updater.bot.edit_message_text = MagicMock(side_effect=TelegramError("DeadBEEF"))
+    telegram._send_msg('test3', callback_path="DeadBeef", query=query)
+
+    assert log_has_re(r"TelegramError: DeadBEEF! Giving up.*", caplog)
+
 
 def test__send_msg_network_error(default_conf, mocker, caplog) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())

From a7f8342171354ab361dc99554f2dbfae3f2f171d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 16:49:54 +0200
Subject: [PATCH 0678/1386] Add small documentation about reload disabling

---
 config_full.json.example | 4 +++-
 docs/telegram-usage.md   | 2 ++
 freqtrade/constants.py   | 3 ++-
 3 files changed, 7 insertions(+), 2 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 6aeb756f3..bc9f33f96 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -178,7 +178,9 @@
             "sell_fill": "on",
             "buy_cancel": "on",
             "sell_cancel": "on"
-        }
+        },
+        "reload": true,
+        "balance_dust_level": 0.01
     },
     "api_server": {
         "enabled": false,
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 87ff38881..f5d9744b4 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -95,6 +95,7 @@ Example configuration showing the different settings:
         "buy_fill": "off",
         "sell_fill": "off"
     },
+    "reload": true,
     "balance_dust_level": 0.01
 },
 ```
@@ -105,6 +106,7 @@ Example configuration showing the different settings:
 
 
 `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
+`reload` allows you to disable reload-buttons on selected messages.
 
 ## Create a custom keyboard (command shortcut buttons)
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 259aa0e03..013e9df41 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -275,7 +275,8 @@ CONF_SCHEMA = {
                             'default': 'off'
                             },
                     }
-                }
+                },
+                'reload': {'type': 'boolean'},
             },
             'required': ['enabled', 'token', 'chat_id'],
         },

From 96fbb226c5783fb9e50c37bc3a0f0593101ebb4c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 19:32:29 +0200
Subject: [PATCH 0679/1386] Implement better strategy checks

part of #2696
---
 freqtrade/strategy/interface.py  | 19 +++++++++++++------
 tests/strategy/test_interface.py | 14 ++++++++++++++
 2 files changed, 27 insertions(+), 6 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index b259a7977..65e27a2c2 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -453,18 +453,25 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         Ensure dataframe (length, last candle) was not modified, and has all elements we need.
         """
+        message_template = "Dataframe returned from strategy has mismatching {}."
         message = ""
-        if df_len != len(dataframe):
-            message = "length"
+        if dataframe is None:
+            message = "No dataframe returned (return statement missing?)."
+        elif 'buy' not in dataframe:
+            message = "Buy column not set."
+        elif 'sell' not in dataframe:
+            message = "Sell column not set."
+        elif df_len != len(dataframe):
+            message = message_template.format("length")
         elif df_close != dataframe["close"].iloc[-1]:
-            message = "last close price"
+            message = message_template.format("last close price")
         elif df_date != dataframe["date"].iloc[-1]:
-            message = "last date"
+            message = message_template.format("last date")
         if message:
             if self.disable_dataframe_checks:
-                logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
+                logger.warning(message)
             else:
-                raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
+                raise StrategyError(message)
 
     def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
         """
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 64081fa37..04d12a51f 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -153,6 +153,8 @@ def test_assert_df_raise(mocker, caplog, ohlcv_history):
 
 def test_assert_df(ohlcv_history, caplog):
     df_len = len(ohlcv_history) - 1
+    ohlcv_history.loc[:, 'buy'] = 0
+    ohlcv_history.loc[:, 'sell'] = 0
     # Ensure it's running when passed correctly
     _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
                         ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[df_len, 'date'])
@@ -170,6 +172,18 @@ def test_assert_df(ohlcv_history, caplog):
                        match=r"Dataframe returned from strategy.*last date\."):
         _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
                             ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
+    with pytest.raises(StrategyError,
+                       match=r"No dataframe returned \(return statement missing\?\)."):
+        _STRATEGY.assert_df(None, len(ohlcv_history),
+                            ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
+    with pytest.raises(StrategyError,
+                       match="Buy column not set"):
+        _STRATEGY.assert_df(ohlcv_history.drop('buy', axis=1), len(ohlcv_history),
+                            ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
+    with pytest.raises(StrategyError,
+                       match="Sell column not set"):
+        _STRATEGY.assert_df(ohlcv_history.drop('sell', axis=1), len(ohlcv_history),
+                            ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
 
     _STRATEGY.disable_dataframe_checks = True
     caplog.clear()

From 122943d835e56a5aad6be3e1e172b351174e428d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 19:37:27 +0200
Subject: [PATCH 0680/1386] Don't run filter again for pairlist generator

The generator implicitly runs filter - so it should not be ran again
as that would void generator caching.

closes #5103
---
 freqtrade/plugins/pairlistmanager.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index d1cdd2c5b..03f4760b8 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -83,7 +83,8 @@ class PairListManager():
         pairlist = self._pairlist_handlers[0].gen_pairlist(tickers)
 
         # Process all Pairlist Handlers in the chain
-        for pairlist_handler in self._pairlist_handlers:
+        # except for the first one, which is the generator.
+        for pairlist_handler in self._pairlist_handlers[1:]:
             pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
 
         # Validation against blacklist happens after the chain of Pairlist Handlers

From 347eceeda5b675474f0294a6db99bc660909995f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 20:30:40 +0200
Subject: [PATCH 0681/1386] Try fix fluky test

---
 tests/plugins/test_pairlist.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 5e2274ce3..ae8f6e958 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -75,7 +75,7 @@ def whitelist_conf_agefilter(default_conf):
             "method": "VolumePairList",
             "number_assets": 5,
             "sort_key": "quoteVolume",
-            "refresh_period": 0,
+            "refresh_period": -1,
         },
         {
             "method": "AgeFilter",
@@ -687,7 +687,6 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
     freqtrade.pairlists.refresh_pairlist()
     assert len(freqtrade.pairlists.whitelist) == 3
     assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
-    # freqtrade.config['exchange']['pair_whitelist'].append('HOT/BTC')
 
     previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
     freqtrade.pairlists.refresh_pairlist()

From 7f434c041389ec7edf2137db2f4172be8ad1d36b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 20 Jun 2021 09:37:32 +0200
Subject: [PATCH 0682/1386] Simplify mkdocs jquery inclusion by using overrides

instead of partials
---
 docs/overrides/main.html  | 10 ++++++
 docs/partials/header.html | 72 ---------------------------------------
 mkdocs.yml                |  2 +-
 3 files changed, 11 insertions(+), 73 deletions(-)
 create mode 100644 docs/overrides/main.html
 delete mode 100644 docs/partials/header.html

diff --git a/docs/overrides/main.html b/docs/overrides/main.html
new file mode 100644
index 000000000..5b116de4b
--- /dev/null
+++ b/docs/overrides/main.html
@@ -0,0 +1,10 @@
+{% extends "base.html" %}
+
+{% block footer %}
+    {{ super() }}
+
+    <!-- Place this tag in your head or just before your close body tag. -->
+    <script async defer src="https://buttons.github.io/buttons.js"></script>
+    <script src="https://code.jquery.com/jquery-3.4.1.min.js"
+      integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
+{% endblock %}
diff --git a/docs/partials/header.html b/docs/partials/header.html
deleted file mode 100644
index 22132bc96..000000000
--- a/docs/partials/header.html
+++ /dev/null
@@ -1,72 +0,0 @@
-{#-
-This file was automatically generated - do not edit
--#}
-{% set site_url = config.site_url | d(nav.homepage.url, true) | url %}
-{% if not config.use_directory_urls and site_url[0] == site_url[-1] == "." %}
-{% set site_url = site_url ~ "/index.html" %}
-{% endif %}
-<header class="md-header" data-md-component="header">
-  <nav class="md-header__inner md-grid" aria-label="{{ lang.t('header.title') }}">
-    <a href="{{ site_url }}" title="{{ config.site_name | e }}" class="md-header__button md-logo"
-      aria-label="{{ config.site_name }}">
-      {% include "partials/logo.html" %}
-    </a>
-    <label class="md-header__button md-icon" for="__drawer">
-      {% include ".icons/material/menu" ~ ".svg" %}
-    </label>
-    <div class="md-header__title" data-md-component="header-title">
-      <div class="md-header__ellipsis">
-        <div class="md-header__topic">
-          <span class="md-ellipsis">
-            {{ config.site_name }}
-          </span>
-        </div>
-        <div class="md-header__topic" data-md-component="header-topic">
-          <span class="md-ellipsis">
-            {% if page and page.meta and page.meta.title %}
-            {{ page.meta.title }}
-            {% else %}
-            {{ page.title }}
-            {% endif %}
-          </span>
-        </div>
-      </div>
-    </div>
-    <div class="md-header__options">
-      {% if config.extra.alternate %}
-      <div class="md-select">
-        {% set icon = config.theme.icon.alternate or "material/translate" %}
-        <span class="md-header__button md-icon">
-          {% include ".icons/" ~ icon ~ ".svg" %}
-        </span>
-        <div class="md-select__inner">
-          <ul class="md-select__list">
-            {% for alt in config.extra.alternate %}
-            <li class="md-select__item">
-              <a href="{{ alt.link | url }}" class="md-select__link">
-                {{ alt.name }}
-              </a>
-            </li>
-            {% endfor %}
-          </ul>
-        </div>
-      </div>
-      {% endif %}
-    </div>
-    {% if "search" in config["plugins"] %}
-    <label class="md-header__button md-icon" for="__search">
-      {% include ".icons/material/magnify.svg" %}
-    </label>
-    {% include "partials/search.html" %}
-    {% endif %}
-    {% if config.repo_url %}
-    <div class="md-header__source">
-      {% include "partials/source.html" %}
-    </div>
-    {% endif %}
-  </nav>
-    <!-- Place this tag in your head or just before your close body tag. -->
-    <script async defer src="https://buttons.github.io/buttons.js"></script>
-    <script src="https://code.jquery.com/jquery-3.4.1.min.js"
-      integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
-</header>
diff --git a/mkdocs.yml b/mkdocs.yml
index cc5747225..e3e1ade86 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -42,7 +42,7 @@ theme:
   name: material
   logo: 'images/logo.png'
   favicon: 'images/logo.png'
-  custom_dir: 'docs'
+  custom_dir: 'docs/overrides'
   palette:
     primary: 'blue grey'
     accent: 'tear'

From 97351c95c0e21ca906d54e9264b93d5b01be06f3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 20 Jun 2021 10:36:18 +0200
Subject: [PATCH 0683/1386] Add section about GPU support

#5158 #5085 #3704 #2754
---
 docs/faq.md | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

diff --git a/docs/faq.md b/docs/faq.md
index e5da550fd..d015ae50e 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -136,6 +136,22 @@ On Windows, the `--logfile` option is also supported by Freqtrade and you can us
 > type \path\to\mylogfile.log | findstr "something"
 ```
 
+### Why does freqtrade not have GPU support?
+
+First of all, most indicator libraries don't have GPU support - as such, there would be little benefit for indicator calculations.
+The GPU improvements would only apply to pandas-native calculations - or ones written by yourself.
+
+For hyperopt, freqtrade is using scikit-optimize, which is built on top of scikit-learn.
+Their statement about GPU support is [pretty clear](https://scikit-learn.org/stable/faq.html#will-you-add-gpu-support).
+
+GPU's also are only good at crunching numbers (floating point operations). 
+For hyperopt, we need both number-crunching (find next parameters) and running python code (running backtesting). 
+As such, GPU's are not too well suited for most parts of hyperopt.
+
+The benefit of using GPU would therefore be pretty slim - and will not justify the complexity introduced by trying to add GPU support.
+
+There is however nothing preventing you from using GPU-enabled indicators within your strategy if you think you must have this - you will however probably be disappointed by the slim gain that will give you (compared to the complexity).
+
 ## Hyperopt module
 
 ### How many epochs do I need to get a good Hyperopt result?

From 17f8936f420b83901d8b78c0f7a5a7099fa07637 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:00:59 +0000
Subject: [PATCH 0684/1386] Bump scipy from 1.6.3 to 1.7.0

Bumps [scipy](https://github.com/scipy/scipy) from 1.6.3 to 1.7.0.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.6.3...v1.7.0)

---
updated-dependencies:
- dependency-name: scipy
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 5e7e9d9d2..83e23e3ec 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.6.3
+scipy==1.7.0
 scikit-learn==0.24.2
 scikit-optimize==0.8.1
 filelock==3.0.12

From fc7b372ce43e58aa46a5ab0cff6a71a278a69196 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:01:06 +0000
Subject: [PATCH 0685/1386] Bump ccxt from 1.51.40 to 1.51.77

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.51.40 to 1.51.77.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.51.40...1.51.77)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3d0b0256e..dab9861e1 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.3
 pandas==1.2.4
 
-ccxt==1.51.40
+ccxt==1.51.77
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From eab6399490445bacc8a17fc97defa2a764fd0f8b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:01:17 +0000
Subject: [PATCH 0686/1386] Bump prompt-toolkit from 3.0.18 to 3.0.19

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.18 to 3.0.19.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.18...3.0.19)

---
updated-dependencies:
- dependency-name: prompt-toolkit
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3d0b0256e..7dee5cb01 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -40,4 +40,4 @@ aiofiles==0.7.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.9.0
-prompt-toolkit==3.0.18
+prompt-toolkit==3.0.19

From a6628fc65f9e0b7d0be0dbec154a47d7eadc4264 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:01:21 +0000
Subject: [PATCH 0687/1386] Bump types-requests from 0.1.11 to 0.1.13

Bumps [types-requests](https://github.com/python/typeshed) from 0.1.11 to 0.1.13.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 924b35e1a..1867c543d 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,5 +21,5 @@ nbconvert==6.0.7
 # mypy types
 types-cachetools==0.1.7
 types-filelock==0.1.3
-types-requests==0.1.11
+types-requests==0.1.13
 types-tabulate==0.1.0

From bb0ee837bc5f03a59dcc09956cab8f91e9530633 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:01:22 +0000
Subject: [PATCH 0688/1386] Bump pycoingecko from 2.1.0 to 2.2.0

Bumps [pycoingecko](https://github.com/man-c/pycoingecko) from 2.1.0 to 2.2.0.
- [Release notes](https://github.com/man-c/pycoingecko/releases)
- [Changelog](https://github.com/man-c/pycoingecko/blob/master/CHANGELOG.md)
- [Commits](https://github.com/man-c/pycoingecko/commits)

---
updated-dependencies:
- dependency-name: pycoingecko
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3d0b0256e..b3419e437 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -16,7 +16,7 @@ jsonschema==3.2.0
 TA-Lib==0.4.20
 technical==1.3.0
 tabulate==0.8.9
-pycoingecko==2.1.0
+pycoingecko==2.2.0
 jinja2==3.0.1
 tables==3.6.1
 blosc==1.10.4

From fdc04e27a4e6a71314dad58b0001bc947aa3b305 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 04:25:59 +0000
Subject: [PATCH 0689/1386] Bump types-tabulate from 0.1.0 to 0.1.1

Bumps [types-tabulate](https://github.com/python/typeshed) from 0.1.0 to 0.1.1.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-tabulate
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 1867c543d..927e1c813 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -22,4 +22,4 @@ nbconvert==6.0.7
 types-cachetools==0.1.7
 types-filelock==0.1.3
 types-requests==0.1.13
-types-tabulate==0.1.0
+types-tabulate==0.1.1

From 2d05a8bea1d656f2d2f7c2261b6bd99537c8686b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 04:35:56 +0000
Subject: [PATCH 0690/1386] Bump types-cachetools from 0.1.7 to 0.1.8

Bumps [types-cachetools](https://github.com/python/typeshed) from 0.1.7 to 0.1.8.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 1867c543d..bdac6d0f4 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -19,7 +19,7 @@ isort==5.8.0
 nbconvert==6.0.7
 
 # mypy types
-types-cachetools==0.1.7
+types-cachetools==0.1.8
 types-filelock==0.1.3
 types-requests==0.1.13
 types-tabulate==0.1.0

From 8c1484ed5e95ca0cef7af498e5870e886b85f6ab Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 06:06:08 +0000
Subject: [PATCH 0691/1386] Bump types-filelock from 0.1.3 to 0.1.4

Bumps [types-filelock](https://github.com/python/typeshed) from 0.1.3 to 0.1.4.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-filelock
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 328830454..30044058b 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -20,6 +20,6 @@ nbconvert==6.0.7
 
 # mypy types
 types-cachetools==0.1.8
-types-filelock==0.1.3
+types-filelock==0.1.4
 types-requests==0.1.13
 types-tabulate==0.1.1

From 0605cbb06eb26b4a879727447f2f76ea5fcd5232 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Tue, 22 Jun 2021 12:20:12 +0300
Subject: [PATCH 0692/1386] make "/profit N" command output be consistent with
 "/daily" and "/status table" commands

---
 freqtrade/rpc/rpc.py | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 2a7721af0..296793930 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -339,7 +339,10 @@ class RPC:
             self, stake_currency: str, fiat_display_currency: str,
             start_date: datetime = datetime.fromtimestamp(0)) -> Dict[str, Any]:
         """ Returns cumulative profit statistics """
-        trades = Trade.get_trades([Trade.open_date >= start_date]).order_by(Trade.id).all()
+        trade_filter = \
+            (Trade.is_open.is_(False) & (Trade.close_date >= start_date)) | \
+            Trade.is_open.is_(True)
+        trades = Trade.get_trades(trade_filter).order_by(Trade.id).all()
 
         profit_all_coin = []
         profit_all_ratio = []

From e97c82c51490b6c915da417c74abc1a6a484913b Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Tue, 22 Jun 2021 12:22:19 +0300
Subject: [PATCH 0693/1386] make "/profit N" command output be consistent with
 "/daily" and "/status table" commands

---
 freqtrade/rpc/rpc.py | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 296793930..b155de673 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -339,9 +339,8 @@ class RPC:
             self, stake_currency: str, fiat_display_currency: str,
             start_date: datetime = datetime.fromtimestamp(0)) -> Dict[str, Any]:
         """ Returns cumulative profit statistics """
-        trade_filter = \
-            (Trade.is_open.is_(False) & (Trade.close_date >= start_date)) | \
-            Trade.is_open.is_(True)
+        trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
+                        Trade.is_open.is_(True))
         trades = Trade.get_trades(trade_filter).order_by(Trade.id).all()
 
         profit_all_coin = []

From 10e94350e9c9052af7ba869eb9812a1ca72a03e4 Mon Sep 17 00:00:00 2001
From: Robert Caulk <rob.caulk@gmail.com>
Date: Tue, 22 Jun 2021 14:59:43 +0200
Subject: [PATCH 0694/1386] Update installation.md

---
 docs/installation.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/installation.md b/docs/installation.md
index 25994fdc0..5c6ac001f 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -60,7 +60,7 @@ OS Specific steps are listed first, the [Common](#common) section below is neces
     sudo apt-get update
 
     # install packages
-    sudo apt install -y python3-pip python3.7-venv python3.7-dev python3-pandas git
+    sudo apt install -y python3-pip python3-venv python3-dev python3-pandas git
     ```
 
 === "RaspberryPi/Raspbian"

From 3c70768e18dd43d6ac96790c36e7f9382d53071a Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Wed, 23 Jun 2021 07:30:08 +0300
Subject: [PATCH 0695/1386] make "/profit N" command output be consistent with
 "/daily" and "/status table" commands

---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 6cb48aef1..16c9fddcc 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -482,7 +482,7 @@ class Telegram(RPCHandler):
         timescale = None
         try:
             if context.args:
-                timescale = int(context.args[0])
+                timescale = int(context.args[0]) - 1
                 today_start = datetime.combine(date.today(), datetime.min.time())
                 start_date = today_start - timedelta(days=timescale)
         except (TypeError, ValueError, IndexError):

From f7c09ba63a146bd5a24e138d1de9e19da69ffd39 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 18:17:40 +0200
Subject: [PATCH 0696/1386] Log endpoint should use static rpc class

---
 freqtrade/rpc/api_server/api_v1.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index e907b92f0..965664028 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -162,8 +162,8 @@ def delete_lock_pair(payload: DeleteLockRequest, rpc: RPC = Depends(get_rpc)):
 
 
 @router.get('/logs', response_model=Logs, tags=['info'])
-def logs(limit: Optional[int] = None, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_get_logs(limit)
+def logs(limit: Optional[int] = None):
+    return RPC._rpc_get_logs(limit)
 
 
 @router.post('/start', response_model=StatusMsg, tags=['botcontrol'])

From c938edc01bada0e5fbbb3d1641615eb9ea848b06 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 18:18:01 +0200
Subject: [PATCH 0697/1386] Apply dataprovider to /pair_history endpoint

---
 freqtrade/rpc/rpc.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index b155de673..506df4cca 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -825,7 +825,10 @@ class RPC:
         if pair not in _data:
             raise RPCException(f"No data for {pair}, {timeframe} in {timerange} found.")
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
+        from freqtrade.data.dataprovider import DataProvider
         strategy = StrategyResolver.load_strategy(config)
+        strategy.dp = DataProvider(config, exchange=None, pairlists=None)
+
         df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})
 
         return RPC._convert_dataframe_to_dict(strategy.get_strategy_name(), pair, timeframe,

From e0d3ca6c6d7a24a0f7ba3e4beaacf0203a22001b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 18:44:59 +0200
Subject: [PATCH 0698/1386] Fix import sorting

---
 freqtrade/rpc/rpc.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 506df4cca..8f806f555 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -824,8 +824,8 @@ class RPC:
         )
         if pair not in _data:
             raise RPCException(f"No data for {pair}, {timeframe} in {timerange} found.")
-        from freqtrade.resolvers.strategy_resolver import StrategyResolver
         from freqtrade.data.dataprovider import DataProvider
+        from freqtrade.resolvers.strategy_resolver import StrategyResolver
         strategy = StrategyResolver.load_strategy(config)
         strategy.dp = DataProvider(config, exchange=None, pairlists=None)
 

From 538a1acdb5b2ac5c20a57edbc10fb71f0255fd8c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 22:53:27 +0200
Subject: [PATCH 0699/1386] Add Binance Broker ad to documentation page

---
 docs/overrides/main.html      | 58 +++++++++++++++++++++++++++++++++++
 docs/stylesheets/ft.extra.css | 11 +++++++
 2 files changed, 69 insertions(+)

diff --git a/docs/overrides/main.html b/docs/overrides/main.html
index 5b116de4b..e3d1a5d4a 100644
--- a/docs/overrides/main.html
+++ b/docs/overrides/main.html
@@ -1,5 +1,41 @@
 {% extends "base.html" %}
 
+
+<!-- Navigation -->
+{% block site_nav %}
+
+  <!-- Main navigation -->
+  {% if nav %}
+  {% if page and page.meta and page.meta.hide %}
+  {% set hidden = "hidden" if "navigation" in page.meta.hide %}
+  {% endif %}
+  <div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" {{ hidden }}>
+    <div class="md-sidebar__scrollwrap">
+      <div id="widget-wrapper">
+
+      </div>
+      <div class="md-sidebar__inner">
+        {% include "partials/nav.html" %}
+      </div>
+    </div>
+  </div>
+  {% endif %}
+
+  <!-- Table of contents -->
+  {% if page.toc and not "toc.integrate" in features %}
+  {% if page and page.meta and page.meta.hide %}
+  {% set hidden = "hidden" if "toc" in page.meta.hide %}
+  {% endif %}
+  <div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" {{ hidden }}>
+    <div class="md-sidebar__scrollwrap">
+      <div class="md-sidebar__inner">
+        {% include "partials/toc.html" %}
+      </div>
+    </div>
+  </div>
+  {% endif %}
+{% endblock %}
+
 {% block footer %}
     {{ super() }}
 
@@ -7,4 +43,26 @@
     <script async defer src="https://buttons.github.io/buttons.js"></script>
     <script src="https://code.jquery.com/jquery-3.4.1.min.js"
       integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
+
+      // Load binance SDK
+    <script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
+
+    <script>
+      window.onload = function () {
+        var sidebar = document.getElementById('widget-wrapper')
+        var newDiv = document.createElement("div");
+        newDiv.id = "widget";
+        try {
+          sidebar.prepend(newDiv);
+
+          window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
+            apiHost: 'https://www.binance.com',
+            brokerId: 'R4BD3S82',
+            site: "site"
+          });
+        } catch(err) {
+          console.log(err)
+        }
+      }
+    </script>
 {% endblock %}
diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css
index 3369fa177..f7e1f48d8 100644
--- a/docs/stylesheets/ft.extra.css
+++ b/docs/stylesheets/ft.extra.css
@@ -11,3 +11,14 @@
 .rst-versions .rst-other-versions {
     color: white;
 }
+
+
+#widget-wrapper {
+    height: calc(220px * 0.5625 + 18px);
+    width: 220px;
+    margin: 0 auto 16px auto;
+    border-style: solid;
+    border-color: var(--md-code-bg-color);
+    border-width: 1px;
+    border-radius: 5px;
+}

From f585ffa264e1a44e193b6e5e43bb30f4e55c70c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 22:53:46 +0200
Subject: [PATCH 0700/1386] Add Dark theme to Documentation

---
 mkdocs.yml | 14 ++++++++++++--
 1 file changed, 12 insertions(+), 2 deletions(-)

diff --git a/mkdocs.yml b/mkdocs.yml
index e3e1ade86..854939ca0 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -44,8 +44,18 @@ theme:
   favicon: 'images/logo.png'
   custom_dir: 'docs/overrides'
   palette:
-    primary: 'blue grey'
-    accent: 'tear'
+    - scheme: default
+      primary: 'blue grey'
+      accent: 'tear'
+      toggle:
+        icon: material/toggle-switch-off-outline
+        name: Switch to dark mode
+    - scheme: slate
+      primary: 'blue grey'
+      accent: 'tear'
+      toggle:
+        icon: material/toggle-switch-off-outline
+        name: Switch to dark mode
 extra_css:
   - 'stylesheets/ft.extra.css'
 extra_javascript:

From 2ade3ec7b9b788bdbfd069a8127961388a07c476 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 23:09:06 +0200
Subject: [PATCH 0701/1386] Add max-width query to hide on small screens

---
 docs/stylesheets/ft.extra.css | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css
index f7e1f48d8..8e6f9929a 100644
--- a/docs/stylesheets/ft.extra.css
+++ b/docs/stylesheets/ft.extra.css
@@ -22,3 +22,7 @@
     border-width: 1px;
     border-radius: 5px;
 }
+
+@media screen and (max-width: 700px) {
+    #widget-wrapper { display: none; }
+}

From 9e91240283cc2499683574e60853a21ab0e1de69 Mon Sep 17 00:00:00 2001
From: Carlo Revelli <carlo.revelli@berkeley.edu>
Date: Fri, 25 Jun 2021 10:43:40 +0100
Subject: [PATCH 0702/1386] binance-portal

---
 docs/overrides/main.html      | 2 +-
 docs/stylesheets/ft.extra.css | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/overrides/main.html b/docs/overrides/main.html
index e3d1a5d4a..b2138dd7b 100644
--- a/docs/overrides/main.html
+++ b/docs/overrides/main.html
@@ -58,7 +58,7 @@
           window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
             apiHost: 'https://www.binance.com',
             brokerId: 'R4BD3S82',
-            site: "site"
+            slideTime: 4e4,
           });
         } catch(err) {
           console.log(err)
diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css
index 8e6f9929a..930f2038a 100644
--- a/docs/stylesheets/ft.extra.css
+++ b/docs/stylesheets/ft.extra.css
@@ -23,6 +23,6 @@
     border-radius: 5px;
 }
 
-@media screen and (max-width: 700px) {
+@media screen and (max-width: calc(76.25em + 1px)) {
     #widget-wrapper { display: none; }
 }

From 69a3aee01e3d4174693977bdb7103b8234969bca Mon Sep 17 00:00:00 2001
From: Carlo Revelli <carlo.revelli@berkeley.edu>
Date: Fri, 25 Jun 2021 10:53:52 +0100
Subject: [PATCH 0703/1386] minor edits

---
 docs/overrides/main.html      | 2 +-
 docs/stylesheets/ft.extra.css | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/overrides/main.html b/docs/overrides/main.html
index b2138dd7b..dfc5264be 100644
--- a/docs/overrides/main.html
+++ b/docs/overrides/main.html
@@ -44,7 +44,7 @@
     <script src="https://code.jquery.com/jquery-3.4.1.min.js"
       integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
 
-      // Load binance SDK
+    <!-- Load binance SDK -->
     <script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
 
     <script>
diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css
index 930f2038a..f9ad980c6 100644
--- a/docs/stylesheets/ft.extra.css
+++ b/docs/stylesheets/ft.extra.css
@@ -23,6 +23,6 @@
     border-radius: 5px;
 }
 
-@media screen and (max-width: calc(76.25em + 1px)) {
+@media screen and (max-width: calc(76.25em - 1px)) {
     #widget-wrapper { display: none; }
 }

From ea236abf18a8aaeda451c03a322774007ef01364 Mon Sep 17 00:00:00 2001
From: mohammad sadegh hekmat <mohammad.hek@gmail.com>
Date: Fri, 25 Jun 2021 19:19:51 +0430
Subject: [PATCH 0704/1386] Update configuration.md

---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 8b85e9e96..7e697cb83 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -141,7 +141,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 ### Parameters in the strategy
 
-The following parameters can be set in either configuration file or strategy.
+The following parameters can be set in configuration file or strategy.
 Values set in the configuration file always overwrite values set in the strategy.
 
 * `minimal_roi`

From fef73b1b6ac3ef59ffe2ae2e1e98cc7f82c2fca1 Mon Sep 17 00:00:00 2001
From: mohammad sadegh hekmat <mohammad.hek@gmail.com>
Date: Fri, 25 Jun 2021 20:42:44 +0430
Subject: [PATCH 0705/1386] Update configuration.md

---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 7e697cb83..00116461f 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -170,7 +170,7 @@ There are several methods to configure how much of the stake currency the bot wi
 #### Minimum trade stake
 
 The minimum stake amount will depend by exchange and pair, and is usually listed in the exchange support pages.
-Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.4$.
+Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6$.
 
 The minimum stake amount to buy this pair is therefore `20 * 0.6 ~= 12`.
 This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.

From 1a82685dd84edaffb4cf7785ff5fddddf8b92c12 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 18:19:29 +0200
Subject: [PATCH 0706/1386] Don't reset log caching

uvicorn will "load from dict" the config - which flushes the logs
and therefore cleans log-buffering
---
 freqtrade/rpc/api_server/webserver.py | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 8a5c958e9..a43d4abe6 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -115,14 +115,12 @@ class ApiServer(RPCHandler):
 
         logger.info('Starting Local Rest Server.')
         verbosity = self._config['api_server'].get('verbosity', 'error')
-        log_config = uvicorn.config.LOGGING_CONFIG
-        # Change logging of access logs to stderr
-        log_config["handlers"]["access"]["stream"] = log_config["handlers"]["default"]["stream"]
+
         uvconfig = uvicorn.Config(self.app,
                                   port=rest_port,
                                   host=rest_ip,
                                   use_colors=False,
-                                  log_config=log_config,
+                                  log_config=None,
                                   access_log=True if verbosity != 'error' else False,
                                   )
         try:

From a46f60bd949a83d3f1a8600466785c1c50e0b8fd Mon Sep 17 00:00:00 2001
From: aayush-jain18 <aayush.jain18@gmail.com>
Date: Fri, 25 Jun 2021 19:15:49 +0530
Subject: [PATCH 0707/1386] spell corrections

---
 freqtrade/commands/build_config_commands.py     | 4 ++--
 freqtrade/configuration/configuration.py        | 2 +-
 freqtrade/constants.py                          | 2 +-
 freqtrade/data/converter.py                     | 2 +-
 freqtrade/edge/edge_positioning.py              | 2 +-
 freqtrade/exceptions.py                         | 4 ++--
 freqtrade/exchange/exchange.py                  | 2 +-
 freqtrade/exchange/kraken.py                    | 2 +-
 freqtrade/freqtradebot.py                       | 2 +-
 freqtrade/optimize/backtesting.py               | 2 +-
 freqtrade/optimize/optimize_reports.py          | 6 +++---
 freqtrade/plot/plotting.py                      | 4 ++--
 freqtrade/plugins/pairlist/PerformanceFilter.py | 2 +-
 freqtrade/resolvers/iresolver.py                | 2 +-
 freqtrade/rpc/fiat_convert.py                   | 6 +++---
 freqtrade/rpc/rpc.py                            | 6 +++---
 freqtrade/rpc/telegram.py                       | 4 ++--
 freqtrade/strategy/hyper.py                     | 6 +++---
 freqtrade/strategy/interface.py                 | 4 ++--
 freqtrade/worker.py                             | 2 +-
 20 files changed, 33 insertions(+), 33 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 03d095e12..b3f912433 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -183,7 +183,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
     """
     Applies selections to the template and writes the result to config_path
     :param config_path: Path object for new config file. Should not exist yet
-    :param selecions: Dict containing selections taken by the user.
+    :param selections: Dict containing selections taken by the user.
     """
     from jinja2.exceptions import TemplateNotFound
     try:
@@ -213,7 +213,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
 def start_new_config(args: Dict[str, Any]) -> None:
     """
     Create a new strategy from a template
-    Asking the user questions to fill out the templateaccordingly.
+    Asking the user questions to fill out the template accordingly.
     """
 
     config_path = Path(args['config'][0])
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index bfeb2da5c..d2cc68c44 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -460,7 +460,7 @@ class Configuration:
             pairs_file = Path(self.args["pairs_file"])
             logger.info(f'Reading pairs file "{pairs_file}".')
             # Download pairs from the pairs file if no config is specified
-            # or if pairs file is specified explicitely
+            # or if pairs file is specified explicitly
             if not pairs_file.exists():
                 raise OperationalException(f'No pairs file found with path "{pairs_file}".')
             config['pairs'] = load_file(pairs_file)
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 013e9df41..6ee4047d2 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -62,7 +62,7 @@ DUST_PER_COIN = {
 }
 
 
-# Soure files with destination directories within user-directory
+# Source files with destination directories within user-directory
 USER_DATA_FILES = {
     'sample_strategy.py': USERPATH_STRATEGIES,
     'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index ffee0c52c..040f58d62 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -49,7 +49,7 @@ def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
                           fill_missing: bool = True,
                           drop_incomplete: bool = True) -> DataFrame:
     """
-    Clense a OHLCV dataframe by
+    Cleanse a OHLCV dataframe by
       * Grouping it by date (removes duplicate tics)
       * dropping last candles if requested
       * Filling up missing data (if requested)
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 9466a1649..977b7e4ec 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -301,7 +301,7 @@ class Edge:
     def _process_expectancy(self, results: DataFrame) -> Dict[str, Any]:
         """
         This calculates WinRate, Required Risk Reward, Risk Reward and Expectancy of all pairs
-        The calulation will be done per pair and per strategy.
+        The calculation will be done per pair and per strategy.
         """
         # Removing pairs having less than min_trades_number
         min_trades_number = self.edge_config.get('min_trade_number', 10)
diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
index caf970606..056be8720 100644
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@@ -47,7 +47,7 @@ class InvalidOrderException(ExchangeError):
 class RetryableOrderError(InvalidOrderException):
     """
     This is returned when the order is not found.
-    This Error will be repeated with increasing backof (in line with DDosError).
+    This Error will be repeated with increasing backoff (in line with DDosError).
     """
 
 
@@ -75,6 +75,6 @@ class DDosProtection(TemporaryError):
 
 class StrategyError(FreqtradeException):
     """
-    Errors with custom user-code deteced.
+    Errors with custom user-code detected.
     Usually caused by errors in the strategy.
     """
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 07ac337fc..751dcf11f 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -235,7 +235,7 @@ class Exchange:
     def ohlcv_candle_limit(self, timeframe: str) -> int:
         """
         Exchange ohlcv candle limit
-        Uses ohlcv_candle_limit_per_timeframe if the exchange has different limts
+        Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits
         per timeframe (e.g. bittrex), otherwise falls back to ohlcv_candle_limit
         :param timeframe: Timeframe to check
         :return: Candle limit as integer
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 8f7cbe590..1b069aa6c 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -49,7 +49,7 @@ class Kraken(Exchange):
             orders = self._api.fetch_open_orders()
             order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
                            x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
-                           # Don't remove the below comment, this can be important for debuggung
+                           # Don't remove the below comment, this can be important for debugging
                            # x["side"], x["amount"],
                            ) for x in orders]
             for bal in balances:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e8a321e94..ec07d4d63 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -98,7 +98,7 @@ class FreqtradeBot(LoggingMixin):
         initial_state = self.config.get('initial_state')
         self.state = State[initial_state.upper()] if initial_state else State.STOPPED
 
-        # Protect sell-logic from forcesell and viceversa
+        # Protect sell-logic from forcesell and vice versa
         self._sell_lock = Lock()
         LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 8b75fe438..e2ca39530 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -445,7 +445,7 @@ class Backtesting:
                 for trade in open_trades[pair]:
                     # also check the buying candle for sell conditions.
                     trade_entry = self._get_sell_trade_entry(trade, row)
-                    # Sell occured
+                    # Sell occurred
                     if trade_entry:
                         # logger.debug(f"{pair} - Backtesting sell {trade}")
                         open_trade_count -= 1
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index df7f721ec..20f099697 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -21,7 +21,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
     Stores backtest results
     :param recordfilename: Path object, which can either be a filename or a directory.
         Filenames will be appended with a timestamp right before the suffix
-        while for diectories, <directory>/backtest-result-<datetime>.json will be used as filename
+        while for directories, <directory>/backtest-result-<datetime>.json will be used as filename
     :param stats: Dataframe containing the backtesting statistics
     """
     if recordfilename.is_dir():
@@ -300,7 +300,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
     :param min_date: Backtest start date
     :param max_date: Backtest end date
     :param market_change: float indicating the market change
-    :return: Dictionary containing results per strategy and a stratgy summary.
+    :return: Dictionary containing results per strategy and a strategy summary.
     """
     results: Dict[str, DataFrame] = content['results']
     if not isinstance(results, DataFrame):
@@ -436,7 +436,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
                      { Strategy: {'results: results, 'config: config}}.
     :param min_date: Backtest start date
     :param max_date: Backtest end date
-    :return: Dictionary containing results per strategy and a stratgy summary.
+    :return: Dictionary containing results per strategy and a strategy summary.
     """
     result: Dict[str, Any] = {'strategy': {}}
     market_change = calculate_market_change(btdata, 'close')
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index c1b1232c2..4119b7f71 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -288,8 +288,8 @@ def plot_area(fig, row: int, data: pd.DataFrame, indicator_a: str,
     :param fig: Plot figure to append to
     :param row: row number for this plot
     :param data: candlestick DataFrame
-    :param indicator_a: indicator name as populated in stragetie
-    :param indicator_b: indicator name as populated in stragetie
+    :param indicator_a: indicator name as populated in strategy
+    :param indicator_b: indicator name as populated in strategy
     :param label: label for the filled area
     :param fill_color: color to be used for the filled area
     :return: fig with added  filled_traces plot
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index bf474cb21..46a289ae6 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -19,7 +19,7 @@ class PerformanceFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return False
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 5b6977b4b..eaba7d201 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -163,7 +163,7 @@ class IResolver:
         :param directory: Path to search
         :param enum_failed: If True, will return None for modules which fail.
             Otherwise, failing modules are skipped.
-        :return: List of dicts containing 'name', 'class' and 'location' entires
+        :return: List of dicts containing 'name', 'class' and 'location' entries
         """
         logger.debug(f"Searching for {cls.object_type.__name__} '{directory}'")
         objects = []
diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 5ae20afa1..199e6a7db 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -102,7 +102,7 @@ class CryptoToFiatConverter:
             inverse = True
 
         symbol = f"{crypto_symbol}/{fiat_symbol}"
-        # Check if the fiat convertion you want is supported
+        # Check if the fiat conversion you want is supported
         if not self._is_supported_fiat(fiat=fiat_symbol):
             raise ValueError(f'The fiat {fiat_symbol} is not supported.')
 
@@ -135,7 +135,7 @@ class CryptoToFiatConverter:
         :param fiat_symbol: FIAT currency you want to convert to (e.g usd)
         :return: float, price of the crypto-currency in Fiat
         """
-        # Check if the fiat convertion you want is supported
+        # Check if the fiat conversion you want is supported
         if not self._is_supported_fiat(fiat=fiat_symbol):
             raise ValueError(f'The fiat {fiat_symbol} is not supported.')
 
@@ -146,7 +146,7 @@ class CryptoToFiatConverter:
         if self._cryptomap == {}:
             if self._backoff <= datetime.datetime.now().timestamp():
                 self._load_cryptomap()
-                # return 0.0 if we still dont have data to check, no reason to proceed
+                # return 0.0 if we still don't have data to check, no reason to proceed
                 if self._cryptomap == {}:
                     return 0.0
             else:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 8f806f555..add66d576 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -180,9 +180,9 @@ class RPC:
                     base_currency=self._freqtrade.config['stake_currency'],
                     close_profit=trade.close_profit if trade.close_profit is not None else None,
                     current_rate=current_rate,
-                    current_profit=current_profit,  # Deprectated
-                    current_profit_pct=round(current_profit * 100, 2),  # Deprectated
-                    current_profit_abs=current_profit_abs,  # Deprectated
+                    current_profit=current_profit,  # Deprecated
+                    current_profit_pct=round(current_profit * 100, 2),  # Deprecated
+                    current_profit_abs=current_profit_abs,  # Deprecated
                     profit_ratio=current_profit,
                     profit_pct=round(current_profit * 100, 2),
                     profit_abs=current_profit_abs,
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 16c9fddcc..d857e46a9 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -103,7 +103,7 @@ class Telegram(RPCHandler):
         # do not allow commands with mandatory arguments and critical cmds
         # like /forcesell and /forcebuy
         # TODO: DRY! - its not good to list all valid cmds here. But otherwise
-        #       this needs refacoring of the whole telegram module (same
+        #       this needs refactoring of the whole telegram module (same
         #       problem in _help()).
         valid_keys: List[str] = [r'/start$', r'/stop$', r'/status$', r'/status table$',
                                  r'/trades$', r'/performance$', r'/daily$', r'/daily \d+$',
@@ -611,7 +611,7 @@ class Telegram(RPCHandler):
                     curr_output = (f"*{curr['currency']}:* not showing <{balance_dust_level} "
                                    f"{curr['stake']} amount \n")
 
-                # Handle overflowing messsage length
+                # Handle overflowing message length
                 if len(output + curr_output) >= MAX_TELEGRAM_MESSAGE_LENGTH:
                     self._send_msg(output)
                     output = curr_output
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index e487ffeff..21a806202 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -242,7 +242,7 @@ class CategoricalParameter(BaseParameter):
 
 class HyperStrategyMixin(object):
     """
-    A helper base class which allows HyperOptAuto class to reuse implementations of of buy/sell
+    A helper base class which allows HyperOptAuto class to reuse implementations of buy/sell
      strategy logic.
     """
 
@@ -258,7 +258,7 @@ class HyperStrategyMixin(object):
 
     def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
         """
-        Find all optimizeable parameters and return (name, attr) iterator.
+        Find all optimizable parameters and return (name, attr) iterator.
         :param category:
         :return:
         """
@@ -310,7 +310,7 @@ class HyperStrategyMixin(object):
 
     def _load_params(self, params: dict, space: str, hyperopt: bool = False) -> None:
         """
-        Set optimizeable parameter values.
+        Set optimizable parameter values.
         :param params: Dictionary with new parameter values.
         """
         if not params:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 65e27a2c2..c29111de9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -270,7 +270,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return float: New stoploss value, relative to the currentrate
+        :return float: New stoploss value, relative to the current_rate
         """
         return self.stoploss
 
@@ -301,7 +301,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
-        These pair/interval combinations are non-tradeable, unless they are part
+        These pair/interval combinations are non-tradable, unless they are part
         of the whitelist as well.
         For more information, please consult the documentation
         :return: List of tuples in the format (pair, interval)
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 4fa9166bf..5c0de86ff 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -61,7 +61,7 @@ class Worker:
 
     def _notify(self, message: str) -> None:
         """
-        Removes the need to verify in all occurances if sd_notify is enabled
+        Removes the need to verify in all occurrences if sd_notify is enabled
         :param message: Message to send to systemd if it's enabled.
         """
         if self._sd_notify:

From d294ef10d75cbd5d39cc6c883cf314a010d48b7d Mon Sep 17 00:00:00 2001
From: aayush-jain18 <aayush.jain18@gmail.com>
Date: Fri, 25 Jun 2021 22:43:31 +0530
Subject: [PATCH 0708/1386] unexpected docstring params

---
 freqtrade/commands/optimize_commands.py        |  1 +
 freqtrade/configuration/config_setup.py        |  1 +
 freqtrade/data/history/hdf5datahandler.py      |  4 ++--
 freqtrade/data/history/history_utils.py        |  1 +
 freqtrade/data/history/idatahandler.py         |  8 ++++----
 freqtrade/data/history/jsondatahandler.py      |  4 ++--
 freqtrade/exchange/exchange.py                 | 10 ++++++----
 freqtrade/freqtradebot.py                      |  3 ++-
 freqtrade/misc.py                              |  1 +
 freqtrade/optimize/optimize_reports.py         |  3 +--
 freqtrade/plugins/pairlist/VolatilityFilter.py |  4 ++--
 freqtrade/resolvers/exchange_resolver.py       |  1 +
 freqtrade/resolvers/iresolver.py               |  2 +-
 freqtrade/strategy/interface.py                |  8 +++++---
 14 files changed, 30 insertions(+), 21 deletions(-)

diff --git a/freqtrade/commands/optimize_commands.py b/freqtrade/commands/optimize_commands.py
index a84b3b3bd..08174bde6 100644
--- a/freqtrade/commands/optimize_commands.py
+++ b/freqtrade/commands/optimize_commands.py
@@ -15,6 +15,7 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
     """
     Prepare the configuration for the Hyperopt module
     :param args: Cli args from Arguments()
+    :param method: Bot running mode
     :return: Configuration
     """
     config = setup_utils_configuration(args, method)
diff --git a/freqtrade/configuration/config_setup.py b/freqtrade/configuration/config_setup.py
index cd8464ead..22836ab19 100644
--- a/freqtrade/configuration/config_setup.py
+++ b/freqtrade/configuration/config_setup.py
@@ -15,6 +15,7 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
     """
     Prepare the configuration for utils subcommands
     :param args: Cli args from Arguments()
+    :param method: Bot running mode
     :return: Configuration
     """
     configuration = Configuration(args, method)
diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py
index e80cfeba2..dd60530aa 100644
--- a/freqtrade/data/history/hdf5datahandler.py
+++ b/freqtrade/data/history/hdf5datahandler.py
@@ -52,8 +52,8 @@ class HDF5DataHandler(IDataHandler):
         """
         Store data in hdf5 file.
         :param pair: Pair - used to generate filename
-        :timeframe: Timeframe - used to generate filename
-        :data: Dataframe containing OHLCV data
+        :param timeframe: Timeframe - used to generate filename
+        :param data: Dataframe containing OHLCV data
         :return: None
         """
         key = self._pair_ohlcv_key(pair, timeframe)
diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 86e9f75e6..eecb63d07 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -113,6 +113,7 @@ def refresh_data(datadir: Path,
     :param timeframe: Timeframe (e.g. "5m")
     :param pairs: List of pairs to load
     :param exchange: Exchange object
+    :param data_format: dataformat to use
     :param timerange: Limit data to be loaded to this timerange
     """
     data_handler = get_datahandler(datadir, data_format)
diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index 070d9039d..05052b2d7 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -49,8 +49,8 @@ class IDataHandler(ABC):
         """
         Store ohlcv data.
         :param pair: Pair - used to generate filename
-        :timeframe: Timeframe - used to generate filename
-        :data: Dataframe containing OHLCV data
+        :param timeframe: Timeframe - used to generate filename
+        :param data: Dataframe containing OHLCV data
         :return: None
         """
 
@@ -245,8 +245,8 @@ def get_datahandler(datadir: Path, data_format: str = None,
                     data_handler: IDataHandler = None) -> IDataHandler:
     """
     :param datadir: Folder to save data
-    :data_format: dataformat to use
-    :data_handler: returns this datahandler if it exists or initializes a new one
+    :param data_format: dataformat to use
+    :param data_handler: returns this datahandler if it exists or initializes a new one
     """
 
     if not data_handler:
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 301d228a8..990e75bd9 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -55,8 +55,8 @@ class JsonDataHandler(IDataHandler):
             format looks as follows:
             [[<date>,<open>,<high>,<low>,<close>]]
         :param pair: Pair - used to generate filename
-        :timeframe: Timeframe - used to generate filename
-        :data: Dataframe containing OHLCV data
+        :param timeframe: Timeframe - used to generate filename
+        :param data: Dataframe containing OHLCV data
         :return: None
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 2db89d707..99430ea25 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -475,11 +475,11 @@ class Exchange:
         return endpoint in self._api.has and self._api.has[endpoint]
 
     def amount_to_precision(self, pair: str, amount: float) -> float:
-        '''
+        """
         Returns the amount to buy or sell to a precision the Exchange accepts
         Re-implementation of ccxt internal methods - ensuring we can test the result is correct
         based on our definitions.
-        '''
+        """
         if self.markets[pair]['precision']['amount']:
             amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
                                                 precision=self.markets[pair]['precision']['amount'],
@@ -489,14 +489,14 @@ class Exchange:
         return amount
 
     def price_to_precision(self, pair: str, price: float) -> float:
-        '''
+        """
         Returns the price rounded up to the precision the Exchange accepts.
         Partial Re-implementation of ccxt internal method decimal_to_precision(),
         which does not support rounding up
         TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
         align with amount_to_precision().
         Rounds up
-        '''
+        """
         if self.markets[pair]['precision']['price']:
             # price = float(decimal_to_precision(price, rounding_mode=ROUND,
             #                                    precision=self.markets[pair]['precision']['price'],
@@ -796,6 +796,8 @@ class Exchange:
         """
         Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
         the stoploss_order parameter
+        :param order_id: OrderId to fetch order
+        :param pair: Pair corresponding to order_id
         :param stoploss_order: If true, uses fetch_stoploss_order, otherwise fetch_order.
         """
         if stoploss_order:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ec07d4d63..e533e15e0 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -472,6 +472,7 @@ class FreqtradeBot(LoggingMixin):
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
+        :param stake_amount: amount of stake-currency for the pair
         :return: True if a buy order is created, false if it fails.
         """
         time_in_force = self.strategy.order_time_in_force['buy']
@@ -834,7 +835,7 @@ class FreqtradeBot(LoggingMixin):
         """
         Check to see if stoploss on exchange should be updated
         in case of trailing stoploss on exchange
-        :param Trade: Corresponding Trade
+        :param trade: Corresponding Trade
         :param order: Current on exchange stoploss order
         :return: None
         """
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 2e255901e..967f08299 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -56,6 +56,7 @@ def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool =
     """
     Dump JSON data into a file
     :param filename: file to create
+    :param is_zip: if file should be zip
     :param data: JSON Data to save
     :return:
     """
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 20f099697..24dbb4961 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -507,9 +507,8 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
 def text_table_strategy(strategy_results, stake_currency: str) -> str:
     """
     Generate summary table per strategy
+    :param strategy_results: Dict of <Strategyname: DataFrame> containing results for all strategies
     :param stake_currency: stake-currency - used to correctly name headers
-    :param max_open_trades: Maximum allowed open trades used for backtest
-    :param all_results: Dict of <Strategyname: DataFrame> containing results for all strategies
     :return: pretty printed table with tabulate as string
     """
     floatfmt = _get_line_floatfmt(stake_currency)
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index bc617a1db..5ae8e3e9f 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -20,9 +20,9 @@ logger = logging.getLogger(__name__)
 
 
 class VolatilityFilter(IPairList):
-    '''
+    """
     Filters pairs by volatility
-    '''
+    """
 
     def __init__(self, exchange, pairlistmanager,
                  config: Dict[str, Any], pairlistconfig: Dict[str, Any],
diff --git a/freqtrade/resolvers/exchange_resolver.py b/freqtrade/resolvers/exchange_resolver.py
index ed6715d15..4dfbf445b 100644
--- a/freqtrade/resolvers/exchange_resolver.py
+++ b/freqtrade/resolvers/exchange_resolver.py
@@ -21,6 +21,7 @@ class ExchangeResolver(IResolver):
     def load_exchange(exchange_name: str, config: dict, validate: bool = True) -> Exchange:
         """
         Load the custom class from config parameter
+        :param exchange_name: name of the Exchange to load
         :param config: configuration dictionary
         """
         # Map exchange name to avoid duplicate classes for identical exchanges
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index eaba7d201..2cccec70a 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -135,7 +135,7 @@ class IResolver:
                     extra_dir: Optional[str] = None) -> Any:
         """
         Search and loads the specified object as configured in hte child class.
-        :param objectname: name of the module to import
+        :param object_name: name of the module to import
         :param config: configuration dictionary
         :param extra_dir: additional directory to search for the given pairlist
         :raises: OperationalException if the class is invalid or does not exist.
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index c29111de9..ea7d5079d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -349,7 +349,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         The 2nd, optional parameter ensures that locks are applied until the new candle arrives,
         and not stop at 14:00:00 - while the next candle arrives at 14:00:02 leaving a gap
         of 2 seconds for a buy to happen on an old signal.
-        :param: pair: "Pair to check"
+        :param pair: "Pair to check"
         :param candle_date: Date of the last candle. Optional, defaults to current date
         :returns: locking state of the pair in question.
         """
@@ -733,7 +733,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         Based on TA indicators, populates the buy signal for the given dataframe
         This method should not be overridden.
         :param dataframe: DataFrame
-        :param pair: Additional information, like the currently traded pair
+        :param metadata: Additional information dictionary, with details like the
+            currently traded pair
         :return: DataFrame with buy column
         """
         logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.")
@@ -750,7 +751,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         Based on TA indicators, populates the sell signal for the given dataframe
         This method should not be overridden.
         :param dataframe: DataFrame
-        :param pair: Additional information, like the currently traded pair
+        :param metadata: Additional information dictionary, with details like the
+            currently traded pair
         :return: DataFrame with sell column
         """
         logger.debug(f"Populating sell signals for pair {metadata.get('pair')}.")

From d59a38665c7324cf4f0d9d0118bd3bfe35039ad0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 20:36:39 +0200
Subject: [PATCH 0709/1386] Remove support for order_book_max

---
 config_binance.json.example                  |  3 +-
 config_bittrex.json.example                  |  3 +-
 config_ftx.json.example                      |  3 +-
 config_full.json.example                     |  3 +-
 config_kraken.json.example                   |  3 +-
 freqtrade/configuration/config_validation.py | 21 ++++++++++++
 freqtrade/constants.py                       |  5 ++-
 freqtrade/exchange/exchange.py               | 18 ++++------
 freqtrade/freqtradebot.py                    | 35 +++-----------------
 freqtrade/templates/base_config.json.j2      |  3 +-
 10 files changed, 40 insertions(+), 57 deletions(-)

diff --git a/config_binance.json.example b/config_binance.json.example
index 4fa615d6d..ef0f43873 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -22,8 +22,7 @@
     },
     "ask_strategy": {
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/config_bittrex.json.example b/config_bittrex.json.example
index 172cfcfc3..3c7f2bceb 100644
--- a/config_bittrex.json.example
+++ b/config_bittrex.json.example
@@ -22,8 +22,7 @@
     },
     "ask_strategy":{
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/config_ftx.json.example b/config_ftx.json.example
index facd54b25..803fa5899 100644
--- a/config_ftx.json.example
+++ b/config_ftx.json.example
@@ -22,8 +22,7 @@
     },
     "ask_strategy": {
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/config_full.json.example b/config_full.json.example
index bc9f33f96..7f6a53710 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -39,8 +39,7 @@
     "ask_strategy":{
         "price_side": "ask",
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "sell_profit_offset": 0.0,
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 3cd90e5d3..6ebf10403 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -22,8 +22,7 @@
     },
     "ask_strategy":{
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 3004d6bf7..72c299bed 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -79,6 +79,7 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
     _validate_whitelist(conf)
     _validate_protections(conf)
     _validate_unlimited_amount(conf)
+    _validate_ask_orderbook(conf)
 
     # validate configuration before returning
     logger.info('Validating configuration ...')
@@ -186,3 +187,23 @@ def _validate_protections(conf: Dict[str, Any]) -> None:
                 "Protections must specify either `lookback_period` or `lookback_period_candles`.\n"
                 f"Please fix the protection {prot.get('method')}"
             )
+
+
+def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
+    ask_strategy = conf.get('ask_strategy', {})
+    ob_min = ask_strategy.get('order_book_min')
+    ob_max = ask_strategy.get('order_book_max')
+    if ob_min is not None and ob_max is not None:
+        if ob_min != ob_max:
+            raise OperationalException(
+                "Using order_book_max != order_book_min in ask_strategy is no longer supported."
+                "Please pick one value and use `order_book_top` in the future."
+            )
+        else:
+            # Move value to order_book_top
+            ask_strategy['order_book_top'] = ob_min
+            logger.warning(
+                "DEPRECATED: "
+                "Please use `order_book_top` instead of `order_book_min` and `order_book_max` "
+                "for your `ask_strategy` configuration."
+            )
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 6ee4047d2..f8d1100fe 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -154,7 +154,7 @@ CONF_SCHEMA = {
                 },
                 'price_side': {'type': 'string', 'enum': ORDERBOOK_SIDES, 'default': 'bid'},
                 'use_order_book': {'type': 'boolean'},
-                'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
+                'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, },
                 'check_depth_of_market': {
                     'type': 'object',
                     'properties': {
@@ -176,8 +176,7 @@ CONF_SCHEMA = {
                     'exclusiveMaximum': False,
                 },
                 'use_order_book': {'type': 'boolean'},
-                'order_book_min': {'type': 'integer', 'minimum': 1},
-                'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
+                'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, },
                 'use_sell_signal': {'type': 'boolean'},
                 'sell_profit_only': {'type': 'boolean'},
                 'sell_profit_offset': {'type': 'number'},
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 2db89d707..53a451174 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -997,15 +997,6 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
-                        order_book_min: int = 1):
-        """
-        Helper generator to query orderbook in loop (used for early sell-order placing)
-        """
-        order_book = self.fetch_l2_order_book(pair, order_book_max)
-        for i in range(order_book_min, order_book_max + 1):
-            yield order_book[side][i - 1][0]
-
     def get_buy_rate(self, pair: str, refresh: bool) -> float:
         """
         Calculates bid target between current ask price and last price
@@ -1074,10 +1065,15 @@ class Exchange:
             logger.info(
                 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 = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
+                rate = order_book[f"{ask_strategy['price_side']}s"][order_book_top - 1][0]
             except (IndexError, KeyError) as e:
-                logger.warning("Sell Price at location from orderbook could not be determined.")
+                logger.warning(
+                    "Sell Price at location from orderbook could not be determined."
+                    f"Orderbook: {order_book}"
+                )
                 raise PricingError from e
         else:
             ticker = self.fetch_ticker(pair)
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ec07d4d63..59a615843 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -692,37 +692,10 @@ class FreqtradeBot(LoggingMixin):
 
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
-        if config_ask_strategy.get('use_order_book', False):
-            order_book_min = config_ask_strategy.get('order_book_min', 1)
-            order_book_max = config_ask_strategy.get('order_book_max', 1)
-            logger.debug(f'Using order book between {order_book_min} and {order_book_max} '
-                         f'for selling {trade.pair}...')
-
-            order_book = self.exchange._order_book_gen(
-                trade.pair, f"{config_ask_strategy['price_side']}s",
-                order_book_min=order_book_min, order_book_max=order_book_max)
-            for i in range(order_book_min, order_book_max + 1):
-                try:
-                    sell_rate = next(order_book)
-                except (IndexError, KeyError) as e:
-                    logger.warning(
-                        f"Sell Price at location {i} from orderbook could not be determined."
-                    )
-                    raise PricingError from e
-                logger.debug(f"  order book {config_ask_strategy['price_side']} top {i}: "
-                             f"{sell_rate:0.8f}")
-                # Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
-                # resulting in outdated RPC messages
-                self.exchange._sell_rate_cache[trade.pair] = sell_rate
-
-                if self._check_and_execute_sell(trade, sell_rate, buy, sell):
-                    return True
-
-        else:
-            logger.debug('checking sell')
-            sell_rate = self.exchange.get_sell_rate(trade.pair, True)
-            if self._check_and_execute_sell(trade, sell_rate, buy, sell):
-                return True
+        logger.debug('checking sell')
+        sell_rate = self.exchange.get_sell_rate(trade.pair, True)
+        if self._check_and_execute_sell(trade, sell_rate, buy, sell):
+            return True
 
         logger.debug('Found no sell signal for %s.', trade)
         return False
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 8933ebc6a..5e6890b90 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -25,8 +25,7 @@
     "ask_strategy": {
         "price_side": "ask",
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false

From ae6a5c908e5f2cce8cbc62ca3da70188810653ed Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 20:37:17 +0200
Subject: [PATCH 0710/1386] Update documentation to reflect new setting for
 sell price

---
 docs/configuration.md    |  5 ++---
 docs/includes/pricing.md | 19 +++----------------
 2 files changed, 5 insertions(+), 19 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index a2ed41b99..074b9ddf0 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -74,14 +74,13 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `bid_strategy.price_side` | Select the side of the spread the bot should look at to get the buy rate. [More information below](#buy-price-side).<br> *Defaults to `bid`.* <br> **Datatype:** String (either `ask` or `bid`).
 | `bid_strategy.ask_last_balance` | **Required.** Interpolate the bidding price. More information [below](#buy-price-without-orderbook-enabled).
 | `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> **Datatype:** Boolean
-| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> **Datatype:** Positive Integer
+| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> **Datatype:** Positive Integer
 | `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.*  <br> **Datatype:** Float (as ratio)
 | `ask_strategy.price_side` | Select the side of the spread the bot should look at to get the sell rate. [More information below](#sell-price-side).<br> *Defaults to `ask`.* <br> **Datatype:** String (either `ask` or `bid`).
 | `ask_strategy.bid_last_balance` | Interpolate the selling price. More information [below](#sell-price-without-orderbook-enabled).
 | `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
-| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
-| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
+| `ask_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `ask_strategy.sell_profit_only` | Wait until the bot reaches `ask_strategy.sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `ask_strategy.sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
diff --git a/docs/includes/pricing.md b/docs/includes/pricing.md
index bdf27eb20..ed8a45e68 100644
--- a/docs/includes/pricing.md
+++ b/docs/includes/pricing.md
@@ -47,7 +47,7 @@ Also, prices at the "ask" side of the spread are higher than prices at the "bid"
 
 #### Buy price with Orderbook enabled
 
-When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and then uses the entry specified as `bid_strategy.order_book_top` on the configured side (`bid_strategy.price_side`) of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
+When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and uses the entry specified as `bid_strategy.order_book_top` on the configured side (`bid_strategy.price_side`) of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
 
 #### Buy price without Orderbook enabled
 
@@ -82,22 +82,9 @@ In line with that, if `ask_strategy.price_side` is set to `"bid"`, then the bot
 
 #### Sell price with Orderbook enabled
 
-When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the configured orderbook side are validated for a profitable sell-possibility based on the strategy configuration (`minimal_roi` conditions) and the sell order is placed at the first profitable spot.
+When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_top` entries in the orderbook and uses the entry specified as `ask_strategy.order_book_top` from the configured side (`ask_strategy.price_side`) as selling price.
 
-!!! Note
-    Using `order_book_max` higher than `order_book_min` only makes sense when ask_strategy.price_side is set to `"ask"`.
-
-The idea here is to place the sell order early, to be ahead in the queue.
-
-A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
-
-!!! Warning "Order_book_max > 1 - increased risks for stoplosses!"
-    Using `ask_strategy.order_book_max` higher than 1 will increase the risk the stoploss on exchange is cancelled too early, since an eventual [stoploss on exchange](#understand-order_types) will be cancelled as soon as the order is placed.
-    Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (with or without using stoploss on exchange).
-
-!!! Warning "Order_book_max > 1 in dry-run"
-    Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.
-    It is therefore advised to not use this setting for dry-runs.
+1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
 
 #### Sell price without Orderbook enabled
 

From 8c542e4028793994f6d52bac7984658fba7dbc91 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 20:41:41 +0200
Subject: [PATCH 0711/1386] Update tests for removed order_book_max option

---
 docs/deprecated.md              | 5 +++++
 tests/conftest.py               | 3 +--
 tests/exchange/test_exchange.py | 8 +++-----
 tests/test_freqtradebot.py      | 5 ++---
 4 files changed, 11 insertions(+), 10 deletions(-)

diff --git a/docs/deprecated.md b/docs/deprecated.md
index 312f2c74f..1d44b5d28 100644
--- a/docs/deprecated.md
+++ b/docs/deprecated.md
@@ -33,3 +33,8 @@ The old section of configuration parameters (`"pairlist"`) has been deprecated i
 ### deprecation of bidVolume and askVolume from volume-pairlist
 
 Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4, and have been removed in 2020.9.
+
+### Using order book steps for sell price
+
+Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early.
+As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.6.
diff --git a/tests/conftest.py b/tests/conftest.py
index 6e00db274..a843d9397 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -290,8 +290,7 @@ def get_default_conf(testdatadir):
         },
         "ask_strategy": {
             "use_order_book": False,
-            "order_book_min": 1,
-            "order_book_max": 1
+            "order_book_top": 1,
         },
         "exchange": {
             "name": "binance",
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index ba9ec8bc7..45db3a5e4 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1844,8 +1844,7 @@ def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, o
     # Test orderbook mode
     default_conf['ask_strategy']['price_side'] = side
     default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_min'] = 1
-    default_conf['ask_strategy']['order_book_max'] = 2
+    default_conf['ask_strategy']['order_book_top'] = 1
     pair = "ETH/BTC"
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
     exchange = get_patched_exchange(mocker, default_conf)
@@ -1862,8 +1861,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
     # Test orderbook mode
     default_conf['ask_strategy']['price_side'] = 'ask'
     default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_min'] = 1
-    default_conf['ask_strategy']['order_book_max'] = 2
+    default_conf['ask_strategy']['order_book_top'] = 1
     pair = "ETH/BTC"
     # Test What happens if the exchange returns an empty orderbook.
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
@@ -1871,7 +1869,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
     exchange = get_patched_exchange(mocker, default_conf)
     with pytest.raises(PricingError):
         exchange.get_sell_rate(pair, True)
-    assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
+    assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*", caplog)
 
 
 def test_get_sell_rate_exception(default_conf, mocker, caplog):
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index aac8d0c4c..06f42d5be 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3990,8 +3990,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
     default_conf['exchange']['name'] = 'binance'
     default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_min'] = 1
-    default_conf['ask_strategy']['order_book_max'] = 2
+    default_conf['ask_strategy']['order_book_top'] = 1
     default_conf['telegram']['enabled'] = False
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -4027,7 +4026,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
                  return_value={'bids': [[]], 'asks': [[]]})
     with pytest.raises(PricingError):
         freqtrade.handle_trade(trade)
-    assert log_has('Sell Price at location 1 from orderbook could not be determined.', caplog)
+    assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*', caplog)
 
 
 def test_startup_state(default_conf, mocker):

From 59a33d0fa910fd2806f61d9da8fd748d92f15dde Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 20:51:45 +0200
Subject: [PATCH 0712/1386] Add test for ask_orderbook validation

---
 freqtrade/configuration/config_validation.py |  2 +-
 freqtrade/exchange/exchange.py               |  4 ++--
 tests/exchange/test_exchange.py              |  3 ++-
 tests/test_configuration.py                  | 17 +++++++++++++++++
 tests/test_freqtradebot.py                   |  3 ++-
 5 files changed, 24 insertions(+), 5 deletions(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 72c299bed..29c078d0d 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -193,7 +193,7 @@ def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
     ask_strategy = conf.get('ask_strategy', {})
     ob_min = ask_strategy.get('order_book_min')
     ob_max = ask_strategy.get('order_book_max')
-    if ob_min is not None and ob_max is not None:
+    if ob_min is not None and ob_max is not None and ask_strategy.get('use_order_book'):
         if ob_min != ob_max:
             raise OperationalException(
                 "Using order_book_max != order_book_min in ask_strategy is no longer supported."
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 53a451174..790292a3d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1071,8 +1071,8 @@ class Exchange:
                 rate = order_book[f"{ask_strategy['price_side']}s"][order_book_top - 1][0]
             except (IndexError, KeyError) as e:
                 logger.warning(
-                    "Sell Price at location from orderbook could not be determined."
-                    f"Orderbook: {order_book}"
+                    f"Sell Price at location {order_book_top} from orderbook could not be "
+                    f"determined. Orderbook: {order_book}"
                 )
                 raise PricingError from e
         else:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 45db3a5e4..524dc873c 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1869,7 +1869,8 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
     exchange = get_patched_exchange(mocker, default_conf)
     with pytest.raises(PricingError):
         exchange.get_sell_rate(pair, True)
-    assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*", caplog)
+    assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*",
+                      caplog)
 
 
 def test_get_sell_rate_exception(default_conf, mocker, caplog):
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index c5d0cd908..366501d8a 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -935,6 +935,23 @@ def test_validate_protections(default_conf, protconf, expected):
         validate_config_consistency(conf)
 
 
+def test_validate_ask_orderbook(default_conf, caplog) -> None:
+    conf = deepcopy(default_conf)
+    conf['ask_strategy']['use_order_book'] = True
+    conf['ask_strategy']['order_book_min'] = 2
+    conf['ask_strategy']['order_book_max'] = 2
+
+    validate_config_consistency(conf)
+    assert log_has_re(r"DEPRECATED: Please use `order_book_top` instead of.*", caplog)
+    assert conf['ask_strategy']['order_book_top'] == 2
+
+    conf['ask_strategy']['order_book_max'] = 5
+
+    with pytest.raises(OperationalException,
+                       match=r"Using order_book_max != order_book_min in ask_strategy.*"):
+        validate_config_consistency(conf)
+
+
 def test_load_config_test_comments() -> None:
     """
     Load config with comments
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 06f42d5be..4f8a18827 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4026,7 +4026,8 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
                  return_value={'bids': [[]], 'asks': [[]]})
     with pytest.raises(PricingError):
         freqtrade.handle_trade(trade)
-    assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*', caplog)
+    assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*',
+                      caplog)
 
 
 def test_startup_state(default_conf, mocker):

From 0ecf456d7f4b935c9290384c9f812abacf99d98f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 08:13:31 +0200
Subject: [PATCH 0713/1386] Update Deprecation date

---
 docs/deprecated.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/deprecated.md b/docs/deprecated.md
index 1d44b5d28..b7ad847e6 100644
--- a/docs/deprecated.md
+++ b/docs/deprecated.md
@@ -37,4 +37,4 @@ Since only quoteVolume can be compared between assets, the other options (bidVol
 ### Using order book steps for sell price
 
 Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early.
-As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.6.
+As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.7.

From c62fad0088d4a4118dc022825bcee290bb7168e9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 08:19:37 +0200
Subject: [PATCH 0714/1386] Pricing strategies should default to use orderbook
 pricing

---
 config_binance.json.example             | 4 ++--
 config_bittrex.json.example             | 4 ++--
 config_ftx.json.example                 | 4 ++--
 config_full.json.example                | 4 ++--
 config_kraken.json.example              | 4 ++--
 freqtrade/constants.py                  | 5 +++--
 freqtrade/templates/base_config.json.j2 | 4 ++--
 7 files changed, 15 insertions(+), 14 deletions(-)

diff --git a/config_binance.json.example b/config_binance.json.example
index ef0f43873..b13a5725c 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -13,7 +13,7 @@
     },
     "bid_strategy": {
         "ask_last_balance": 0.0,
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,
@@ -21,7 +21,7 @@
         }
     },
     "ask_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/config_bittrex.json.example b/config_bittrex.json.example
index 3c7f2bceb..9a0c62021 100644
--- a/config_bittrex.json.example
+++ b/config_bittrex.json.example
@@ -12,7 +12,7 @@
         "sell": 30
     },
     "bid_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
@@ -21,7 +21,7 @@
         }
     },
     "ask_strategy":{
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/config_ftx.json.example b/config_ftx.json.example
index 803fa5899..f1ad0a4f3 100644
--- a/config_ftx.json.example
+++ b/config_ftx.json.example
@@ -13,7 +13,7 @@
     },
     "bid_strategy": {
         "ask_last_balance": 0.0,
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,
@@ -21,7 +21,7 @@
         }
     },
     "ask_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/config_full.json.example b/config_full.json.example
index 7f6a53710..5b0448f13 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -28,7 +28,7 @@
     },
     "bid_strategy": {
         "price_side": "bid",
-        "use_order_book": false,
+        "use_order_book": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
@@ -38,7 +38,7 @@
     },
     "ask_strategy":{
         "price_side": "ask",
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 6ebf10403..9fe094120 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -12,7 +12,7 @@
         "sell": 30
     },
     "bid_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
@@ -21,7 +21,7 @@
         }
     },
     "ask_strategy":{
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f8d1100fe..364eb54bd 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -163,7 +163,7 @@ CONF_SCHEMA = {
                     }
                 },
             },
-            'required': ['ask_last_balance']
+            'required': ['price_side']
         },
         'ask_strategy': {
             'type': 'object',
@@ -181,7 +181,8 @@ CONF_SCHEMA = {
                 'sell_profit_only': {'type': 'boolean'},
                 'sell_profit_offset': {'type': 'number'},
                 'ignore_roi_if_buy_signal': {'type': 'boolean'}
-            }
+            },
+            'required': ['price_side']
         },
         'order_types': {
             'type': 'object',
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 5e6890b90..043d95bdd 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -15,7 +15,7 @@
     "bid_strategy": {
         "price_side": "bid",
         "ask_last_balance": 0.0,
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,
@@ -24,7 +24,7 @@
     },
     "ask_strategy": {
         "price_side": "ask",
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,

From 1cb057bda7f49a45ac7de38254374ed045ef27ef Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 14:01:23 +0200
Subject: [PATCH 0715/1386] Version bump 2021.6

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index ed0c70417..d76b655d7 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.5'
+__version__ = '2021.6'
 
 if __version__ == 'develop':
 

From fa72ed10b6d31d4a41b875973163971506db4379 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 14:44:51 +0200
Subject: [PATCH 0716/1386] Add Kukoin to community tested exchanges

---
 README.md     | 1 +
 docs/index.md | 1 +
 2 files changed, 2 insertions(+)

diff --git a/README.md b/README.md
index c665508dd..4082995f0 100644
--- a/README.md
+++ b/README.md
@@ -37,6 +37,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
+- [X] [Kukoin](https://www.kucoin.com/)
 
 ## Documentation
 
diff --git a/docs/index.md b/docs/index.md
index 871172cfc..8ecb085de 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -47,6 +47,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
+- [X] [Kukoin](https://www.kucoin.com/)
 
 ## Requirements
 

From 1067a9f356e01cafdba5e334b706620805796e8a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 16:06:09 +0200
Subject: [PATCH 0717/1386] Move strategy-override signals to top-level of the
 config

closes #2867
---
 config_binance.json.example                  |  5 +----
 config_bittrex.json.example                  |  5 +----
 config_ftx.json.example                      |  5 +----
 config_full.json.example                     | 10 +++++-----
 config_kraken.json.example                   |  5 +----
 freqtrade/configuration/config_validation.py |  2 +-
 freqtrade/constants.py                       |  9 +++++----
 freqtrade/freqtradebot.py                    |  6 ++----
 freqtrade/optimize/optimize_reports.py       |  8 ++++----
 freqtrade/resolvers/strategy_resolver.py     | 10 +++++-----
 freqtrade/strategy/interface.py              |  8 +++-----
 freqtrade/templates/base_config.json.j2      |  3 ---
 12 files changed, 29 insertions(+), 47 deletions(-)

diff --git a/config_binance.json.example b/config_binance.json.example
index b13a5725c..938bc9342 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -22,10 +22,7 @@
     },
     "ask_strategy": {
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "exchange": {
         "name": "binance",
diff --git a/config_bittrex.json.example b/config_bittrex.json.example
index 9a0c62021..4352d8822 100644
--- a/config_bittrex.json.example
+++ b/config_bittrex.json.example
@@ -22,10 +22,7 @@
     },
     "ask_strategy":{
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "exchange": {
         "name": "bittrex",
diff --git a/config_ftx.json.example b/config_ftx.json.example
index f1ad0a4f3..48651f04c 100644
--- a/config_ftx.json.example
+++ b/config_ftx.json.example
@@ -22,10 +22,7 @@
     },
     "ask_strategy": {
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "exchange": {
         "name": "ftx",
diff --git a/config_full.json.example b/config_full.json.example
index 5b0448f13..d404391a4 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -14,6 +14,10 @@
     "trailing_stop_positive": 0.005,
     "trailing_stop_positive_offset": 0.0051,
     "trailing_only_offset_is_reached": false,
+    "use_sell_signal": true,
+    "sell_profit_only": false,
+    "sell_profit_offset": 0.0,
+    "ignore_roi_if_buy_signal": false,
     "minimal_roi": {
         "40":  0.0,
         "30":  0.01,
@@ -39,11 +43,7 @@
     "ask_strategy":{
         "price_side": "ask",
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "sell_profit_offset": 0.0,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "order_types": {
         "buy": "limit",
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 9fe094120..bf3548568 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -22,10 +22,7 @@
     },
     "ask_strategy":{
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "exchange": {
         "name": "kraken",
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 29c078d0d..aad03e983 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -150,7 +150,7 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
     if not conf.get('edge', {}).get('enabled'):
         return
 
-    if not conf.get('ask_strategy', {}).get('use_sell_signal', True):
+    if not conf.get('use_sell_signal', True):
         raise OperationalException(
             "Edge requires `use_sell_signal` to be True, otherwise no sells will happen."
         )
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 364eb54bd..63cf3e870 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -134,6 +134,11 @@ CONF_SCHEMA = {
         'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
         'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
         'trailing_only_offset_is_reached': {'type': 'boolean'},
+        'use_sell_signal': {'type': 'boolean'},
+        'sell_profit_only': {'type': 'boolean'},
+        'sell_profit_offset': {'type': 'number'},
+        'ignore_roi_if_buy_signal': {'type': 'boolean'},
+        'ignore_buying_expired_candle_after': {'type': 'number'},
         'bot_name': {'type': 'string'},
         'unfilledtimeout': {
             'type': 'object',
@@ -177,10 +182,6 @@ CONF_SCHEMA = {
                 },
                 'use_order_book': {'type': 'boolean'},
                 'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, },
-                'use_sell_signal': {'type': 'boolean'},
-                'sell_profit_only': {'type': 'boolean'},
-                'sell_profit_offset': {'type': 'number'},
-                'ignore_roi_if_buy_signal': {'type': 'boolean'}
             },
             'required': ['price_side']
         },
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d03604cb0..7a7371357 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -684,10 +684,8 @@ class FreqtradeBot(LoggingMixin):
 
         (buy, sell) = (False, False)
 
-        config_ask_strategy = self.config.get('ask_strategy', {})
-
-        if (config_ask_strategy.get('use_sell_signal', True) or
-                config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
+        if (self.config.get('use_sell_signal', True) or
+                self.config.get('ignore_roi_if_buy_signal', False)):
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 24dbb4961..922f27fad 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -378,10 +378,10 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False),
         'use_custom_stoploss': config.get('use_custom_stoploss', False),
         'minimal_roi': config['minimal_roi'],
-        'use_sell_signal': config['ask_strategy']['use_sell_signal'],
-        'sell_profit_only': config['ask_strategy']['sell_profit_only'],
-        'sell_profit_offset': config['ask_strategy']['sell_profit_offset'],
-        'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
+        'use_sell_signal': config['use_sell_signal'],
+        'sell_profit_only': config['sell_profit_only'],
+        'sell_profit_offset': config['sell_profit_offset'],
+        'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
         **daily_stats,
         **trade_stats
     }
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index e76d1e3e5..23688bcb8 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -76,12 +76,12 @@ class StrategyResolver(IResolver):
                       ("protections",                     None,        None),
                       ("startup_candle_count",            None,        None),
                       ("unfilledtimeout",                 None,        None),
-                      ("use_sell_signal",                 True,        'ask_strategy'),
-                      ("sell_profit_only",                False,       'ask_strategy'),
-                      ("ignore_roi_if_buy_signal",        False,       'ask_strategy'),
-                      ("sell_profit_offset",              0.0,         'ask_strategy'),
+                      ("use_sell_signal",                 True,        None),
+                      ("sell_profit_only",                False,       None),
+                      ("ignore_roi_if_buy_signal",        False,       None),
+                      ("sell_profit_offset",              0.0,         None),
                       ("disable_dataframe_checks",        False,       None),
-                      ("ignore_buying_expired_candle_after",  0,       'ask_strategy')
+                      ("ignore_buying_expired_candle_after",  0,       None)
                       ]
         for attribute, default, subkey in attributes:
             if subkey:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index ea7d5079d..6cacd150b 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -543,10 +543,9 @@ class IStrategy(ABC, HyperStrategyMixin):
         # Set current rate to high for backtesting sell
         current_rate = high or rate
         current_profit = trade.calc_profit_ratio(current_rate)
-        ask_strategy = self.config.get('ask_strategy', {})
 
         # if buy signal and ignore_roi is set, we don't need to evaluate min_roi.
-        roi_reached = (not (buy and ask_strategy.get('ignore_roi_if_buy_signal', False))
+        roi_reached = (not (buy and self.ignore_roi_if_buy_signal)
                        and self.min_roi_reached(trade=trade, current_profit=current_profit,
                                                 current_time=date))
 
@@ -556,11 +555,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
-        if (ask_strategy.get('sell_profit_only', False)
-                and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
+        if (self.sell_profit_only and current_profit <= self.sell_profit_offset):
             # sell_profit_only and profit doesn't reach the offset - ignore sell signal
             pass
-        elif ask_strategy.get('use_sell_signal', True) and not buy:
+        elif self.use_sell_signal and not buy:
             if sell:
                 sell_signal = SellType.SELL_SIGNAL
             else:
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 043d95bdd..03a6c4855 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -26,9 +26,6 @@
         "price_side": "ask",
         "use_order_book": true,
         "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
     },
     {{ exchange | indent(4) }},
     "pairlists": [

From 0235868c669e5f22ff4b0f55e31db0a4b4b8ea88 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 16:39:01 +0200
Subject: [PATCH 0718/1386] Update tests for new config structure

---
 tests/optimize/test_backtest_detail.py  |  2 +-
 tests/optimize/test_backtesting.py      | 10 +++++-----
 tests/strategy/test_strategy_loading.py | 16 ++++++----------
 tests/test_configuration.py             |  8 ++++----
 tests/test_freqtradebot.py              | 23 +++++++++++------------
 5 files changed, 27 insertions(+), 32 deletions(-)

diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 488425323..855e5b97d 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -551,7 +551,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     if data.trailing_stop_positive is not None:
         default_conf["trailing_stop_positive"] = data.trailing_stop_positive
     default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
-    default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}
+    default_conf["use_sell_signal"] = data.use_sell_signal
 
     mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 60bd82d71..ec176bc32 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -465,7 +465,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
 
 
 def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
-    default_conf['ask_strategy']['use_sell_signal'] = False
+    default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     patch_exchange(mocker)
@@ -511,7 +511,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
 
 
 def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
-    default_conf['ask_strategy']['use_sell_signal'] = False
+    default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     patch_exchange(mocker)
@@ -574,7 +574,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
 
 
 def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
-    default_conf['ask_strategy']['use_sell_signal'] = False
+    default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     patch_exchange(mocker)
@@ -819,7 +819,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
-    default_conf['ask_strategy'].update({
+    default_conf.update({
         "use_sell_signal": True,
         "sell_profit_only": False,
         "sell_profit_offset": 0.0,
@@ -894,7 +894,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
-    default_conf['ask_strategy'].update({
+    default_conf.update({
         "use_sell_signal": True,
         "sell_profit_only": False,
         "sell_profit_offset": 0.0,
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index bd192ecb5..115a2fbde 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -290,14 +290,12 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
     assert strategy.use_sell_signal
     assert isinstance(strategy.use_sell_signal, bool)
     # must be inserted to configuration
-    assert 'use_sell_signal' in default_conf['ask_strategy']
-    assert default_conf['ask_strategy']['use_sell_signal']
+    assert 'use_sell_signal' in default_conf
+    assert default_conf['use_sell_signal']
 
     default_conf.update({
         'strategy': 'DefaultStrategy',
-        'ask_strategy': {
-            'use_sell_signal': False,
-        },
+        'use_sell_signal': False,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
@@ -315,14 +313,12 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     assert not strategy.sell_profit_only
     assert isinstance(strategy.sell_profit_only, bool)
     # must be inserted to configuration
-    assert 'sell_profit_only' in default_conf['ask_strategy']
-    assert not default_conf['ask_strategy']['sell_profit_only']
+    assert 'sell_profit_only' in default_conf
+    assert not default_conf['sell_profit_only']
 
     default_conf.update({
         'strategy': 'DefaultStrategy',
-        'ask_strategy': {
-            'sell_profit_only': True,
-        },
+        'sell_profit_only': True,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 366501d8a..d9cf00731 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -878,15 +878,15 @@ def test_validate_tsl(default_conf):
 
 
 def test_validate_edge2(edge_conf):
-    edge_conf.update({"ask_strategy": {
+    edge_conf.update({
         "use_sell_signal": True,
-    }})
+    })
     # Passes test
     validate_config_consistency(edge_conf)
 
-    edge_conf.update({"ask_strategy": {
+    edge_conf.update({
         "use_sell_signal": False,
-    }})
+    })
     with pytest.raises(OperationalException, match="Edge requires `use_sell_signal` to be True, "
                        "otherwise no sells will happen."):
         validate_config_consistency(edge_conf)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 4f8a18827..99e11e893 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2960,11 +2960,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
+    default_conf.update({
         'use_sell_signal': True,
         'sell_profit_only': True,
         'sell_profit_offset': 0.1,
-    }
+    })
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
@@ -2977,7 +2977,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
     patch_get_signal(freqtrade, value=(False, True))
     assert freqtrade.handle_trade(trade) is False
 
-    freqtrade.config['ask_strategy']['sell_profit_offset'] = 0.0
+    freqtrade.strategy.sell_profit_offset = 0.0
     assert freqtrade.handle_trade(trade) is True
 
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
@@ -2997,10 +2997,10 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
+    default_conf.update({
         'use_sell_signal': True,
         'sell_profit_only': False,
-    }
+    })
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
@@ -3028,10 +3028,10 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
+    default_conf.update({
         'use_sell_signal': True,
         'sell_profit_only': True,
-    }
+    })
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
@@ -3058,10 +3058,10 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
+    default_conf.update({
         'use_sell_signal': True,
         'sell_profit_only': False,
-    }
+    })
 
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -3209,9 +3209,8 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
-        'ignore_roi_if_buy_signal': True
-    }
+    default_conf['ignore_roi_if_buy_signal'] = True
+
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)

From b7f01a08f32340865b0a1106423e6d50eb00bed3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 16:46:21 +0200
Subject: [PATCH 0719/1386] Update sequence of process_deprecated_setting
 parameters

---
 .../configuration/deprecated_settings.py      | 59 ++++++++++++-------
 tests/test_configuration.py                   | 22 +++++--
 2 files changed, 53 insertions(+), 28 deletions(-)

diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 6b2a20c8c..c8b3c08d6 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -12,16 +12,17 @@ logger = logging.getLogger(__name__)
 
 
 def check_conflicting_settings(config: Dict[str, Any],
-                               section1: str, name1: str,
-                               section2: str, name2: str) -> None:
-    section1_config = config.get(section1, {})
-    section2_config = config.get(section2, {})
-    if name1 in section1_config and name2 in section2_config:
+                               section_old: str, name_old: str,
+                               section_new: str, name_new: str) -> None:
+    section_new_config = config.get(section_new, {}) if section_new else config
+    section_old_config = config.get(section_old, {})
+    if name_new in section_new_config and name_old in section_old_config:
+        new_name = f"{section_new}.{name_new}" if section_new else f"{name_new}"
         raise OperationalException(
-            f"Conflicting settings `{section1}.{name1}` and `{section2}.{name2}` "
+            f"Conflicting settings `{new_name}` and `{section_old}.{name_old}` "
             "(DEPRECATED) detected in the configuration file. "
             "This deprecated setting will be removed in the next versions of Freqtrade. "
-            f"Please delete it from your configuration and use the `{section1}.{name1}` "
+            f"Please delete it from your configuration and use the `{new_name}` "
             "setting instead."
         )
 
@@ -37,27 +38,32 @@ def process_removed_setting(config: Dict[str, Any],
     """
     section1_config = config.get(section1, {})
     if name1 in section1_config:
+        section_2 = f"{section2}.{name2}" if section2 else f"{name2}"
         raise OperationalException(
-            f"Setting `{section1}.{name1}` has been moved to `{section2}.{name2}. "
-            f"Please delete it from your configuration and use the `{section2}.{name2}` "
+            f"Setting `{section1}.{name1}` has been moved to `{section_2}. "
+            f"Please delete it from your configuration and use the `{section_2}` "
             "setting instead."
         )
 
 
 def process_deprecated_setting(config: Dict[str, Any],
-                               section1: str, name1: str,
-                               section2: str, name2: str) -> None:
-    section2_config = config.get(section2, {})
+                               section_old: str, name_old: str,
+                               section_new: str, name_new: str
+                               ) -> None:
+    check_conflicting_settings(config, section_old, name_old, section_new, name_new)
+    section_old_config = config.get(section_old, {})
 
-    if name2 in section2_config:
+    if name_old in section_old_config:
+        section_2 = f"{section_new}.{name_new}" if section_new else f"{name_new}"
         logger.warning(
             "DEPRECATED: "
-            f"The `{section2}.{name2}` setting is deprecated and "
+            f"The `{section_old}.{name_old}` setting is deprecated and "
             "will be removed in the next versions of Freqtrade. "
-            f"Please use the `{section1}.{name1}` setting in your configuration instead."
+            f"Please use the `{section_2}` setting in your configuration instead."
         )
-        section1_config = config.get(section1, {})
-        section1_config[name1] = section2_config[name2]
+
+        section_new_config = config.get(section_new, {}) if section_new else config
+        section_new_config[name_new] = section_old_config[name_old]
 
 
 def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
@@ -65,15 +71,24 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
     # Kept for future deprecated / moved settings
     # check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
     #                            'experimental', 'use_sell_signal')
-    # process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
-    #                            'experimental', 'use_sell_signal')
+    process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
+                               None, 'use_sell_signal')
+    process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only',
+                               None, 'sell_profit_only')
+    process_deprecated_setting(config, 'ask_strategy', 'sell_profit_offset',
+                               None, 'sell_profit_offset')
+    process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
+                               None, 'ignore_roi_if_buy_signal')
+    process_deprecated_setting(config, 'ask_strategy', 'ignore_buying_expired_candle_after',
+                               None, 'ignore_buying_expired_candle_after')
 
+    # Legacy way - having them in experimental ...
     process_removed_setting(config, 'experimental', 'use_sell_signal',
-                            'ask_strategy', 'use_sell_signal')
+                            None, 'use_sell_signal')
     process_removed_setting(config, 'experimental', 'sell_profit_only',
-                            'ask_strategy', 'sell_profit_only')
+                            None, 'sell_profit_only')
     process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal',
-                            'ask_strategy', 'ignore_roi_if_buy_signal')
+                            None, 'ignore_roi_if_buy_signal')
 
     if (config.get('edge', {}).get('enabled', False)
        and 'capital_available_percentage' in config.get('edge', {})):
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index d9cf00731..b6d3b0d7b 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1249,8 +1249,8 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
 
     # Both new and deprecated settings exists
     process_deprecated_setting(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert log_has_re('DEPRECATED', caplog)
     # The value of the new setting shall have been set to the
     # value of the deprecated one
@@ -1261,8 +1261,8 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
     # Delete new setting (deprecated exists)
     del default_conf['sectionA']['new_setting']
     process_deprecated_setting(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert log_has_re('DEPRECATED', caplog)
     # The value of the new setting shall have been set to the
     # value of the deprecated one
@@ -1275,11 +1275,21 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
     # Delete deprecated setting
     del default_conf['sectionB']['deprecated_setting']
     process_deprecated_setting(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert not log_has_re('DEPRECATED', caplog)
     assert default_conf['sectionA']['new_setting'] == 'valA'
 
+    caplog.clear()
+    # Test moving to root
+    default_conf['sectionB']['deprecated_setting2'] = "DeadBeef"
+    process_deprecated_setting(default_conf,
+                               'sectionB', 'deprecated_setting2',
+                               None, 'new_setting')
+
+    assert log_has_re('DEPRECATED', caplog)
+    assert default_conf['new_setting']
+
 
 def test_process_removed_setting(mocker, default_conf, caplog):
     patched_configuration_load_config_file(mocker, default_conf)

From ce69abc06e14bbfaeb60d3719598f2e8a2678e02 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 17:11:15 +0200
Subject: [PATCH 0720/1386] Update docs and tests for newly deprectated
 settings

---
 docs/configuration.md       | 28 +++++++++++++--------------
 tests/test_configuration.py | 38 ++++++++++++++++++++++---------------
 2 files changed, 37 insertions(+), 29 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 074b9ddf0..5c6236e58 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -81,11 +81,11 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ask_strategy.bid_last_balance` | Interpolate the selling price. More information [below](#sell-price-without-orderbook-enabled).
 | `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
 | `ask_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
-| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
-| `ask_strategy.sell_profit_only` | Wait until the bot reaches `ask_strategy.sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `ask_strategy.sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
-| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `ask_strategy.ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
+| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
+| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
+| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
@@ -156,11 +156,11 @@ Values set in the configuration file always overwrite values set in the strategy
 * `order_time_in_force`
 * `unfilledtimeout`
 * `disable_dataframe_checks`
-* `use_sell_signal` (ask_strategy)
-* `sell_profit_only` (ask_strategy)
-* `sell_profit_offset` (ask_strategy)
-* `ignore_roi_if_buy_signal` (ask_strategy)
-* `ignore_buying_expired_candle_after` (ask_strategy)
+* `use_sell_signal`
+* `sell_profit_only`
+* `sell_profit_offset`
+* `ignore_roi_if_buy_signal`
+* `ignore_buying_expired_candle_after`
 
 ### Configuring amount per trade
 
@@ -291,16 +291,16 @@ See [the telegram documentation](telegram-usage.md) for details on usage.
 
 When working with larger timeframes (for example 1h or more) and using a low `max_open_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
 
-In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ask_strategy.ignore_buying_expired_candle_after` to a positive number, indicating the number of seconds after which the buy signal becomes expired.
+In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ignore_buying_expired_candle_after` to a positive number, indicating the number of seconds after which the buy signal becomes expired.
 
 For example, if your strategy is using a 1h timeframe, and you only want to buy within the first 5 minutes when a new candle comes in, you can add the following configuration to your strategy:
 
 ``` json
-  "ask_strategy":{
+  {
+    //...
     "ignore_buying_expired_candle_after": 300,
-    "price_side": "bid",
     // ...
-  },
+  }
 ```
 
 !!! Note
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index b6d3b0d7b..9d3ec5fea 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1128,11 +1128,10 @@ def test_pairlist_resolving_fallback(mocker):
     assert config['datadir'] == Path.cwd() / "user_data/data/binance"
 
 
-@pytest.mark.skip(reason='Currently no deprecated / moved sections')
 # The below is kept as a sample for the future.
 @pytest.mark.parametrize("setting", [
         ("ask_strategy", "use_sell_signal", True,
-         "experimental", "use_sell_signal", False),
+         None, "use_sell_signal", False),
     ])
 def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
     patched_configuration_load_config_file(mocker, default_conf)
@@ -1141,10 +1140,14 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
     # (they may not exist in the config)
     default_conf[setting[0]] = {}
     default_conf[setting[3]] = {}
-    # Assign new setting
-    default_conf[setting[0]][setting[1]] = setting[2]
+
     # Assign deprecated setting
-    default_conf[setting[3]][setting[4]] = setting[5]
+    default_conf[setting[0]][setting[1]] = setting[2]
+    # Assign new setting
+    if setting[3]:
+        default_conf[setting[3]][setting[4]] = setting[5]
+    else:
+        default_conf[setting[4]] = setting[5]
 
     # New and deprecated settings are conflicting ones
     with pytest.raises(OperationalException, match=r'DEPRECATED'):
@@ -1153,13 +1156,20 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
     caplog.clear()
 
     # Delete new setting
-    del default_conf[setting[0]][setting[1]]
+    if setting[3]:
+        del default_conf[setting[3]][setting[4]]
+    else:
+        del default_conf[setting[4]]
 
     process_temporary_deprecated_settings(default_conf)
     assert log_has_re('DEPRECATED', caplog)
     # The value of the new setting shall have been set to the
     # value of the deprecated one
-    assert default_conf[setting[0]][setting[1]] == setting[5]
+    if setting[3]:
+        assert default_conf[setting[3]][setting[4]] == setting[2]
+    else:
+        assert default_conf[setting[4]] == setting[2]
+
 
 
 @pytest.mark.parametrize("setting", [
@@ -1209,16 +1219,16 @@ def test_check_conflicting_settings(mocker, default_conf, caplog):
     # New and deprecated settings are conflicting ones
     with pytest.raises(OperationalException, match=r'DEPRECATED'):
         check_conflicting_settings(default_conf,
-                                   'sectionA', 'new_setting',
-                                   'sectionB', 'deprecated_setting')
+                                   'sectionB', 'deprecated_setting',
+                                   'sectionA', 'new_setting')
 
     caplog.clear()
 
     # Delete new setting (deprecated exists)
     del default_conf['sectionA']['new_setting']
     check_conflicting_settings(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert not log_has_re('DEPRECATED', caplog)
     assert 'new_setting' not in default_conf['sectionA']
 
@@ -1229,8 +1239,8 @@ def test_check_conflicting_settings(mocker, default_conf, caplog):
     # Delete deprecated setting
     del default_conf['sectionB']['deprecated_setting']
     check_conflicting_settings(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert not log_has_re('DEPRECATED', caplog)
     assert default_conf['sectionA']['new_setting'] == 'valA'
 
@@ -1242,8 +1252,6 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
     # (they may not exist in the config)
     default_conf['sectionA'] = {}
     default_conf['sectionB'] = {}
-    # Assign new setting
-    default_conf['sectionA']['new_setting'] = 'valA'
     # Assign deprecated setting
     default_conf['sectionB']['deprecated_setting'] = 'valB'
 

From 158cb415a9d57cd14c624f550de2279f3f56b283 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 17:15:05 +0200
Subject: [PATCH 0721/1386] Add settings interface to have types available

---
 freqtrade/configuration/deprecated_settings.py |  8 ++++----
 freqtrade/strategy/interface.py                |  5 +++++
 tests/test_configuration.py                    | 10 ++++++++--
 3 files changed, 17 insertions(+), 6 deletions(-)

diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index c8b3c08d6..1b162f7c9 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -3,7 +3,7 @@ Functions to handle deprecated settings
 """
 
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 from freqtrade.exceptions import OperationalException
 
@@ -13,7 +13,7 @@ logger = logging.getLogger(__name__)
 
 def check_conflicting_settings(config: Dict[str, Any],
                                section_old: str, name_old: str,
-                               section_new: str, name_new: str) -> None:
+                               section_new: Optional[str], name_new: str) -> None:
     section_new_config = config.get(section_new, {}) if section_new else config
     section_old_config = config.get(section_old, {})
     if name_new in section_new_config and name_old in section_old_config:
@@ -29,7 +29,7 @@ def check_conflicting_settings(config: Dict[str, Any],
 
 def process_removed_setting(config: Dict[str, Any],
                             section1: str, name1: str,
-                            section2: str, name2: str) -> None:
+                            section2: Optional[str], name2: str) -> None:
     """
     :param section1: Removed section
     :param name1: Removed setting name
@@ -48,7 +48,7 @@ def process_removed_setting(config: Dict[str, Any],
 
 def process_deprecated_setting(config: Dict[str, Any],
                                section_old: str, name_old: str,
-                               section_new: str, name_new: str
+                               section_new: Optional[str], name_new: str
                                ) -> None:
     check_conflicting_settings(config, section_old, name_old, section_new, name_new)
     section_old_config = config.get(section_old, {})
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6cacd150b..7aa7e57d9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -97,6 +97,11 @@ class IStrategy(ABC, HyperStrategyMixin):
     # run "populate_indicators" only for new candle
     process_only_new_candles: bool = False
 
+    use_sell_signal: bool
+    sell_profit_only: bool
+    sell_profit_offset: float
+    ignore_roi_if_buy_signal: bool
+
     # Number of seconds after which the candle will no longer result in a buy on expired candles
     ignore_buying_expired_candle_after: int = 0
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 9d3ec5fea..8edd09c5a 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1128,10 +1128,17 @@ def test_pairlist_resolving_fallback(mocker):
     assert config['datadir'] == Path.cwd() / "user_data/data/binance"
 
 
-# The below is kept as a sample for the future.
 @pytest.mark.parametrize("setting", [
         ("ask_strategy", "use_sell_signal", True,
          None, "use_sell_signal", False),
+        ("ask_strategy", "sell_profit_only", True,
+         None, "sell_profit_only", False),
+        ("ask_strategy", "sell_profit_offset", 0.1,
+         None, "sell_profit_offset", 0.01),
+        ("ask_strategy", "ignore_roi_if_buy_signal", True,
+         None, "ignore_roi_if_buy_signal", False),
+        ("ask_strategy", "ignore_buying_expired_candle_after", 5,
+         None, "ignore_buying_expired_candle_after", 6),
     ])
 def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
     patched_configuration_load_config_file(mocker, default_conf)
@@ -1171,7 +1178,6 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
         assert default_conf[setting[4]] == setting[2]
 
 
-
 @pytest.mark.parametrize("setting", [
         ("experimental", "use_sell_signal", False),
         ("experimental", "sell_profit_only", True),

From 3f669147f18b3fe6398b6324a432b56fcbc482e1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 17:47:41 +0200
Subject: [PATCH 0722/1386] Simplify strategy-resolver moving

---
 freqtrade/resolvers/strategy_resolver.py | 64 ++++++++++--------------
 1 file changed, 27 insertions(+), 37 deletions(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 23688bcb8..ccd7cea69 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -45,10 +45,6 @@ class StrategyResolver(IResolver):
             strategy_name, config=config,
             extra_dir=config.get('strategy_path'))
 
-        # make sure ask_strategy dict is available
-        if 'ask_strategy' not in config:
-            config['ask_strategy'] = {}
-
         if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
             # Assign ticker_interval to timeframe to keep compatibility
             if 'timeframe' not in config:
@@ -60,42 +56,36 @@ class StrategyResolver(IResolver):
         # Set attributes
         # Check if we need to override configuration
         #             (Attribute name,                    default,     subkey)
-        attributes = [("minimal_roi",                     {"0": 10.0}, None),
-                      ("timeframe",                       None,        None),
-                      ("stoploss",                        None,        None),
-                      ("trailing_stop",                   None,        None),
-                      ("trailing_stop_positive",          None,        None),
-                      ("trailing_stop_positive_offset",   0.0,         None),
-                      ("trailing_only_offset_is_reached", None,        None),
-                      ("use_custom_stoploss",             None,        None),
-                      ("process_only_new_candles",        None,        None),
-                      ("order_types",                     None,        None),
-                      ("order_time_in_force",             None,        None),
-                      ("stake_currency",                  None,        None),
-                      ("stake_amount",                    None,        None),
-                      ("protections",                     None,        None),
-                      ("startup_candle_count",            None,        None),
-                      ("unfilledtimeout",                 None,        None),
-                      ("use_sell_signal",                 True,        None),
-                      ("sell_profit_only",                False,       None),
-                      ("ignore_roi_if_buy_signal",        False,       None),
-                      ("sell_profit_offset",              0.0,         None),
-                      ("disable_dataframe_checks",        False,       None),
-                      ("ignore_buying_expired_candle_after",  0,       None)
+        attributes = [("minimal_roi",                     {"0": 10.0}),
+                      ("timeframe",                       None),
+                      ("stoploss",                        None),
+                      ("trailing_stop",                   None),
+                      ("trailing_stop_positive",          None),
+                      ("trailing_stop_positive_offset",   0.0),
+                      ("trailing_only_offset_is_reached", None),
+                      ("use_custom_stoploss",             None),
+                      ("process_only_new_candles",        None),
+                      ("order_types",                     None),
+                      ("order_time_in_force",             None),
+                      ("stake_currency",                  None),
+                      ("stake_amount",                    None),
+                      ("protections",                     None),
+                      ("startup_candle_count",            None),
+                      ("unfilledtimeout",                 None),
+                      ("use_sell_signal",                 True),
+                      ("sell_profit_only",                False),
+                      ("ignore_roi_if_buy_signal",        False),
+                      ("sell_profit_offset",              0.0),
+                      ("disable_dataframe_checks",        False),
+                      ("ignore_buying_expired_candle_after",  0)
                       ]
-        for attribute, default, subkey in attributes:
-            if subkey:
-                StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
-                                                            attribute, default)
-            else:
-                StrategyResolver._override_attribute_helper(strategy, config,
-                                                            attribute, default)
+        for attribute, default in attributes:
+            StrategyResolver._override_attribute_helper(strategy, config,
+                                                        attribute, default)
 
         # Loop this list again to have output combined
-        for attribute, _, subkey in attributes:
-            if subkey and attribute in config[subkey]:
-                logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
-            elif attribute in config:
+        for attribute, _ in attributes:
+            if attribute in config:
                 logger.info("Strategy using %s: %s", attribute, config[attribute])
 
         StrategyResolver._normalize_attributes(strategy)

From 00a7097b9eaddf879146a861c59807ee14f0a5f1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 20:09:52 +0200
Subject: [PATCH 0723/1386] Reduce verbosity of getting sell-rate from
 orderbook

---
 freqtrade/exchange/exchange.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 0315418bf..235f03269 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1063,8 +1063,7 @@ class Exchange:
 
         ask_strategy = self._config.get('ask_strategy', {})
         if ask_strategy.get('use_order_book', False):
-            # This code is only used for notifications, selling uses the generator directly
-            logger.info(
+            logger.debug(
                 f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
             )
             order_book_top = ask_strategy.get('order_book_top', 1)

From 34448fb87c6bf0800156023ae731c9117ffda471 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 20:46:54 +0200
Subject: [PATCH 0724/1386] Expose default currency precision to API

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/rpc.py                    | 3 ++-
 2 files changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 4d06d3ecf..a0f1c05a6 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -115,6 +115,7 @@ class ShowConfig(BaseModel):
     dry_run: bool
     stake_currency: str
     stake_amount: Union[float, str]
+    stake_currency_decimals: int
     max_open_trades: int
     minimal_roi: Dict[str, Any]
     stoploss: float
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index add66d576..1b94bc11f 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -18,7 +18,7 @@ from freqtrade.enums import SellType, State
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
-from freqtrade.misc import shorten_date
+from freqtrade.misc import decimals_per_coin, shorten_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -104,6 +104,7 @@ class RPC:
         val = {
             'dry_run': config['dry_run'],
             'stake_currency': config['stake_currency'],
+            'stake_currency_decimals':  decimals_per_coin(config['stake_currency']),
             'stake_amount': config['stake_amount'],
             'max_open_trades': (config['max_open_trades']
                                 if config['max_open_trades'] != float('inf') else -1),

From d09b7124585e1dfa00925cdebd54fbcf4a2c84ed Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:06 +0000
Subject: [PATCH 0725/1386] Bump types-cachetools from 0.1.8 to 0.1.9

Bumps [types-cachetools](https://github.com/python/typeshed) from 0.1.8 to 0.1.9.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 30044058b..261aaf6e3 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -19,7 +19,7 @@ isort==5.8.0
 nbconvert==6.0.7
 
 # mypy types
-types-cachetools==0.1.8
+types-cachetools==0.1.9
 types-filelock==0.1.4
 types-requests==0.1.13
 types-tabulate==0.1.1

From d810c262e46f7ca07246b8304ae2fd9a4c2b9993 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:09 +0000
Subject: [PATCH 0726/1386] Bump arrow from 1.1.0 to 1.1.1

Bumps [arrow](https://github.com/arrow-py/arrow) from 1.1.0 to 1.1.1.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/1.1.0...1.1.1)

---
updated-dependencies:
- dependency-name: arrow
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 039441f36..34f5f390f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -7,7 +7,7 @@ cryptography==3.4.7
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.18
 python-telegram-bot==13.6
-arrow==1.1.0
+arrow==1.1.1
 cachetools==4.2.2
 requests==2.25.1
 urllib3==1.26.5

From 738fe45b4ba2d51c986c93903439a7b7e3d7f8a3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:17 +0000
Subject: [PATCH 0727/1386] Bump numpy from 1.20.3 to 1.21.0

Bumps [numpy](https://github.com/numpy/numpy) from 1.20.3 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.20.3...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 039441f36..52836d84d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.20.3
+numpy==1.21.0
 pandas==1.2.4
 
 ccxt==1.51.77

From d41218c97ea8461ef3f4f02d5c85af7323b41db6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:30 +0000
Subject: [PATCH 0728/1386] Bump mkdocs-material from 7.1.8 to 7.1.9

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.8 to 7.1.9.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.8...7.1.9)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 352103f8b..d11e5ea4e 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.1
-mkdocs-material==7.1.8
+mkdocs-material==7.1.9
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 3026c340ca53fd5fbbcc9a8c747c0e666004361d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:33 +0000
Subject: [PATCH 0729/1386] Bump python-rapidjson from 1.0 to 1.4

Bumps [python-rapidjson](https://github.com/python-rapidjson/python-rapidjson) from 1.0 to 1.4.
- [Release notes](https://github.com/python-rapidjson/python-rapidjson/releases)
- [Changelog](https://github.com/python-rapidjson/python-rapidjson/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-rapidjson/python-rapidjson/compare/v1.0...v1.4)

---
updated-dependencies:
- dependency-name: python-rapidjson
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 039441f36..ad521a7ef 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -25,7 +25,7 @@ blosc==1.10.4
 py_find_1st==1.1.5
 
 # Load ticker files 30% faster
-python-rapidjson==1.0
+python-rapidjson==1.4
 
 # Notify systemd
 sdnotify==0.3.2

From 281c18badc36e45eb2aafd2a570fdba903b9ca89 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:47:43 +0000
Subject: [PATCH 0730/1386] Bump plotly from 4.14.3 to 5.0.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.14.3 to 5.0.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.14.3...v5.0.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 6693a593d..0563e5df2 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.14.3
+plotly==5.0.0
 

From 9e09b271e720a149e4e0a8faecf7dceb8404e8b9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:48:13 +0000
Subject: [PATCH 0731/1386] Bump isort from 5.8.0 to 5.9.1

Bumps [isort](https://github.com/pycqa/isort) from 5.8.0 to 5.9.1.
- [Release notes](https://github.com/pycqa/isort/releases)
- [Changelog](https://github.com/PyCQA/isort/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pycqa/isort/compare/5.8.0...5.9.1)

---
updated-dependencies:
- dependency-name: isort
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 261aaf6e3..0c1c43f3c 100644
--- a/requirements-dev.txt
+++ b/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==5.8.0
+isort==5.9.1
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.0.7

From 6824e64dcd8c668671a781ce88c26f77001cd328 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:48:41 +0000
Subject: [PATCH 0732/1386] Bump sqlalchemy from 1.4.18 to 1.4.19

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.18 to 1.4.19.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 34f5f390f..7f1c91851 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.51.77
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.18
+SQLAlchemy==1.4.19
 python-telegram-bot==13.6
 arrow==1.1.1
 cachetools==4.2.2

From 157ff8219726bc4ede0c43c3a305b1c0d9766d6a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:48:44 +0000
Subject: [PATCH 0733/1386] Bump urllib3 from 1.26.5 to 1.26.6

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.5 to 1.26.6.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/1.26.6/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.26.5...1.26.6)

---
updated-dependencies:
- dependency-name: urllib3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 34f5f390f..ff152027f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -10,7 +10,7 @@ python-telegram-bot==13.6
 arrow==1.1.1
 cachetools==4.2.2
 requests==2.25.1
-urllib3==1.26.5
+urllib3==1.26.6
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.20

From 694f30d0f8fd78bd693bb74dd34658ab0d3c7238 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:52:05 +0000
Subject: [PATCH 0734/1386] Bump types-requests from 0.1.13 to 2.25.0

Bumps [types-requests](https://github.com/python/typeshed) from 0.1.13 to 2.25.0.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 261aaf6e3..fb115e8cf 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,5 +21,5 @@ nbconvert==6.0.7
 # mypy types
 types-cachetools==0.1.9
 types-filelock==0.1.4
-types-requests==0.1.13
+types-requests==2.25.0
 types-tabulate==0.1.1

From 06829c84004bb526705509c75a2ce5a5b718bd2e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:52:20 +0000
Subject: [PATCH 0735/1386] Bump ccxt from 1.51.77 to 1.52.4

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.51.77 to 1.52.4.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.51.77...1.52.4)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8a6822ba0..e481c6c23 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.0
 pandas==1.2.4
 
-ccxt==1.51.77
+ccxt==1.52.4
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 91bb378207adb9c4523f29e2ffbd8977df778ea3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 08:04:03 +0000
Subject: [PATCH 0736/1386] Bump nbconvert from 6.0.7 to 6.1.0

Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 6.0.7 to 6.1.0.
- [Release notes](https://github.com/jupyter/nbconvert/releases)
- [Commits](https://github.com/jupyter/nbconvert/compare/6.0.7...6.1.0)

---
updated-dependencies:
- dependency-name: nbconvert
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index e6a358e49..18dc9af5c 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -16,7 +16,7 @@ pytest-random-order==1.0.4
 isort==5.9.1
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==6.0.7
+nbconvert==6.1.0
 
 # mypy types
 types-cachetools==0.1.9

From 321523269174ea1a375fb7b61ccd95afc7e9fca6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 08:07:05 +0000
Subject: [PATCH 0737/1386] Bump pandas from 1.2.4 to 1.2.5

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.4 to 1.2.5.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.4...v1.2.5)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 06de79ee7..a983e4797 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.0
-pandas==1.2.4
+pandas==1.2.5
 
 ccxt==1.52.4
 # Pin cryptography for now due to rust build errors with piwheels

From c99ae3b41990a0b9a69582d9445ef7aea25e30ed Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Mon, 28 Jun 2021 10:20:34 +0200
Subject: [PATCH 0738/1386] Added timerange above multiple strategy backtest
 result summary table

---
 freqtrade/optimize/optimize_reports.py | 4 ++++
 tests/optimize/test_backtesting.py     | 1 +
 2 files changed, 5 insertions(+)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 922f27fad..52562978b 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -660,9 +660,13 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
         show_backtest_result(strategy, results, stake_currency)
 
     if len(backtest_stats['strategy']) > 1:
+        backtest_timerange = f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_start']} -> " \
+                             f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_end']}"
+
         # Print Strategy summary table
 
         table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
+        print(backtest_timerange)
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index ec176bc32..cbc766b78 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -993,4 +993,5 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     assert 'BACKTESTING REPORT' in captured.out
     assert 'SELL REASON STATS' in captured.out
     assert 'LEFT OPEN TRADES REPORT' in captured.out
+    assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out

From 2e5b719de82e52c46e1778845a7571d70f728d62 Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Mon, 28 Jun 2021 10:54:54 +0200
Subject: [PATCH 0739/1386] Added timerange above multiple strategy backtest
 result summary table

---
 freqtrade/optimize/optimize_reports.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 52562978b..ad2432c21 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -660,8 +660,9 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
         show_backtest_result(strategy, results, stake_currency)
 
     if len(backtest_stats['strategy']) > 1:
-        backtest_timerange = f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_start']} -> " \
-                             f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_end']}"
+        backtest_timerange = \
+            f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_start']} -> " \
+            f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_end']}"
 
         # Print Strategy summary table
 

From 8a0523885ee9a94a0aee98890ead5cdbfdcaf446 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 11:19:46 +0000
Subject: [PATCH 0740/1386] Bump mypy from 0.902 to 0.910

Bumps [mypy](https://github.com/python/mypy) from 0.902 to 0.910.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.902...v0.910)

---
updated-dependencies:
- dependency-name: mypy
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 18dc9af5c..c73acbe9c 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==3.1.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.3.0
-mypy==0.902
+mypy==0.910
 pytest==6.2.4
 pytest-asyncio==0.15.1
 pytest-cov==2.12.1

From a0f28f4a15074014851a7d02ab7db03a09f18493 Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Mon, 28 Jun 2021 17:05:12 +0200
Subject: [PATCH 0741/1386] Added max open trades to strategy summary first
 line

---
 freqtrade/optimize/optimize_reports.py | 8 +++-----
 tests/optimize/test_backtesting.py     | 2 +-
 2 files changed, 4 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index ad2432c21..c974916df 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -660,14 +660,12 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
         show_backtest_result(strategy, results, stake_currency)
 
     if len(backtest_stats['strategy']) > 1:
-        backtest_timerange = \
-            f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_start']} -> " \
-            f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_end']}"
-
         # Print Strategy summary table
 
+        first_strat_stats = next(iter(backtest_stats['strategy'].items()))[1]
         table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
-        print(backtest_timerange)
+        print(f"{first_strat_stats['backtest_start']} -> {first_strat_stats['backtest_end']} |"
+              f" Max open trades : {first_strat_stats['max_open_trades']}")
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index cbc766b78..30d86f979 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -993,5 +993,5 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     assert 'BACKTESTING REPORT' in captured.out
     assert 'SELL REASON STATS' in captured.out
     assert 'LEFT OPEN TRADES REPORT' in captured.out
-    assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00' in captured.out
+    assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out

From 65d7e7488857b3d1d7b595a6ec6b424a422cdbbd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 28 Jun 2021 19:44:15 +0200
Subject: [PATCH 0742/1386] Add note about ldconfig

 #2087
---
 docs/installation.md | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/docs/installation.md b/docs/installation.md
index 5c6ac001f..5e4a19d88 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -203,6 +203,8 @@ sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
 ./configure --prefix=/usr/local
 make
 sudo make install
+# On debian based systems (debian, ubuntu, ...) - updating ldconfig might be necessary.
+sudo ldconfig  
 cd ..
 rm -rf ./ta-lib*
 ```

From d54de724719fde6156dc692cea986a12ff4b39f2 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Mon, 28 Jun 2021 23:42:09 +0300
Subject: [PATCH 0743/1386] "/profit N" command should print best pair for the
 same period of time, not for all trades

---
 freqtrade/persistence/models.py | 4 ++--
 freqtrade/rpc/rpc.py            | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index bbbc55c13..b4c299120 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -841,7 +841,7 @@ class Trade(_DECL_BASE, LocalTrade):
         ]
 
     @staticmethod
-    def get_best_pair():
+    def get_best_pair(start_date: datetime = datetime.fromtimestamp(0)):
         """
         Get best pair with closed trade.
         NOTE: Not supported in Backtesting.
@@ -849,7 +849,7 @@ class Trade(_DECL_BASE, LocalTrade):
         """
         best_pair = Trade.query.with_entities(
             Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
-        ).filter(Trade.is_open.is_(False)) \
+        ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date)) \
             .group_by(Trade.pair) \
             .order_by(desc('profit_sum')).first()
         return best_pair
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 1b94bc11f..538e95f40 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -381,7 +381,7 @@ class RPC:
             )
             profit_all_ratio.append(profit_ratio)
 
-        best_pair = Trade.get_best_pair()
+        best_pair = Trade.get_best_pair(start_date)
 
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)

From 750c780293facfecd90bbb864e783fb49070a134 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 29 May 2021 16:37:19 +0200
Subject: [PATCH 0744/1386] Support loading parameters from json file

---
 freqtrade/strategy/hyper.py     | 29 ++++++++++++++++++++++++++---
 tests/optimize/test_hyperopt.py |  2 ++
 2 files changed, 28 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 21a806202..3ae500847 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -5,8 +5,10 @@ This module defines a base class for auto-hyperoptable strategies.
 import logging
 from abc import ABC, abstractmethod
 from contextlib import suppress
+from pathlib import Path
 from typing import Any, Dict, Iterator, List, Optional, Sequence, Tuple, Union
 
+from freqtrade.misc import deep_merge_dicts, json_load
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
 
@@ -305,10 +307,31 @@ class HyperStrategyMixin(object):
         """
         Load Hyperoptable parameters
         """
-        self._load_params(getattr(self, 'buy_params', None), 'buy', hyperopt)
-        self._load_params(getattr(self, 'sell_params', None), 'sell', hyperopt)
+        params = self.load_params_from_file()
+        params = params.get('params', {})
+        buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', None))
+        sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', None))
 
-    def _load_params(self, params: dict, space: str, hyperopt: bool = False) -> None:
+        self._load_params(buy_params, 'buy', hyperopt)
+        self._load_params(sell_params, 'sell', hyperopt)
+
+    def load_params_from_file(self) -> Dict:
+        filename_str = getattr(self, '__file__', '')
+        if not filename_str:
+            return {}
+        filename = Path(filename_str).with_suffix('.json')
+
+        if filename.is_file():
+            logger.info(f"Loading parameters from file {filename}")
+            params = json_load(filename.open('r'))
+            if params.get('strategy_name') != self.get_strategy_name():
+                raise OperationalException('Invalid parameter file provided')
+            return params
+        logger.info("Found no parameter file.")
+
+        return {}
+
+    def _load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None:
         """
         Set optimizable parameter values.
         :param params: Dictionary with new parameter values.
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 10e99395d..c4cea638f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -686,6 +686,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
 def test_clean_hyperopt(mocker, hyperopt_conf, caplog):
     patch_exchange(mocker)
 
+    mocker.patch("freqtrade.strategy.hyper.HyperStrategyMixin.load_params_from_file",
+                 MagicMock(return_value={}))
     mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
     unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
     h = Hyperopt(hyperopt_conf)

From 2bf17f71e7e6984a9cac61050272e98327341872 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 29 May 2021 16:49:28 +0200
Subject: [PATCH 0745/1386] Dump parameters from hyperopt-show

---
 freqtrade/commands/hyperopt_commands.py |  8 ++++++-
 freqtrade/optimize/hyperopt_tools.py    | 32 ++++++++++++++++++++++++-
 2 files changed, 38 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 19337b407..078781114 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -129,9 +129,15 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
         metrics = val['results_metrics']
         if 'strategy_name' in metrics:
-            show_backtest_result(metrics['strategy_name'], metrics,
+            strategy_name = metrics['strategy_name']
+            show_backtest_result(strategy_name, metrics,
                                  metrics['stake_currency'])
 
+            # Export parameters ...
+            # TODO: make this optional? otherwise it'll overwrite previous parameters ...
+            fn = HyperoptTools.get_strategy_filename(config, strategy_name)
+            HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 9eee42a8d..0d0f07c8e 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -1,6 +1,7 @@
 
 import io
 import logging
+from copy import deepcopy
 from pathlib import Path
 from typing import Any, Dict, List
 
@@ -9,8 +10,9 @@ import tabulate
 from colorama import Fore, Style
 from pandas import isna, json_normalize
 
+from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import round_coin_value, round_dict
+from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict
 
 
 logger = logging.getLogger(__name__)
@@ -18,6 +20,34 @@ logger = logging.getLogger(__name__)
 
 class HyperoptTools():
 
+    @staticmethod
+    def get_strategy_filename(config: Dict, strategy_name: str) -> Path:
+        """
+        Get Strategy-location (filename) from strategy_name
+        """
+        from freqtrade.resolvers.strategy_resolver import StrategyResolver
+        directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
+        strategy_objs = StrategyResolver.search_all_objects(directory, False)
+        strategy = [s for s in strategy_objs if s['name'] == strategy_name]
+        if strategy:
+            strategy = strategy[0]
+
+            return Path(strategy['location'])
+
+    @staticmethod
+    def export_params(params, strategy_name: str, filename: Path):
+        """
+        Generate files
+        """
+        final_params = deepcopy(params['params_not_optimized'])
+        final_params = deep_merge_dicts(params['params_details'], final_params)
+        final_params = {
+            'strategy_name': strategy_name,
+            'params': final_params
+        }
+        logger.info(f"Dumping parameters to {filename}")
+        rapidjson.dump(final_params, filename.open('w'), indent=2)
+
     @staticmethod
     def has_space(config: Dict[str, Any], space: str) -> bool:
         """

From 8cdd1e3aef53aee4bf56b73692c34085ceeaafa1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 29 May 2021 16:56:36 +0200
Subject: [PATCH 0746/1386] Fix some type errors

---
 freqtrade/commands/hyperopt_commands.py |  5 ++++-
 freqtrade/optimize/hyperopt_tools.py    | 11 ++++++-----
 2 files changed, 10 insertions(+), 6 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 078781114..e5c9241f0 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -136,7 +136,10 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
             # Export parameters ...
             # TODO: make this optional? otherwise it'll overwrite previous parameters ...
             fn = HyperoptTools.get_strategy_filename(config, strategy_name)
-            HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+            if fn:
+                HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+            else:
+                logger.warn("Strategy not found, not exporting parameter file.")
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0d0f07c8e..dcffab8b2 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -3,7 +3,7 @@ import io
 import logging
 from copy import deepcopy
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Optional
 
 import rapidjson
 import tabulate
@@ -21,18 +21,19 @@ logger = logging.getLogger(__name__)
 class HyperoptTools():
 
     @staticmethod
-    def get_strategy_filename(config: Dict, strategy_name: str) -> Path:
+    def get_strategy_filename(config: Dict, strategy_name: str) -> Optional[Path]:
         """
         Get Strategy-location (filename) from strategy_name
         """
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
         directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
         strategy_objs = StrategyResolver.search_all_objects(directory, False)
-        strategy = [s for s in strategy_objs if s['name'] == strategy_name]
-        if strategy:
-            strategy = strategy[0]
+        strategies = [s for s in strategy_objs if s['name'] == strategy_name]
+        if strategies:
+            strategy = strategies[0]
 
             return Path(strategy['location'])
+        return None
 
     @staticmethod
     def export_params(params, strategy_name: str, filename: Path):

From 2310deec53ad6f06fea706da9a63326925a4b433 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 20:42:54 +0200
Subject: [PATCH 0747/1386] Update name to get non-optimized parameters

---
 freqtrade/optimize/hyperopt.py | 2 +-
 freqtrade/strategy/hyper.py    | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index c2b2b93cb..4d2924bf4 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -310,7 +310,7 @@ class Hyperopt:
         results_explanation = HyperoptTools.format_results_explanation_string(
             strat_stats, self.config['stake_currency'])
 
-        not_optimized = self.backtesting.strategy.get_params_dict()
+        not_optimized = self.backtesting.strategy.get_no_optimize_params()
 
         trade_count = strat_stats['total_trades']
         total_profit = strat_stats['profit_total']
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 3ae500847..0ced4dfb1 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -358,7 +358,7 @@ class HyperStrategyMixin(object):
             else:
                 logger.info(f'Strategy Parameter(default): {attr_name} = {attr.value}')
 
-    def get_params_dict(self):
+    def get_no_optimize_params(self):
         """
         Returns list of Parameters that are not part of the current optimize job
         """

From 34e6ce431f60f6cca0406546a4967d75f10b0e5f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 20:45:06 +0200
Subject: [PATCH 0748/1386] Print non-optimized parameters (also stop / roi)

---
 freqtrade/optimize/hyperopt.py       | 22 +++++++++++++++++++++-
 freqtrade/optimize/hyperopt_tools.py | 28 ++++++++++++++++++++--------
 2 files changed, 41 insertions(+), 9 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 4d2924bf4..c23884bcd 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,7 +23,7 @@ from pandas import DataFrame
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.history import get_timerange
-from freqtrade.misc import file_dump_json, plural
+from freqtrade.misc import deep_merge_dicts, file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
@@ -201,6 +201,25 @@ class Hyperopt:
 
         return result
 
+    def _get_no_optimize_details(self) -> Dict[str, Any]:
+        """
+        Get non-optimized parameters
+        """
+        result: Dict[str, Any] = {}
+        strategy = self.backtesting.strategy
+        if not HyperoptTools.has_space(self.config, 'roi'):
+            result['roi'] = strategy.minimal_roi
+        if not HyperoptTools.has_space(self.config, 'stoploss'):
+            result['stoploss'] = strategy.stoploss
+        if not HyperoptTools.has_space(self.config, 'trailing'):
+            result['trailing'] = {
+                'trailing_stop': strategy.trailing_stop,
+                'trailing_stop_positive': strategy.trailing_stop_positive,
+                'trailing_stop_positive_offset': strategy.trailing_stop_positive_offset,
+                'trailing_only_offset_is_reached': strategy.trailing_only_offset_is_reached,
+            }
+        return result
+
     def print_results(self, results) -> None:
         """
         Log results if it is better than any previous evaluation
@@ -311,6 +330,7 @@ class Hyperopt:
             strat_stats, self.config['stake_currency'])
 
         not_optimized = self.backtesting.strategy.get_no_optimize_params()
+        not_optimized = deep_merge_dicts(not_optimized, self._get_no_optimize_details())
 
         trade_count = strat_stats['total_trades']
         total_profit = strat_stats['profit_total']
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index dcffab8b2..0d17a5d13 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -130,9 +130,9 @@ class HyperoptTools():
                                                non_optimized)
             HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:",
                                                non_optimized)
-            HyperoptTools._params_pretty_print(params, 'roi', "ROI table:")
-            HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:")
-            HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:")
+            HyperoptTools._params_pretty_print(params, 'roi', "ROI table:", non_optimized)
+            HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:", non_optimized)
+            HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:", non_optimized)
 
     @staticmethod
     def _params_update_for_json(result_dict, params, non_optimized, space: str) -> None:
@@ -159,19 +159,31 @@ class HyperoptTools():
         if space in params or space in non_optimized:
             space_params = HyperoptTools._space_params(params, space, 5)
             result = f"\n# {header}\n"
-            if space == 'stoploss':
-                result += f"stoploss = {space_params.get('stoploss')}"
-            elif space == 'roi':
+            if space == "stoploss":
+                opt = True
+                if not space_params:
+                    space_params = HyperoptTools._space_params(params, space, 5)
+                    opt = False
+                result += (f"stoploss = {space_params.get('stoploss')}"
+                           f"{'  # value loaded from strategy' if not opt else ''}")
+
+            elif space == "roi":
                 minimal_roi_result = rapidjson.dumps({
                         str(k): v for k, v in space_params.items()
                 }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
-            elif space == 'trailing':
+            elif space == "trailing":
+                opt = True
+                if not space_params:
+                    # Not optimized ...
+                    space_params = HyperoptTools._space_params(non_optimized, space, 5)
+                    opt = False
 
                 for k, v in space_params.items():
-                    result += f'{k} = {v}\n'
+                    result += f"{k} = {v}{'  # value loaded from strategy' if not opt else ''}\n"
 
             else:
+                # Buy / sell parameters
                 no_params = HyperoptTools._space_params(non_optimized, space, 5)
 
                 result += f"{space}_params = {HyperoptTools._pprint(space_params, no_params)}"

From e97de4643fe1f0389523cdacf252c57029879d64 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 21:06:15 +0200
Subject: [PATCH 0749/1386] Move tests to hyperopttools test file

---
 tests/optimize/test_hyperopt.py      | 137 -------------------------
 tests/optimize/test_hyperopttools.py | 146 +++++++++++++++++++++++++++
 2 files changed, 146 insertions(+), 137 deletions(-)
 create mode 100644 tests/optimize/test_hyperopttools.py

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index c4cea638f..91d9f5496 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1,9 +1,6 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
-import logging
-import re
 from datetime import datetime
 from pathlib import Path
-from typing import Dict, List
 from unittest.mock import ANY, MagicMock
 
 import pandas as pd
@@ -28,12 +25,6 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
 from .hyperopts.default_hyperopt import DefaultHyperOpt
 
 
-# Functions for recurrent object patching
-def create_results() -> List[Dict]:
-
-    return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
-
-
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -303,52 +294,6 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
     assert caplog.record_tuples == []
 
 
-def test_save_results_saves_epochs(mocker, hyperopt, tmpdir, caplog) -> None:
-    # Test writing to temp dir and reading again
-    epochs = create_results()
-    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
-
-    caplog.set_level(logging.DEBUG)
-
-    for epoch in epochs:
-        hyperopt._save_result(epoch)
-    assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
-
-    hyperopt._save_result(epochs[0])
-    assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
-    assert len(hyperopt_epochs) == 2
-
-
-def test_load_previous_results(testdatadir, caplog) -> None:
-
-    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
-
-    assert len(hyperopt_epochs) == 5
-    assert log_has_re(r"Reading pickled epochs from .*", caplog)
-
-    caplog.clear()
-
-    # Modern version
-    results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
-
-    assert len(hyperopt_epochs) == 5
-    assert log_has_re(r"Reading epochs from .*", caplog)
-
-
-def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
-    mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
-                 return_value=[{'asdf': '222'}])
-    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
-    with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
-        HyperoptTools.load_previous_results(results_file)
-
-
 def test_roi_table_generation(hyperopt) -> None:
     params = {
         'roi_t1': 5,
@@ -467,40 +412,6 @@ def test_hyperopt_format_results(hyperopt):
     assert '0:50:00 min' in result
 
 
-@pytest.mark.parametrize("spaces, expected_results", [
-    (['buy'],
-     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
-    (['sell'],
-     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
-    (['roi'],
-     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
-    (['stoploss'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
-    (['trailing'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
-    (['buy', 'sell', 'roi', 'stoploss'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
-    (['buy', 'sell', 'roi', 'stoploss', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
-    (['buy', 'roi'],
-     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
-    (['all'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
-    (['default'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
-    (['default', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
-    (['all', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
-    (['default', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
-])
-def test_has_space(hyperopt_conf, spaces, expected_results):
-    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
-        hyperopt_conf.update({'spaces': spaces})
-        assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
-
-
 def test_populate_indicators(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
     dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
@@ -1070,42 +981,6 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
         hyperopt.start()
 
 
-def test_show_epoch_details(capsys):
-    test_result = {
-        'params_details': {
-            'trailing': {
-                'trailing_stop': True,
-                'trailing_stop_positive': 0.02,
-                'trailing_stop_positive_offset': 0.04,
-                'trailing_only_offset_is_reached': True
-            },
-            'roi': {
-                0: 0.18,
-                90: 0.14,
-                225: 0.05,
-                430: 0},
-        },
-        'results_explanation': 'foo result',
-        'is_initial_point': False,
-        'total_profit': 0,
-        'current_epoch': 2,  # This starts from 1 (in a human-friendly manner)
-        'is_best': True
-    }
-
-    HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
-    captured = capsys.readouterr()
-    assert '# Trailing stop:' in captured.out
-    # re.match(r"Pairs for .*", captured.out)
-    assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE)
-    assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE)
-    assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE)
-    assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE)
-
-    assert '# ROI table:' in captured.out
-    assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
-    assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
-
-
 def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
@@ -1147,15 +1022,3 @@ def test_SKDecimal():
     assert space.transform([1.5, 1.6]) == [150, 160]
 
 
-def test___pprint():
-    params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
-    non_params = {'buy_notoptimied': 55}
-
-    x = HyperoptTools._pprint(params, non_params)
-    assert x == """{
-    "buy_std": 1.2,
-    "buy_rsi": 31,
-    "buy_enable": True,
-    "buy_what": "asdf",
-    "buy_notoptimied": 55,  # value loaded from strategy
-}"""
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
new file mode 100644
index 000000000..94216f2f7
--- /dev/null
+++ b/tests/optimize/test_hyperopttools.py
@@ -0,0 +1,146 @@
+import logging
+import re
+from pathlib import Path
+from typing import Dict, List
+
+import pytest
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.optimize.hyperopt_tools import HyperoptTools
+from tests.conftest import log_has, log_has_re
+
+
+# Functions for recurrent object patching
+def create_results() -> List[Dict]:
+
+    return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
+
+
+def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
+    # Test writing to temp dir and reading again
+    epochs = create_results()
+    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
+
+    caplog.set_level(logging.DEBUG)
+
+    for epoch in epochs:
+        hyperopt._save_result(epoch)
+    assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
+
+    hyperopt._save_result(epochs[0])
+    assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
+
+    hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
+    assert len(hyperopt_epochs) == 2
+
+
+def test_load_previous_results(testdatadir, caplog) -> None:
+
+    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
+
+    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
+
+    assert len(hyperopt_epochs) == 5
+    assert log_has_re(r"Reading pickled epochs from .*", caplog)
+
+    caplog.clear()
+
+    # Modern version
+    results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
+
+    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
+
+    assert len(hyperopt_epochs) == 5
+    assert log_has_re(r"Reading epochs from .*", caplog)
+
+
+def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
+    mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
+                 return_value=[{'asdf': '222'}])
+    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
+    with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
+        HyperoptTools.load_previous_results(results_file)
+
+
+@pytest.mark.parametrize("spaces, expected_results", [
+    (['buy'],
+     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
+    (['sell'],
+     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
+    (['roi'],
+     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+    (['stoploss'],
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
+    (['trailing'],
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
+    (['buy', 'sell', 'roi', 'stoploss'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+    (['buy', 'sell', 'roi', 'stoploss', 'trailing'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+    (['buy', 'roi'],
+     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+    (['all'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+    (['default'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+    (['default', 'trailing'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+    (['all', 'buy'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+    (['default', 'buy'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+])
+def test_has_space(hyperopt_conf, spaces, expected_results):
+    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+        hyperopt_conf.update({'spaces': spaces})
+        assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
+
+
+def test_show_epoch_details(capsys):
+    test_result = {
+        'params_details': {
+            'trailing': {
+                'trailing_stop': True,
+                'trailing_stop_positive': 0.02,
+                'trailing_stop_positive_offset': 0.04,
+                'trailing_only_offset_is_reached': True
+            },
+            'roi': {
+                0: 0.18,
+                90: 0.14,
+                225: 0.05,
+                430: 0},
+        },
+        'results_explanation': 'foo result',
+        'is_initial_point': False,
+        'total_profit': 0,
+        'current_epoch': 2,  # This starts from 1 (in a human-friendly manner)
+        'is_best': True
+    }
+
+    HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
+    captured = capsys.readouterr()
+    assert '# Trailing stop:' in captured.out
+    # re.match(r"Pairs for .*", captured.out)
+    assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE)
+    assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE)
+    assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE)
+    assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE)
+
+    assert '# ROI table:' in captured.out
+    assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
+    assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
+
+
+def test___pprint():
+    params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
+    non_params = {'buy_notoptimied': 55}
+
+    x = HyperoptTools._pprint(params, non_params)
+    assert x == """{
+    "buy_std": 1.2,
+    "buy_rsi": 31,
+    "buy_enable": True,
+    "buy_what": "asdf",
+    "buy_notoptimied": 55,  # value loaded from strategy
+}"""

From ef14359d31108555985e596438209023d1d99b85 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 06:52:12 +0200
Subject: [PATCH 0750/1386] Add some tests for paramfile writing

---
 tests/optimize/test_hyperopttools.py | 55 ++++++++++++++++++++++++++++
 1 file changed, 55 insertions(+)

diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 94216f2f7..7eb18e432 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -4,6 +4,7 @@ from pathlib import Path
 from typing import Dict, List
 
 import pytest
+import rapidjson
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -144,3 +145,57 @@ def test___pprint():
     "buy_what": "asdf",
     "buy_notoptimied": 55,  # value loaded from strategy
 }"""
+
+
+def test_get_strategy_filename(default_conf):
+
+    x = HyperoptTools.get_strategy_filename(default_conf, 'DefaultStrategy')
+    assert isinstance(x, Path)
+    assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
+
+    x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
+    assert x is None
+
+
+def test_export_params(tmpdir):
+
+    filename = Path(tmpdir) / "DefaultStrategy.json"
+    assert not filename.is_file()
+    params = {
+        "params_details": {
+            "buy": {
+                "buy_rsi": 30
+            },
+            "sell": {
+                "sell_rsi": 70
+            },
+            "roi": {
+                "0": 0.528,
+                "346": 0.08499999999999999,
+                "507": 0.049,
+                "1595": 0
+            }
+        },
+        "params_not_optimized": {
+            "stoploss": -0.05,
+            "trailing": {
+                "trailing_stop": False,
+                "trailing_stop_positive": 0.05,
+                "trailing_stop_positive_offset": 0.1,
+                "trailing_only_offset_is_reached": True
+            },
+        }
+
+    }
+    HyperoptTools.export_params(params, "DefaultStrategy", filename)
+
+    assert filename.is_file()
+
+    content = rapidjson.load(filename.open('r'))
+    assert content['strategy_name'] == 'DefaultStrategy'
+    assert 'params' in content
+    assert "buy" in content["params"]
+    assert "sell" in content["params"]
+    assert "roi" in content["params"]
+    assert "stoploss" in content["params"]
+    assert "trailing" in content["params"]

From aa5181ca81d4268490f6b085fab7696a6e367f9b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:14:31 +0200
Subject: [PATCH 0751/1386] Properly export non-optimized parameters

---
 freqtrade/optimize/hyperopt.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index c23884bcd..ea75028b4 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -208,9 +208,9 @@ class Hyperopt:
         result: Dict[str, Any] = {}
         strategy = self.backtesting.strategy
         if not HyperoptTools.has_space(self.config, 'roi'):
-            result['roi'] = strategy.minimal_roi
+            result['roi'] = {str(k): v for k, v in strategy.minimal_roi.items()}
         if not HyperoptTools.has_space(self.config, 'stoploss'):
-            result['stoploss'] = strategy.stoploss
+            result['stoploss'] = {'stoploss': strategy.stoploss}
         if not HyperoptTools.has_space(self.config, 'trailing'):
             result['trailing'] = {
                 'trailing_stop': strategy.trailing_stop,

From 8b7010fc9a98aa20f38bd71c6861b19d351c61f9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:15:20 +0200
Subject: [PATCH 0752/1386] Update pprint name

---
 freqtrade/optimize/hyperopt_tools.py | 4 ++--
 tests/optimize/test_hyperopttools.py | 6 +++---
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0d17a5d13..7b14440fc 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -186,7 +186,7 @@ class HyperoptTools():
                 # Buy / sell parameters
                 no_params = HyperoptTools._space_params(non_optimized, space, 5)
 
-                result += f"{space}_params = {HyperoptTools._pprint(space_params, no_params)}"
+                result += f"{space}_params = {HyperoptTools.__pprint_dict(space_params, no_params)}"
 
             result = result.replace("\n", "\n    ")
             print(result)
@@ -200,7 +200,7 @@ class HyperoptTools():
         return {}
 
     @staticmethod
-    def _pprint(params, non_optimized, indent: int = 4):
+    def __pprint_dict(params, non_optimized, indent: int = 4):
         """
         Pretty-print hyperopt results (based on 2 dicts - with add. comment)
         """
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 7eb18e432..69c7073c0 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -133,11 +133,11 @@ def test_show_epoch_details(capsys):
     assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
 
 
-def test___pprint():
+def test___pprint_dict():
     params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
     non_params = {'buy_notoptimied': 55}
 
-    x = HyperoptTools._pprint(params, non_params)
+    x = HyperoptTools.__pprint_dict(params, non_params)
     assert x == """{
     "buy_std": 1.2,
     "buy_rsi": 31,
@@ -171,7 +171,7 @@ def test_export_params(tmpdir):
             },
             "roi": {
                 "0": 0.528,
-                "346": 0.08499999999999999,
+                "346": 0.08499,
                 "507": 0.049,
                 "1595": 0
             }

From a7e9e362b7c2e44f8f5f76281ca7775d5cef0f15 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:15:37 +0200
Subject: [PATCH 0753/1386] Simplify printing logic for non-optimized
 parameters

---
 freqtrade/optimize/hyperopt_tools.py | 36 ++++++++--------
 tests/optimize/test_hyperopttools.py | 61 ++++++++++++++++++++++++++++
 2 files changed, 79 insertions(+), 18 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 7b14440fc..a99859fd5 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -12,11 +12,13 @@ from pandas import isna, json_normalize
 
 from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict
+from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
 
 
 logger = logging.getLogger(__name__)
 
+NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
+
 
 class HyperoptTools():
 
@@ -158,33 +160,31 @@ class HyperoptTools():
     def _params_pretty_print(params, space: str, header: str, non_optimized={}) -> None:
         if space in params or space in non_optimized:
             space_params = HyperoptTools._space_params(params, space, 5)
+            no_params = HyperoptTools._space_params(non_optimized, space, 5)
+            if not space_params and not no_params:
+                # No parameters - don't print
+                return
+            if not space_params:
+                # Not optimized parameters - append string
+                non_optimized = NON_OPT_PARAM_APPENDIX
+
             result = f"\n# {header}\n"
             if space == "stoploss":
-                opt = True
-                if not space_params:
-                    space_params = HyperoptTools._space_params(params, space, 5)
-                    opt = False
-                result += (f"stoploss = {space_params.get('stoploss')}"
-                           f"{'  # value loaded from strategy' if not opt else ''}")
+                stoploss = safe_value_fallback2(space_params, no_params, space, space)
+                result += (f"stoploss = {stoploss}{non_optimized}")
 
             elif space == "roi":
+                result = result[:-1] + f'{non_optimized}\n'
                 minimal_roi_result = rapidjson.dumps({
-                        str(k): v for k, v in space_params.items()
+                        str(k): v for k, v in (space_params or no_params).items()
                 }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
             elif space == "trailing":
-                opt = True
-                if not space_params:
-                    # Not optimized ...
-                    space_params = HyperoptTools._space_params(non_optimized, space, 5)
-                    opt = False
-
-                for k, v in space_params.items():
-                    result += f"{k} = {v}{'  # value loaded from strategy' if not opt else ''}\n"
+                for k, v in (space_params or no_params).items():
+                    result += f"{k} = {v}{non_optimized}\n"
 
             else:
                 # Buy / sell parameters
-                no_params = HyperoptTools._space_params(non_optimized, space, 5)
 
                 result += f"{space}_params = {HyperoptTools.__pprint_dict(space_params, no_params)}"
 
@@ -212,7 +212,7 @@ class HyperoptTools():
             result += " " * indent + f'"{k}": '
             result += f'"{param}",' if isinstance(param, str) else f'{param},'
             if k in non_optimized:
-                result += "  # value loaded from strategy"
+                result += NON_OPT_PARAM_APPENDIX
             result += "\n"
         result += '}'
         return result
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 69c7073c0..42b08c23d 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -199,3 +199,64 @@ def test_export_params(tmpdir):
     assert "roi" in content["params"]
     assert "stoploss" in content["params"]
     assert "trailing" in content["params"]
+
+
+def test_params_print(capsys):
+
+    params = {
+        "buy": {
+            "buy_rsi": 30
+        },
+        "sell": {
+            "sell_rsi": 70
+        },
+    }
+    non_optimized = {
+        "buy": {
+            "buy_adx": 44
+        },
+        "sell": {
+            "sell_adx": 65
+        },
+        "stoploss": {
+            "stoploss": -0.05,
+        },
+        "roi": {
+            "0": 0.05,
+            "20": 0.01,
+        },
+        "trailing": {
+            "trailing_stop": False,
+            "trailing_stop_positive": 0.05,
+            "trailing_stop_positive_offset": 0.1,
+            "trailing_only_offset_is_reached": True
+        },
+
+    }
+    HyperoptTools._params_pretty_print(params, 'buy', 'No header', non_optimized)
+
+    captured = capsys.readouterr()
+    assert re.search("# No header", captured.out)
+    assert re.search('"buy_rsi": 30,\n', captured.out)
+    assert re.search('"buy_adx": 44,  # value loaded.*\n', captured.out)
+    assert not re.search("sell", captured.out)
+
+    HyperoptTools._params_pretty_print(params, 'sell', 'Sell Header', non_optimized)
+    captured = capsys.readouterr()
+    assert re.search("# Sell Header", captured.out)
+    assert re.search('"sell_rsi": 70,\n', captured.out)
+    assert re.search('"sell_adx": 65,  # value loaded.*\n', captured.out)
+
+    HyperoptTools._params_pretty_print(params, 'roi', 'ROI Table:', non_optimized)
+    captured = capsys.readouterr()
+    assert re.search("# ROI Table:  # value loaded.*\n", captured.out)
+    assert re.search('minimal_roi = {\n', captured.out)
+    assert re.search('"20": 0.01\n', captured.out)
+
+    HyperoptTools._params_pretty_print(params, 'trailing', 'Trailing stop:', non_optimized)
+    captured = capsys.readouterr()
+    assert re.search("# Trailing stop:", captured.out)
+    assert re.search('trailing_stop = False  # value loaded.*\n', captured.out)
+    assert re.search('trailing_stop_positive = 0.05  # value loaded.*\n', captured.out)
+    assert re.search('trailing_stop_positive_offset = 0.1  # value loaded.*\n', captured.out)
+    assert re.search('trailing_only_offset_is_reached = True  # value loaded.*\n', captured.out)

From d4514f5f16fd0ef22cd8732908cbd79858ab2690 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:27:46 +0200
Subject: [PATCH 0754/1386] Introduce File versions to hyperopt result files

---
 freqtrade/commands/hyperopt_commands.py | 16 +++++++++-------
 freqtrade/constants.py                  |  1 +
 freqtrade/optimize/hyperopt.py          |  4 ++--
 freqtrade/optimize/hyperopt_tools.py    |  3 ++-
 4 files changed, 14 insertions(+), 10 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index e5c9241f0..e60fb9d32 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -5,6 +5,7 @@ from typing import Any, Dict, List
 from colorama import init as colorama_init
 
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.data.btanalysis import get_latest_hyperopt_file
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
@@ -133,13 +134,14 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
             show_backtest_result(strategy_name, metrics,
                                  metrics['stake_currency'])
 
-            # Export parameters ...
-            # TODO: make this optional? otherwise it'll overwrite previous parameters ...
-            fn = HyperoptTools.get_strategy_filename(config, strategy_name)
-            if fn:
-                HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
-            else:
-                logger.warn("Strategy not found, not exporting parameter file.")
+            if val.get(FTHYPT_FILEVERSION, 1) >= 2:
+                # Export parameters ...
+                # TODO: make this optional? otherwise it'll overwrite previous parameters ...
+                fn = HyperoptTools.get_strategy_filename(config, strategy_name)
+                if fn:
+                    HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+                else:
+                    logger.warn("Strategy not found, not exporting parameter file.")
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 63cf3e870..bdbfbfad6 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -40,6 +40,7 @@ DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
 DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
 
 LAST_BT_RESULT_FN = '.last_result.json'
+FTHYPT_FILEVERSION = 'fthypt_fileversion'
 
 USERPATH_HYPEROPTS = 'hyperopts'
 USERPATH_STRATEGIES = 'strategies'
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ea75028b4..23f47612b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -20,7 +20,7 @@ from colorama import init as colorama_init
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
 from pandas import DataFrame
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
+from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.history import get_timerange
 from freqtrade.misc import deep_merge_dicts, file_dump_json, plural
@@ -167,7 +167,7 @@ class Hyperopt:
             if isinstance(x, np.integer):
                 return int(x)
             return str(x)
-
+        epoch[FTHYPT_FILEVERSION] = 2
         with self.results_file.open('a') as f:
             rapidjson.dump(epoch, f, default=default_parser,
                            number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index a99859fd5..8f69fbcff 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -46,7 +46,8 @@ class HyperoptTools():
         final_params = deep_merge_dicts(params['params_details'], final_params)
         final_params = {
             'strategy_name': strategy_name,
-            'params': final_params
+            'params': final_params,
+            'ft_stratparam_v': 1,
         }
         logger.info(f"Dumping parameters to {filename}")
         rapidjson.dump(final_params, filename.open('w'), indent=2)

From 8ca0076332f45792326e7cfd27cacbbbf9bca5e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:33:35 +0200
Subject: [PATCH 0755/1386] Fix small typos

---
 freqtrade/optimize/hyperopt_tools.py | 13 +++++++------
 tests/optimize/test_hyperopttools.py |  4 ++--
 2 files changed, 9 insertions(+), 8 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 8f69fbcff..5a9049192 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -162,32 +162,33 @@ class HyperoptTools():
         if space in params or space in non_optimized:
             space_params = HyperoptTools._space_params(params, space, 5)
             no_params = HyperoptTools._space_params(non_optimized, space, 5)
+            appendix = ''
             if not space_params and not no_params:
                 # No parameters - don't print
                 return
             if not space_params:
                 # Not optimized parameters - append string
-                non_optimized = NON_OPT_PARAM_APPENDIX
+                appendix = NON_OPT_PARAM_APPENDIX
 
             result = f"\n# {header}\n"
             if space == "stoploss":
                 stoploss = safe_value_fallback2(space_params, no_params, space, space)
-                result += (f"stoploss = {stoploss}{non_optimized}")
+                result += (f"stoploss = {stoploss}{appendix}")
 
             elif space == "roi":
-                result = result[:-1] + f'{non_optimized}\n'
+                result = result[:-1] + f'{appendix}\n'
                 minimal_roi_result = rapidjson.dumps({
                         str(k): v for k, v in (space_params or no_params).items()
                 }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
             elif space == "trailing":
                 for k, v in (space_params or no_params).items():
-                    result += f"{k} = {v}{non_optimized}\n"
+                    result += f"{k} = {v}{appendix}\n"
 
             else:
                 # Buy / sell parameters
 
-                result += f"{space}_params = {HyperoptTools.__pprint_dict(space_params, no_params)}"
+                result += f"{space}_params = {HyperoptTools._pprint_dict(space_params, no_params)}"
 
             result = result.replace("\n", "\n    ")
             print(result)
@@ -201,7 +202,7 @@ class HyperoptTools():
         return {}
 
     @staticmethod
-    def __pprint_dict(params, non_optimized, indent: int = 4):
+    def _pprint_dict(params, non_optimized, indent: int = 4):
         """
         Pretty-print hyperopt results (based on 2 dicts - with add. comment)
         """
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 42b08c23d..54e968143 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -133,11 +133,11 @@ def test_show_epoch_details(capsys):
     assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
 
 
-def test___pprint_dict():
+def test__pprint_dict():
     params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
     non_params = {'buy_notoptimied': 55}
 
-    x = HyperoptTools.__pprint_dict(params, non_params)
+    x = HyperoptTools._pprint_dict(params, non_params)
     assert x == """{
     "buy_std": 1.2,
     "buy_rsi": 31,

From a2ccc1526e30f2e1e68032464173c742c152ca90 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 07:07:34 +0200
Subject: [PATCH 0756/1386] Load parameters from file

---
 freqtrade/resolvers/strategy_resolver.py | 15 +++++++++++++++
 freqtrade/strategy/hyper.py              |  3 ++-
 freqtrade/strategy/interface.py          |  1 +
 3 files changed, 18 insertions(+), 1 deletion(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index ccd7cea69..1239b78b3 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -53,6 +53,21 @@ class StrategyResolver(IResolver):
                     )
                 strategy.timeframe = strategy.ticker_interval
 
+        if strategy._ft_params_from_file:
+            # Set parameters from Hyperopt results file
+            params = strategy._ft_params_from_file
+            strategy.minimal_roi = params.get('roi', strategy.minimal_roi)
+
+            strategy.stoploss = params.get('stoploss', {}).get('stoploss', strategy.stoploss)
+            trailing = params.get('trailing', {})
+            strategy.trailing_stop = trailing.get('trailing_stop', strategy.trailing_stop)
+            strategy.trailing_stop_positive = trailing.get('trailing_stop_positive',
+                                                           strategy.trailing_stop_positive)
+            strategy.trailing_stop_positive_offset = trailing.get(
+                'trailing_stop_positive_offset', strategy.trailing_stop_positive_offset)
+            strategy.trailing_only_offset_is_reached = trailing.get(
+                'trailing_only_offset_is_reached', strategy.trailing_only_offset_is_reached)
+
         # Set attributes
         # Check if we need to override configuration
         #             (Attribute name,                    default,     subkey)
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 0ced4dfb1..6f96224ee 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -309,6 +309,7 @@ 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))
         sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', None))
 
@@ -324,7 +325,7 @@ class HyperStrategyMixin(object):
         if filename.is_file():
             logger.info(f"Loading parameters from file {filename}")
             params = json_load(filename.open('r'))
-            if params.get('strategy_name') != self.get_strategy_name():
+            if params.get('strategy_name') != self.__class__.__name__:
                 raise OperationalException('Invalid parameter file provided')
             return params
         logger.info("Found no parameter file.")
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7aa7e57d9..26bcb0369 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -62,6 +62,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     _populate_fun_len: int = 0
     _buy_fun_len: int = 0
     _sell_fun_len: int = 0
+    _ft_params_from_file: Dict = {}
     # associated minimal roi
     minimal_roi: Dict
 

From a8117c6e0b67e08fafe9e95c7c0f80931d23cc2b Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Tue, 29 Jun 2021 11:24:49 +0200
Subject: [PATCH 0757/1386] Refactored to use results variable from for loop

---
 freqtrade/optimize/optimize_reports.py | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index c974916df..79208c5e9 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -662,10 +662,9 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
     if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table
 
-        first_strat_stats = next(iter(backtest_stats['strategy'].items()))[1]
         table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
-        print(f"{first_strat_stats['backtest_start']} -> {first_strat_stats['backtest_end']} |"
-              f" Max open trades : {first_strat_stats['max_open_trades']}")
+        print(f"{results['backtest_start']} -> {results['backtest_end']} |"
+              f" Max open trades : {results['max_open_trades']}")
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))

From 62cdbdc26a339f84a6902ca3f732ccf3254441fb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 20:22:30 +0200
Subject: [PATCH 0758/1386] Automatically export hyperopt parameters

---
 freqtrade/commands/arguments.py          |  5 +++--
 freqtrade/commands/cli_options.py        |  5 +++++
 freqtrade/commands/hyperopt_commands.py  | 10 +---------
 freqtrade/configuration/configuration.py |  2 ++
 freqtrade/optimize/hyperopt.py           |  5 +++++
 freqtrade/optimize/hyperopt_tools.py     | 12 +++++++++++-
 6 files changed, 27 insertions(+), 12 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 7f4f7edd6..ba37237f6 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -29,7 +29,7 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "epochs", "spaces", "print_all",
                                         "print_colorized", "print_json", "hyperopt_jobs",
                                         "hyperopt_random_state", "hyperopt_min_trades",
-                                        "hyperopt_loss"]
+                                        "hyperopt_loss", "disableparamexport"]
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 
@@ -85,7 +85,8 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperoptexportfilename", "export_csv"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
-                      "print_json", "hyperoptexportfilename", "hyperopt_show_no_header"]
+                      "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
+                      "disableparamexport"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index b226415e7..f56a2bf18 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -178,6 +178,11 @@ AVAILABLE_CLI_OPTIONS = {
         'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
         metavar='PATH',
     ),
+    "disableparamexport": Arg(
+        '--disable-param-export',
+        help="Disable automatic hyperopt parameter export.",
+        action='store_true',
+    ),
     "fee": Arg(
         '--fee',
         help='Specify fee ratio. Will be applied twice (on trade entry and exit).',
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index e60fb9d32..5a2727795 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -5,7 +5,6 @@ from typing import Any, Dict, List
 from colorama import init as colorama_init
 
 from freqtrade.configuration import setup_utils_configuration
-from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.data.btanalysis import get_latest_hyperopt_file
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
@@ -134,14 +133,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
             show_backtest_result(strategy_name, metrics,
                                  metrics['stake_currency'])
 
-            if val.get(FTHYPT_FILEVERSION, 1) >= 2:
-                # Export parameters ...
-                # TODO: make this optional? otherwise it'll overwrite previous parameters ...
-                fn = HyperoptTools.get_strategy_filename(config, strategy_name)
-                if fn:
-                    HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
-                else:
-                    logger.warn("Strategy not found, not exporting parameter file.")
+            HyperoptTools.try_export_params(config, strategy_name, val)
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index d2cc68c44..1d2e3f802 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -260,6 +260,8 @@ class Configuration:
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
 
+        self._args_to_config(config, argname='disableparamexport',
+                             logstring='Parameter --disableparamexport detected: {} ...')
         # Edge section:
         if 'stoploss_range' in self.args and self.args["stoploss_range"]:
             txt_range = eval(self.args["stoploss_range"])
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 23f47612b..435273619 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -489,6 +489,11 @@ class Hyperopt:
                     f"saved to '{self.results_file}'.")
 
         if self.current_best_epoch:
+            HyperoptTools.try_export_params(
+                self.config,
+                self.backtesting.strategy.get_strategy_name(),
+                self.current_best_epoch)
+
             HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
                                              self.print_json)
         else:
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 5a9049192..0f8ccbca4 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -10,7 +10,7 @@ import tabulate
 from colorama import Fore, Style
 from pandas import isna, json_normalize
 
-from freqtrade.constants import USERPATH_STRATEGIES
+from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
 
@@ -52,6 +52,16 @@ class HyperoptTools():
         logger.info(f"Dumping parameters to {filename}")
         rapidjson.dump(final_params, filename.open('w'), indent=2)
 
+    @staticmethod
+    def try_export_params(config: Dict[str, Any], strategy_name: str, val: Dict):
+        if val.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
+            # Export parameters ...
+            fn = HyperoptTools.get_strategy_filename(config, strategy_name)
+            if fn:
+                HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+            else:
+                logger.warn("Strategy not found, not exporting parameter file.")
+
     @staticmethod
     def has_space(config: Dict[str, Any], space: str) -> bool:
         """

From 55f032b18e70693c86e412101e9b5e6d6be872f1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 20:38:14 +0200
Subject: [PATCH 0759/1386] Catch trying to read faulty parameter file

---
 freqtrade/constants.py      |  1 +
 freqtrade/strategy/hyper.py | 12 ++++++++----
 2 files changed, 9 insertions(+), 4 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index bdbfbfad6..f4c32387b 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -313,6 +313,7 @@ CONF_SCHEMA = {
         },
         'db_url': {'type': 'string'},
         'export': {'type': 'string', 'enum': EXPORT_OPTIONS, 'default': 'trades'},
+        'disableparamexport': {'type': 'boolean'},
         'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
         'forcebuy_enable': {'type': 'boolean'},
         'disable_dataframe_checks': {'type': 'boolean'},
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 6f96224ee..881d592d9 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -324,10 +324,14 @@ class HyperStrategyMixin(object):
 
         if filename.is_file():
             logger.info(f"Loading parameters from file {filename}")
-            params = json_load(filename.open('r'))
-            if params.get('strategy_name') != self.__class__.__name__:
-                raise OperationalException('Invalid parameter file provided')
-            return params
+            try:
+                params = json_load(filename.open('r'))
+                if params.get('strategy_name') != self.__class__.__name__:
+                    raise OperationalException('Invalid parameter file provided')
+                return params
+            except ValueError:
+                logger.warning("Invalid parameter file.")
+                return {}
         logger.info("Found no parameter file.")
 
         return {}

From 84703080b812da4cbb2fa5bd5ac0ee5c65710f29 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 20:39:07 +0200
Subject: [PATCH 0760/1386] Extract hyperopt_defaults_serializer to
 hyperopt_tools

---
 freqtrade/optimize/hyperopt.py       |  8 ++------
 freqtrade/optimize/hyperopt_tools.py | 13 ++++++++++++-
 2 files changed, 14 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 435273619..b8745a644 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -29,7 +29,7 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
-from freqtrade.optimize.hyperopt_tools import HyperoptTools
+from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_parser
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
 
@@ -163,13 +163,9 @@ class Hyperopt:
         While not a valid json object - this allows appending easily.
         :param epoch: result dictionary for this epoch.
         """
-        def default_parser(x):
-            if isinstance(x, np.integer):
-                return int(x)
-            return str(x)
         epoch[FTHYPT_FILEVERSION] = 2
         with self.results_file.open('a') as f:
-            rapidjson.dump(epoch, f, default=default_parser,
+            rapidjson.dump(epoch, f, default=hyperopt_parser,
                            number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
             f.write("\n")
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0f8ccbca4..7558232f1 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -2,9 +2,11 @@
 import io
 import logging
 from copy import deepcopy
+from datetime import datetime, timezone
 from pathlib import Path
 from typing import Any, Dict, List, Optional
 
+import numpy as np
 import rapidjson
 import tabulate
 from colorama import Fore, Style
@@ -20,6 +22,12 @@ logger = logging.getLogger(__name__)
 NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
 
 
+def hyperopt_parser(x):
+    if isinstance(x, np.integer):
+        return int(x)
+    return str(x)
+
+
 class HyperoptTools():
 
     @staticmethod
@@ -48,9 +56,12 @@ class HyperoptTools():
             'strategy_name': strategy_name,
             'params': final_params,
             'ft_stratparam_v': 1,
+            'export_time': datetime.now(timezone.utc),
         }
         logger.info(f"Dumping parameters to {filename}")
-        rapidjson.dump(final_params, filename.open('w'), indent=2)
+        rapidjson.dump(final_params, filename.open('w'), indent=2,
+                       default=hyperopt_parser, number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
+                       )
 
     @staticmethod
     def try_export_params(config: Dict[str, Any], strategy_name: str, val: Dict):

From ff61b8a2e795de0687ca027c0b36b1efa260a1d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 20:57:16 +0200
Subject: [PATCH 0761/1386] Disable parameter export from tests

---
 tests/conftest.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/conftest.py b/tests/conftest.py
index a843d9397..87276456f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -324,6 +324,7 @@ def get_default_conf(testdatadir):
         "verbosity": 3,
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
         "strategy": "DefaultStrategy",
+        "disableparamexport": True,
         "internals": {},
         "export": "none",
     }

From dcf53ac3ff645de6166c43a84e68b9ce5910a5db Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 06:33:40 +0200
Subject: [PATCH 0762/1386] Add test for try_eport_params

---
 freqtrade/optimize/hyperopt_tools.py |  6 ++--
 tests/optimize/test_hyperopttools.py | 47 ++++++++++++++++++++++++++++
 2 files changed, 50 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 7558232f1..7a0b00d01 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -64,12 +64,12 @@ class HyperoptTools():
                        )
 
     @staticmethod
-    def try_export_params(config: Dict[str, Any], strategy_name: str, val: Dict):
-        if val.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
+    def try_export_params(config: Dict[str, Any], strategy_name: str, params: Dict):
+        if params.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
             # Export parameters ...
             fn = HyperoptTools.get_strategy_filename(config, strategy_name)
             if fn:
-                HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+                HyperoptTools.export_params(params, strategy_name, fn.with_suffix('.json'))
             else:
                 logger.warn("Strategy not found, not exporting parameter file.")
 
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 54e968143..6beb2788a 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -6,6 +6,7 @@ from typing import Dict, List
 import pytest
 import rapidjson
 
+from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from tests.conftest import log_has, log_has_re
@@ -201,6 +202,52 @@ def test_export_params(tmpdir):
     assert "trailing" in content["params"]
 
 
+def test_try_export_params(default_conf, tmpdir, caplog, mocker):
+    default_conf['disableparamexport'] = False
+    export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
+
+    filename = Path(tmpdir) / "DefaultStrategy.json"
+    assert not filename.is_file()
+    params = {
+        "params_details": {
+            "buy": {
+                "buy_rsi": 30
+            },
+            "sell": {
+                "sell_rsi": 70
+            },
+            "roi": {
+                "0": 0.528,
+                "346": 0.08499,
+                "507": 0.049,
+                "1595": 0
+            }
+        },
+        "params_not_optimized": {
+            "stoploss": -0.05,
+            "trailing": {
+                "trailing_stop": False,
+                "trailing_stop_positive": 0.05,
+                "trailing_stop_positive_offset": 0.1,
+                "trailing_only_offset_is_reached": True
+            },
+        },
+        FTHYPT_FILEVERSION: 2,
+
+    }
+    HyperoptTools.try_export_params(default_conf, "DefaultStrategy22", params)
+
+    assert log_has("Strategy not found, not exporting parameter file.", caplog)
+    assert export_mock.call_count == 0
+    caplog.clear()
+
+    HyperoptTools.try_export_params(default_conf, "DefaultStrategy", params)
+
+    assert export_mock.call_count == 1
+    assert export_mock.call_args_list[0][0][1] == 'DefaultStrategy'
+    assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
+
+
 def test_params_print(capsys):
 
     params = {

From 645da51b5fa01003ad1292fb2f0910ada0347e2b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 06:43:49 +0200
Subject: [PATCH 0763/1386] Add test for parameter loading

---
 freqtrade/optimize/hyperopt.py   |  1 -
 freqtrade/strategy/hyper.py      |  4 +--
 tests/optimize/test_hyperopt.py  |  2 --
 tests/strategy/test_interface.py | 48 ++++++++++++++++++++++++++++++++
 4 files changed, 50 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b8745a644..b22aa58c5 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -12,7 +12,6 @@ from math import ceil
 from pathlib import Path
 from typing import Any, Dict, List, Optional
 
-import numpy as np
 import progressbar
 import rapidjson
 from colorama import Fore, Style
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 881d592d9..a31a3b39f 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -327,10 +327,10 @@ class HyperStrategyMixin(object):
             try:
                 params = json_load(filename.open('r'))
                 if params.get('strategy_name') != self.__class__.__name__:
-                    raise OperationalException('Invalid parameter file provided')
+                    raise OperationalException('Invalid parameter file provided.')
                 return params
             except ValueError:
-                logger.warning("Invalid parameter file.")
+                logger.warning("Invalid parameter file format.")
                 return {}
         logger.info("Found no parameter file.")
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 91d9f5496..f0a2342c5 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1020,5 +1020,3 @@ def test_SKDecimal():
     assert space.transform([2.0]) == [200]
     assert space.transform([1.0]) == [100]
     assert space.transform([1.5, 1.6]) == [150, 160]
-
-
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 04d12a51f..714e28929 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 from datetime import datetime, timedelta, timezone
+from pathlib import Path
 from unittest.mock import MagicMock
 
 import arrow
@@ -692,3 +693,50 @@ def test_auto_hyperopt_interface(default_conf):
 
     with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"):
         [x for x in strategy.detect_parameters('sell')]
+
+
+def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):
+    default_conf.update({'strategy': 'HyperoptableStrategy'})
+    del default_conf['stoploss']
+    del default_conf['minimal_roi']
+    mocker.patch.object(Path, 'is_file', MagicMock(return_value=True))
+    mocker.patch.object(Path, 'open')
+    expected_result = {
+        "strategy_name": "HyperoptableStrategy",
+        "params": {
+            "stoploss": {
+                "stoploss": -0.05,
+            },
+            "roi": {
+                "0": 0.2,
+                "1200": 0.01
+            }
+        }
+    }
+    mocker.patch('freqtrade.strategy.hyper.json_load', return_value=expected_result)
+    PairLocks.timeframe = default_conf['timeframe']
+    strategy = StrategyResolver.load_strategy(default_conf)
+    assert strategy.stoploss == -0.05
+    assert strategy.minimal_roi == {0: 0.2, 1200: 0.01}
+
+    expected_result = {
+        "strategy_name": "HyperoptableStrategy_No",
+        "params": {
+            "stoploss": {
+                "stoploss": -0.05,
+            },
+            "roi": {
+                "0": 0.2,
+                "1200": 0.01
+            }
+        }
+    }
+
+    mocker.patch('freqtrade.strategy.hyper.json_load', return_value=expected_result)
+    with pytest.raises(OperationalException, match="Invalid parameter file provided."):
+        StrategyResolver.load_strategy(default_conf)
+
+    mocker.patch('freqtrade.strategy.hyper.json_load', MagicMock(side_effect=ValueError()))
+
+    StrategyResolver.load_strategy(default_conf)
+    assert log_has("Invalid parameter file format.", caplog)

From 0809225a0ac07f4f056053791c1c13efdd571a2b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 07:05:20 +0200
Subject: [PATCH 0764/1386] Update documentation to mention parameter strategy
 files

---
 docs/hyperopt.md               | 15 +++++++++++++--
 docs/utils.md                  |  5 ++++-
 freqtrade/optimize/hyperopt.py | 12 ++++++++----
 3 files changed, 25 insertions(+), 7 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index a117ac1ce..5dee63256 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -51,7 +51,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
                           [--random-state INT] [--min-trades INT]
-                          [--hyperopt-loss NAME]
+                          [--hyperopt-loss NAME] [--disable-param-export]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -118,6 +118,8 @@ optional arguments:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
                         SortinoHyperOptLoss, SortinoHyperOptLossDaily
+  --disable-param-export
+                        Disable automatic hyperopt parameter export.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -509,7 +511,13 @@ You should understand this result like:
 * You should not use ADX because `'buy_adx_enabled': False`.
 * You should **consider** using the RSI indicator (`'buy_rsi_enabled': True`) and the best value is `29.0` (`'buy_rsi': 29.0`)
 
-Your strategy class can immediately take advantage of these results. Simply copy hyperopt results block and paste them at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
+### Automatic parameter application to the strategy
+
+When using Hyperoptable parameters, the result of your hyperopt-run will be written to a json file next to your strategy (so for `MyAwesomeStrategy.py`, the file would be `MyAwesomeStrategy.json`).  
+This file is also updated when using the `hyperopt-show` sub-command, unless `--disable-param-export` is provided to either of the 2 commands.
+
+
+Your strategy class can also contain these results explicitly. Simply copy hyperopt results block and paste them at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
 
 Transferring your whole hyperopt result to your strategy would then look like:
 
@@ -525,6 +533,9 @@ class MyAwesomeStrategy(IStrategy):
     }
 ```
 
+!!! Note:
+    Parameter-files will overwrite parameters within the strategy.
+
 ### Understand Hyperopt ROI results
 
 If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:
diff --git a/docs/utils.md b/docs/utils.md
index 8ef12e1c9..524fefc21 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -702,7 +702,8 @@ You can show the details of any hyperoptimization epoch previously evaluated by
 usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH] [--best]
                                [--profitable] [-n INT] [--print-json]
-                               [--hyperopt-filename PATH] [--no-header]
+                               [--hyperopt-filename FILENAME] [--no-header]
+                               [--disable-param-export]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -714,6 +715,8 @@ optional arguments:
                         Hyperopt result filename.Example: `--hyperopt-
                         filename=hyperopt_results_2020-09-27_16-20-48.pickle`
   --no-header           Do not print epoch details header.
+  --disable-param-export
+                        Disable automatic hyperopt parameter export.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b22aa58c5..1f50d9a16 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -77,8 +77,11 @@ class Hyperopt:
 
         if not self.config.get('hyperopt'):
             self.custom_hyperopt = HyperOptAuto(self.config)
+            self.auto_hyperopt = True
         else:
             self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
+            self.auto_hyperopt = False
+
         self.backtesting._set_strategy(self.backtesting.strategylist[0])
         self.custom_hyperopt.strategy = self.backtesting.strategy
 
@@ -484,10 +487,11 @@ class Hyperopt:
                     f"saved to '{self.results_file}'.")
 
         if self.current_best_epoch:
-            HyperoptTools.try_export_params(
-                self.config,
-                self.backtesting.strategy.get_strategy_name(),
-                self.current_best_epoch)
+            if self.auto_hyperopt:
+                HyperoptTools.try_export_params(
+                    self.config,
+                    self.backtesting.strategy.get_strategy_name(),
+                    self.current_best_epoch)
 
             HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
                                              self.print_json)

From bc0742ae670ffe2697a596ca7ea0a572bcd2a0b9 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 29 Jun 2021 16:17:52 +0300
Subject: [PATCH 0765/1386] Fix extremely optimistic results when using a
 combination of custom_stoploss and trailing_stop.

---
 freqtrade/optimize/backtesting.py      | 10 ++++++----
 tests/optimize/__init__.py             |  1 +
 tests/optimize/test_backtest_detail.py | 17 +++++++++++++++++
 3 files changed, 24 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index e2ca39530..0c63c4c14 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -228,16 +228,18 @@ class Backtesting:
             # Special case: trailing triggers within same candle as trade opened. Assume most
             # pessimistic price movement, which is moving just enough to arm stoploss and
             # immediately going down to stop price.
-            if (sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0
-                    and self.strategy.trailing_stop_positive):
-                if self.strategy.trailing_only_offset_is_reached:
+            if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
+                if not self.strategy.use_custom_stoploss and self.strategy.trailing_stop and \
+                   self.strategy.trailing_only_offset_is_reached and \
+                   self.strategy.trailing_stop_positive_offset is not None and \
+                   self.strategy.trailing_stop_positive:
                     # Worst case: price reaches stop_positive_offset and dives down.
                     stop_rate = (sell_row[OPEN_IDX] *
                                  (1 + abs(self.strategy.trailing_stop_positive_offset) -
                                  abs(self.strategy.trailing_stop_positive)))
                 else:
                     # Worst case: price ticks tiny bit above open and dives down.
-                    stop_rate = sell_row[OPEN_IDX] * (1 - abs(self.strategy.trailing_stop_positive))
+                    stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
                     assert stop_rate < sell_row[HIGH_IDX]
                 return stop_rate
 
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 7cca2b1a8..ca91019e6 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -34,6 +34,7 @@ class BTContainer(NamedTuple):
     trailing_stop_positive: Optional[float] = None
     trailing_stop_positive_offset: float = 0.0
     use_sell_signal: bool = False
+    use_custom_stoploss: bool = False
 
 
 def _get_frame_time_from_offset(offset):
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 855e5b97d..0bf197739 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -501,6 +501,21 @@ tc31 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
+# Test 32: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 1%, ROI: 10% (should not apply)
+tc32 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01, use_custom_stoploss=True,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -534,6 +549,7 @@ TESTS = [
     tc29,
     tc30,
     tc31,
+    tc32,
 ]
 
 
@@ -561,6 +577,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.advise_buy = lambda a, m: frame
     backtesting.strategy.advise_sell = lambda a, m: frame
+    backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
     caplog.set_level(logging.DEBUG)
 
     pair = "UNITTEST/BTC"

From 15e36a20e1948e891a1c7956e5db3a6e09b1c26b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 19:48:34 +0200
Subject: [PATCH 0766/1386] Improve naming of default hyperopt serializer

---
 freqtrade/optimize/hyperopt.py       | 4 ++--
 freqtrade/optimize/hyperopt_tools.py | 5 +++--
 2 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 1f50d9a16..73a04a8cb 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -28,7 +28,7 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
-from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_parser
+from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
 
@@ -167,7 +167,7 @@ class Hyperopt:
         """
         epoch[FTHYPT_FILEVERSION] = 2
         with self.results_file.open('a') as f:
-            rapidjson.dump(epoch, f, default=hyperopt_parser,
+            rapidjson.dump(epoch, f, default=hyperopt_serializer,
                            number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
             f.write("\n")
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 7a0b00d01..006bc4ce0 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -22,7 +22,7 @@ logger = logging.getLogger(__name__)
 NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
 
 
-def hyperopt_parser(x):
+def hyperopt_serializer(x):
     if isinstance(x, np.integer):
         return int(x)
     return str(x)
@@ -60,7 +60,8 @@ class HyperoptTools():
         }
         logger.info(f"Dumping parameters to {filename}")
         rapidjson.dump(final_params, filename.open('w'), indent=2,
-                       default=hyperopt_parser, number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
+                       default=hyperopt_serializer,
+                       number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
                        )
 
     @staticmethod

From 60b7f6edff03bb90088c8278dad42dfae4c197d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 19:53:36 +0200
Subject: [PATCH 0767/1386] Improve documentation

---
 docs/hyperopt.md | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 5dee63256..bfa198f61 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -533,8 +533,9 @@ class MyAwesomeStrategy(IStrategy):
     }
 ```
 
-!!! Note:
-    Parameter-files will overwrite parameters within the strategy.
+!!! Note
+    Values in the configuration file will overwrite Parameter-file level parameters - and both will overwrite parameters within the strategy.
+    The prevalence is therefore: config > parameter file > strategy
 
 ### Understand Hyperopt ROI results
 

From b8de3270fac76e063e59a39ec48a74505f69ab83 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 20:11:11 +0200
Subject: [PATCH 0768/1386] Plotting: Fix hover mode options after plotly
 update

closes #5209
---
 freqtrade/plot/plotting.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 4119b7f71..061460975 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -373,6 +373,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     for i, name in enumerate(plot_config['subplots']):
         fig['layout'][f'yaxis{3 + i}'].update(title=name)
     fig['layout']['xaxis']['rangeslider'].update(visible=False)
+    fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
 
     # Common information
     candles = go.Candlestick(
@@ -452,6 +453,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
                              data=data)
         # fill area between indicators ( 'fill_to': 'other_indicator')
         fig = add_areas(fig, row, data, sub_config)
+
     return fig
 
 
@@ -484,6 +486,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
     fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
     fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
     fig['layout']['xaxis']['rangeslider'].update(visible=False)
+    fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
 
     fig.add_trace(avgclose, 1, 1)
     fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
@@ -497,7 +500,6 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
             fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}")
         except ValueError:
             pass
-
     return fig
 
 

From e034f11dcced3a9b1e5a6bfd674451e5657836a9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 20:21:33 +0200
Subject: [PATCH 0769/1386] Improve test for hyperopt_show

---
 tests/commands/test_commands.py | 1 +
 tests/conftest.py               | 5 +++--
 2 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 47f298ad7..dcceb3ea1 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1168,6 +1168,7 @@ def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
         'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
         MagicMock(return_value=saved_hyperopt_results)
     )
+    mocker.patch('freqtrade.commands.hyperopt_commands.show_backtest_result')
 
     args = [
         "hyperopt-show",
diff --git a/tests/conftest.py b/tests/conftest.py
index 87276456f..c21458e66 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1954,12 +1954,13 @@ def saved_hyperopt_results():
             'params_dict': {
                 'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}},  # noqa: E501
-            'results_metrics': {'total_trades': 2, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625, 'profit_total_abs': -2.50999, 'holding_avg': timedelta(minutes=3930.0)},  # noqa: E501
+            'results_metrics': {'total_trades': 2, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625, 'profit_total_abs': -2.50999, 'holding_avg': timedelta(minutes=3930.0), 'stake_currency': 'BTC', 'strategy_name': 'SampleStrategy'},  # noqa: E501
             'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 min.',  # noqa: E501
             'total_profit': -0.00125625,
             'current_epoch': 1,
             'is_initial_point': True,
-            'is_best': True
+            'is_best': True,
+
         }, {
             'loss': 20.0,
             'params_dict': {

From 99bc6bbb8fac81c4f838a14fc697b2178632c1fa Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Thu, 1 Jul 2021 03:02:05 +0000
Subject: [PATCH 0770/1386] Bump python from 3.9.5-slim-buster to
 3.9.6-slim-buster

Bumps python from 3.9.5-slim-buster to 3.9.6-slim-buster.

---
updated-dependencies:
- dependency-name: python
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index f2d7c8a40..804b1086b 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.9.5-slim-buster as base
+FROM python:3.9.6-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 849f01e6b782a58e71abcbf4c4f02e0ddeb771b2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 2 Jul 2021 06:44:55 +0200
Subject: [PATCH 0771/1386] FIx doc typo

---
 docs/data-download.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 01561c89b..0ca86b0d3 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -271,7 +271,7 @@ mkdir -p user_data/data/binance
 cp tests/testdata/pairs.json user_data/data/binance
 ```
 
-If you your configuration directory `user_data` was made by docker, you may get the following error:
+If your configuration directory `user_data` was made by docker, you may get the following error:
 
 ```
 cp: cannot create regular file 'user_data/data/binance/pairs.json': Permission denied

From b25ad68c4482d7e4588986e179d14cd318f4ef16 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 2 Jul 2021 20:52:25 +0200
Subject: [PATCH 0772/1386] Fix np.bool_ not outputting correctly

---
 freqtrade/optimize/hyperopt_tools.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 006bc4ce0..90976d34e 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -25,6 +25,9 @@ NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
 def hyperopt_serializer(x):
     if isinstance(x, np.integer):
         return int(x)
+    if isinstance(x, np.bool_):
+        return bool(x)
+
     return str(x)
 
 

From fbd91cd3f85dd4cf7af9916cfa373568c147dca9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Jul 2021 08:22:21 +0200
Subject: [PATCH 0773/1386] Improve formatting to avoid backslash newlines

---
 freqtrade/optimize/backtesting.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 0c63c4c14..7c6b7cbc3 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -229,10 +229,12 @@ class Backtesting:
             # pessimistic price movement, which is moving just enough to arm stoploss and
             # immediately going down to stop price.
             if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
-                if not self.strategy.use_custom_stoploss and self.strategy.trailing_stop and \
-                   self.strategy.trailing_only_offset_is_reached and \
-                   self.strategy.trailing_stop_positive_offset is not None and \
-                   self.strategy.trailing_stop_positive:
+                if (
+                    not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
+                    and self.strategy.trailing_only_offset_is_reached
+                    and self.strategy.trailing_stop_positive_offset is not None
+                    and self.strategy.trailing_stop_positive
+                ):
                     # Worst case: price reaches stop_positive_offset and dives down.
                     stop_rate = (sell_row[OPEN_IDX] *
                                  (1 + abs(self.strategy.trailing_stop_positive_offset) -

From 3503fdb4ec31be99f433fdce039543e0911964d6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Jul 2021 08:38:55 +0200
Subject: [PATCH 0774/1386] Improve tests for newly added methods

---
 tests/optimize/test_hyperopt.py                      | 12 ++++++++++++
 ...{test_hyperopttools.py => test_hyperopt_tools.py} | 10 +++++++++-
 2 files changed, 21 insertions(+), 1 deletion(-)
 rename tests/optimize/{test_hyperopttools.py => test_hyperopt_tools.py} (97%)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index f0a2342c5..14fea573f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -307,6 +307,18 @@ def test_roi_table_generation(hyperopt) -> None:
     assert hyperopt.custom_hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
 
 
+def test_params_no_optimize_details(hyperopt) -> None:
+    hyperopt.config['spaces'] = ['buy']
+    res = hyperopt._get_no_optimize_details()
+    assert isinstance(res, dict)
+    assert "trailing" in res
+    assert res["trailing"]['trailing_stop'] is False
+    assert "roi" in res
+    assert res['roi']['0'] == 0.04
+    assert "stoploss" in res
+    assert res['stoploss']['stoploss'] == -0.1
+
+
 def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
     dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopt_tools.py
similarity index 97%
rename from tests/optimize/test_hyperopttools.py
rename to tests/optimize/test_hyperopt_tools.py
index 6beb2788a..72125f1a2 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -2,13 +2,14 @@ import logging
 import re
 from pathlib import Path
 from typing import Dict, List
+import numpy as np
 
 import pytest
 import rapidjson
 
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.hyperopt_tools import HyperoptTools
+from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
 from tests.conftest import log_has, log_has_re
 
 
@@ -307,3 +308,10 @@ def test_params_print(capsys):
     assert re.search('trailing_stop_positive = 0.05  # value loaded.*\n', captured.out)
     assert re.search('trailing_stop_positive_offset = 0.1  # value loaded.*\n', captured.out)
     assert re.search('trailing_only_offset_is_reached = True  # value loaded.*\n', captured.out)
+
+
+def test_hyperopt_serializer():
+
+    assert isinstance(hyperopt_serializer(np.int_(5)), int)
+    assert isinstance(hyperopt_serializer(np.bool_(True)), bool)
+    assert isinstance(hyperopt_serializer(np.bool_(False)), bool)

From 055229a44a8288b4f32ccd2604d08c1d1e2dd045 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sat, 3 Jul 2021 11:39:14 +0200
Subject: [PATCH 0775/1386] first iteration of volume pairlist with range
 lookback

---
 freqtrade/plugins/pairlist/VolumePairList.py | 71 +++++++++++++++++++-
 1 file changed, 69 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 8eff137b0..af26201a9 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -11,6 +11,9 @@ from cachetools.ttl import TTLCache
 from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
+import arrow
+from copy import deepcopy
+from freqtrade.exchange import timeframe_to_minutes
 
 logger = logging.getLogger(__name__)
 
@@ -36,6 +39,25 @@ 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)
+
+        # 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
+
+        self._tf_in_min = timeframe_to_minutes(self._lookback_timeframe)
+        self._tf_in_secs = self._tf_in_min * 60
+
+        self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
+
+        if self._use_range & (self._refresh_period < self._tf_in_secs):
+            raise OperationalException(
+                f'Refresh period of {self._refresh_period} seconds is smaller than one timeframe of {self._lookback_timeframe}. '
+                f'Please adjust refresh_period to at least {self._tf_in_secs} and restart the bot.'
+            )
 
         if not self._exchange.exchange_has('fetchTickers'):
             raise OperationalException(
@@ -47,6 +69,14 @@ 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 +108,6 @@ 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 = [
@@ -100,9 +129,44 @@ class VolumePairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        # Use the incoming pairlist.
+
+        # Use the incoming pairlist.      
         filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
+        if self._use_range == True:
+            since_ms = int(arrow.utcnow()
+                        .floor('minute')
+                        .shift(minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min)
+                        .float_timestamp) * 1000
+
+            self.log_once(f"Using volume range of {self._lookback_period} {self._lookback_timeframe} candles from {since_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):
+            # for p in deepcopy([s['symbol'] for s in filtered_tickers]):
+                pair_candles = candles[(p['symbol'], self._lookback_timeframe)] if (p['symbol'], self._lookback_timeframe) in candles else None
+                #print(p['symbol'], " 24h quote volume   = ",filtered_tickers[i]['quoteVolume'])
+
+                #if p['symbol'] == 'BCC/USDT':
+                    #print(pair_candles)
+                    #quit()
+
+                print(p['symbol'], " 24h quote volume     = ",filtered_tickers[i]['quoteVolume'])
+                if 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']
+                    # print(p['symbol'], " range quote volume = ", pair_candles['quoteVolume'].sum())
+                    filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
+                else:
+                    filtered_tickers[i]['quoteVolume'] = 0
+
+                print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
+
         if self._min_value > 0:
             filtered_tickers = [
                     v for v in filtered_tickers if v[self._sort_key] > self._min_value]
@@ -112,9 +176,12 @@ class VolumePairList(IPairList):
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
         pairs = self.verify_blacklist(pairs, logger.info)
+        
         # Limit pairlist to the requested number of pairs
+        
         pairs = pairs[:self._number_pairs]
 
         self.log_once(f"Searching {self._number_pairs} pairs: {pairs}", logger.info)
 
+        quit()
         return pairs

From 62da4b452ccbab16044adc03f9c74d2821710d13 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sat, 3 Jul 2021 11:47:17 +0200
Subject: [PATCH 0776/1386] code cleanup and comments

---
 freqtrade/plugins/pairlist/VolumePairList.py | 36 +++++++-------------
 1 file changed, 13 insertions(+), 23 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index af26201a9..ae6be54ba 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -4,16 +4,14 @@ Volume PairList provider
 Provides dynamic pair list based on trade volumes
 """
 import logging
+import arrow
 from typing import Any, Dict, List
 
 from cachetools.ttl import TTLCache
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.plugins.pairlist.IPairList import IPairList
-
-import arrow
-from copy import deepcopy
 from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.plugins.pairlist.IPairList import IPairList
 
 logger = logging.getLogger(__name__)
 
@@ -48,15 +46,16 @@ class VolumePairList(IPairList):
             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_secs = self._tf_in_min * 60
+        self._tf_in_sec = self._tf_in_min * 60
 
         self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
 
         if self._use_range & (self._refresh_period < self._tf_in_secs):
             raise OperationalException(
                 f'Refresh period of {self._refresh_period} seconds is smaller than one timeframe of {self._lookback_timeframe}. '
-                f'Please adjust refresh_period to at least {self._tf_in_secs} and restart the bot.'
+                f'Please adjust refresh_period to at least {self._tf_in_sec} and restart the bot.'
             )
 
         if not self._exchange.exchange_has('fetchTickers'):
@@ -129,10 +128,10 @@ class VolumePairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-
         # 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 == True:
             since_ms = int(arrow.utcnow()
                         .floor('minute')
@@ -141,31 +140,25 @@ class VolumePairList(IPairList):
 
             self.log_once(f"Using volume range of {self._lookback_period} {self._lookback_timeframe} candles from {since_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)
+                candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
 
             for i,p in enumerate(filtered_tickers):
-            # for p in deepcopy([s['symbol'] for s in filtered_tickers]):
                 pair_candles = candles[(p['symbol'], self._lookback_timeframe)] if (p['symbol'], self._lookback_timeframe) in candles else None
-                #print(p['symbol'], " 24h quote volume   = ",filtered_tickers[i]['quoteVolume'])
-
-                #if p['symbol'] == 'BCC/USDT':
-                    #print(pair_candles)
-                    #quit()
-
-                print(p['symbol'], " 24h quote volume     = ",filtered_tickers[i]['quoteVolume'])
+                # print(p['symbol'], " 24h quote volume     = ",filtered_tickers[i]['quoteVolume'])
+                # in case of candle data calculate typical price and quoteVolume for candle
                 if 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']
-                    # print(p['symbol'], " range quote volume = ", pair_candles['quoteVolume'].sum())
+                    # replace quoteVolume with range sum
                     filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
                 else:
                     filtered_tickers[i]['quoteVolume'] = 0
 
-                print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
+                # print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
 
         if self._min_value > 0:
             filtered_tickers = [
@@ -175,13 +168,10 @@ class VolumePairList(IPairList):
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self.verify_blacklist(pairs, logger.info)
-        
+        pairs = self.verify_blacklist(pairs, logger.info)       
         # Limit pairlist to the requested number of pairs
-        
         pairs = pairs[:self._number_pairs]
 
         self.log_once(f"Searching {self._number_pairs} pairs: {pairs}", logger.info)
 
-        quit()
         return pairs

From 53f963dd736188c2cc5efe27a52ccbb40c2af12c Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sat, 3 Jul 2021 11:49:05 +0200
Subject: [PATCH 0777/1386] fixed `self._tf_in_secs` to `self._tf_in_sec`

---
 freqtrade/plugins/pairlist/VolumePairList.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index ae6be54ba..4e9102243 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -52,7 +52,7 @@ class VolumePairList(IPairList):
 
         self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
 
-        if self._use_range & (self._refresh_period < self._tf_in_secs):
+        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 timeframe of {self._lookback_timeframe}. '
                 f'Please adjust refresh_period to at least {self._tf_in_sec} and restart the bot.'

From 3686efa08a168ded9f801972840255402616a83a Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 3 Jul 2021 10:08:52 +0300
Subject: [PATCH 0778/1386] Add range property to CategoricalParameter and
 DecimalParameter, add their tests.

At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
---
 docs/hyperopt.md                 |  3 +++
 freqtrade/strategy/hyper.py      | 28 ++++++++++++++++++++++++++++
 tests/strategy/test_interface.py | 25 ++++++++++++++++++++-----
 3 files changed, 51 insertions(+), 5 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index a117ac1ce..5ce0d3813 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -403,6 +403,9 @@ While this strategy is most likely too simple to provide consistent profit, it s
 !!! Note
     `self.buy_ema_short.range` will act differently between hyperopt and other modes. For hyperopt, the above example may generate 48 new columns, however for all other modes (backtesting, dry/live), it will only generate the column for the selected value. You should therefore avoid using the resulting column with explicit values (values other than `self.buy_ema_short.value`).
 
+!!! Note
+    `range` property may also be used with `DecimalParameter` and `CategoricalParameter`. `RealParameter` does not provide this property due to infinite search space.
+
 ??? Hint "Performance tip"
     By doing the calculation of all possible indicators in `populate_indicators()`, the calculation of the indicator happens only once for every parameter.  
     While this may slow down the hyperopt startup speed, the overall performance will increase as the Hyperopt execution itself may pick the same value for multiple epochs (changing other values).
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 21a806202..36a3b0600 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -205,6 +205,21 @@ class DecimalParameter(NumericParameter):
         return SKDecimal(low=self.low, high=self.high, decimals=self._decimals, name=name,
                          **self._space_params)
 
+    @property
+    def range(self):
+        """
+        Get each value in this space as list.
+        Returns a List from low to high (inclusive) in Hyperopt mode.
+        Returns a List with 1 item (`value`) in "non-hyperopt" mode, to avoid
+        calculating 100ds of indicators.
+        """
+        if self.in_space and self.optimize:
+            low = int(self.low * pow(10, self._decimals))
+            high = int(self.high * pow(10, self._decimals)) + 1
+            return [round(n * pow(0.1, self._decimals), self._decimals) for n in range(low, high)]
+        else:
+            return [self.value]
+
 
 class CategoricalParameter(BaseParameter):
     default: Any
@@ -239,6 +254,19 @@ class CategoricalParameter(BaseParameter):
         """
         return Categorical(self.opt_range, name=name, **self._space_params)
 
+    @property
+    def range(self):
+        """
+        Get each value in this space as list.
+        Returns a List of categories in Hyperopt mode.
+        Returns a List with 1 item (`value`) in "non-hyperopt" mode, to avoid
+        calculating 100ds of indicators.
+        """
+        if self.in_space and self.optimize:
+            return self.opt_range
+        else:
+            return [self.value]
+
 
 class HyperStrategyMixin(object):
     """
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 04d12a51f..2beb4465d 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -12,6 +12,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
 from freqtrade.enums import SellType
 from freqtrade.exceptions import OperationalException, StrategyError
+from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, DecimalParameter,
@@ -657,17 +658,31 @@ def test_hyperopt_parameters():
     assert list(intpar.range) == [0, 1, 2, 3, 4, 5]
 
     fltpar = RealParameter(low=0.0, high=5.5, default=1.0, space='buy')
+    assert fltpar.value == 1
     assert isinstance(fltpar.get_space(''), Real)
-    assert fltpar.value == 1
 
-    fltpar = DecimalParameter(low=0.0, high=5.5, default=1.0004, decimals=3, space='buy')
-    assert isinstance(fltpar.get_space(''), Integer)
-    assert fltpar.value == 1
+    fltpar = DecimalParameter(low=0.0, high=0.5, default=0.14, decimals=1, space='buy')
+    assert fltpar.value == 0.1
+    assert isinstance(fltpar.get_space(''), SKDecimal)
+    assert isinstance(fltpar.range, list)
+    assert len(list(fltpar.range)) == 1
+    # Range contains ONLY the default / value.
+    assert list(fltpar.range) == [fltpar.value]
+    fltpar.in_space = True
+    assert len(list(fltpar.range)) == 6
+    assert list(fltpar.range) == [0.0, 0.1, 0.2, 0.3, 0.4, 0.5]
 
     catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'],
                                   default='buy_macd', space='buy')
-    assert isinstance(catpar.get_space(''), Categorical)
     assert catpar.value == 'buy_macd'
+    assert isinstance(catpar.get_space(''), Categorical)
+    assert isinstance(catpar.range, list)
+    assert len(list(catpar.range)) == 1
+    # Range contains ONLY the default / value.
+    assert list(catpar.range) == [catpar.value]
+    catpar.in_space = True
+    assert len(list(catpar.range)) == 3
+    assert list(catpar.range) == ['buy_rsi', 'buy_macd', 'buy_none']
 
 
 def test_auto_hyperopt_interface(default_conf):

From dc8abd77df749c661a9c81a839c34524ed9f0e37 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Jul 2021 15:45:00 +0200
Subject: [PATCH 0779/1386] Fix import order

---
 tests/optimize/test_hyperopt_tools.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index 72125f1a2..44b4a7a03 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -2,8 +2,8 @@ import logging
 import re
 from pathlib import Path
 from typing import Dict, List
-import numpy as np
 
+import numpy as np
 import pytest
 import rapidjson
 

From 3d9f3eeb07bc67e08d7ce9b3ba1506a422dae774 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sat, 3 Jul 2021 23:58:04 +0700
Subject: [PATCH 0780/1386] feat(agefilter): add max_days_listed

---
 config_full.json.example                |  2 +-
 docs/includes/pairlists.md              |  4 +--
 freqtrade/plugins/pairlist/AgeFilter.py | 17 +++++++++---
 tests/plugins/test_pairlist.py          | 37 +++++++++++++++++++++----
 4 files changed, 47 insertions(+), 13 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index d404391a4..6df4a8253 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -67,7 +67,7 @@
             "sort_key": "quoteVolume",
             "refresh_period": 1800
         },
-        {"method": "AgeFilter", "min_days_listed": 10},
+        {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005},
diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index f19c5a181..b07bde62f 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -87,7 +87,7 @@ When pairs are first listed on an exchange they can suffer huge price drops and
 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`.
 
 #### PerformanceFilter
 
@@ -212,7 +212,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "number_assets": 20,
         "sort_key": "quoteVolume"
     },
-    {"method": "AgeFilter", "min_days_listed": 10},
+    {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
     {"method": "PrecisionFilter"},
     {"method": "PriceFilter", "low_price_ratio": 0.01},
     {"method": "SpreadFilter", "max_spread_ratio": 0.005},
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 8f623b062..56643cca8 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/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 +35,8 @@ 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")
 
     @property
     def needstickers(self) -> bool:
@@ -49,7 +52,9 @@ class AgeFilter(IPairList):
         Short whitelist method description - used for startup-messages
         """
         return (f"{self.name} - Filtering pairs with age less than "
-                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
+                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')}")
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -61,9 +66,10 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             return pairlist
 
+        since_days = -(self._max_days_listed if self._max_days_listed else self._min_days_listed) - 1
         since_ms = int(arrow.utcnow()
                        .floor('day')
-                       .shift(days=-self._min_days_listed - 1)
+                       .shift(days=since_days)
                        .float_timestamp) * 1000
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
@@ -86,7 +92,8 @@ 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 \
+                    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] = int(arrow.utcnow().float_timestamp) * 1000
@@ -94,6 +101,8 @@ class AgeFilter(IPairList):
             else:
                 self.log_once(f"Removed {pair} from whitelist, because age "
                               f"{len(daily_candles)} is less than {self._min_days_listed} "
-                              f"{plural(self._min_days_listed, 'day')}", logger.info)
+                              f"{plural(self._min_days_listed, 'day')} or more than "
+                              f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}",
+                              logger.info)
                 return False
         return False
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..03d8fc563 100644
--- a/tests/plugins/test_pairlist.py
+++ b/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},
@@ -310,11 +311,15 @@ 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", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
@@ -480,9 +485,13 @@ 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)
+                                  r'.* day.* or more than .* 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)
@@ -650,6 +659,22 @@ 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}]

From b72bbebccbe5bec7ad920122b1cd7bdfa1541246 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 01:46:51 +0700
Subject: [PATCH 0781/1386] fix flake8

---
 freqtrade/plugins/pairlist/AgeFilter.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 56643cca8..e792e0343 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -66,7 +66,9 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             return pairlist
 
-        since_days = -(self._max_days_listed if self._max_days_listed else self._min_days_listed) - 1
+        since_days = -(
+            self._max_days_listed if self._max_days_listedelse else self._min_days_listed
+        ) - 1
         since_ms = int(arrow.utcnow()
                        .floor('day')
                        .shift(days=since_days)

From f6511c3e3f75597cdc725e4ba9c4cb078291e680 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 02:20:53 +0700
Subject: [PATCH 0782/1386] fix typo and add blocker

---
 freqtrade/plugins/pairlist/AgeFilter.py | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index e792e0343..63a9ecfeb 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -37,6 +37,10 @@ class AgeFilter(IPairList):
                                        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 > 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:
@@ -67,7 +71,7 @@ class AgeFilter(IPairList):
             return pairlist
 
         since_days = -(
-            self._max_days_listed if self._max_days_listedelse else self._min_days_listed
+            self._max_days_listed if self._max_days_listed else self._min_days_listed
         ) - 1
         since_ms = int(arrow.utcnow()
                        .floor('day')

From b722e1235019571288216f3408165ac06f8de028 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 02:44:48 +0700
Subject: [PATCH 0783/1386] compact low balance currencies

---
 freqtrade/rpc/telegram.py      | 15 ++++++++++++---
 tests/conftest.py              |  2 +-
 tests/rpc/test_rpc_telegram.py | 11 ++++++++---
 3 files changed, 21 insertions(+), 7 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index d857e46a9..7ed564297 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -598,6 +598,9 @@ class Telegram(RPCHandler):
                     "Starting capital: "
                     f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
                 )
+            total_dust_balance = 0
+            total_dust_currencies = 0
+            curr_output = ''
             for curr in result['currencies']:
                 if curr['est_stake'] > balance_dust_level:
                     curr_output = (
@@ -607,9 +610,9 @@ class Telegram(RPCHandler):
                         f"\t`Pending: {curr['used']:.8f}`\n"
                         f"\t`Est. {curr['stake']}: "
                         f"{round_coin_value(curr['est_stake'], curr['stake'], False)}`\n")
-                else:
-                    curr_output = (f"*{curr['currency']}:* not showing <{balance_dust_level} "
-                                   f"{curr['stake']} amount \n")
+                elif curr['est_stake'] <= balance_dust_level:
+                    total_dust_balance += curr['est_stake']
+                    total_dust_currencies += 1
 
                 # Handle overflowing message length
                 if len(output + curr_output) >= MAX_TELEGRAM_MESSAGE_LENGTH:
@@ -618,6 +621,12 @@ class Telegram(RPCHandler):
                 else:
                     output += curr_output
 
+            if total_dust_balance > 0:
+                output += (
+                    f"*{total_dust_currencies} Other Currencies:*\n"
+                    f"\t`Est. {result['stake']}: "
+                    f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
+
             output += ("\n*Estimated Value*:\n"
                        f"\t`{result['stake']}: {result['total']: .8f}`\n"
                        f"\t`{result['symbol']}: "
diff --git a/tests/conftest.py b/tests/conftest.py
index a843d9397..4a81175ed 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1761,7 +1761,7 @@ def rpc_balance():
             'total': 0.1,
             'free': 0.01,
             'used': 0.0
-            },
+        },
         'EUR': {
             'total': 10.0,
             'free': 10.0,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 782ae69c6..241805736 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -515,16 +515,21 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
     patch_get_signal(freqtradebot, (True, False))
 
     telegram._balance(update=update, context=MagicMock())
+    print('msg_mock.call_args_list')
+    print(msg_mock.call_args_list)
     result = msg_mock.call_args_list[0][0][0]
     assert msg_mock.call_count == 1
     assert '*BTC:*' in result
     assert '*ETH:*' not in result
-    assert '*USDT:*' in result
-    assert '*EUR:*' in result
+    assert '*USDT:*' not in result
+    assert '*EUR:*' not in result
+    assert '*LTC:*' in result
+    assert '*XRP:*' not in result
     assert 'Balance:' in result
     assert 'Est. BTC:' in result
     assert 'BTC: 12.00000000' in result
-    assert '*XRP:* not showing <0.0001 BTC amount' in result
+    assert "*3 Other Currencies:*" in result
+    assert 'BTC: 0.00000309' in result
 
 
 def test_balance_handle_empty_response(default_conf, update, mocker) -> None:

From dbdd7f38a88b5857dd276456951c168796b5b286 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 02:56:05 +0700
Subject: [PATCH 0784/1386] add plural

---
 freqtrade/rpc/telegram.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 7ed564297..389ef84a4 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -11,7 +11,6 @@ from html import escape
 from itertools import chain
 from math import isnan
 from typing import Any, Callable, Dict, List, Optional, Union
-
 import arrow
 from tabulate import tabulate
 from telegram import (CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton,
@@ -24,7 +23,7 @@ from freqtrade.__init__ import __version__
 from freqtrade.constants import DUST_PER_COIN
 from freqtrade.enums import RPCMessageType
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import chunks, round_coin_value
+from freqtrade.misc import chunks, round_coin_value, plural
 from freqtrade.rpc import RPC, RPCException, RPCHandler
 
 
@@ -623,7 +622,8 @@ class Telegram(RPCHandler):
 
             if total_dust_balance > 0:
                 output += (
-                    f"*{total_dust_currencies} Other Currencies:*\n"
+                    f"*{total_dust_currencies} Other "
+                    f"{plural(total_dust_currencies, 'Currency', 'Currencies')}:*\n"
                     f"\t`Est. {result['stake']}: "
                     f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
 

From 7efa228d73e538165ffacce578a3d649725aab01 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 03:08:29 +0700
Subject: [PATCH 0785/1386] add dust balance

---
 freqtrade/rpc/telegram.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 389ef84a4..0bacf0504 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -623,7 +623,8 @@ class Telegram(RPCHandler):
             if total_dust_balance > 0:
                 output += (
                     f"*{total_dust_currencies} Other "
-                    f"{plural(total_dust_currencies, 'Currency', 'Currencies')}:*\n"
+                    f"{plural(total_dust_currencies, 'Currency', 'Currencies')} "
+                    f"(< {balance_dust_level} {result['stake']}):*\n"
                     f"\t`Est. {result['stake']}: "
                     f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
 

From a4096318e0f0548190bec67686a10a73de9d08e9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Jul 2021 10:15:19 +0200
Subject: [PATCH 0786/1386] Provide full backtest-statistics to Hyperopt loss
 functions

closes #5223
---
 docs/advanced-hyperopt.md                     | 4 +++-
 freqtrade/optimize/hyperopt.py                | 3 ++-
 freqtrade/optimize/hyperopt_loss_interface.py | 3 ++-
 3 files changed, 7 insertions(+), 3 deletions(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 35fd3de4a..5e71df67c 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -32,6 +32,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
                                config: Dict, processed: Dict[str, DataFrame],
+                               backtest_stats: Dict[str, Any],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results
@@ -53,7 +54,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
 
 Currently, the arguments are:
 
-* `results`: DataFrame containing the result  
+* `results`: DataFrame containing the resulting trades.
     The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):  
     `pair, profit_ratio, profit_abs, open_date, open_rate, fee_open, close_date, close_rate, fee_close, amount, trade_duration, is_open, sell_reason, stake_amount, min_rate, max_rate, stop_loss_ratio, stop_loss_abs`
 * `trade_count`: Amount of trades (identical to `len(results)`)
@@ -61,6 +62,7 @@ Currently, the arguments are:
 * `min_date`: End date of the timerange used
 * `config`: Config object used (Note: Not all strategy-related parameters will be updated here if they are part of a hyperopt space).
 * `processed`: Dict of Dataframes with the pair as keys containing the data used for backtesting.
+* `backtest_stats`: Backtesting statistics using the same format as the backtesting file "strategy" substructure. Available fields can be seen in `generate_strategy_stats()` in `optimize_reports.py`.
 
 This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index c2b2b93cb..a74f0ae3b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -324,7 +324,8 @@ class Hyperopt:
             loss = self.calculate_loss(results=backtesting_results['results'],
                                        trade_count=trade_count,
                                        min_date=min_date, max_date=max_date,
-                                       config=self.config, processed=processed)
+                                       config=self.config, processed=processed,
+                                       backtest_stats=strat_stats)
         return {
             'loss': loss,
             'params_dict': params_dict,
diff --git a/freqtrade/optimize/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss_interface.py
index b5aa588b2..ac8239b75 100644
--- a/freqtrade/optimize/hyperopt_loss_interface.py
+++ b/freqtrade/optimize/hyperopt_loss_interface.py
@@ -5,7 +5,7 @@ This module defines the interface for the loss-function for hyperopt
 
 from abc import ABC, abstractmethod
 from datetime import datetime
-from typing import Dict
+from typing import Any, Dict
 
 from pandas import DataFrame
 
@@ -22,6 +22,7 @@ class IHyperOptLoss(ABC):
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
                                config: Dict, processed: Dict[str, DataFrame],
+                               backtest_stats: Dict[str, Any],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results

From 77293b1f1e3ad86e2afdbdf4fcb3797fd1a7ef79 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Jul 2021 10:50:10 +0200
Subject: [PATCH 0787/1386] Remove Zero duration Trades

after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
---
 docs/backtesting.md                    |  3 ---
 freqtrade/optimize/optimize_reports.py | 12 ------------
 2 files changed, 15 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 4899b1dad..89980c670 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -302,7 +302,6 @@ A backtesting result will look like that:
 | Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
-| Zero Duration Trades  | 4.6% (20)           |
 | Rejected Buy signals  | 3089                |
 |                       |                     |
 | Min balance           | 0.00945123 BTC      |
@@ -390,7 +389,6 @@ It contains some useful key metrics about performance of your strategy on backte
 | Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
-| Zero Duration Trades  | 4.6% (20)           |
 | Rejected Buy signals  | 3089                |
 |                       |                     |
 | Min balance           | 0.00945123 BTC      |
@@ -420,7 +418,6 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Best day` / `Worst day`: Best and worst day based on daily profit.
 - `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
-- `Zero Duration Trades`: A number of trades that completed within same candle as they opened and had `trailing_stop_loss` sell reason. A significant amount of such trades may indicate that strategy is exploiting trailing stoploss behavior in backtesting and produces unrealistic results.
 - `Rejected Buy signals`: Buy signals that could not be acted upon due to max_open_trades being reached.
 - `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
 - `Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 79208c5e9..2a794859d 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -229,8 +229,6 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
     winning_trades = results.loc[results['profit_ratio'] > 0]
     draw_trades = results.loc[results['profit_ratio'] == 0]
     losing_trades = results.loc[results['profit_ratio'] < 0]
-    zero_duration_trades = len(results.loc[(results['trade_duration'] == 0) &
-                                           (results['sell_reason'] == 'trailing_stop_loss')])
 
     holding_avg = (timedelta(minutes=round(results['trade_duration'].mean()))
                    if not results.empty else timedelta())
@@ -249,7 +247,6 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
         'winner_holding_avg_s': winner_holding_avg.total_seconds(),
         'loser_holding_avg': loser_holding_avg,
         'loser_holding_avg_s': loser_holding_avg.total_seconds(),
-        'zero_duration_trades': zero_duration_trades,
     }
 
 
@@ -542,14 +539,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
         # Newly added fields should be ignored if they are missing in strat_results. hyperopt-show
         # command stores these results and newer version of freqtrade must be able to handle old
         # results with missing new fields.
-        zero_duration_trades = '--'
-
-        if 'zero_duration_trades' in strat_results:
-            zero_duration_trades_per = \
-                100.0 / strat_results['total_trades'] * strat_results['zero_duration_trades']
-            zero_duration_trades = f'{zero_duration_trades_per:.2f}% ' \
-                                   f'({strat_results["zero_duration_trades"]})'
-
         metrics = [
             ('Backtesting from', strat_results['backtest_start']),
             ('Backtesting to', strat_results['backtest_end']),
@@ -585,7 +574,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                 f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
-            ('Zero Duration Trades', zero_duration_trades),
             ('Rejected Buy signals', strat_results.get('rejected_signals', 'N/A')),
             ('', ''),  # Empty line to improve readability
 

From 348dbeff3f99e848666e7b5242ea02e205c73a64 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sun, 4 Jul 2021 11:16:33 +0200
Subject: [PATCH 0788/1386] added meaningful logging of used lookback range

---
 freqtrade/plugins/pairlist/VolumePairList.py | 23 +++++++++++++++-----
 1 file changed, 17 insertions(+), 6 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 4e9102243..5820bc667 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -12,6 +12,7 @@ from cachetools.ttl import TTLCache
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.plugins.pairlist.IPairList import IPairList
+from freqtrade.misc import format_ms_time
 
 logger = logging.getLogger(__name__)
 
@@ -41,6 +42,12 @@ class VolumePairList(IPairList):
         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(
+                f'Ambigous configuration: lookback_days and lookback_period both set in pairlist config. '
+                f'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'
@@ -49,7 +56,8 @@ class VolumePairList(IPairList):
         # 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):
@@ -138,7 +146,13 @@ class VolumePairList(IPairList):
                         .shift(minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min)
                         .float_timestamp) * 1000
 
-            self.log_once(f"Using volume range of {self._lookback_period} {self._lookback_timeframe} candles from {since_ms}", logger.info)
+            to_ms = int(arrow.utcnow()
+                        .floor('minute')
+                        .shift(minutes=-self._tf_in_min)
+                        .float_timestamp) * 1000
+
+            # todo: utc date output for starting date
+            self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: {self._lookback_timeframe}, starting from {format_ms_time(since_ms)} 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
@@ -148,18 +162,15 @@ class VolumePairList(IPairList):
 
             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
-                # print(p['symbol'], " 24h quote volume     = ",filtered_tickers[i]['quoteVolume'])
                 # in case of candle data calculate typical price and quoteVolume for candle
                 if 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']
-                    # replace quoteVolume with range sum
+                    # replace quoteVolume with range quoteVolume sum calculated above
                     filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
                 else:
                     filtered_tickers[i]['quoteVolume'] = 0
 
-                # print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
-
         if self._min_value > 0:
             filtered_tickers = [
                     v for v in filtered_tickers if v[self._sort_key] > self._min_value]

From 9919061c7899e7e7e5d9c4a0ef59d78152a6a9ec Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sun, 4 Jul 2021 11:40:45 +0200
Subject: [PATCH 0789/1386] PEP8 compliance

---
 freqtrade/plugins/pairlist/VolumePairList.py | 62 +++++++++++++-------
 1 file changed, 40 insertions(+), 22 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 5820bc667..40e6afa07 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -4,15 +4,16 @@ Volume PairList provider
 Provides dynamic pair list based on trade volumes
 """
 import logging
-import arrow
 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.plugins.pairlist.IPairList import IPairList
 from freqtrade.misc import format_ms_time
+from freqtrade.plugins.pairlist.IPairList import IPairList
+
 
 logger = logging.getLogger(__name__)
 
@@ -44,8 +45,9 @@ class VolumePairList(IPairList):
 
         if (self._lookback_days > 0) & (self._lookback_period > 0):
             raise OperationalException(
-                f'Ambigous configuration: lookback_days and lookback_period both set in pairlist config. '
-                f'Please set lookback_days only or lookback_period and lookback_timeframe and restart the bot.'
+                '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
@@ -53,17 +55,18 @@ class VolumePairList(IPairList):
             self._lookback_timeframe = '1d'
             self._lookback_period = self._lookback_days
 
-        # get timeframe in minutes and seconds 
+        # 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 timeframe of {self._lookback_timeframe}. '
-                f'Please adjust refresh_period to at least {self._tf_in_sec} and restart the bot.'
+                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'):
@@ -76,7 +79,6 @@ 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):
@@ -136,15 +138,16 @@ class VolumePairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        # Use the incoming pairlist.      
+        # 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 == True:
+        if self._use_range:
             since_ms = int(arrow.utcnow()
-                        .floor('minute')
-                        .shift(minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min)
-                        .float_timestamp) * 1000
+                           .floor('minute')
+                           .shift(minutes=-(self._lookback_period * self._tf_in_min)
+                                  - self._tf_in_min)
+                           .float_timestamp) * 1000
 
             to_ms = int(arrow.utcnow()
                         .floor('minute')
@@ -152,20 +155,35 @@ class VolumePairList(IPairList):
                         .float_timestamp) * 1000
 
             # todo: utc date output for starting date
-            self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: {self._lookback_timeframe}, starting from {format_ms_time(since_ms)} 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]
+            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)
+                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
+            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 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']
+                    pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']
+                                                     + pair_candles['close']) / 3
+                    pair_candles['quoteVolume'] = (
+                        pair_candles['volume'] * pair_candles['typical_price']
+                    )
+
                     # replace quoteVolume with range quoteVolume sum calculated above
                     filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
                 else:
@@ -179,7 +197,7 @@ class VolumePairList(IPairList):
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self.verify_blacklist(pairs, logger.info)       
+        pairs = self.verify_blacklist(pairs, logger.info)
         # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 

From 791dfd9ba34e7e58cddf9f679f0944fff0fe08ae Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Jul 2021 14:02:11 +0200
Subject: [PATCH 0790/1386] Fix some doc typos

---
 docs/strategy-advanced.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 3436604a9..b06cf3ecb 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -55,7 +55,7 @@ class AwesomeStrategy(IStrategy):
         dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
 
         # Obtain last available candle. Do not use current_time to look up latest candle, because 
-        # current_time points to curret incomplete candle whose data is not available.
+        # current_time points to current incomplete candle whose data is not available.
         last_candle = dataframe.iloc[-1].squeeze()
         # <...>
 
@@ -83,7 +83,7 @@ It is possible to define custom sell signals, indicating that specified position
 
 For example you could implement a 1:2 risk-reward ROI with `custom_sell()`.
 
-Using custom_sell() signals in place of stoplosses though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
+Using custom_sell() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
 
 !!! Note
     Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
@@ -243,7 +243,7 @@ class AwesomeStrategy(IStrategy):
                         current_rate: float, current_profit: float, **kwargs) -> float:
 
         if current_profit < 0.04:
-            return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
+            return -1 # return a value bigger than the initial stoploss to keep using the initial stoploss
 
         # After reaching the desired offset, allow the stoploss to trail by half the profit
         desired_stoploss = current_profit / 2

From 4aa2ae37bd6eb8910153fa8ae6043d93340187b8 Mon Sep 17 00:00:00 2001
From: octaviusgus <86911628+octaviusgus@users.noreply.github.com>
Date: Sun, 4 Jul 2021 14:38:17 +0200
Subject: [PATCH 0791/1386] add daily_profit_list

added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
---
 freqtrade/optimize/optimize_reports.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 2a794859d..89cf70437 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -261,6 +261,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
             'winning_days': 0,
             'draw_days': 0,
             'losing_days': 0,
+            'daily_profit_list': [],
         }
     daily_profit_rel = results.resample('1d', on='close_date')['profit_ratio'].sum()
     daily_profit = results.resample('1d', on='close_date')['profit_abs'].sum().round(10)
@@ -271,6 +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()
 
     return {
         'backtest_best_day': best_rel,
@@ -280,6 +282,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
         'winning_days': winning_days,
         'draw_days': draw_days,
         'losing_days': losing_days,
+        'daily_profit': daily_profit_list,
     }
 
 

From 558bcc79592a459f45e1f8d4a44d526202d259e1 Mon Sep 17 00:00:00 2001
From: octaviusgus <lmlukamilosevic@gmail.com>
Date: Sun, 4 Jul 2021 15:56:55 +0200
Subject: [PATCH 0792/1386] Jupyter notebook snippet: Plotting daily profit /
 equity line

---
 .../templates/strategy_analysis_example.ipynb | 43 ++++++++++++++++++-
 1 file changed, 42 insertions(+), 1 deletion(-)

diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 0bc593e2d..9af24ae2d 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -188,6 +188,47 @@
     "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Plotting daily profit / equity line"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)\n",
+    "\n",
+    "from freqtrade.configuration import Configuration\n",
+    "from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
+    "import plotly.express as px\n",
+    "import pandas as pd\n",
+    "\n",
+    "# strategy = 'SampleStrategy'\n",
+    "# config = Configuration.from_files([\"user_data/config.json\"])\n",
+    "# backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n",
+    "\n",
+    "stats = load_backtest_stats(backtest_dir)\n",
+    "strategy_stats = stats['strategy'][strategy]\n",
+    "\n",
+    "equity = 0\n",
+    "equity_daily = []\n",
+    "for dp in strategy_stats['daily_profit']:\n",
+    "    equity_daily.append(equity)\n",
+    "    equity += float(dp)\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",
+    "fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
+    "fig.show()\n"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -329,7 +370,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.4"
+   "version": "3.8.5"
   },
   "mimetype": "text/x-python",
   "name": "python",

From 9e548657e03d279a143ad304233031d3393faff9 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 21:08:46 +0700
Subject: [PATCH 0793/1386] fix testcase

---
 tests/rpc/test_rpc_telegram.py | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 241805736..4784f1172 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -515,8 +515,6 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
     patch_get_signal(freqtradebot, (True, False))
 
     telegram._balance(update=update, context=MagicMock())
-    print('msg_mock.call_args_list')
-    print(msg_mock.call_args_list)
     result = msg_mock.call_args_list[0][0][0]
     assert msg_mock.call_count == 1
     assert '*BTC:*' in result
@@ -528,7 +526,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
     assert 'Balance:' in result
     assert 'Est. BTC:' in result
     assert 'BTC: 12.00000000' in result
-    assert "*3 Other Currencies:*" in result
+    assert "*3 Other Currencies (< 0.0001 BTC):*" in result
     assert 'BTC: 0.00000309' in result
 
 

From 2d5ced780116088aca71216c29683021754b22dd Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 21:59:59 +0700
Subject: [PATCH 0794/1386] fix testcase

---
 config_full.json.example                | 2 +-
 docs/includes/pairlists.md              | 4 ++--
 freqtrade/plugins/pairlist/AgeFilter.py | 2 +-
 3 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 6df4a8253..d404391a4 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -67,7 +67,7 @@
             "sort_key": "quoteVolume",
             "refresh_period": 1800
         },
-        {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
+        {"method": "AgeFilter", "min_days_listed": 10},
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005},
diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index b07bde62f..908eaa459 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -81,7 +81,7 @@ 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
@@ -212,7 +212,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "number_assets": 20,
         "sort_key": "quoteVolume"
     },
-    {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
+    {"method": "AgeFilter", "min_days_listed": 10},
     {"method": "PrecisionFilter"},
     {"method": "PriceFilter", "low_price_ratio": 0.01},
     {"method": "SpreadFilter", "max_spread_ratio": 0.005},
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 63a9ecfeb..ef3953776 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -37,7 +37,7 @@ class AgeFilter(IPairList):
                                        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 > exchange.ohlcv_candle_limit('1d'):
+        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')})")

From c3cf71bba8465675aab47c14233664ce89d58ebe Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 22:04:39 +0700
Subject: [PATCH 0795/1386] sort import

---
 freqtrade/rpc/telegram.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0bacf0504..171a53ca1 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -11,6 +11,7 @@ from html import escape
 from itertools import chain
 from math import isnan
 from typing import Any, Callable, Dict, List, Optional, Union
+
 import arrow
 from tabulate import tabulate
 from telegram import (CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton,
@@ -23,7 +24,7 @@ from freqtrade.__init__ import __version__
 from freqtrade.constants import DUST_PER_COIN
 from freqtrade.enums import RPCMessageType
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import chunks, round_coin_value, plural
+from freqtrade.misc import chunks, plural, round_coin_value
 from freqtrade.rpc import RPC, RPCException, RPCHandler
 
 

From c5489d530a8f62d9666866b1501fa66e581ba175 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Jul 2021 19:50:44 +0200
Subject: [PATCH 0796/1386] Reexport File to docs to have this available as
 documentation too

---
 docs/strategy_analysis_example.md             | 33 +++++++++++++++++++
 .../templates/strategy_analysis_example.ipynb |  4 +--
 2 files changed, 35 insertions(+), 2 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 4c938500c..27c620c3d 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -130,6 +130,39 @@ trades = load_backtest_data(backtest_dir)
 trades.groupby("pair")["sell_reason"].value_counts()
 ```
 
+## Plotting daily profit / equity line
+
+
+```python
+# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
+
+from freqtrade.configuration import Configuration
+from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
+import plotly.express as px
+import pandas as pd
+
+# strategy = 'SampleStrategy'
+# config = Configuration.from_files(["user_data/config.json"])
+# backtest_dir = config["user_data_dir"] / "backtest_results"
+
+stats = load_backtest_stats(backtest_dir)
+strategy_stats = stats['strategy'][strategy]
+
+equity = 0
+equity_daily = []
+for dp in strategy_stats['daily_profit']:
+    equity_daily.append(equity)
+    equity += float(dp)
+
+dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
+
+df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
+
+fig = px.line(df, x="dates", y="equity_daily")
+fig.show()
+
+```
+
 ### Load live trading results into a pandas dataframe
 
 In case you did already some trading and want to analyze your performance
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 9af24ae2d..f3b0d8d03 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -197,7 +197,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 6,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -223,7 +223,7 @@
     "\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",
+    "df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
     "\n",
     "fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
     "fig.show()\n"

From 85c7b557503d1c25330101266ab898642ca41272 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sun, 4 Jul 2021 20:46:24 +0200
Subject: [PATCH 0797/1386] improvements: - `float_timestamp` switched to
 `int_timestamp` - added documentation to pairlists.md

---
 docs/includes/pairlists.md                   | 31 +++++++++++++++++++-
 freqtrade/plugins/pairlist/VolumePairList.py |  4 +--
 2 files changed, 32 insertions(+), 3 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index f19c5a181..3f8baab29 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -63,7 +63,7 @@ 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.
 
@@ -76,6 +76,35 @@ Filtering instances (not the first position in the list) will not apply any cach
 }],
 ```
 
+`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 it with every candle data'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 conjuction 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.
+
+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_timeframe": 72
+}],
+```
+
 !!! Note
     `VolumePairList` does not support backtesting mode.
 
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 40e6afa07..352d028ac 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -147,12 +147,12 @@ class VolumePairList(IPairList):
                            .floor('minute')
                            .shift(minutes=-(self._lookback_period * self._tf_in_min)
                                   - self._tf_in_min)
-                           .float_timestamp) * 1000
+                           .int_timestamp) * 1000
 
             to_ms = int(arrow.utcnow()
                         .floor('minute')
                         .shift(minutes=-self._tf_in_min)
-                        .float_timestamp) * 1000
+                        .int_timestamp) * 1000
 
             # todo: utc date output for starting date
             self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: "

From 7ac55e5415f94d7db285c20d093a902b039d05de Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sun, 4 Jul 2021 21:08:42 +0200
Subject: [PATCH 0798/1386] AgeFilter, RangeStabilityFilter, VolatilityFilter
 changed `float_timestamp` to `int_timestamp`

---
 freqtrade/plugins/pairlist/AgeFilter.py            | 4 ++--
 freqtrade/plugins/pairlist/VolatilityFilter.py     | 2 +-
 freqtrade/plugins/pairlist/rangestabilityfilter.py | 2 +-
 3 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 8f623b062..09d8588c1 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -64,7 +64,7 @@ class AgeFilter(IPairList):
         since_ms = int(arrow.utcnow()
                        .floor('day')
                        .shift(days=-self._min_days_listed - 1)
-                       .float_timestamp) * 1000
+                       .int_timestamp) * 1000
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
             for p in deepcopy(pairlist):
@@ -89,7 +89,7 @@ class AgeFilter(IPairList):
             if len(daily_candles) >= self._min_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] = int(arrow.utcnow().float_timestamp) * 1000
+                self._symbolsChecked[pair] = int(arrow.utcnow().int_timestamp) * 1000
                 return True
             else:
                 self.log_once(f"Removed {pair} from whitelist, because age "
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index 5ae8e3e9f..a50bf55b9 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -72,7 +72,7 @@ class VolatilityFilter(IPairList):
         since_ms = int(arrow.utcnow()
                        .floor('day')
                        .shift(days=-self._days - 1)
-                       .float_timestamp) * 1000
+                       .int_timestamp) * 1000
         # Get all candles
         candles = {}
         if needed_pairs:
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 8be61166b..6f013c750 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -65,7 +65,7 @@ class RangeStabilityFilter(IPairList):
         since_ms = int(arrow.utcnow()
                        .floor('day')
                        .shift(days=-self._days - 1)
-                       .float_timestamp) * 1000
+                       .int_timestamp) * 1000
         # Get all candles
         candles = {}
         if needed_pairs:

From 0d787fde5890f1bcf42284246bd3694da72d85db Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 03:01:11 +0000
Subject: [PATCH 0799/1386] Bump plotly from 5.0.0 to 5.1.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 5.0.0 to 5.1.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.0.0...v5.1.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 0563e5df2..e03fd4d66 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.0.0
+plotly==5.1.0
 

From 2f97846bd87cd5ee3898549303c6282452795b30 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 03:01:18 +0000
Subject: [PATCH 0800/1386] Bump ccxt from 1.52.4 to 1.52.40

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.4 to 1.52.40.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.4...1.52.40)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a983e4797..d7f918486 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.0
 pandas==1.2.5
 
-ccxt==1.52.4
+ccxt==1.52.40
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 7ae5f47242d1fece46a2422bef8bc292385348da Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 03:01:24 +0000
Subject: [PATCH 0801/1386] Bump sqlalchemy from 1.4.19 to 1.4.20

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.19 to 1.4.20.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a983e4797..7d52cdc2e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.52.4
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.19
+SQLAlchemy==1.4.20
 python-telegram-bot==13.6
 arrow==1.1.1
 cachetools==4.2.2

From d1555a10957f32a9c08129ff30995de26fb3cab2 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 03:01:28 +0000
Subject: [PATCH 0802/1386] Bump fastapi from 0.65.2 to 0.66.0

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.65.2 to 0.66.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.65.2...0.66.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a983e4797..3e9131ded 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.65.2
+fastapi==0.66.0
 uvicorn==0.14.0
 pyjwt==2.1.0
 aiofiles==0.7.0

From 0c8afea38271c2519be61179a09160ef6f1806fc Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 04:30:54 +0000
Subject: [PATCH 0803/1386] Bump pandas from 1.2.5 to 1.3.0

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.5 to 1.3.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.5...v1.3.0)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e1c784608..0003ec031 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.0
-pandas==1.2.5
+pandas==1.3.0
 
 ccxt==1.52.40
 # Pin cryptography for now due to rust build errors with piwheels

From ac7598ff1450ae94d7569341f045b3aa38e558d8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 04:31:00 +0000
Subject: [PATCH 0804/1386] Bump python-telegram-bot from 13.6 to 13.7

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.6 to 13.7.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.6...v13.7)

---
updated-dependencies:
- dependency-name: python-telegram-bot
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e1c784608..b289c13ea 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -6,7 +6,7 @@ ccxt==1.52.40
 cryptography==3.4.7
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.20
-python-telegram-bot==13.6
+python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2
 requests==2.25.1

From 5626ca5a06dcbc29cad9a925945351765188ace1 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Mon, 5 Jul 2021 10:39:22 +0200
Subject: [PATCH 0805/1386] removed unnecessary casting to int()

---
 freqtrade/plugins/pairlist/AgeFilter.py            | 8 ++++----
 freqtrade/plugins/pairlist/VolatilityFilter.py     | 8 ++++----
 freqtrade/plugins/pairlist/rangestabilityfilter.py | 8 ++++----
 3 files changed, 12 insertions(+), 12 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 09d8588c1..744b1268d 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -61,10 +61,10 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             return pairlist
 
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._min_days_listed - 1)
-                       .int_timestamp) * 1000
+        since_ms = (arrow.utcnow()
+                         .floor('day')
+                         .shift(days=-self._min_days_listed - 1)
+                         .int_timestamp) * 1000
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
             for p in deepcopy(pairlist):
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index a50bf55b9..9383e5d06 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -69,10 +69,10 @@ class VolatilityFilter(IPairList):
         """
         needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
 
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._days - 1)
-                       .int_timestamp) * 1000
+        since_ms = (arrow.utcnow()
+                         .floor('day')
+                         .shift(days=-self._days - 1)
+                         .int_timestamp) * 1000
         # Get all candles
         candles = {}
         if needed_pairs:
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 6f013c750..a6d1820de 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -62,10 +62,10 @@ class RangeStabilityFilter(IPairList):
         """
         needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
 
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._days - 1)
-                       .int_timestamp) * 1000
+        since_ms = (arrow.utcnow()
+                         .floor('day')
+                         .shift(days=-self._days - 1)
+                         .int_timestamp) * 1000
         # Get all candles
         candles = {}
         if needed_pairs:

From 346d66748b65cf833696bc342d4c08582ad88e1a Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Mon, 5 Jul 2021 12:50:56 +0200
Subject: [PATCH 0806/1386] first version of OffsetFilter

---
 freqtrade/constants.py                     |  6 +--
 freqtrade/plugins/pairlist/OffsetFilter.py | 54 ++++++++++++++++++++++
 2 files changed, 57 insertions(+), 3 deletions(-)
 create mode 100644 freqtrade/plugins/pairlist/OffsetFilter.py

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f4c32387b..acd143708 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -26,9 +26,9 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
                          'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
-                       'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter', 'VolatilityFilter']
+                       'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
+                       'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
+                       'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
diff --git a/freqtrade/plugins/pairlist/OffsetFilter.py b/freqtrade/plugins/pairlist/OffsetFilter.py
new file mode 100644
index 000000000..4579204d9
--- /dev/null
+++ b/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.warn)
+        pairs = pairlist[self._offset:]
+        self.log_once(f"Searching {len(pairs)} pairs: {pairs}", logger.info)
+        return pairs

From 10998eb0faa8da854b777bdf2b4605caa03dfb7c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Jul 2021 19:51:14 +0200
Subject: [PATCH 0807/1386] Remove further usages of int(int_timestamp)

---
 freqtrade/data/history/history_utils.py | 6 +++---
 freqtrade/exchange/exchange.py          | 2 +-
 freqtrade/plugins/pairlist/AgeFilter.py | 2 +-
 3 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index eecb63d07..1459dfd78 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -194,8 +194,8 @@ def _download_pair_history(datadir: Path,
         new_data = exchange.get_historic_ohlcv(pair=pair,
                                                timeframe=timeframe,
                                                since_ms=since_ms if since_ms else
-                                               int(arrow.utcnow().shift(
-                                                   days=-new_pairs_days).float_timestamp) * 1000
+                                               arrow.utcnow().shift(
+                                                   days=-new_pairs_days).int_timestamp * 1000
                                                )
         # TODO: Maybe move parsing to exchange class (?)
         new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
@@ -272,7 +272,7 @@ def _download_trades_history(exchange: Exchange,
             if timerange.stoptype == 'date':
                 until = timerange.stopts * 1000
         else:
-            since = int(arrow.utcnow().shift(days=-new_pairs_days).float_timestamp) * 1000
+            since = arrow.utcnow().shift(days=-new_pairs_days).int_timestamp * 1000
 
         trades = data_handler.trades_load(pair)
 
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 235f03269..42e86db3e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -578,7 +578,7 @@ class Exchange:
             'side': side,
             'remaining': _amount,
             'datetime': arrow.utcnow().isoformat(),
-            'timestamp': int(arrow.utcnow().int_timestamp * 1000),
+            'timestamp': arrow.utcnow().int_timestamp * 1000,
             'status': "closed" if ordertype == "market" else "open",
             'fee': None,
             'info': {}
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 744b1268d..4c364bfce 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -89,7 +89,7 @@ class AgeFilter(IPairList):
             if len(daily_candles) >= self._min_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] = int(arrow.utcnow().int_timestamp) * 1000
+                self._symbolsChecked[pair] = arrow.utcnow().int_timestamp * 1000
                 return True
             else:
                 self.log_once(f"Removed {pair} from whitelist, because age "

From 1e87225e916283fc27f18efb8f1d605b84d0cecd Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Mon, 5 Jul 2021 20:59:27 +0200
Subject: [PATCH 0808/1386] added `test_VolumePairList_range` to
 test_pairlist.py

---
 freqtrade/plugins/pairlist/VolumePairList.py |  3 +-
 tests/plugins/test_pairlist.py               | 95 ++++++++++++++++++++
 2 files changed, 96 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 352d028ac..14b9d7024 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -171,13 +171,12 @@ class VolumePairList(IPairList):
                 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 not pair_candles.empty:
+                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'] = (
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..7812ee733 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -507,6 +507,101 @@ 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", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'TKN/BTC', 'HOT/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 high volume
+    ohlcv_history_high_volume = ohlcv_history.copy()
+    ohlcv_history_high_volume.loc[ohlcv_history_high_volume.index == 1, 'volume'] = 10
+
+    ohlcv_data = {
+        ('ETH/BTC', '1d'): ohlcv_history,
+        ('TKN/BTC', '1d'): ohlcv_history,
+        ('LTC/BTC', '1d'): ohlcv_history_high_volume,
+        ('XRP/BTC', '1d'): ohlcv_history_high_vola,
+        ('HOT/BTC', '1d'): ohlcv_history,
+    }
+
+    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']

From dec523eef0c384630c325789dd8b6eae83ee2d38 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 07:20:05 +0200
Subject: [PATCH 0809/1386] Display verison of installed FreqUI

---
 freqtrade/rpc/api_server/web_ui.py | 11 +++++++++++
 tests/rpc/test_rpc_apiserver.py    |  9 +++++++++
 2 files changed, 20 insertions(+)

diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index a8c737e04..76c8ed8f2 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -18,6 +18,17 @@ async def fallback():
     return FileResponse(str(Path(__file__).parent / 'ui/fallback_file.html'))
 
 
+@router_ui.get('/ui_version', include_in_schema=False)
+async def ui_version():
+    from freqtrade.commands.deploy_commands import read_ui_version
+    uibase = Path(__file__).parent / 'ui/installed/'
+    version = read_ui_version(uibase)
+
+    return {
+        "version": version if version else "not_installed",
+    }
+
+
 @router_ui.get('/{rest_of_path:path}', include_in_schema=False)
 async def index_html(rest_of_path: str):
     """
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b8dd112c9..89da68da7 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -105,6 +105,15 @@ def test_api_ui_fallback(botclient):
     assert rc.status_code == 200
 
 
+def test_api_ui_version(botclient, mocker):
+    ftbot, client = botclient
+
+    mocker.patch('freqtrade.commands.deploy_commands.read_ui_version', return_value='0.1.2')
+    rc = client_get(client, "/ui_version")
+    assert rc.status_code == 200
+    assert rc.json()['version'] == '0.1.2'
+
+
 def test_api_auth():
     with pytest.raises(ValueError):
         create_token({'identity': {'u': 'Freqtrade'}}, 'secret1234', token_type="NotATokenType")

From 502c69dce3b2e9b8d95e87bc293948165b5e34fc Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 6 Jul 2021 19:36:42 +0700
Subject: [PATCH 0810/1386] change short desc

---
 freqtrade/plugins/pairlist/AgeFilter.py | 24 +++++++++++++++---------
 tests/plugins/test_pairlist.py          |  2 +-
 2 files changed, 16 insertions(+), 10 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index ef3953776..c482f6217 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -55,10 +55,13 @@ class AgeFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
-        return (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')}")
+        return (
+            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]:
         """
@@ -105,10 +108,13 @@ class AgeFilter(IPairList):
                 self._symbolsChecked[pair] = int(arrow.utcnow().float_timestamp) * 1000
                 return True
             else:
-                self.log_once(f"Removed {pair} from whitelist, because age "
-                              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')}",
-                              logger.info)
+                self.log_once((
+                    f"Removed {pair} from whitelist, because age "
+                    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
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 03d8fc563..5724ca39c 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -487,7 +487,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
             if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
                     len(ohlcv_history) < pairlist['min_days_listed']:
                 assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
-                                  r'.* day.* or more than .* day', caplog)
+                                  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 '

From ef137546fe1f1ed536f7daafcb1021d091a3f292 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 22 May 2020 19:57:17 +0200
Subject: [PATCH 0811/1386] Add webserver entrypoint

---
 freqtrade/commands/__init__.py       |  2 +-
 freqtrade/commands/arguments.py      | 11 ++++++++++-
 freqtrade/commands/trade_commands.py |  8 ++++++++
 3 files changed, 19 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 784b99bed..a13d0ba49 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -19,4 +19,4 @@ from freqtrade.commands.list_commands import (start_list_exchanges, start_list_h
 from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
 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.trade_commands import start_trading, start_webserver
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index ba37237f6..1efe450ff 100644
--- a/freqtrade/commands/arguments.py
+++ b/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, _strategy_parser])
+        webserver_cmd.set_defaults(func=start_webserver)
+        self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
index 535844844..69ea5998f 100644
--- a/freqtrade/commands/trade_commands.py
+++ b/freqtrade/commands/trade_commands.py
@@ -27,3 +27,11 @@ def start_trading(args: Dict[str, Any]) -> int:
             logger.info("worker found ... calling exit")
             worker.exit()
     return 0
+
+
+def start_webserver(args: Dict[str, Any]) -> int:
+    """
+    Main entry point for webserver mode
+    """
+
+    print(args)

From 97e8ec91f0c469808ac0f7f9e9880f73ffed50a9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 23 May 2020 10:44:43 +0200
Subject: [PATCH 0812/1386] Save configuration file paths

---
 freqtrade/configuration/configuration.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 1d2e3f802..46e6f4e36 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -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'] = {}

From 800e314bfda53b6ccac6ca36f6a13fbb44d3d1f2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 31 Dec 2020 19:46:54 +0100
Subject: [PATCH 0813/1386] Store backtesting results in backtest instance

---
 freqtrade/optimize/backtesting.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7c6b7cbc3..f883c0cbf 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -57,6 +57,7 @@ class Backtesting:
 
         LoggingMixin.show_output = False
         self.config = config
+        self.results: Optional[Dict[str, Any]] = None
 
         # Reset keys for backtesting
         remove_credentials(self.config)
@@ -537,11 +538,12 @@ 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)

From 02b84bd0188df372a1346a95e6c84b6cc2b4b2c1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 31 Dec 2020 20:02:27 +0100
Subject: [PATCH 0814/1386] Introduce webserver mode for fastapi

---
 freqtrade/commands/trade_commands.py  | 10 +++++---
 freqtrade/enums/runmode.py            |  1 +
 freqtrade/rpc/api_server/webserver.py | 35 ++++++++++++++++++++++++---
 freqtrade/rpc/rpc_manager.py          |  7 +++---
 4 files changed, 43 insertions(+), 10 deletions(-)

diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
index 69ea5998f..ca1451778 100644
--- a/freqtrade/commands/trade_commands.py
+++ b/freqtrade/commands/trade_commands.py
@@ -1,7 +1,6 @@
 import logging
 from typing import Any, Dict
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -29,9 +28,14 @@ def start_trading(args: Dict[str, Any]) -> int:
     return 0
 
 
-def start_webserver(args: Dict[str, Any]) -> int:
+def start_webserver(args: Dict[str, Any]) -> None:
     """
     Main entry point for webserver mode
     """
+    from freqtrade.rpc.api_server import ApiServer
+    from freqtrade.configuration import Configuration
+    from freqtrade.enums import RunMode
 
-    print(args)
+    # Initialize configuration
+    config = Configuration(args, RunMode.WEBSERVER).get_config()
+    ApiServer(config, standalone=True)
diff --git a/freqtrade/enums/runmode.py b/freqtrade/enums/runmode.py
index 7826d1d0c..6545aaec7 100644
--- a/freqtrade/enums/runmode.py
+++ b/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"
 
 
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index a43d4abe6..9cbd5512a 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/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
 
@@ -28,16 +29,30 @@ class FTJSONResponse(JSONResponse):
 
 class ApiServer(RPCHandler):
 
+    __instance = None
+    __initialized = False
+
     _rpc: RPC
     _has_rpc: bool = False
     _config: Dict[str, Any] = {}
 
-    def __init__(self, rpc: RPC, config: Dict[str, Any]) -> None:
-        super().__init__(rpc, config)
+    def __new__(cls, *args, **kwargs):
+        """
+        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
+
+    def __init__(self, config: Dict[str, Any], standalone: bool = False) -> None:
+        if self.__initialized and (standalone or self._standalone):
+            return
+        self._standalone: bool = standalone
+        self._config = config
         self._server = None
 
-        ApiServer._rpc = rpc
-        ApiServer._has_rpc = True
         ApiServer._config = config
         api_config = self._config['api_server']
 
@@ -50,6 +65,18 @@ class ApiServer(RPCHandler):
 
         self.start_api()
 
+    def add_rpc_handler(self, rpc: RPC):
+        """
+        Attach rpc handler
+        """
+        if not self._rpc:
+            self._rpc = 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:
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index 18ed68041..8814f70a0 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -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
-
-            self.registered_modules.append(ApiServer(self._rpc, config))
+            apiserver = ApiServer(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
 

From df55259737608a304c2fddf545bed5a8d45434f2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Jan 2021 14:18:15 +0100
Subject: [PATCH 0815/1386] Add start_trading endpoint

---
 freqtrade/rpc/api_server/api_v1.py    | 1 +
 freqtrade/rpc/api_server/webserver.py | 7 ++++---
 2 files changed, 5 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 965664028..dd1df6353 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -256,3 +256,4 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
         'pair_interval': pair_interval,
     }
     return result
+
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 9cbd5512a..f53c8b0c6 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -34,6 +34,7 @@ class ApiServer(RPCHandler):
 
     _rpc: RPC
     _has_rpc: bool = False
+    _bgtask_running: bool = False
     _config: Dict[str, Any] = {}
 
     def __new__(cls, *args, **kwargs):
@@ -47,13 +48,13 @@ class ApiServer(RPCHandler):
         return ApiServer.__instance
 
     def __init__(self, config: Dict[str, Any], standalone: bool = False) -> None:
+        ApiServer._config = config
         if self.__initialized and (standalone or self._standalone):
             return
         self._standalone: bool = standalone
-        self._config = config
         self._server = None
+        ApiServer.__initialized = True
 
-        ApiServer._config = config
         api_config = self._config['api_server']
 
         self.app = FastAPI(title="Freqtrade API",
@@ -69,7 +70,7 @@ class ApiServer(RPCHandler):
         """
         Attach rpc handler
         """
-        if not self._rpc:
+        if not self._has_rpc:
             self._rpc = rpc
             ApiServer._rpc = rpc
             ApiServer._has_rpc = True

From 5c18c8726d18006c770cbd035d574a06b1ad6521 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Jan 2021 15:13:32 +0100
Subject: [PATCH 0816/1386] Implement backtesting with fastapi

---
 freqtrade/rpc/api_server/api_schemas.py |  16 ++++
 freqtrade/rpc/api_server/api_v1.py      | 104 ++++++++++++++++++++++--
 freqtrade/rpc/api_server/webserver.py   |   2 +
 3 files changed, 113 insertions(+), 9 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index a0f1c05a6..eccfd8157 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -313,3 +313,19 @@ 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[int]
+
+
+class BacktestResponse(BaseModel):
+    status: str
+    running: bool
+    status_msg: str
+    # TODO: Properly type backtestresult...
+    backtest_result: Optional[Dict[str, Any]]
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index dd1df6353..9166a1cee 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -1,8 +1,10 @@
+import asyncio
+import logging
 from copy import deepcopy
 from pathlib import Path
 from typing import List, Optional
 
-from fastapi import APIRouter, Depends
+from fastapi import APIRouter, BackgroundTasks, Depends
 from fastapi.exceptions import HTTPException
 
 from freqtrade import __version__
@@ -10,18 +12,21 @@ from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.data.history import get_datahandler
 from freqtrade.exceptions import OperationalException
 from freqtrade.rpc import RPC
-from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, BlacklistPayload,
-                                                  BlacklistResponse, Count, Daily,
-                                                  DeleteLockRequest, DeleteTrade, ForceBuyPayload,
-                                                  ForceBuyResponse, ForceSellPayload, Locks, Logs,
-                                                  OpenTradeSchema, PairHistory, PerformanceEntry,
-                                                  Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
-                                                  Stats, StatusMsg, StrategyListResponse,
-                                                  StrategyResponse, Version, WhitelistResponse)
+from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestRequest, BacktestResponse,
+                                                  Balances, BlacklistPayload, BlacklistResponse,
+                                                  Count, Daily, DeleteLockRequest, DeleteTrade,
+                                                  ForceBuyPayload, ForceBuyResponse,
+                                                  ForceSellPayload, Locks, Logs, OpenTradeSchema,
+                                                  PairHistory, PerformanceEntry, Ping, PlotConfig,
+                                                  Profit, ResultMsg, ShowConfig, Stats, StatusMsg,
+                                                  StrategyListResponse, StrategyResponse, Version,
+                                                  WhitelistResponse)
 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
@@ -257,3 +262,84 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
+
+@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.backtesting import Backtesting
+        asyncio.set_event_loop(asyncio.new_event_loop())
+        try:
+            ApiServer._backtesting = Backtesting(btconfig)
+            ApiServer._backtesting.start()
+        finally:
+            ApiServer._bgtask_running = False
+
+    background_tasks.add_task(run_backtest)
+    ApiServer._bgtask_running = True
+
+    return {
+        "status": "running",
+        "running": True,
+        "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.
+    """
+    if not ApiServer._backtesting:
+        return {
+            "status": "not_started",
+            "running": False,
+            "status_msg": "Backtesting not yet executed"
+        }
+    if ApiServer._bgtask_running:
+        return {
+            "status": "running",
+            "running": True,
+            "status_msg": "Backtest running",
+        }
+
+    return {
+        "status": "ended",
+        "running": False,
+        "status_msg": "Backtest ended",
+        "backtest_result": ApiServer._backtesting.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,
+            "status_msg": "Backtest running",
+        }
+    if ApiServer._backtesting:
+        del ApiServer._backtesting
+        ApiServer._backtesting = None
+        logger.info("Backtesting reset")
+    return {
+        "status": "reset",
+        "running": False,
+        "status_msg": "Backtesting reset",
+    }
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index f53c8b0c6..f2ebf785f 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -33,6 +33,8 @@ class ApiServer(RPCHandler):
     __initialized = False
 
     _rpc: RPC
+    # Backtesting type: Backtesting
+    _backtesting = None
     _has_rpc: bool = False
     _bgtask_running: bool = False
     _config: Dict[str, Any] = {}

From edb8c4f0e5898fe159ef716b468d6cbd5e97843a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Jan 2021 16:12:10 +0100
Subject: [PATCH 0817/1386] Fix tests for webserver mode

---
 freqtrade/rpc/api_server/webserver.py |  8 ++++++++
 tests/rpc/test_rpc_apiserver.py       | 22 ++++++++++++++++------
 2 files changed, 24 insertions(+), 6 deletions(-)

diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index f2ebf785f..f3905fd8f 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -86,6 +86,14 @@ class ApiServer(RPCHandler):
             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
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 89da68da7..a8ffd3eff 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -48,9 +48,13 @@ 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)
-    yield ftbot, TestClient(apiserver.app)
-    # Cleanup ... ?
+    try:
+        apiserver = ApiServer(default_conf)
+        apiserver.add_rpc_handler(rpc)
+        yield ftbot, TestClient(apiserver.app)
+        # Cleanup ... ?
+    finally:
+        ApiServer.shutdown()
 
 
 def client_post(client, url, data={}):
@@ -235,8 +239,10 @@ 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
+    ApiServer.shutdown()
 
 
 def test_api_UvicornServer(mocker):
@@ -301,7 +307,8 @@ def test_api_run(default_conf, mocker, caplog):
     server_mock = 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)))
 
     assert server_mock.call_count == 1
     assert apiserver._config == default_conf
@@ -344,6 +351,7 @@ def test_api_run(default_conf, mocker, caplog):
                  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 +367,13 @@ 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):

From f96d7dfe6dbf78b11c878749e49b01b27a9af7e6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Jan 2021 15:05:54 +0100
Subject: [PATCH 0818/1386] Allow backtesting to reuse data

Allow activating / deactivating protections dynamically
---
 freqtrade/rpc/api_server/api_schemas.py |  1 +
 freqtrade/rpc/api_server/api_v1.py      | 58 +++++++++++++++++++------
 freqtrade/rpc/api_server/webserver.py   |  5 ++-
 3 files changed, 50 insertions(+), 14 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index eccfd8157..bb611f287 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -321,6 +321,7 @@ class BacktestRequest(BaseModel):
     timerange: Optional[str]
     max_open_trades: Optional[int]
     stake_amount: Optional[int]
+    enable_protections: bool
 
 
 class BacktestResponse(BaseModel):
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 9166a1cee..c162a57dc 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -280,11 +280,40 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
     # Start backtesting
     # Initialize backtesting object
     def run_backtest():
-        from freqtrade.optimize.backtesting import Backtesting
+        from freqtrade.optimize.optimize_reports import generate_backtest_stats
+        from freqtrade.resolvers import StrategyResolver
         asyncio.set_event_loop(asyncio.new_event_loop())
         try:
-            ApiServer._backtesting = Backtesting(btconfig)
-            ApiServer._backtesting.start()
+            # Reload strategy
+            strat = StrategyResolver.load_strategy(btconfig)
+
+            if (not ApiServer._bt
+                    or ApiServer._lastbacktestconfig.get('timeframe') != strat.timeframe
+                    or ApiServer._lastbacktestconfig.get('enable_protections') != btconfig.get('enable_protections')
+                    or ApiServer._lastbacktestconfig.get('protections') != btconfig.get('protections', [])):
+                # TODO: Investigate if enabling protections can be dynamically ingested from here...
+                from freqtrade.optimize.backtesting import Backtesting
+                ApiServer._bt = Backtesting(btconfig)
+                # Reset data if backtesting is reloaded
+                # TODO: is this always necessary??
+                ApiServer._backtestdata = None
+
+            if (not ApiServer._backtestdata or not ApiServer._bt_timerange
+                    or ApiServer._lastbacktestconfig.get('timerange') != btconfig['timerange']):
+                ApiServer._lastbacktestconfig['timerange'] = btconfig['timerange']
+                ApiServer._lastbacktestconfig['protections'] = btconfig.get('protections', [])
+                ApiServer._lastbacktestconfig['enable_protections'] = btconfig.get('enable_protections')
+                ApiServer._lastbacktestconfig['timeframe'] = strat.timeframe
+                ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
+
+            min_date, max_date = ApiServer._bt.backtest_one_strategy(
+                strat, ApiServer._backtestdata,
+                ApiServer._bt_timerange)
+            ApiServer._bt.results = generate_backtest_stats(
+                ApiServer._backtestdata, ApiServer._bt.all_results,
+                min_date=min_date, max_date=max_date)
+            logger.info("Backtesting finished.")
+
         finally:
             ApiServer._bgtask_running = False
 
@@ -304,12 +333,6 @@ def api_get_backtest():
     Get backtesting result.
     Returns Result after backtesting has been ran.
     """
-    if not ApiServer._backtesting:
-        return {
-            "status": "not_started",
-            "running": False,
-            "status_msg": "Backtesting not yet executed"
-        }
     if ApiServer._bgtask_running:
         return {
             "status": "running",
@@ -317,11 +340,18 @@ def api_get_backtest():
             "status_msg": "Backtest running",
         }
 
+    if not ApiServer._bt:
+        return {
+            "status": "not_started",
+            "running": False,
+            "status_msg": "Backtesting not yet executed"
+        }
+
     return {
         "status": "ended",
         "running": False,
         "status_msg": "Backtest ended",
-        "backtest_result": ApiServer._backtesting.results,
+        "backtest_result": ApiServer._bt.results,
     }
 
 
@@ -334,9 +364,11 @@ def api_delete_backtest():
             "running": True,
             "status_msg": "Backtest running",
         }
-    if ApiServer._backtesting:
-        del ApiServer._backtesting
-        ApiServer._backtesting = None
+    if ApiServer._bt:
+        del ApiServer._bt
+        ApiServer._bt = None
+        del ApiServer._backtestdata
+        ApiServer._backtestdata = None
         logger.info("Backtesting reset")
     return {
         "status": "reset",
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index f3905fd8f..eccbadcb3 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -34,7 +34,10 @@ class ApiServer(RPCHandler):
 
     _rpc: RPC
     # Backtesting type: Backtesting
-    _backtesting = None
+    _bt = None
+    _backtestdata = None
+    _bt_timerange = None
+    _lastbacktestconfig: Dict[str, Any] = {}
     _has_rpc: bool = False
     _bgtask_running: bool = False
     _config: Dict[str, Any] = {}

From 06b6726029d80903e52d6aed2c4e7599b106de12 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 28 Feb 2021 09:56:13 +0100
Subject: [PATCH 0819/1386] Support compounding key

---
 freqtrade/rpc/api_server/api_schemas.py |  3 ++-
 freqtrade/rpc/api_server/api_v1.py      | 20 ++++++++++++--------
 2 files changed, 14 insertions(+), 9 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index bb611f287..bf5382131 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -320,8 +320,9 @@ class BacktestRequest(BaseModel):
     timeframe: Optional[str]
     timerange: Optional[str]
     max_open_trades: Optional[int]
-    stake_amount: Optional[int]
+    stake_amount: Optional[Union[float, str]]
     enable_protections: bool
+    dry_run_wallet: Optional[float]
 
 
 class BacktestResponse(BaseModel):
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index c162a57dc..d4f138ee8 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -285,12 +285,15 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
         asyncio.set_event_loop(asyncio.new_event_loop())
         try:
             # Reload strategy
+            lastconfig = ApiServer._lastbacktestconfig
             strat = StrategyResolver.load_strategy(btconfig)
 
             if (not ApiServer._bt
-                    or ApiServer._lastbacktestconfig.get('timeframe') != strat.timeframe
-                    or ApiServer._lastbacktestconfig.get('enable_protections') != btconfig.get('enable_protections')
-                    or ApiServer._lastbacktestconfig.get('protections') != btconfig.get('protections', [])):
+                    or lastconfig.get('timeframe') != strat.timeframe
+                    or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
+                    or lastconfig.get('protections') != btconfig.get('protections', [])
+                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
+                    ):
                 # TODO: Investigate if enabling protections can be dynamically ingested from here...
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
@@ -299,11 +302,12 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 ApiServer._backtestdata = None
 
             if (not ApiServer._backtestdata or not ApiServer._bt_timerange
-                    or ApiServer._lastbacktestconfig.get('timerange') != btconfig['timerange']):
-                ApiServer._lastbacktestconfig['timerange'] = btconfig['timerange']
-                ApiServer._lastbacktestconfig['protections'] = btconfig.get('protections', [])
-                ApiServer._lastbacktestconfig['enable_protections'] = btconfig.get('enable_protections')
-                ApiServer._lastbacktestconfig['timeframe'] = strat.timeframe
+                    or lastconfig.get('timerange') != btconfig['timerange']):
+                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._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
 
             min_date, max_date = ApiServer._bt.backtest_one_strategy(

From 048008756ff8390c34f32a583bef05d1205e079d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 11 Mar 2021 19:16:18 +0100
Subject: [PATCH 0820/1386] Add progress tracking for backtesting

---
 freqtrade/enums/__init__.py             |  1 +
 freqtrade/enums/backteststate.py        | 14 +++++++++++++
 freqtrade/optimize/backtesting.py       | 28 ++++++++++++++++++++++++-
 freqtrade/rpc/api_server/api_schemas.py |  2 ++
 freqtrade/rpc/api_server/api_v1.py      | 14 +++++++++++--
 5 files changed, 56 insertions(+), 3 deletions(-)
 create mode 100644 freqtrade/enums/backteststate.py

diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index 78163d86f..ac5f804c9 100644
--- a/freqtrade/enums/__init__.py
+++ b/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
diff --git a/freqtrade/enums/backteststate.py b/freqtrade/enums/backteststate.py
new file mode 100644
index 000000000..4c1bd7cbc
--- /dev/null
+++ b/freqtrade/enums/backteststate.py
@@ -0,0 +1,14 @@
+from enum import Enum
+
+
+class BacktestState(Enum):
+    """
+    Bot application states
+    """
+    STARTUP = 1
+    DATALOAD = 2
+    ANALYZE = 3
+    BACKTEST = 4
+
+    def __str__(self):
+        return f"{self.name.lower()}"
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index f883c0cbf..9168a0ddb 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -17,7 +17,7 @@ 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
@@ -118,11 +118,26 @@ class Backtesting:
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
 
+        self._progress = 0
+        self._max_steps = 0
+        self._action = BacktestState.STARTUP
+
     def __del__(self):
         LoggingMixin.show_output = True
         PairLocks.use_db = True
         Trade.use_db = True
 
+    def set_progress(self, action: BacktestState, progress: float):
+        self._progress = 0
+        self._action = action
+
+    def get_progress(self) -> float:
+
+        return round(self._progress / self._max_steps, 5) if self._max_steps > 0 else 0
+
+    def get_action(self) -> str:
+        return str(self._action)
+
     def _set_strategy(self, strategy: IStrategy):
         """
         Load strategy into backtesting
@@ -145,6 +160,8 @@ class Backtesting:
         Loads backtest data and returns the data combined with the timerange
         as tuple.
         """
+        self.set_progress(BacktestState.DATALOAD, 0)
+
         timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
@@ -168,6 +185,7 @@ class Backtesting:
         timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
                                             self.required_startup, min_date)
 
+        self.set_progress(BacktestState.DATALOAD, 1)
         return data, timerange
 
     def prepare_backtest(self, enable_protections):
@@ -404,6 +422,9 @@ class Backtesting:
         open_trades: Dict[str, List[LocalTrade]] = defaultdict(list)
         open_trade_count = 0
 
+        self.set_progress(BacktestState.BACKTEST, 0)
+        self._max_steps = 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
@@ -463,6 +484,7 @@ class Backtesting:
                             self.protections.global_stop(tmp)
 
             # Move time one configured time_interval ahead.
+            self._progress += 1
             tmp += timedelta(minutes=self.timeframe_min)
 
         trades += self.handle_left_open(open_trades, data=data)
@@ -478,6 +500,8 @@ class Backtesting:
         }
 
     def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
+        self.set_progress(BacktestState.ANALYZE, 0)
+        self._max_steps = 0
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
         backtest_start_time = datetime.now(timezone.utc)
         self._set_strategy(strat)
@@ -504,6 +528,8 @@ class Backtesting:
                 "No data left after adjusting for startup candles.")
 
         min_date, max_date = history.get_timerange(preprocessed)
+        self.set_progress(BacktestState.BACKTEST, 0)
+
         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).')
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index bf5382131..9a4ac5cd0 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -329,5 +329,7 @@ class BacktestResponse(BaseModel):
     status: str
     running: bool
     status_msg: str
+    step: str
+    progress: float
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index d4f138ee8..30b4c998c 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -23,6 +23,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestReques
                                                   WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
+from freqtrade.state import BacktestState
 
 
 logger = logging.getLogger(__name__)
@@ -292,8 +293,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                     or lastconfig.get('timeframe') != strat.timeframe
                     or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
                     or lastconfig.get('protections') != btconfig.get('protections', [])
-                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
-                    ):
+                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
                 # TODO: Investigate if enabling protections can be dynamically ingested from here...
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
@@ -327,6 +327,8 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
     return {
         "status": "running",
         "running": True,
+        "progress": 0,
+        "step": str(BacktestState.STARTUP),
         "status_msg": "Backtest started",
     }
 
@@ -341,6 +343,8 @@ def api_get_backtest():
         return {
             "status": "running",
             "running": True,
+            "step": ApiServer._bt.get_action() if ApiServer._bt else str(BacktestState.STARTUP),
+            "progress": ApiServer._bt.get_progress() if ApiServer._bt else 0,
             "status_msg": "Backtest running",
         }
 
@@ -348,6 +352,8 @@ def api_get_backtest():
         return {
             "status": "not_started",
             "running": False,
+            "step": "",
+            "progress": 0,
             "status_msg": "Backtesting not yet executed"
         }
 
@@ -355,6 +361,8 @@ def api_get_backtest():
         "status": "ended",
         "running": False,
         "status_msg": "Backtest ended",
+        "step": "finished",
+        "progress": 1,
         "backtest_result": ApiServer._bt.results,
     }
 
@@ -366,6 +374,7 @@ def api_delete_backtest():
         return {
             "status": "running",
             "running": True,
+            "progress": 0,
             "status_msg": "Backtest running",
         }
     if ApiServer._bt:
@@ -377,5 +386,6 @@ def api_delete_backtest():
     return {
         "status": "reset",
         "running": False,
+        "progress": 0,
         "status_msg": "Backtesting reset",
     }

From 37b15e830a6b67ba5b7b89a2d393c650568bf82c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 12 Mar 2021 19:11:17 +0100
Subject: [PATCH 0821/1386] Add trade count to progress

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/api_server/api_v1.py      | 2 ++
 2 files changed, 3 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 9a4ac5cd0..f10c501f7 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -331,5 +331,6 @@ class BacktestResponse(BaseModel):
     status_msg: str
     step: str
     progress: float
+    trade_count: Optional[float]
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 30b4c998c..339f8565a 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -339,12 +339,14 @@ def api_get_backtest():
     Get backtesting result.
     Returns Result after backtesting has been ran.
     """
+    from freqtrade.persistence import Trade
     if ApiServer._bgtask_running:
         return {
             "status": "running",
             "running": True,
             "step": ApiServer._bt.get_action() if ApiServer._bt else str(BacktestState.STARTUP),
             "progress": ApiServer._bt.get_progress() if ApiServer._bt else 0,
+            "trade_count": Trade.get_trades_proxy(is_open=False),
             "status_msg": "Backtest running",
         }
 

From 03140a0ecbee240446bae65791a12f69feb2092a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 21 Mar 2021 10:45:44 +0100
Subject: [PATCH 0822/1386] Run webserver in main thread when using webserver
 mode

---
 freqtrade/rpc/api_server/api_v1.py    | 4 ++--
 freqtrade/rpc/api_server/webserver.py | 5 ++++-
 2 files changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 339f8565a..fd3cb345e 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -339,14 +339,14 @@ def api_get_backtest():
     Get backtesting result.
     Returns Result after backtesting has been ran.
     """
-    from freqtrade.persistence import Trade
+    from freqtrade.persistence import LocalTrade
     if ApiServer._bgtask_running:
         return {
             "status": "running",
             "running": True,
             "step": ApiServer._bt.get_action() if ApiServer._bt else str(BacktestState.STARTUP),
             "progress": ApiServer._bt.get_progress() if ApiServer._bt else 0,
-            "trade_count": Trade.get_trades_proxy(is_open=False),
+            "trade_count": len(LocalTrade.trades),
             "status_msg": "Backtest running",
         }
 
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index eccbadcb3..ac394b59d 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -166,6 +166,9 @@ 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.")

From 134c61126e8006004a6f48ea35281fc3aad2c1f6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 21 Mar 2021 15:56:36 +0100
Subject: [PATCH 0823/1386] Properly track bt progress ...

---
 freqtrade/enums/backteststate.py   |  3 ++-
 freqtrade/optimize/backtesting.py  | 34 +++++++++++-------------------
 freqtrade/optimize/bt_progress.py  | 34 ++++++++++++++++++++++++++++++
 freqtrade/rpc/api_server/api_v1.py | 10 ++++-----
 4 files changed, 53 insertions(+), 28 deletions(-)
 create mode 100644 freqtrade/optimize/bt_progress.py

diff --git a/freqtrade/enums/backteststate.py b/freqtrade/enums/backteststate.py
index 4c1bd7cbc..490814497 100644
--- a/freqtrade/enums/backteststate.py
+++ b/freqtrade/enums/backteststate.py
@@ -8,7 +8,8 @@ class BacktestState(Enum):
     STARTUP = 1
     DATALOAD = 2
     ANALYZE = 3
-    BACKTEST = 4
+    CONVERT = 4
+    BACKTEST = 5
 
     def __str__(self):
         return f"{self.name.lower()}"
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 9168a0ddb..c8d4efa74 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -21,6 +21,7 @@ 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
@@ -118,26 +119,13 @@ class Backtesting:
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
 
-        self._progress = 0
-        self._max_steps = 0
-        self._action = BacktestState.STARTUP
+        self.progress = BTProgress()
 
     def __del__(self):
         LoggingMixin.show_output = True
         PairLocks.use_db = True
         Trade.use_db = True
 
-    def set_progress(self, action: BacktestState, progress: float):
-        self._progress = 0
-        self._action = action
-
-    def get_progress(self) -> float:
-
-        return round(self._progress / self._max_steps, 5) if self._max_steps > 0 else 0
-
-    def get_action(self) -> str:
-        return str(self._action)
-
     def _set_strategy(self, strategy: IStrategy):
         """
         Load strategy into backtesting
@@ -160,7 +148,7 @@ class Backtesting:
         Loads backtest data and returns the data combined with the timerange
         as tuple.
         """
-        self.set_progress(BacktestState.DATALOAD, 0)
+        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')))
@@ -185,7 +173,7 @@ class Backtesting:
         timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
                                             self.required_startup, min_date)
 
-        self.set_progress(BacktestState.DATALOAD, 1)
+        self.progress.set_new_value(1)
         return data, timerange
 
     def prepare_backtest(self, enable_protections):
@@ -210,8 +198,11 @@ 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.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
@@ -422,8 +413,8 @@ class Backtesting:
         open_trades: Dict[str, List[LocalTrade]] = defaultdict(list)
         open_trade_count = 0
 
-        self.set_progress(BacktestState.BACKTEST, 0)
-        self._max_steps = int((end_date - start_date) / timedelta(minutes=self.timeframe_min))
+        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:
@@ -484,7 +475,7 @@ class Backtesting:
                             self.protections.global_stop(tmp)
 
             # Move time one configured time_interval ahead.
-            self._progress += 1
+            self.progress.increment()
             tmp += timedelta(minutes=self.timeframe_min)
 
         trades += self.handle_left_open(open_trades, data=data)
@@ -500,8 +491,8 @@ class Backtesting:
         }
 
     def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
-        self.set_progress(BacktestState.ANALYZE, 0)
-        self._max_steps = 0
+        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)
@@ -528,7 +519,6 @@ class Backtesting:
                 "No data left after adjusting for startup candles.")
 
         min_date, max_date = history.get_timerange(preprocessed)
-        self.set_progress(BacktestState.BACKTEST, 0)
 
         logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
diff --git a/freqtrade/optimize/bt_progress.py b/freqtrade/optimize/bt_progress.py
new file mode 100644
index 000000000..8d4fd1737
--- /dev/null
+++ b/freqtrade/optimize/bt_progress.py
@@ -0,0 +1,34 @@
+
+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)
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index fd3cb345e..0e3b16baf 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -291,6 +291,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
 
             if (not ApiServer._bt
                     or lastconfig.get('timeframe') != strat.timeframe
+                    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('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
@@ -298,11 +299,10 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
                 # Reset data if backtesting is reloaded
-                # TODO: is this always necessary??
-                ApiServer._backtestdata = None
 
             if (not ApiServer._backtestdata or not ApiServer._bt_timerange
-                    or lastconfig.get('timerange') != btconfig['timerange']):
+                    or lastconfig.get('timerange') != btconfig['timerange']
+                    or lastconfig.get('timeframe') != strat.timeframe):
                 lastconfig['timerange'] = btconfig['timerange']
                 lastconfig['protections'] = btconfig.get('protections', [])
                 lastconfig['enable_protections'] = btconfig.get('enable_protections')
@@ -344,8 +344,8 @@ def api_get_backtest():
         return {
             "status": "running",
             "running": True,
-            "step": ApiServer._bt.get_action() if ApiServer._bt else str(BacktestState.STARTUP),
-            "progress": ApiServer._bt.get_progress() if ApiServer._bt else 0,
+            "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",
         }

From 85663060107e8e13b4bedf74e2db17a3fbbbcbd4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 1 Apr 2021 07:49:54 +0200
Subject: [PATCH 0824/1386] Add test for start_websever

---
 freqtrade/commands/trade_commands.py |  3 ++-
 tests/commands/test_commands.py      | 13 +++++++++++++
 2 files changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
index ca1451778..3c3f3db9f 100644
--- a/freqtrade/commands/trade_commands.py
+++ b/freqtrade/commands/trade_commands.py
@@ -1,6 +1,7 @@
 import logging
 from typing import Any, Dict
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -32,9 +33,9 @@ def start_webserver(args: Dict[str, Any]) -> None:
     """
     Main entry point for webserver mode
     """
-    from freqtrade.rpc.api_server import ApiServer
     from freqtrade.configuration import Configuration
     from freqtrade.enums import RunMode
+    from freqtrade.rpc.api_server import ApiServer
 
     # Initialize configuration
     config = Configuration(args, RunMode.WEBSERVER).get_config()
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index dcceb3ea1..bef421c89 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -16,6 +16,7 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
                                 start_test_pairlist, start_trading)
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
+from freqtrade.commands.trade_commands import start_webserver
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
@@ -58,6 +59,18 @@ 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_bittrex.json.example'
+    ]
+    start_webserver(get_args(args))
+    assert api_server_mock.call_count == 1
+
+
 def test_list_exchanges(capsys):
 
     args = [

From 804d99cce91628075de9c7fd317f9bca8270cccf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 1 Apr 2021 07:55:29 +0200
Subject: [PATCH 0825/1386] Move backtesting api to it's own file

---
 freqtrade/rpc/api_server/api_backtest.py | 149 +++++++++++++++++++++++
 freqtrade/rpc/api_server/api_v1.py       | 134 +-------------------
 freqtrade/rpc/api_server/webserver.py    |   4 +
 3 files changed, 155 insertions(+), 132 deletions(-)
 create mode 100644 freqtrade/rpc/api_server/api_backtest.py

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
new file mode 100644
index 000000000..ea566f1f1
--- /dev/null
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -0,0 +1,149 @@
+
+import asyncio
+import logging
+from copy import deepcopy
+
+from fastapi import APIRouter, BackgroundTasks, Depends
+
+from freqtrade.enums import BacktestState
+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._lastbacktestconfig
+            strat = StrategyResolver.load_strategy(btconfig)
+
+            if (not ApiServer._bt
+                    or lastconfig.get('timeframe') != strat.timeframe
+                    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('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
+                # TODO: Investigate if enabling protections can be dynamically ingested from here...
+                from freqtrade.optimize.backtesting import Backtesting
+                ApiServer._bt = Backtesting(btconfig)
+                # Reset data if backtesting is reloaded
+
+            if (not ApiServer._backtestdata or not ApiServer._bt_timerange
+                    or lastconfig.get('timerange') != btconfig['timerange']
+                    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._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
+
+            min_date, max_date = ApiServer._bt.backtest_one_strategy(
+                strat, ApiServer._backtestdata,
+                ApiServer._bt_timerange)
+            ApiServer._bt.results = generate_backtest_stats(
+                ApiServer._backtestdata, ApiServer._bt.all_results,
+                min_date=min_date, max_date=max_date)
+            logger.info("Backtesting finished.")
+
+        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": "Backtesting 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._backtestdata
+        ApiServer._backtestdata = None
+        logger.info("Backtesting reset")
+    return {
+        "status": "reset",
+        "running": False,
+        "step": "",
+        "progress": 0,
+        "status_msg": "Backtesting reset",
+    }
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 0e3b16baf..3f3f799b0 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -1,10 +1,9 @@
-import asyncio
 import logging
 from copy import deepcopy
 from pathlib import Path
 from typing import List, Optional
 
-from fastapi import APIRouter, BackgroundTasks, Depends
+from fastapi import APIRouter, Depends
 from fastapi.exceptions import HTTPException
 
 from freqtrade import __version__
@@ -12,7 +11,7 @@ from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.data.history import get_datahandler
 from freqtrade.exceptions import OperationalException
 from freqtrade.rpc import RPC
-from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestRequest, BacktestResponse,
+from freqtrade.rpc.api_server.api_schemas import (AvailablePairs,
                                                   Balances, BlacklistPayload, BlacklistResponse,
                                                   Count, Daily, DeleteLockRequest, DeleteTrade,
                                                   ForceBuyPayload, ForceBuyResponse,
@@ -23,7 +22,6 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestReques
                                                   WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
-from freqtrade.state import BacktestState
 
 
 logger = logging.getLogger(__name__)
@@ -263,131 +261,3 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
-
-@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._lastbacktestconfig
-            strat = StrategyResolver.load_strategy(btconfig)
-
-            if (not ApiServer._bt
-                    or lastconfig.get('timeframe') != strat.timeframe
-                    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('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
-                # TODO: Investigate if enabling protections can be dynamically ingested from here...
-                from freqtrade.optimize.backtesting import Backtesting
-                ApiServer._bt = Backtesting(btconfig)
-                # Reset data if backtesting is reloaded
-
-            if (not ApiServer._backtestdata or not ApiServer._bt_timerange
-                    or lastconfig.get('timerange') != btconfig['timerange']
-                    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._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
-
-            min_date, max_date = ApiServer._bt.backtest_one_strategy(
-                strat, ApiServer._backtestdata,
-                ApiServer._bt_timerange)
-            ApiServer._bt.results = generate_backtest_stats(
-                ApiServer._backtestdata, ApiServer._bt.all_results,
-                min_date=min_date, max_date=max_date)
-            logger.info("Backtesting finished.")
-
-        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": "Backtesting 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,
-            "progress": 0,
-            "status_msg": "Backtest running",
-        }
-    if ApiServer._bt:
-        del ApiServer._bt
-        ApiServer._bt = None
-        del ApiServer._backtestdata
-        ApiServer._backtestdata = None
-        logger.info("Backtesting reset")
-    return {
-        "status": "reset",
-        "running": False,
-        "progress": 0,
-        "status_msg": "Backtesting reset",
-    }
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index ac394b59d..0b58d79ff 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -112,12 +112,16 @@ class ApiServer(RPCHandler):
         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
+        from freqtrade.rpc.api_server.api_backtest import router as api_backtest
 
         app.include_router(api_v1_public, prefix="/api/v1")
 
         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='')

From b44d215b90a5253d1069a43f6e9b7f6a751108c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 1 Apr 2021 19:59:49 +0200
Subject: [PATCH 0826/1386] Add test for backtest via APII

---
 freqtrade/rpc/api_server/api_backtest.py |  6 +--
 tests/rpc/test_rpc_apiserver.py          | 66 ++++++++++++++++++++++++
 2 files changed, 69 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index ea566f1f1..48aee0cc5 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -70,7 +70,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
             ApiServer._bt.results = generate_backtest_stats(
                 ApiServer._backtestdata, ApiServer._bt.all_results,
                 min_date=min_date, max_date=max_date)
-            logger.info("Backtesting finished.")
+            logger.info("Backtest finished.")
 
         finally:
             ApiServer._bgtask_running = False
@@ -110,7 +110,7 @@ def api_get_backtest():
             "running": False,
             "step": "",
             "progress": 0,
-            "status_msg": "Backtesting not yet executed"
+            "status_msg": "Backtest not yet executed"
         }
 
     return {
@@ -145,5 +145,5 @@ def api_delete_backtest():
         "running": False,
         "step": "",
         "progress": 0,
-        "status_msg": "Backtesting reset",
+        "status_msg": "Backtest reset",
     }
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index a8ffd3eff..329d5e32f 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/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
@@ -1227,3 +1228,68 @@ 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):
+    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'
+
+    # bt_mock = mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
+    #                        return_value=(1, 2))
+    # stats_mock = mocker.patch('freqtrade.optimize.optimize_reports.generate_backtest_stats')
+    # bt_mock.load_bt_data = MagicMock(return_value=(xxx, 'asdfadf'))
+    # 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']
+
+    # 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'

From 17b3cc20976a4b63e622d64f82808c28db23498a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 2 Apr 2021 19:58:08 +0200
Subject: [PATCH 0827/1386] Return numeric value, not empty string

---
 freqtrade/rpc/rpc.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 538e95f40..c81f57e90 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -118,9 +118,9 @@ 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),

From 129c7b02d021f91d1ff810038639df955c155680 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 2 Apr 2021 20:00:14 +0200
Subject: [PATCH 0828/1386] Not all config values are mandatory in webserver
 mode

---
 freqtrade/rpc/api_server/api_schemas.py |  8 ++++----
 freqtrade/rpc/api_server/api_v1.py      | 18 ++++++++----------
 freqtrade/rpc/api_server/webserver.py   |  2 +-
 3 files changed, 13 insertions(+), 15 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index f10c501f7..12ca87edb 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -118,17 +118,17 @@ class ShowConfig(BaseModel):
     stake_currency_decimals: int
     max_open_trades: int
     minimal_roi: Dict[str, Any]
-    stoploss: float
-    trailing_stop: bool
+    stoploss: Optional[float]
+    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]
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 3f3f799b0..f875a9e3c 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -11,15 +11,14 @@ from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.data.history import get_datahandler
 from freqtrade.exceptions import OperationalException
 from freqtrade.rpc import RPC
-from freqtrade.rpc.api_server.api_schemas import (AvailablePairs,
-                                                  Balances, BlacklistPayload, BlacklistResponse,
-                                                  Count, Daily, DeleteLockRequest, DeleteTrade,
-                                                  ForceBuyPayload, ForceBuyResponse,
-                                                  ForceSellPayload, Locks, Logs, OpenTradeSchema,
-                                                  PairHistory, PerformanceEntry, Ping, PlotConfig,
-                                                  Profit, ResultMsg, ShowConfig, Stats, StatusMsg,
-                                                  StrategyListResponse, StrategyResponse, Version,
-                                                  WhitelistResponse)
+from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, BlacklistPayload,
+                                                  BlacklistResponse, Count, Daily,
+                                                  DeleteLockRequest, DeleteTrade, ForceBuyPayload,
+                                                  ForceBuyResponse, ForceSellPayload, Locks, Logs,
+                                                  OpenTradeSchema, PairHistory, PerformanceEntry,
+                                                  Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
+                                                  Stats, StatusMsg, StrategyListResponse,
+                                                  StrategyResponse, Version, WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -260,4 +259,3 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
         'pair_interval': pair_interval,
     }
     return result
-
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 0b58d79ff..5a59883ea 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -109,10 +109,10 @@ 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
-        from freqtrade.rpc.api_server.api_backtest import router as api_backtest
 
         app.include_router(api_v1_public, prefix="/api/v1")
 

From 830b2548bcb2498d635ece241d135aef0e33b03c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 19:58:53 +0200
Subject: [PATCH 0829/1386] Add backtest stopping

---
 freqtrade/optimize/backtesting.py        |  6 +++++-
 freqtrade/rpc/api_server/api_backtest.py | 25 ++++++++++++++++++++++++
 2 files changed, 30 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c8d4efa74..a1cf94774 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -120,6 +120,7 @@ class Backtesting:
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
 
         self.progress = BTProgress()
+        self.abort = False
 
     def __del__(self):
         LoggingMixin.show_output = True
@@ -202,6 +203,8 @@ class Backtesting:
 
         # Create dict with data
         for pair, pair_data in processed.items():
+            if self.abort:
+                raise DependencyException("Stop requested")
             self.progress.increment()
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
@@ -419,7 +422,8 @@ class Backtesting:
         # Loop timerange and get candle for each pair at that point in time
         while tmp <= end_date:
             open_trade_count_start = open_trade_count
-
+            if self.abort:
+                raise DependencyException("Stop requested")
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 try:
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 48aee0cc5..bd202ea64 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -6,6 +6,7 @@ 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
@@ -64,6 +65,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 lastconfig['timeframe'] = strat.timeframe
                 ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
 
+            ApiServer._bt.abort = False
             min_date, max_date = ApiServer._bt.backtest_one_strategy(
                 strat, ApiServer._backtestdata,
                 ApiServer._bt_timerange)
@@ -72,6 +74,9 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 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
 
@@ -147,3 +152,23 @@ def api_delete_backtest():
         "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",
+    }

From 2ec22f1d97090b10506c298f9a119dd4eb14e6f4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 24 May 2021 07:47:38 +0200
Subject: [PATCH 0830/1386] Add Sorting to available pair list

---
 freqtrade/rpc/api_server/api_v1.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index f875a9e3c..61d69707e 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -252,7 +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,

From e5b1657ab30f5b8b05840b74de8c8995ee3982a8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 20 Jun 2021 12:54:05 +0200
Subject: [PATCH 0831/1386] Properly remove rpc handler

---
 freqtrade/rpc/api_server/webserver.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 5a59883ea..e9becc936 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -76,7 +76,6 @@ class ApiServer(RPCHandler):
         Attach rpc handler
         """
         if not self._has_rpc:
-            self._rpc = rpc
             ApiServer._rpc = rpc
             ApiServer._has_rpc = True
         else:
@@ -85,7 +84,9 @@ class ApiServer(RPCHandler):
 
     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()
 

From 5474d5ee64b65a178a195e97ca16b3e797e34f33 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 20 Jun 2021 15:18:41 +0200
Subject: [PATCH 0832/1386] Move webserver start command to seperate file

---
 freqtrade/commands/__init__.py           |  3 ++-
 freqtrade/commands/trade_commands.py     | 13 -------------
 freqtrade/commands/webserver_commands.py | 15 +++++++++++++++
 freqtrade/rpc/api_server/api_backtest.py |  1 -
 tests/commands/test_commands.py          |  3 +--
 5 files changed, 18 insertions(+), 17 deletions(-)
 create mode 100644 freqtrade/commands/webserver_commands.py

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index a13d0ba49..04e46ee23 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -19,4 +19,5 @@ from freqtrade.commands.list_commands import (start_list_exchanges, start_list_h
 from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
 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, start_webserver
+from freqtrade.commands.trade_commands import start_trading
+from freqtrade.commands.webserver_commands import start_webserver
diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
index 3c3f3db9f..535844844 100644
--- a/freqtrade/commands/trade_commands.py
+++ b/freqtrade/commands/trade_commands.py
@@ -27,16 +27,3 @@ def start_trading(args: Dict[str, Any]) -> int:
             logger.info("worker found ... calling exit")
             worker.exit()
     return 0
-
-
-def start_webserver(args: Dict[str, Any]) -> None:
-    """
-    Main entry point for webserver mode
-    """
-    from freqtrade.configuration import Configuration
-    from freqtrade.enums import RunMode
-    from freqtrade.rpc.api_server import ApiServer
-
-    # Initialize configuration
-    config = Configuration(args, RunMode.WEBSERVER).get_config()
-    ApiServer(config, standalone=True)
diff --git a/freqtrade/commands/webserver_commands.py b/freqtrade/commands/webserver_commands.py
new file mode 100644
index 000000000..9a5975227
--- /dev/null
+++ b/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)
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index bd202ea64..bdd9bc522 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -1,4 +1,3 @@
-
 import asyncio
 import logging
 from copy import deepcopy
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index bef421c89..dfbbbb2a6 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -13,10 +13,9 @@ 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.commands.trade_commands import start_webserver
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException

From 005da9718346e6b870210acf3b8b4d0582c06883 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 06:28:47 +0200
Subject: [PATCH 0833/1386] extract backtesting abort functionality

---
 freqtrade/optimize/backtesting.py        | 15 +++++++++++----
 freqtrade/rpc/api_server/api_backtest.py |  2 +-
 tests/optimize/test_backtesting.py       | 14 ++++++++++++++
 tests/rpc/test_rpc_apiserver.py          | 11 +++++++----
 4 files changed, 33 insertions(+), 9 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index a1cf94774..e507ab2fd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -189,6 +189,15 @@ 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.
@@ -203,8 +212,7 @@ class Backtesting:
 
         # Create dict with data
         for pair, pair_data in processed.items():
-            if self.abort:
-                raise DependencyException("Stop requested")
+            self.check_abort()
             self.progress.increment()
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
@@ -422,8 +430,7 @@ class Backtesting:
         # Loop timerange and get candle for each pair at that point in time
         while tmp <= end_date:
             open_trade_count_start = open_trade_count
-            if self.abort:
-                raise DependencyException("Stop requested")
+            self.check_abort()
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 try:
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index bdd9bc522..cd40438d2 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -52,8 +52,8 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 # TODO: Investigate if enabling protections can be dynamically ingested from here...
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
-                # Reset data if backtesting is reloaded
 
+            # Only reload data if timeframe or timerange changed.
             if (not ApiServer._backtestdata or not ApiServer._bt_timerange
                     or lastconfig.get('timerange') != btconfig['timerange']
                     or lastconfig.get('timeframe') != strat.timeframe):
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 30d86f979..5427bbf92 100644
--- a/tests/optimize/test_backtesting.py
+++ b/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)
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 329d5e32f..c3a958ff5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1252,10 +1252,6 @@ def test_api_backtesting(botclient, mocker, fee):
     assert not result['running']
     assert result['status_msg'] == 'Backtest reset'
 
-    # bt_mock = mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
-    #                        return_value=(1, 2))
-    # stats_mock = mocker.patch('freqtrade.optimize.optimize_reports.generate_backtest_stats')
-    # bt_mock.load_bt_data = MagicMock(return_value=(xxx, 'asdfadf'))
     # start backtesting
     data = {
         "strategy": "DefaultStrategy",
@@ -1285,6 +1281,13 @@ def test_api_backtesting(botclient, mocker, fee):
     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'
+
     # Delete backtesting to avoid leakage since the backtest-object may stick around.
     rc = client_delete(client, f"{BASE_URI}/backtest")
     assert_response(rc)

From 36d4a15d248ebc655803a828c64824e84fb23bb8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 06:46:58 +0200
Subject: [PATCH 0834/1386] quickly document webserver mode

---
 docs/utils.md | 42 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 42 insertions(+)

diff --git a/docs/utils.md b/docs/utils.md
index 524fefc21..789462de4 100644
--- a/docs/utils.md
+++ b/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.

From a4bd862323deb86febe3bfa39af124642df909df Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 20:29:04 +0200
Subject: [PATCH 0835/1386] Fix fluky test

---
 tests/rpc/test_rpc_manager.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/tests/rpc/test_rpc_manager.py b/tests/rpc/test_rpc_manager.py
index 918022386..596b5ae20 100644
--- a/tests/rpc/test_rpc_manager.py
+++ b/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()

From b7a9853d9ab245d9158536bb5110c72e96c09fe7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 21:04:52 +0200
Subject: [PATCH 0836/1386] Increase test coverage

---
 tests/rpc/test_rpc_apiserver.py | 37 ++++++++++++++++++++++++++++++++-
 1 file changed, 36 insertions(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index c3a958ff5..f145db3e0 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -17,7 +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 ExchangeError, OperationalException
 from freqtrade.loggers import setup_logging, setup_logging_pre
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC
@@ -243,6 +243,9 @@ def test_api__init__(default_conf, mocker):
     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()
 
 
@@ -1288,6 +1291,38 @@ def test_api_backtesting(botclient, mocker, fee):
     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
+
     # Delete backtesting to avoid leakage since the backtest-object may stick around.
     rc = client_delete(client, f"{BASE_URI}/backtest")
     assert_response(rc)

From d1104bd434e4c60ba3d7f2582c093a0027c65af0 Mon Sep 17 00:00:00 2001
From: octaviusgus <lmlukamilosevic@gmail.com>
Date: Tue, 6 Jul 2021 22:47:39 +0200
Subject: [PATCH 0837/1386] fix daily profit data and daily profit curve
 example

---
 freqtrade/optimize/optimize_reports.py              |  2 +-
 freqtrade/templates/strategy_analysis_example.ipynb | 11 ++++++++---
 2 files changed, 9 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 89cf70437..5dc8554c4 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/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,
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index f3b0d8d03..99720ae6e 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/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",

From 638bed3dac45206eb001e0512aeb938ae063c20d Mon Sep 17 00:00:00 2001
From: user <user@ubutradebot.home>
Date: Wed, 7 Jul 2021 06:46:51 +0000
Subject: [PATCH 0838/1386] Add RangeStabilityFilterMax pairlist filter

---
 freqtrade/constants.py                        |   2 +-
 .../pairlist/rangestabilityfiltermax.py       | 109 ++++++++++++++++++
 2 files changed, 110 insertions(+), 1 deletion(-)
 create mode 100644 freqtrade/plugins/pairlist/rangestabilityfiltermax.py

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f4c32387b..089569842 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -28,7 +28,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
                        'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter', 'VolatilityFilter']
+                       'SpreadFilter', 'VolatilityFilter', 'RangeStabilityFilterMax']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
diff --git a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
new file mode 100644
index 000000000..98f65904b
--- /dev/null
+++ b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
@@ -0,0 +1,109 @@
+"""
+Rate of change pairlist filter
+"""
+import logging
+from copy import deepcopy
+from typing import Any, Dict, List, Optional
+
+import arrow
+from cachetools.ttl import TTLCache
+from pandas import DataFrame
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.misc import plural
+from freqtrade.plugins.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class RangeStabilityFilterMax(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._days = pairlistconfig.get('lookback_days', 10)
+        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', 0.02)
+        self._refresh_period = pairlistconfig.get('refresh_period', 1440)
+
+        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
+
+        if self._days < 1:
+            raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
+        if self._days > exchange.ohlcv_candle_limit('1d'):
+            raise OperationalException("RangeStabilityFilter requires lookback_days to not "
+                                       "exceed exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit('1d')})")
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List 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} - Filtering pairs with rate of change below "
+                f"{self._max_rate_of_change} over the last {plural(self._days, 'day')}.")
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Validate trading range
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new allowlist
+        """
+        needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
+
+        since_ms = int(arrow.utcnow()
+                       .floor('day')
+                       .shift(days=-self._days - 1)
+                       .float_timestamp) * 1000
+        # Get all candles
+        candles = {}
+        if needed_pairs:
+            candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
+                                                          cache=False)
+
+        if self._enabled:
+            for p in deepcopy(pairlist):
+                daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
+                if not self._validate_pair_loc(p, daily_candles):
+                    pairlist.remove(p)
+        return pairlist
+
+    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
+        """
+        Validate trading range
+        :param pair: Pair that's currently validated
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, false if it should be removed
+        """
+        # Check symbol in cache
+        cached_res = self._pair_cache.get(pair, None)
+        if cached_res is not None:
+            return cached_res
+
+        result = False
+        if daily_candles is not None and not daily_candles.empty:
+            highest_high = daily_candles['high'].max()
+            lowest_low = daily_candles['low'].min()
+            pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0
+            if pct_change <= self._max_rate_of_change:
+                result = True
+            else:
+                self.log_once(f"Removed {pair} from whitelist, because rate of change "
+                              f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
+                              f"which is above the threshold of {self._max_rate_of_change}.",
+                              logger.info)
+                result = False
+            self._pair_cache[pair] = result
+
+        return result

From 3c3772703bdc8897abcf03c5c4ee6bf45c27e802 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 09:46:05 +0200
Subject: [PATCH 0839/1386] changed quoteVolume to be built over a rolling
 period using lookback_period to avoid pair_candles being larger than
 requested lookback_period

---
 freqtrade/plugins/pairlist/VolumePairList.py | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 14b9d7024..d6b8aaaa3 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -183,8 +183,15 @@ class VolumePairList(IPairList):
                         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'] = pair_candles['quoteVolume'].sum()
+                    filtered_tickers[i]['quoteVolume'] = quoteVolume
                 else:
                     filtered_tickers[i]['quoteVolume'] = 0
 

From 8b485d197a6778499f362275ce0c521bca2778a3 Mon Sep 17 00:00:00 2001
From: sauces1313 <sauces1313@fmdidgaf.com>
Date: Wed, 7 Jul 2021 07:54:17 +0000
Subject: [PATCH 0840/1386] Update Plugins doc

---
 docs/includes/pairlists.md | 18 ++++++++++++++++++
 1 file changed, 18 insertions(+)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index f19c5a181..0368e8a6f 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -174,6 +174,24 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
 !!! Tip
     This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
 
+#### RangeStabilityFilterMax
+
+Same function as `RangeStabilityFilter` but instead of a minimum value, it uses a maximum value for rate of change, i.e. `max_rate_of_change` as seen in the example below.
+
+```json
+"pairlists": [
+    {
+        "method": "RangeStabilityFilterMax",
+        "lookback_days": 10,
+        "max_rate_of_change": 1.01,
+        "refresh_period": 1440
+    }
+]
+```
+
+!!! Tip
+    This Filter can be used to automatically remove pairs with extreme high/low variance over a given amount of time (`lookback_days`).
+
 #### VolatilityFilter
 
 Volatility is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatility of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).

From 8b0a02db8eef64840ac57ba6a5313047f69f6bdb Mon Sep 17 00:00:00 2001
From: sauces1313 <sauces1313@fmdidgaf.com>
Date: Wed, 7 Jul 2021 08:11:13 +0000
Subject: [PATCH 0841/1386] Correct exception messages

---
 freqtrade/plugins/pairlist/rangestabilityfiltermax.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
index 98f65904b..e0cf5b9b4 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
@@ -31,9 +31,9 @@ class RangeStabilityFilterMax(IPairList):
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
 
         if self._days < 1:
-            raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
+            raise OperationalException("RangeStabilityFilterMax requires lookback_days to be >= 1")
         if self._days > exchange.ohlcv_candle_limit('1d'):
-            raise OperationalException("RangeStabilityFilter requires lookback_days to not "
+            raise OperationalException("RangeStabilityFilterMax requires lookback_days to not "
                                        "exceed exchange max request size "
                                        f"({exchange.ohlcv_candle_limit('1d')})")
 

From f30e300f181046e6e09f3c896d59563d09e0e119 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 11:28:35 +0200
Subject: [PATCH 0842/1386] adjusted `test_pairlist.py` for fixed rolling sum

---
 tests/plugins/test_pairlist.py | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 7812ee733..f6f86d0b5 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -527,7 +527,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     # expecing pairs as given
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
        "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
-     "BTC", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
+     "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}],
@@ -541,16 +541,20 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
     ohlcv_history_high_vola = ohlcv_history.copy()
     ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
 
-    # create candles for high volume
+    # 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[ohlcv_history_high_volume.index == 1, 'volume'] = 10
+    ohlcv_history_high_volume.loc[:, 'volume'] = 10
 
     ohlcv_data = {
         ('ETH/BTC', '1d'): ohlcv_history,
         ('TKN/BTC', '1d'): ohlcv_history,
-        ('LTC/BTC', '1d'): ohlcv_history_high_volume,
+        ('LTC/BTC', '1d'): ohlcv_history_medium_volume,
         ('XRP/BTC', '1d'): ohlcv_history_high_vola,
-        ('HOT/BTC', '1d'): ohlcv_history,
+        ('HOT/BTC', '1d'): ohlcv_history_high_volume,
     }
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))

From 6cea0ef2d72e1e66bb6e496b820193b58f9d4624 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 11:48:26 +0200
Subject: [PATCH 0843/1386] documentation for `OffsetFilter`

---
 docs/includes/pairlists.md | 25 +++++++++++++++++++++++++
 1 file changed, 25 insertions(+)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index f19c5a181..3ae3b89ec 100644
--- a/docs/includes/pairlists.md
+++ b/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)
@@ -89,6 +90,30 @@ 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.
 
+#### 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
 
 Sorts pairs by past trade performance, as follows:

From c44e87cd30a7a43a968319df326858280fffbf72 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 12:06:55 +0200
Subject: [PATCH 0844/1386] added tests for `OffsetFilter to `test_pairlist.py`

---
 tests/plugins/test_pairlist.py | 26 +++++++++++++++++++++++++-
 1 file changed, 25 insertions(+), 1 deletion(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..975273e60 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -417,7 +417,19 @@ 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,
@@ -695,6 +707,18 @@ 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}]

From 00a1931f40e1351191fb030cdd649671aee7380c Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 7 Jul 2021 21:24:44 +0700
Subject: [PATCH 0845/1386] fix test

---
 freqtrade/plugins/pairlist/AgeFilter.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 44c5d2e5e..810a87082 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -102,7 +102,7 @@ class AgeFilter(IPairList):
 
         if daily_candles is not None:
             if len(daily_candles) >= self._min_days_listed and \
-                    len(daily_candles) <= self._max_days_listed:
+                    (True if not self._max_days_listed else 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
@@ -112,9 +112,9 @@ class AgeFilter(IPairList):
                     f"Removed {pair} from whitelist, because age "
                     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)
+                ) if self._max_days_listed else ''), logger.info)
                 return False
         return False

From 8248d1acd19c1b229fecd894d480bbd320912fc3 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 7 Jul 2021 22:10:22 +0700
Subject: [PATCH 0846/1386] run flake8

---
 freqtrade/plugins/pairlist/AgeFilter.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 810a87082..133285884 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -102,7 +102,8 @@ class AgeFilter(IPairList):
 
         if daily_candles is not None:
             if len(daily_candles) >= self._min_days_listed and \
-                    (True if not self._max_days_listed else len(daily_candles) <= self._max_days_listed):
+                    (True if not self._max_days_listed
+                        else 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

From 682f880630dbf31bd99cf604d94256c989f90df1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 7 Jul 2021 20:05:56 +0200
Subject: [PATCH 0847/1386] Slightly simplify if statement, add additional test

---
 freqtrade/plugins/pairlist/AgeFilter.py |  7 ++++---
 tests/plugins/test_pairlist.py          | 10 +++++++++-
 2 files changed, 13 insertions(+), 4 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 133285884..23250e5c1 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -101,9 +101,10 @@ class AgeFilter(IPairList):
             return True
 
         if daily_candles is not None:
-            if len(daily_candles) >= self._min_days_listed and \
-                    (True if not self._max_days_listed
-                        else len(daily_candles) <= self._max_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
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 5724ca39c..f8c5acba3 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -321,6 +321,14 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"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"}],
@@ -436,7 +444,7 @@ 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,
     }

From 4d4ed82db8d41904d45302df2999bc660f8daed3 Mon Sep 17 00:00:00 2001
From: nightshift2k <82537832+nightshift2k@users.noreply.github.com>
Date: Wed, 7 Jul 2021 20:29:52 +0200
Subject: [PATCH 0848/1386] Update docs/includes/pairlists.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/includes/pairlists.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 3ae3b89ec..5b2e892e8 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -109,7 +109,7 @@ Example to remove the first 10 pairs from the pairlist:
 !!! 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`
+    `VolumeFilter`.
 
 !!! Note
     An offset larger then the total length of the incoming pairlist will result in an empty pairlist.

From 5a2bc192d4728f7c26e2ded30a68a833df0aa6c1 Mon Sep 17 00:00:00 2001
From: nightshift2k <82537832+nightshift2k@users.noreply.github.com>
Date: Wed, 7 Jul 2021 20:29:55 +0200
Subject: [PATCH 0849/1386] Update docs/includes/pairlists.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/includes/pairlists.md | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 5b2e892e8..ecb6231ec 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -100,10 +100,12 @@ a larger pairlist on two bot instances.
 Example to remove the first 10 pairs from the pairlist:
 
 ```json
-"pairlists": [{
+"pairlists": [
+    {
         "method": "OffsetFilter",
         "offset": 10
-}],
+    }
+],
 ```
 
 !!! Warning

From 7dc826d6b398f4220d3d96b9a88fa2fe29d6da93 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 20:43:37 +0200
Subject: [PATCH 0850/1386] warning for range based lookback performance more
 readable formatting of examples

---
 docs/includes/pairlists.md | 24 +++++++++++++++++-------
 1 file changed, 17 insertions(+), 7 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 3f8baab29..9ea9b41a4 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -68,12 +68,14 @@ Filtering instances (not the first position in the list) will not apply any cach
 * 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 it with every candle data'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.
@@ -81,28 +83,36 @@ Filtering instances (not the first position in the list) will not apply any cach
 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": [{
+"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 conjuction 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 ressource 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": [{
+"pairlists": [
+    {
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
         "refresh_period": 3600,
         "lookback_timeframe": "1h",
-        "lookback_timeframe": 72
-}],
+        "lookback_period": 72
+    }
+],
 ```
 
 !!! Note

From e5da7ff6db70ce4894f58e9b36a683631e921327 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Jul 2021 07:02:40 +0200
Subject: [PATCH 0851/1386] Fix typos and improve wording in docs

---
 docs/includes/pairlists.md | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 9ea9b41a4..5a771e055 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -78,7 +78,7 @@ Filtering instances (not the first position in the list) will not apply any cach
 ],
 ```
 
-`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 it with every candle data'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.
+`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:
 
@@ -93,12 +93,12 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
     }
 ],
 ```
+
 !!! Warning "Range look back and refresh period"
-    When used in conjuction 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.
+    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 ressource 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.
-
+    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:
 

From 8be0241573f0cf1bf1bac92b5e92d4c85ab44a76 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Jul 2021 07:07:56 +0200
Subject: [PATCH 0852/1386] Build images for feat/** branches

---
 .github/workflows/ci.yml | 1 +
 1 file changed, 1 insertion(+)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 42959c3b5..2606cac4d 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,6 +6,7 @@ on:
       - master
       - stable
       - develop
+      - feat/**
     tags:
   release:
     types: [published]

From 863391122ffa55895fec87212159c653f3c148cf Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 8 Jul 2021 13:42:52 +0700
Subject: [PATCH 0853/1386] fix short desc not appear

---
 freqtrade/plugins/pairlist/AgeFilter.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 133285884..a49842e94 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -58,10 +58,10 @@ class AgeFilter(IPairList):
         return (
             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 ''
+        ) if self._max_days_listed else '')
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """

From 03861945a39af7441f8898f00bf7416f11f7d7ca Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Jul 2021 20:04:47 +0200
Subject: [PATCH 0854/1386] Update documentation page too.

---
 docs/strategy_analysis_example.md | 11 ++++++++---
 1 file changed, 8 insertions(+), 3 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 27c620c3d..27192aa2f 100644
--- a/docs/strategy_analysis_example.md
+++ b/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})
 

From 2f33b97b95c62ab0fec089098a6cf1eeae01d041 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 9 Jul 2021 07:19:44 +0200
Subject: [PATCH 0855/1386] Validate startup candles for backtesting correctly

closes #5250
---
 freqtrade/optimize/backtesting.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7c6b7cbc3..8f818047d 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -116,6 +116,7 @@ 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)
 
     def __del__(self):
         LoggingMixin.show_output = True

From 6129c5ca9e9ccd418f8f9c6659db54f2a87d8579 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 9 Jul 2021 20:46:38 +0200
Subject: [PATCH 0856/1386] Fix deprecation warnings from pandas 1.3.0

closes #5251
---
 freqtrade/optimize/hyperopt_tools.py       | 2 +-
 freqtrade/optimize/optimize_reports.py     | 5 +++--
 freqtrade/plugins/pairlist/OffsetFilter.py | 2 +-
 freqtrade/rpc/rpc.py                       | 2 +-
 4 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 90976d34e..439016c14 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/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:
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 5dc8554c4..eefacbbab 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -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
-    results['close_timestamp'] = results['close_date'].astype(int64) // 1e6
+    if not results.empty:
+        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 = {
diff --git a/freqtrade/plugins/pairlist/OffsetFilter.py b/freqtrade/plugins/pairlist/OffsetFilter.py
index 4579204d9..573a573a6 100644
--- a/freqtrade/plugins/pairlist/OffsetFilter.py
+++ b/freqtrade/plugins/pairlist/OffsetFilter.py
@@ -48,7 +48,7 @@ class OffsetFilter(IPairList):
         """
         if self._offset > len(pairlist):
             self.log_once(f"Offset of {self._offset} is larger than " +
-                          f"pair count of {len(pairlist)}", logger.warn)
+                          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
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 538e95f40..e0aaefe50 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -761,7 +761,7 @@ 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)

From cf6f706078fc5ddb75901d76e6ae8b87fd32330f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 10:01:15 +0200
Subject: [PATCH 0857/1386] Don't build for feat branches

that breaks CI for PR's
---
 .github/workflows/ci.yml | 1 -
 1 file changed, 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 2606cac4d..42959c3b5 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,7 +6,6 @@ on:
       - master
       - stable
       - develop
-      - feat/**
     tags:
   release:
     types: [published]

From e4e2340f91ffacdfe971be8387cb9d1c36ad074f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 10:02:05 +0200
Subject: [PATCH 0858/1386] Fix bug where currencies are duplicated

in case there is dust
---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 171a53ca1..319a6c9c0 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -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"

From 72a103f32d3c9c70c54eea9849902f6a9c6641ae Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 10:13:23 +0200
Subject: [PATCH 0859/1386] Properly test webserver startup in standalone mode

---
 tests/rpc/test_rpc_apiserver.py | 29 ++++++++++++++++++++++++++---
 1 file changed, 26 insertions(+), 3 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f145db3e0..ad8f2c972 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -17,7 +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, OperationalException
+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
@@ -308,7 +308,10 @@ 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(default_conf)
@@ -318,6 +321,8 @@ def test_api_run(default_conf, mocker, caplog):
     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)
@@ -336,6 +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)
@@ -349,6 +356,17 @@ 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',
@@ -1233,7 +1251,7 @@ def test_list_available_pairs(botclient):
     assert len(rc.json()['pair_interval']) == 1
 
 
-def test_api_backtesting(botclient, mocker, fee):
+def test_api_backtesting(botclient, mocker, fee, caplog):
     ftbot, client = botclient
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
 
@@ -1323,6 +1341,11 @@ def test_api_backtesting(botclient, mocker, fee):
 
     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)

From ad26b0dad057eaa95d798ba4f06ba627452e91f1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 10:59:00 +0200
Subject: [PATCH 0860/1386] Don't void backtest object when not necessary

---
 freqtrade/optimize/bt_progress.py        | 1 -
 freqtrade/rpc/api_server/api_backtest.py | 7 +++----
 2 files changed, 3 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/bt_progress.py b/freqtrade/optimize/bt_progress.py
index 8d4fd1737..d295956c7 100644
--- a/freqtrade/optimize/bt_progress.py
+++ b/freqtrade/optimize/bt_progress.py
@@ -1,4 +1,3 @@
-
 from freqtrade.enums import BacktestState
 
 
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index cd40438d2..8bf87a044 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -45,17 +45,16 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
 
             if (not ApiServer._bt
                     or lastconfig.get('timeframe') != strat.timeframe
-                    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('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
-                # TODO: Investigate if enabling protections can be dynamically ingested from here...
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
 
             # Only reload data if timeframe or timerange changed.
             if (not ApiServer._backtestdata 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', [])

From 52ae95b2a5b0625c71e1ce067a27c415320d1e37 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 11:19:23 +0200
Subject: [PATCH 0861/1386] Improve naming of apiserver variables

---
 freqtrade/commands/arguments.py          |  2 +-
 freqtrade/rpc/api_server/api_backtest.py | 36 +++++++++++++-----------
 freqtrade/rpc/api_server/webserver.py    |  4 +--
 3 files changed, 23 insertions(+), 19 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 1efe450ff..1143db394 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -390,6 +390,6 @@ class Arguments:
 
         # Add webserver subcommand
         webserver_cmd = subparsers.add_parser('webserver', help='Webserver module.',
-                                              parents=[_common_parser, _strategy_parser])
+                                              parents=[_common_parser])
         webserver_cmd.set_defaults(func=start_webserver)
         self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 8bf87a044..76b4a8169 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -40,35 +40,39 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
         asyncio.set_event_loop(asyncio.new_event_loop())
         try:
             # Reload strategy
-            lastconfig = ApiServer._lastbacktestconfig
+            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)):
+            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._backtestdata 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):
+            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._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
+                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._backtestdata,
-                ApiServer._bt_timerange)
+                strat, ApiServer._bt_data, ApiServer._bt_timerange)
             ApiServer._bt.results = generate_backtest_stats(
-                ApiServer._backtestdata, ApiServer._bt.all_results,
+                ApiServer._bt_data, ApiServer._bt.all_results,
                 min_date=min_date, max_date=max_date)
             logger.info("Backtest finished.")
 
@@ -140,8 +144,8 @@ def api_delete_backtest():
     if ApiServer._bt:
         del ApiServer._bt
         ApiServer._bt = None
-        del ApiServer._backtestdata
-        ApiServer._backtestdata = None
+        del ApiServer._bt_data
+        ApiServer._bt_data = None
         logger.info("Backtesting reset")
     return {
         "status": "reset",
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index e9becc936..235063191 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -35,9 +35,9 @@ class ApiServer(RPCHandler):
     _rpc: RPC
     # Backtesting type: Backtesting
     _bt = None
-    _backtestdata = None
+    _bt_data = None
     _bt_timerange = None
-    _lastbacktestconfig: Dict[str, Any] = {}
+    _bt_last_config: Dict[str, Any] = {}
     _has_rpc: bool = False
     _bgtask_running: bool = False
     _config: Dict[str, Any] = {}

From f658cfa3491a7050debd8f86898e3f751d92b46e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 11 Jul 2021 11:13:27 +0200
Subject: [PATCH 0862/1386] Remove Slack

As the community is mostly active on discord, there's little point in
linking people to Slack as well
---
 CONTRIBUTING.md              |  2 +-
 README.md                    | 10 +++-------
 docs/developer.md            |  2 +-
 docs/faq.md                  |  2 +-
 docs/includes/protections.md |  2 +-
 docs/index.md                |  8 ++------
 freqtrade/rpc/rpc_manager.py |  4 ++--
 7 files changed, 11 insertions(+), 19 deletions(-)

diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index 040cf3e98..c4ccc1b9f 100644
--- a/CONTRIBUTING.md
+++ b/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
 
diff --git a/README.md b/README.md
index 4082995f0..8cba78136 100644
--- a/README.md
+++ b/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.
-
-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).
+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).
 
 ### [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`.
 
diff --git a/docs/developer.md b/docs/developer.md
index d0731a233..dd56a367c 100644
--- a/docs/developer.md
+++ b/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
 
diff --git a/docs/faq.md b/docs/faq.md
index d015ae50e..b8a3a44d8 100644
--- a/docs/faq.md
+++ b/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:
 
diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index 3ea2dde61..5dcc83738 100644
--- a/docs/includes/protections.md
+++ b/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.
diff --git a/docs/index.md b/docs/index.md
index 8ecb085de..8077cd303 100644
--- a/docs/index.md
+++ b/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.
-
-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).
+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).
 
 ## Ready to try?
 
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index 18ed68041..b3f45ab41 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/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 """

From 0e4466ca1e46ebad19cc28a8ef9ac21123c48de4 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 11 Jul 2021 12:20:31 +0300
Subject: [PATCH 0863/1386] Implement strategy-controlled stake sizes. Expose
 `self.wallet` to a strategy.

---
 docs/strategy-advanced.md         | 31 ++++++++++++++++++++++
 freqtrade/freqtradebot.py         | 27 ++++++++++---------
 freqtrade/optimize/backtesting.py | 15 ++++++++++-
 freqtrade/strategy/interface.py   | 17 ++++++++++++
 freqtrade/wallets.py              | 43 +++++++++++++++++++++++++++----
 tests/rpc/test_rpc.py             |  2 +-
 tests/test_freqtradebot.py        | 20 ++++++++++++++
 7 files changed, 136 insertions(+), 19 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index b06cf3ecb..e2fd30575 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -521,6 +521,37 @@ class AwesomeStrategy(IStrategy):
 
 ```
 
+### Stake size management
+
+It is possible to manage your risk by reducing or increasing or reducing 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
+```
+
+!!! Tip
+    You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed, as 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
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7a7371357..efbf15fca 100644
--- a/freqtrade/freqtradebot.py
+++ b/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:
@@ -488,13 +482,22 @@ class FreqtradeBot(LoggingMixin):
 
         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(
-                f"Can't open a new trade for {pair}: stake amount "
-                f"is too small ({stake_amount} < {min_stake_amount})"
-            )
+
+        if not self.edge:
+            max_stake_amount = self.wallets.get_available_stake_amount()
+            stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
+                                                 default_retval=None)(
+                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:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 8f818047d..885e67e0b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -129,6 +129,8 @@ 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
@@ -312,7 +314,18 @@ 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=None)(
+            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']
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 26bcb0369..f9772e1df 100644
--- a/freqtrade/strategy/interface.py
+++ b/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.
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 1b2ec4550..42144dad7 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -131,7 +131,22 @@ 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_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
+        """
+        # 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
+        val_tied_up = Trade.total_open_trades_stakes()
+        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.
@@ -142,9 +157,7 @@ class Wallets:
         # 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']) - val_tied_up
-        return available_amount
+        return self.get_total_stake_amount() - Trade.total_open_trades_stakes()
 
     def _calculate_unlimited_stake_amount(self, available_amount: float,
                                           val_tied_up: float) -> float:
@@ -193,7 +206,7 @@ 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 +222,23 @@ 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 is not None and stake_amount < min_stake_amount:
+            stake_amount = min_stake_amount
+            logger.info(
+                f"Stake amount for pair {pair} is too small ({stake_amount} < {min_stake_amount}), "
+                f"adjusting to {min_stake_amount}."
+            )
+        if stake_amount > max_stake_amount:
+            stake_amount = max_stake_amount
+            logger.info(
+                f"Stake amount for pair {pair} is too big ({stake_amount} > {max_stake_amount}), "
+                f"adjusting to {max_stake_amount}."
+            )
+        return stake_amount
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index cc29dc157..0049e59bb 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -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'
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 99e11e893..117589b12 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -413,6 +413,26 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
 
     patch_get_signal(freqtrade)
 
+    assert freqtrade.create_trade('ETH/BTC')
+
+
+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')
 
 

From 7ea0a74c532780a89b5fd885c804e437fe0291b9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 11 Jul 2021 14:10:41 +0200
Subject: [PATCH 0864/1386] Default to proposed stake

---
 docs/strategy-advanced.md          |  6 ++++--
 freqtrade/freqtradebot.py          |  2 +-
 freqtrade/optimize/backtesting.py  |  2 +-
 tests/optimize/test_backtesting.py | 11 +++++++++++
 tests/test_freqtradebot.py         | 21 ++++++++++++++++++++-
 5 files changed, 37 insertions(+), 5 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index e2fd30575..4dba9ad4a 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -523,7 +523,7 @@ class AwesomeStrategy(IStrategy):
 
 ### Stake size management
 
-It is possible to manage your risk by reducing or increasing or reducing stake amount when placing a new trade.
+It is possible to manage your risk by reducing or increasing stake amount when placing a new trade.
 
 ```python
 class AwesomeStrategy(IStrategy):
@@ -546,8 +546,10 @@ class AwesomeStrategy(IStrategy):
         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 returned value will be clamped to supported range and this acton will be logged.
+    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.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index efbf15fca..5ef109387 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -486,7 +486,7 @@ class FreqtradeBot(LoggingMixin):
         if not self.edge:
             max_stake_amount = self.wallets.get_available_stake_amount()
             stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
-                                                 default_retval=None)(
+                                                 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)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 885e67e0b..83cd8c2bb 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -319,7 +319,7 @@ class Backtesting:
         max_stake_amount = self.wallets.get_available_stake_amount()
 
         stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
-                                             default_retval=None)(
+                                             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)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 30d86f979..a1881c306 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -496,6 +496,17 @@ 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)
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 117589b12..addf72bbb 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -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)
@@ -414,6 +414,7 @@ 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,
@@ -862,6 +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

From 8b78a3bde2b41e53061f4621982166bb5ece694e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 11 Jul 2021 21:01:12 +0200
Subject: [PATCH 0865/1386] Quick fix for trades opening below min-trade amount

---
 freqtrade/wallets.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 42144dad7..ece496c90 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -229,6 +229,10 @@ class Wallets:
             return 0
 
         max_stake_amount = self.get_available_stake_amount()
+
+        if min_stake_amount > max_stake_amount:
+            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
             logger.info(

From f4caf9b93c9bc985530d45c8b3aee8db22d3f7f5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 12 Jul 2021 03:01:29 +0000
Subject: [PATCH 0866/1386] Bump ccxt from 1.52.40 to 1.52.83

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.40 to 1.52.83.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.40...1.52.83)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 528dc2ce6..08a04d5f5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.0
 pandas==1.3.0
 
-ccxt==1.52.40
+ccxt==1.52.83
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 21ef08d9a8b4d49873f70c3ba39bf3099a39fff1 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 12 Jul 2021 03:01:34 +0000
Subject: [PATCH 0867/1386] Bump mkdocs-material from 7.1.9 to 7.1.10

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.9 to 7.1.10.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.9...7.1.10)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index d11e5ea4e..e346fe5a5 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.1
-mkdocs-material==7.1.9
+mkdocs-material==7.1.10
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 81c50aca0116f9f14b1d73ed4aa7df151cb6696b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 12 Jul 2021 03:01:38 +0000
Subject: [PATCH 0868/1386] Bump isort from 5.9.1 to 5.9.2

Bumps [isort](https://github.com/pycqa/isort) from 5.9.1 to 5.9.2.
- [Release notes](https://github.com/pycqa/isort/releases)
- [Changelog](https://github.com/PyCQA/isort/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pycqa/isort/compare/5.9.1...5.9.2)

---
updated-dependencies:
- dependency-name: isort
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index c73acbe9c..e25f810cd 100644
--- a/requirements-dev.txt
+++ b/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

From ed77889d6b4f51a3ee847de4888c6b4f030f35b0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 12 Jul 2021 06:52:59 +0200
Subject: [PATCH 0869/1386] Add explicit tests for _validate_stake_amount

---
 tests/test_wallets.py | 19 +++++++++++++++++++
 1 file changed, 19 insertions(+)

diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index ff303e2ec..d083a63f6 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -170,3 +170,22 @@ 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

From b41c2344405c438eb3f81e60eb8eeb3cef1510ad Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 12:18:55 +0200
Subject: [PATCH 0870/1386] Extract Closed profit calculation to trade object

---
 freqtrade/persistence/models.py | 13 +++++++++++++
 freqtrade/wallets.py            |  4 +---
 tests/test_persistence.py       | 16 ++++++++++++++++
 3 files changed, 30 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index b4c299120..8dcfc6c94 100644
--- a/freqtrade/persistence/models.py
+++ b/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:
         """
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index ece496c90..3d80cc892 100644
--- a/freqtrade/wallets.py
+++ b/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 = sum(
-                [trade.close_profit_abs for trade in closed_trades if trade.close_profit_abs])
+            tot_profit = Trade.get_total_closed_profit()
         else:
             tot_profit = LocalTrade.total_profit
         tot_in_trades = sum([trade.stake_amount for trade in open_trades])
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 1576aaa5a..89d07ca74 100644
--- a/tests/test_persistence.py
+++ b/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',

From 786374690406d00cad290a583c87972c436dc527 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 12:30:00 +0200
Subject: [PATCH 0871/1386] Add available_capital parameter

---
 freqtrade/constants.py |  4 ++++
 freqtrade/wallets.py   | 23 ++++++++++++++---------
 2 files changed, 18 insertions(+), 9 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index acd143708..2f93ace1c 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -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
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 3d80cc892..0ece65b2b 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -136,12 +136,18 @@ class Wallets:
         Calculated as
         (<open_trade stakes> + free amount) * tradable_balance_ratio
         """
-        # 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
         val_tied_up = Trade.total_open_trades_stakes()
-        available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
-                            self._config['tradable_balance_ratio'])
+        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:
@@ -152,10 +158,9 @@ class Wallets:
         (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
 
-        # 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
-        return self.get_total_stake_amount() - Trade.total_open_trades_stakes()
+
+        free = self.get_free(self._config['stake_currency'])
+        return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
 
     def _calculate_unlimited_stake_amount(self, available_amount: float,
                                           val_tied_up: float) -> float:

From 6a8e8875a2a7893e9ad28eebce7e6cddd912e833 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 12:39:02 +0200
Subject: [PATCH 0872/1386] Test new behaviour

---
 tests/test_wallets.py | 20 ++++++++++++++------
 1 file changed, 14 insertions(+), 6 deletions(-)

diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index d083a63f6..a44ca243b 100644
--- a/tests/test_wallets.py
+++ b/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", [
-                        (1, 50, 66.66666),
-                        (0.99, 49.5, 66.0),
-                        (0.50, 25, 33.3333),
+@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
+                        (1,    None, 50, 66.66666),
+                        (0.99, None, 49.5, 66.0),
+                        (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,
-                                                 result2, limit_buy_order_open,
+def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, capital,
+                                                 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)
 

From 40db424363556d95cfbfd5cd71faa9a50ca86af6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 11 Jul 2021 10:44:36 +0200
Subject: [PATCH 0873/1386] Add documentation for available capital setting

---
 docs/configuration.md | 17 +++++++++++++++++
 freqtrade/wallets.py  |  1 -
 2 files changed, 17 insertions(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 5c6236e58..ad7436cb2 100644
--- a/docs/configuration.md
+++ b/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.
@@ -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 exchange. 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`.
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 0ece65b2b..0048dbf48 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -158,7 +158,6 @@ class Wallets:
         (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
 
-
         free = self.get_free(self._config['stake_currency'])
         return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
 

From f94dbcd0853e87e6cb6996cbf8587ed5732b0138 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:02:10 +0000
Subject: [PATCH 0874/1386] feat: censor password from logs

---
 .terraform/modules/vpc |  1 +
 freqtrade/misc.py      | 14 ++++++++++++++
 2 files changed, 15 insertions(+)
 create mode 160000 .terraform/modules/vpc

diff --git a/.terraform/modules/vpc b/.terraform/modules/vpc
new file mode 160000
index 000000000..88e1c6ec7
--- /dev/null
+++ b/.terraform/modules/vpc
@@ -0,0 +1 @@
+Subproject commit 88e1c6ec7a8f6337b0d6bb9840bb70c8b3f14051
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 967f08299..79c6aec67 100644
--- a/freqtrade/misc.py
+++ b/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}@', ':****@')

From 6a53e2c764ff2aaad68e83269604f364b11cdf82 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:08:01 +0000
Subject: [PATCH 0875/1386] feat: apply censoring to logging

---
 freqtrade/commands/list_commands.py      | 4 ++--
 freqtrade/configuration/configuration.py | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index cd26aa60e..410b9b72b 100644
--- a/freqtrade/commands/list_commands.py
+++ b/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 = []
 
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 1d2e3f802..ea202355a 100644
--- a/freqtrade/configuration/configuration.py
+++ b/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__)
@@ -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:
 

From c78b2075d84bb1bcd685e141c4bcd7149fdca95c Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:27:59 +0000
Subject: [PATCH 0876/1386] feat: add one additional asterisk

---
 freqtrade/misc.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 79c6aec67..6f439866b 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -227,4 +227,4 @@ def parse_db_uri_for_logging(uri: str):
     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}@', ':****@')
+    return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@')

From 313cf6a01307f9d7826781c13e184b31374ffee4 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:28:34 +0000
Subject: [PATCH 0877/1386] test: add test for parsing db uri

---
 tests/test_misc.py | 17 ++++++++++++++++-
 1 file changed, 16 insertions(+), 1 deletion(-)

diff --git a/tests/test_misc.py b/tests/test_misc.py
index e6ba70aee..5b5a1400f 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -9,7 +9,7 @@ import pytest
 from freqtrade.misc import (decimals_per_coin, file_dump_json, file_load_json, format_ms_time,
                             pair_to_filename, plural, render_template,
                             render_template_with_fallback, round_coin_value, safe_value_fallback,
-                            safe_value_fallback2, shorten_date)
+                            safe_value_fallback2, shorten_date, parse_db_uri_for_logging)
 
 
 def test_decimals_per_coin():
@@ -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 = "*****"
+
+    get_pwd = lambda x: 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)
+

From 8def18b002a524a6206a4dd88519717879d41259 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:31:13 +0000
Subject: [PATCH 0878/1386] style: apply flake8 formatting

---
 tests/test_misc.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/tests/test_misc.py b/tests/test_misc.py
index 5b5a1400f..221c7b712 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -7,9 +7,9 @@ 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, parse_db_uri_for_logging)
+                            safe_value_fallback2, shorten_date)
 
 
 def test_decimals_per_coin():
@@ -180,6 +180,7 @@ 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"
@@ -187,10 +188,9 @@ def test_parse_db_uri_for_logging() -> None:
     sqlite_conn_uri = "sqlite:////freqtrade/user_data/tradesv3.sqlite"
     censored_pwd = "*****"
 
-    get_pwd = lambda x: x.split(':')[2].split('@')[0]
+    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)
-

From 91e5562ae01e68a6f5b98f24c9926d76cc205066 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:31:13 +0000
Subject: [PATCH 0879/1386] style: apply flake8 formatting

---
 .terraform/modules/vpc | 1 -
 tests/test_misc.py     | 8 ++++----
 2 files changed, 4 insertions(+), 5 deletions(-)
 delete mode 160000 .terraform/modules/vpc

diff --git a/.terraform/modules/vpc b/.terraform/modules/vpc
deleted file mode 160000
index 88e1c6ec7..000000000
--- a/.terraform/modules/vpc
+++ /dev/null
@@ -1 +0,0 @@
-Subproject commit 88e1c6ec7a8f6337b0d6bb9840bb70c8b3f14051
diff --git a/tests/test_misc.py b/tests/test_misc.py
index 5b5a1400f..221c7b712 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -7,9 +7,9 @@ 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, parse_db_uri_for_logging)
+                            safe_value_fallback2, shorten_date)
 
 
 def test_decimals_per_coin():
@@ -180,6 +180,7 @@ 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"
@@ -187,10 +188,9 @@ def test_parse_db_uri_for_logging() -> None:
     sqlite_conn_uri = "sqlite:////freqtrade/user_data/tradesv3.sqlite"
     censored_pwd = "*****"
 
-    get_pwd = lambda x: x.split(':')[2].split('@')[0]
+    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)
-

From 2bf7705f2c0c46a9d38a087ced290a59f90f4bae Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 12 Jul 2021 23:05:35 -0600
Subject: [PATCH 0880/1386] Renamed example config files so they are .json so
 that syntax highlighting is all correct. Explicitly listed each one in
 .gitignore to prevent a real config file from being uploaded accidently

---
 .gitignore                                                   | 5 +++++
 .../config_binance.example.json                              | 0
 .../config_bittrex.example.json                              | 0
 .../config_ftx.example.json                                  | 0
 .../config_full.example.json                                 | 0
 .../config_kraken.example.json                               | 0
 6 files changed, 5 insertions(+)
 rename config_binance.json.example => config_examples/config_binance.example.json (100%)
 rename config_bittrex.json.example => config_examples/config_bittrex.example.json (100%)
 rename config_ftx.json.example => config_examples/config_ftx.example.json (100%)
 rename config_full.json.example => config_examples/config_full.example.json (100%)
 rename config_kraken.json.example => config_examples/config_kraken.example.json (100%)

diff --git a/.gitignore b/.gitignore
index 4720ff5cb..16df71194 100644
--- a/.gitignore
+++ b/.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
diff --git a/config_binance.json.example b/config_examples/config_binance.example.json
similarity index 100%
rename from config_binance.json.example
rename to config_examples/config_binance.example.json
diff --git a/config_bittrex.json.example b/config_examples/config_bittrex.example.json
similarity index 100%
rename from config_bittrex.json.example
rename to config_examples/config_bittrex.example.json
diff --git a/config_ftx.json.example b/config_examples/config_ftx.example.json
similarity index 100%
rename from config_ftx.json.example
rename to config_examples/config_ftx.example.json
diff --git a/config_full.json.example b/config_examples/config_full.example.json
similarity index 100%
rename from config_full.json.example
rename to config_examples/config_full.example.json
diff --git a/config_kraken.json.example b/config_examples/config_kraken.example.json
similarity index 100%
rename from config_kraken.json.example
rename to config_examples/config_kraken.example.json

From 29e2b858ca1fff6e23e276b0086e545356694431 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Jul 2021 20:40:06 +0200
Subject: [PATCH 0881/1386] Improve wording in docs

---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index ad7436cb2..73b0e9c9a 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -194,7 +194,7 @@ 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 exchange. Please look at [Available Capital to the bot](#assign-available-capital) instead.
+    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).

From 362436f7d23c8b4ebb7bec942c3bf2a259192a34 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 12 Jul 2021 23:05:35 -0600
Subject: [PATCH 0882/1386] Renamed example config files so they are .json so
 that syntax highlighting is all correct. Explicitly listed each one in
 .gitignore to prevent a real config file from being uploaded accidently

---
 .github/workflows/ci.yml                      | 12 ++---
 .gitignore                                    |  5 ++
 .travis.yml                                   |  4 +-
 build_helpers/publish_docker_multi.sh         |  2 +-
 .../config_binance.example.json               |  0
 .../config_bittrex.example.json               |  0
 .../config_ftx.example.json                   |  0
 .../config_full.example.json                  |  0
 .../config_kraken.example.json                |  0
 docs/configuration.md                         |  2 +-
 tests/commands/test_commands.py               | 54 +++++++++----------
 tests/test_arguments.py                       |  2 +-
 tests/test_configuration.py                   |  2 +-
 tests/test_main.py                            | 20 +++----
 tests/test_plotting.py                        |  4 +-
 15 files changed, 56 insertions(+), 51 deletions(-)
 rename config_binance.json.example => config_examples/config_binance.example.json (100%)
 rename config_bittrex.json.example => config_examples/config_bittrex.example.json (100%)
 rename config_ftx.json.example => config_examples/config_ftx.example.json (100%)
 rename config_full.json.example => config_examples/config_full.example.json (100%)
 rename config_kraken.json.example => config_examples/config_kraken.example.json (100%)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 42959c3b5..5890f56a7 100644
--- a/.github/workflows/ci.yml
+++ b/.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
 
diff --git a/.gitignore b/.gitignore
index 4720ff5cb..16df71194 100644
--- a/.gitignore
+++ b/.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
diff --git a/.travis.yml b/.travis.yml
index 4535c44cb..f2a6d508d 100644
--- a/.travis.yml
+++ b/.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
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index a6b06ce7d..057ecbbf2 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -52,7 +52,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t fre
 docker tag freqtrade:$TAG_PLOT ${IMAGE_NAME}:$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"
diff --git a/config_binance.json.example b/config_examples/config_binance.example.json
similarity index 100%
rename from config_binance.json.example
rename to config_examples/config_binance.example.json
diff --git a/config_bittrex.json.example b/config_examples/config_bittrex.example.json
similarity index 100%
rename from config_bittrex.json.example
rename to config_examples/config_bittrex.example.json
diff --git a/config_ftx.json.example b/config_examples/config_ftx.example.json
similarity index 100%
rename from config_ftx.json.example
rename to config_examples/config_ftx.example.json
diff --git a/config_full.json.example b/config_examples/config_full.example.json
similarity index 100%
rename from config_full.json.example
rename to config_examples/config_full.example.json
diff --git a/config_kraken.json.example b/config_examples/config_kraken.example.json
similarity index 100%
rename from config_kraken.json.example
rename to config_examples/config_kraken.example.json
diff --git a/docs/configuration.md b/docs/configuration.md
index 5c6236e58..c84a0ac34 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -556,7 +556,7 @@ 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": {
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index dcceb3ea1..de0cb80e4 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -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
@@ -127,10 +127,10 @@ 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 +174,7 @@ 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 +214,10 @@ 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 +244,7 @@ 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 +257,7 @@ 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 +269,7 @@ 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 +282,7 @@ 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 +295,7 @@ 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 +308,7 @@ 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 +321,7 @@ 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 +334,7 @@ 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 +347,7 @@ 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 +360,7 @@ 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 +373,7 @@ 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 +386,7 @@ 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 +396,7 @@ 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 +408,7 @@ 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 +420,7 @@ 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 +432,7 @@ 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 +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"
     ]
     with pytest.raises(OperationalException, match=r"Cannot get markets.*"):
@@ -887,7 +887,7 @@ 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 +901,7 @@ 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 +910,7 @@ 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))
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 0d81dea28..fd6f162fd 100644
--- a/tests/test_arguments.py
+++ b/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',
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 8edd09c5a..34db892b2 100644
--- a/tests/test_configuration.py
+++ b/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
 
diff --git a/tests/test_main.py b/tests/test_main.py
index 3546a3bab..4f769ca30 100644
--- a/tests/test_main.py
+++ b/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 +157,12 @@ 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 +180,7 @@ 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
 
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 20f159e3a..ecadc3f8b 100644
--- a/tests/test_plotting.py
+++ b/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))

From 288c92301f74abca72611c77c9ebc65e9f298a9a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 06:50:14 +0200
Subject: [PATCH 0883/1386] Improve docs wording

---
 docs/configuration.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 73b0e9c9a..6207770b8 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -165,7 +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
 
@@ -184,7 +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.

From f5c47767cb509836ab7fcd1fd87d629172d21bbb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 20:51:42 +0200
Subject: [PATCH 0884/1386] Provide available capital to api

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/rpc.py                    | 1 +
 2 files changed, 2 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index a0f1c05a6..40101e609 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -115,6 +115,7 @@ 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]
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index e0aaefe50..e173673be 100644
--- a/freqtrade/rpc/rpc.py
+++ b/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 {},

From c9c7f84e8c2726b2d423f70ca1e569b21487a084 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 20:55:11 +0200
Subject: [PATCH 0885/1386] Calculate relative profit based on assumed starting
 balance

---
 freqtrade/rpc/api_server/api_schemas.py |  4 ++++
 freqtrade/rpc/rpc.py                    | 17 +++++++++++++----
 freqtrade/rpc/telegram.py               |  8 ++++----
 freqtrade/wallets.py                    | 13 +++++++++++++
 4 files changed, 34 insertions(+), 8 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 40101e609..d3eec9be6 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/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
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index e173673be..d6eaf7ca6 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -397,7 +397,12 @@ 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,
@@ -411,14 +416,18 @@ class RPC:
             'profit_closed_coin': profit_closed_coin_sum,
             'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
             '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_percent_sum': round(profit_closed_ratio_sum * 100, 2),  # Deprecated
+            'profit_closed_ratio_sum': profit_closed_ratio_sum,  # Deprecated
+            '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_percent_sum': round(profit_all_ratio_sum * 100, 2),  # Deprecated
+            'profit_all_ratio_sum': profit_all_ratio_sum,  # Deprecated
+            '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]),
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 319a6c9c0..263a3fc6d 100644
--- a/freqtrade/rpc/telegram.py
+++ b/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'}:* "
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 0048dbf48..e51a01afc 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -129,6 +129,19 @@ class Wallets:
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets
 
+    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

From 02d716a8be1963d7741a20d0c435a307793ba006 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 20:59:47 +0200
Subject: [PATCH 0886/1386] Fix api test

---
 tests/rpc/test_rpc_apiserver.py | 4 ++++
 tests/rpc/test_rpc_telegram.py  | 7 ++++---
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 89da68da7..4dea2bbfa 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -677,12 +677,16 @@ 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,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 4784f1172..cccc78117 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/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]
 

From 697bf92f6f10d6419982e8e45a1c83039be6a4cd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 21:10:25 +0200
Subject: [PATCH 0887/1386] Add test for get_starting_balance method

---
 tests/test_wallets.py | 25 +++++++++++++++++++++++++
 1 file changed, 25 insertions(+)

diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index a44ca243b..25f2ad89f 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -197,3 +197,28 @@ def test__validate_stake_amount(mocker, default_conf,
                  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),
+    # Only available balance matters when it's set.
+    (100, 0, 0, 0, 100),
+    (1000, 0, 2, 5, 1000),
+    (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

From cde041f7024fcac948418cd3b1d87adad7f3435a Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 14 Jul 2021 19:20:12 -0600
Subject: [PATCH 0888/1386] install hdf5 and c-blosc on mac if using python3.9

---
 setup.sh | 41 ++++++++++++++++++++++++++++++++++-------
 1 file changed, 34 insertions(+), 7 deletions(-)

diff --git a/setup.sh b/setup.sh
index 631c31df2..ee3fee0a3 100755
--- a/setup.sh
+++ b/setup.sh
@@ -17,6 +17,15 @@ function check_installed_python() {
         exit 2
     fi
 
+    which python3.9
+    if [ $? -eq 0 ]; then
+        echo "using Python 3.9"
+        PYTHON=python3.9
+        check_installed_pip
+        return
+    fi
+
+
     which python3.8
     if [ $? -eq 0 ]; then
         echo "using Python 3.8"
@@ -25,13 +34,6 @@ function check_installed_python() {
         return
     fi
 
-    which python3.9
-    if [ $? -eq 0 ]; then
-        echo "using Python 3.9"
-        PYTHON=python3.9
-        check_installed_pip
-        return
-    fi
 
     which python3.7
     if [ $? -eq 0 ]; then
@@ -122,6 +124,25 @@ 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)" ]
@@ -131,6 +152,12 @@ 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
 }

From 74d7497a47b3fe9ddc40895a3b3eb8b54d97f153 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 14 Jul 2021 19:25:51 -0600
Subject: [PATCH 0889/1386] Setup script tries to install python3.9 instead of
 3.8 with this fix, python versions are also checked for in a loop instead of
 copy and pasted code

---
 setup.sh | 40 ++++++++++------------------------------
 1 file changed, 10 insertions(+), 30 deletions(-)

diff --git a/setup.sh b/setup.sh
index ee3fee0a3..1393b012a 100755
--- a/setup.sh
+++ b/setup.sh
@@ -17,37 +17,17 @@ function check_installed_python() {
         exit 2
     fi
 
-    which python3.9
-    if [ $? -eq 0 ]; then
-        echo "using Python 3.9"
-        PYTHON=python3.9
-        check_installed_pip
-        return
-    fi
+    for v in {9..7}; do
+        PYTHON="python3.${v}"
+        which $PYTHON
+        if [ $? -eq 0 ]; then
+            check_installed_pip
+            return
+        fi
+    done 
 
-
-    which python3.8
-    if [ $? -eq 0 ]; then
-        echo "using Python 3.8"
-        PYTHON=python3.8
-        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
+    echo "No usable python found. Please make sure to have python3.7 or newer installed"
+    exit 1
 }
 
 function updateenv() {

From 65ce7c983888b43b9a871125f2f33987bd181724 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 14 Jul 2021 20:01:43 -0600
Subject: [PATCH 0890/1386] Added echo python3.* line back in

---
 setup.sh | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/setup.sh b/setup.sh
index 1393b012a..78cb499a8 100755
--- a/setup.sh
+++ b/setup.sh
@@ -21,6 +21,8 @@ function check_installed_python() {
         PYTHON="python3.${v}"
         which $PYTHON
         if [ $? -eq 0 ]; then
+            echo "using ${PYTHON}"
+
             check_installed_pip
             return
         fi

From 07e3f824006be83a83fa37c29cf05a72ba3b353a Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Thu, 15 Jul 2021 01:03:32 -0600
Subject: [PATCH 0891/1386] Changed to python3.8 installing first, removed
 test_and_fix_python_on_mac

---
 setup.sh | 17 ++---------------
 1 file changed, 2 insertions(+), 15 deletions(-)

diff --git a/setup.sh b/setup.sh
index 78cb499a8..3bcbfc48d 100755
--- a/setup.sh
+++ b/setup.sh
@@ -17,7 +17,8 @@ function check_installed_python() {
         exit 2
     fi
 
-    for v in {9..7}; do
+    for v in 8 9 7
+    do
         PYTHON="python3.${v}"
         which $PYTHON
         if [ $? -eq 0 ]; then
@@ -141,7 +142,6 @@ function install_macos() {
         install_mac_newer_python_dependencies
     fi
     install_talib
-    test_and_fix_python_on_mac
 }
 
 # Install bot Debian_ubuntu
@@ -198,19 +198,6 @@ 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 "-------------------------"

From 2928ee22ce4bc4dc8b81107fb00d537ac7924c54 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 15 Jul 2021 14:32:23 +0000
Subject: [PATCH 0892/1386] Remove compose file for devcontainer

---
 .devcontainer/devcontainer.json  | 33 ++++++++++++++------------------
 .devcontainer/docker-compose.yml | 24 -----------------------
 2 files changed, 14 insertions(+), 43 deletions(-)
 delete mode 100644 .devcontainer/docker-compose.yml

diff --git a/.devcontainer/devcontainer.json b/.devcontainer/devcontainer.json
index 1882e3bdf..41b8475ec 100644
--- a/.devcontainer/devcontainer.json
+++ b/.devcontainer/devcontainer.json
@@ -1,11 +1,20 @@
 {
     "name": "freqtrade Develop",
-
-    "dockerComposeFile": [
-        "docker-compose.yml"
+    "build": {
+        "dockerfile": "Dockerfile",
+        "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"
 }
diff --git a/.devcontainer/docker-compose.yml b/.devcontainer/docker-compose.yml
deleted file mode 100644
index 20ec247d1..000000000
--- a/.devcontainer/docker-compose.yml
+++ /dev/null
@@ -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:

From 2e95df4d8dde6ff7ff4be9ed41af9da742ba3b18 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 15 Jul 2021 07:11:44 +0200
Subject: [PATCH 0893/1386] Update docs for /profit output

---
 docs/telegram-usage.md | 8 ++++++--
 freqtrade/rpc/rpc.py   | 8 ++++----
 tests/test_wallets.py  | 2 ++
 3 files changed, 12 insertions(+), 6 deletions(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index f5d9744b4..b020b00db 100644
--- a/docs/telegram-usage.md
+++ b/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)`
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index d6eaf7ca6..db89443bf 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -416,16 +416,16 @@ class RPC:
             'profit_closed_coin': profit_closed_coin_sum,
             'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
             'profit_closed_ratio_mean': profit_closed_ratio_mean,
-            'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),  # Deprecated
-            'profit_closed_ratio_sum': profit_closed_ratio_sum,  # Deprecated
+            '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),  # Deprecated
-            'profit_all_ratio_sum': profit_all_ratio_sum,  # Deprecated
+            '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,
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 25f2ad89f..64db3b9cd 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -204,10 +204,12 @@ def test__validate_stake_amount(mocker, default_conf,
     (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):

From b7dc2989e70588c988360fd7c345ba6b9afa8721 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 16 Jul 2021 02:03:25 -0600
Subject: [PATCH 0894/1386] flake8 adjustments

---
 tests/test_main.py | 12 ++++++++++--
 1 file changed, 10 insertions(+), 2 deletions(-)

diff --git a/tests/test_main.py b/tests/test_main.py
index 4f769ca30..59a5bb0f7 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -157,7 +157,11 @@ 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_examples/config_bittrex.example.json']).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_examples/config_bittrex.example.json'])
@@ -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_examples/config_bittrex.example.json']).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
 

From d652e6fcc45ef7cac219f1e9275b16e5ede65e02 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 16 Jul 2021 19:57:39 +0200
Subject: [PATCH 0895/1386] Don't log from wallet in backtest mode

---
 freqtrade/wallets.py | 21 ++++++++++++---------
 1 file changed, 12 insertions(+), 9 deletions(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index e51a01afc..237c1dc2c 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -246,18 +246,21 @@ class Wallets:
         max_stake_amount = self.get_available_stake_amount()
 
         if min_stake_amount > max_stake_amount:
-            logger.warning("Minimum stake amount > available balance.")
+            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
-            logger.info(
-                f"Stake amount for pair {pair} is too small ({stake_amount} < {min_stake_amount}), "
-                f"adjusting to {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
-            logger.info(
-                f"Stake amount for pair {pair} is too big ({stake_amount} > {max_stake_amount}), "
-                f"adjusting to {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

From 53a8c693b8eb7db0f7bca6e3608544f4cd687a32 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <19151258+rokups@users.noreply.github.com>
Date: Sat, 17 Jul 2021 09:21:03 +0300
Subject: [PATCH 0896/1386] Honor skip_pair_validation setting when downloading
 pairs.

---
 freqtrade/commands/data_commands.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 3877e0801..141e85f14 100644
--- a/freqtrade/commands/data_commands.py
+++ b/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}, "

From 7c27525bd8599fdad582d24e90bc8bee61688834 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 17 Jul 2021 21:58:54 -0600
Subject: [PATCH 0897/1386] Merge get_buy_rate and get_sell_rate

---
 freqtrade/exchange/exchange.py  | 97 +++++++++++----------------------
 freqtrade/freqtradebot.py       | 11 ++--
 freqtrade/rpc/rpc.py            | 20 ++++---
 tests/exchange/test_exchange.py | 26 ++++-----
 tests/rpc/test_rpc.py           |  6 +-
 tests/rpc/test_rpc_apiserver.py |  2 +-
 tests/test_freqtradebot.py      | 20 +++----
 7 files changed, 77 insertions(+), 105 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 42e86db3e..18060cb57 100644
--- a/freqtrade/exchange/exchange.py
+++ b/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 +999,61 @@ 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 = "buy") -> float:
         """
         Calculates bid target between current ask price and last price
         :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', {})
-        if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
+        strategy = self._config.get(strat_name, {})
 
-            order_book_top = bid_strategy.get('order_book_top', 1)
+        if strategy.get('use_order_book', False) and ('use_order_book' in strategy):
+
+            order_book_top = 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"{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"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"{name} 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 {strategy['price_side'].capitalize()}"
+                        f"side - top {order_book_top} order book {side} rate {rate:.8f}")
         else:
+            logger.info(f"Using Last {strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
-            ticker_rate = ticker[ask_strategy['price_side']]
-            if ticker['last'] and ticker_rate < ticker['last']:
-                balance = ask_strategy.get('bid_last_balance', 0.0)
-                ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
+            ticker_rate = ticker[strategy['price_side']]
+            if ticker['last']:
+                if side == 'buy' and ticker_rate > ticker['last']:
+                    balance = strategy['ask_last_balance']
+                    ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
+                elif side == 'sell' and ticker_rate < ticker['last']:
+                    balance = 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.")
-        self._sell_rate_cache[pair] = rate
+        if rate is None and side == "sell":
+            raise PricingError(f"{name}-Rate for {pair} was empty.")
+        cache_rate[pair] = rate
+
         return rate
 
     # Fee handling
@@ -1318,8 +1285,8 @@ 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,
-                    drop_incomplete=self._ohlcv_partial_candle)
+                ticks, timeframe, pair=pair, fill_missing=True,
+                drop_incomplete=self._ohlcv_partial_candle)
             results_df[(pair, timeframe)] = ohlcv_df
             if cache:
                 self._klines[(pair, timeframe)] = ohlcv_df
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5ef109387..d430dbc48 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -475,7 +475,7 @@ 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.')
@@ -609,7 +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,
@@ -695,7 +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
 
@@ -1132,7 +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"
 
@@ -1177,7 +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"
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index db89443bf..d1d44ad16 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -154,7 +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:
@@ -213,7 +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))
@@ -272,10 +274,10 @@ class RPC:
                 'date': key,
                 'abs_profit': value["amount"],
                 'fiat_value': self._fiat_converter.convert_amount(
-                        value['amount'],
-                        stake_currency,
-                        fiat_display_currency
-                    ) if self._fiat_converter else 0,
+                    value['amount'],
+                    stake_currency,
+                    fiat_display_currency
+                ) if self._fiat_converter else 0,
                 'trade_count': value["trades"],
             }
             for key, value in profit_days.items()
@@ -372,7 +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)
@@ -551,7 +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 ----
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 524dc873c..02adf01c4 100644
--- a/tests/exchange/test_exchange.py
+++ b/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
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 0049e59bb..fad24f9e2 100644
--- a/tests/rpc/test_rpc.py
+++ b/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
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 4dea2bbfa..d127d0ef8 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -847,7 +847,7 @@ 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")
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index addf72bbb..4912a2a4d 100644
--- a/tests/test_freqtradebot.py
+++ b/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)
@@ -784,7 +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,
@@ -824,7 +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
@@ -893,7 +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)
@@ -909,7 +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,
     )
@@ -2513,7 +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)
 
@@ -3956,7 +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)
@@ -3974,7 +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
 
 
@@ -3996,8 +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)
-    assert log_has_re(r'Buy Price from orderbook could not be determined.', caplog)
+        freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
+    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:

From 44df5eeacf727f7ff22a626904bf6e6b8f4aca62 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 18 Jul 2021 00:00:18 -0600
Subject: [PATCH 0898/1386] Adjusted docstring, and conditional near end of
 buy_rate

---
 freqtrade/exchange/exchange.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 18060cb57..65108ca34 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1001,7 +1001,10 @@ class Exchange:
 
     def get_rate(self, pair: str, refresh: bool, side: str = "buy") -> 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"
@@ -1050,7 +1053,7 @@ class Exchange:
                     ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
             rate = ticker_rate
 
-        if rate is None and side == "sell":
+        if rate is None:
             raise PricingError(f"{name}-Rate for {pair} was empty.")
         cache_rate[pair] = rate
 

From 51cc9032486fc6c2292e63c0b66942a305870600 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Jul 2021 20:29:49 +0200
Subject: [PATCH 0899/1386] Run ci on selfhosted runner

---
 .github/workflows/ci.yml              | 30 ++++++++++
 build_helpers/publish_docker_arm64.sh | 81 +++++++++++++++++++++++++++
 build_helpers/publish_docker_multi.sh | 26 +++------
 3 files changed, 118 insertions(+), 19 deletions(-)
 create mode 100755 build_helpers/publish_docker_arm64.sh

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 5890f56a7..454432079 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,6 +6,7 @@ on:
       - master
       - stable
       - develop
+      - test_build_arm64
     tags:
   release:
     types: [published]
@@ -334,6 +335,7 @@ 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 +413,31 @@ 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: ${{ steps.extract_branch.outputs.branch }}
+      run: |
+        build_helpers/publish_docker_arm64.sh
diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
new file mode 100755
index 000000000..710e3065b
--- /dev/null
+++ b/build_helpers/publish_docker_arm64.sh
@@ -0,0 +1,81 @@
+#!/bin/sh
+
+# Use BuildKit, otherwise building on ARM fails
+export DOCKER_BUILDKIT=1
+
+# Replace / with _ to create a valid tag
+TAG=$(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_bittrex.json.example:/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 multiarch 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 manifest create --amend ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
+    docker manifest push -p ${IMAGE_NAME}:latest
+fi
+
+docker images
+
+if [ $? -ne 0 ]; then
+    echo "failed building image"
+    return 1
+fi
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index 057ecbbf2..f2c6079ff 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -9,7 +9,8 @@ TAG_PI="${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}_cache
 
 # Add commit and commit_message to docker container
 echo "${GITHUB_SHA}" > freqtrade_commit
@@ -45,11 +46,11 @@ 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_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
@@ -61,22 +62,9 @@ fi
 
 docker images
 
-docker push ${IMAGE_NAME}
-docker push ${IMAGE_NAME}:$TAG_PLOT
-docker push ${IMAGE_NAME}:$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 push ${CACHE_IMAGE}
+docker push ${CACHE_IMAGE}:$TAG_PLOT
+docker push ${CACHE_IMAGE}:$TAG
 
 
 docker images

From 0282d13221f7b07b241a65c36423ff30dc851fd3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 16 Jul 2021 20:11:27 +0200
Subject: [PATCH 0900/1386] Fix PI image caching

---
 .github/workflows/ci.yml              | 1 -
 build_helpers/publish_docker_arm64.sh | 7 +++----
 build_helpers/publish_docker_multi.sh | 2 +-
 3 files changed, 4 insertions(+), 6 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 454432079..eb767efb1 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,7 +6,6 @@ on:
       - master
       - stable
       - develop
-      - test_build_arm64
     tags:
   release:
     types: [published]
diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index 710e3065b..981b559c3 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -55,7 +55,7 @@ docker images
 docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
 docker push ${CACHE_IMAGE}:$TAG_ARM
 
-# Create multiarch image
+# Create multi-arch image
 # Make sure that all images contained here are pushed to github first.
 # Otherwise installation might fail.
 echo "create manifests"
@@ -63,14 +63,13 @@ 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 manifest create --amend ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
-    docker manifest push -p ${IMAGE_NAME}:latest
+    docker tag ${IMAGE_NAME}:develop ${IMAGE_NAME}:latest
+    docker push ${IMAGE_NAME}:latest
 fi
 
 docker images
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index f2c6079ff..4961cb9a7 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -10,7 +10,7 @@ TAG_PI="${TAG}_pi"
 PI_PLATFORM="linux/arm/v7"
 echo "Running for ${TAG}"
 CACHE_IMAGE=freqtradeorg/freqtrade_cache
-CACHE_TAG=${CACHE_IMAGE}:${TAG}_cache
+CACHE_TAG=${CACHE_IMAGE}:${TAG_PI}_cache
 
 # Add commit and commit_message to docker container
 echo "${GITHUB_SHA}" > freqtrade_commit

From adef5d89f3c61dbf6527de83eddc597dea51d590 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 18 Jul 2021 11:06:14 +0200
Subject: [PATCH 0901/1386] Fix failing test after webserver merge

---
 tests/commands/test_commands.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 5e9b1c7db..c0268038a 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -64,7 +64,7 @@ def test_start_webserver(mocker, caplog):
 
     args = [
         'webserver',
-        '-c', 'config_bittrex.json.example'
+        '-c', 'config_examples/config_bittrex.example.json'
     ]
     start_webserver(get_args(args))
     assert api_server_mock.call_count == 1

From 365479f5e0a19a2e08e4f3309ce342d58c401d27 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Jul 2021 19:36:15 +0200
Subject: [PATCH 0902/1386] Remove startup-candles after populating buy/sell
 signals

closes #5242
---
 freqtrade/optimize/backtesting.py      | 29 ++++++++++++++------------
 freqtrade/optimize/hyperopt.py         |  7 +++----
 tests/optimize/test_backtest_detail.py |  1 +
 tests/optimize/test_backtesting.py     |  1 +
 4 files changed, 21 insertions(+), 17 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ebd4135d9..f52e9a49f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -15,7 +15,7 @@ from freqtrade.configuration import TimeRange, remove_credentials, validate_conf
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data import history
 from freqtrade.data.btanalysis import trade_list_to_dataframe
-from freqtrade.data.converter import trim_dataframes
+from freqtrade.data.converter import trim_dataframe, trim_dataframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import BacktestState, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
@@ -116,6 +116,9 @@ class Backtesting:
 
         self.wallets = Wallets(self.config, self.exchange, log=False)
 
+        self.timerange = TimeRange.parse_timerange(
+            None if self.config.get('timerange') is None else str(self.config.get('timerange')))
+
         # 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)
@@ -154,14 +157,11 @@ class Backtesting:
         """
         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')))
-
         data = history.load_data(
             datadir=self.config['datadir'],
             pairs=self.pairlists.whitelist,
             timeframe=self.timeframe,
-            timerange=timerange,
+            timerange=self.timerange,
             startup_candles=self.required_startup,
             fail_without_data=True,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
@@ -174,11 +174,11 @@ class Backtesting:
                     f'({(max_date - min_date).days} days).')
 
         # Adjust startts forward if not enough data is available
-        timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
-                                            self.required_startup, min_date)
+        self.timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
+                                                 self.required_startup, min_date)
 
         self.progress.set_new_value(1)
-        return data, timerange
+        return data, self.timerange
 
     def prepare_backtest(self, enable_protections):
         """
@@ -223,7 +223,9 @@ class Backtesting:
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
-
+            # Trim startup period from analyzed dataframe
+            df_analyzed = trim_dataframe(df_analyzed, self.timerange,
+                                         startup_candles=self.required_startup)
             # To avoid using data from future, we use buy/sell signals shifted
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
@@ -537,14 +539,15 @@ class Backtesting:
         preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
 
         # Trim startup period from analyzed dataframe
-        preprocessed = trim_dataframes(preprocessed, timerange, self.required_startup)
+        preprocessed_tmp = trim_dataframes(preprocessed, timerange, self.required_startup)
 
-        if not preprocessed:
+        if not preprocessed_tmp:
             raise OperationalException(
                 "No data left after adjusting for startup candles.")
 
-        min_date, max_date = history.get_timerange(preprocessed)
-
+        # Use preprocessed_tmp for date generation (the trimmed dataframe).
+        # Backtesting will re-trim the dataframes after buy/sell signal generation.
+        min_date, max_date = history.get_timerange(preprocessed_tmp)
         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).')
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 80ae8886e..cb6884385 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -378,16 +378,15 @@ class Hyperopt:
 
         preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
 
-        # Trim startup period from analyzed dataframe
+        # Trim startup period from analyzed dataframe to get correct dates for output.
         processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)
-
         self.min_date, self.max_date = get_timerange(processed)
 
         logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'({(self.max_date - self.min_date).days} days)..')
-
-        dump(processed, self.data_pickle_file)
+        # Store non-trimmed data - will be trimmed after signal generation.
+        dump(preprocessed, self.data_pickle_file)
 
     def start(self) -> None:
         self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 0bf197739..af3c1317b 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -575,6 +575,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     frame = _build_backtest_dataframe(data.data)
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
+    backtesting.required_startup = 0
     backtesting.strategy.advise_buy = lambda a, m: frame
     backtesting.strategy.advise_sell = lambda a, m: frame
     backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 77b9e23fa..2998157a5 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -727,6 +727,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
                                         pair='UNITTEST/BTC', datadir=testdatadir)
     default_conf['timeframe'] = '1m'
     backtesting = Backtesting(default_conf)
+    backtesting.required_startup = 0
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.advise_buy = _trend_alternate  # Override
     backtesting.strategy.advise_sell = _trend_alternate  # Override

From ffeff9c0f754863e4c698978841d69835f3472af Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 18 Jul 2021 19:33:25 +0200
Subject: [PATCH 0903/1386] Update ARM image building

---
 build_helpers/publish_docker_arm64.sh | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index 981b559c3..756d5e41d 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${TAG_ARM
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 
 # Run backtest
-docker run --rm -v $(pwd)/config_bittrex.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} 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_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"

From f705293353552e41c58f8a892c64db1c1f4f2bee Mon Sep 17 00:00:00 2001
From: George Muravei-Alkhavoi <georgezagraid@gmail.com>
Date: Mon, 19 Jul 2021 00:25:24 +0300
Subject: [PATCH 0904/1386]  Dataprovider caching and trimming to timerange of
 historical informative.

---
 freqtrade/data/dataprovider.py | 23 +++++++++++++++++------
 1 file changed, 17 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 391ed4587..aa3efbd60 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -14,7 +14,8 @@ from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
-from freqtrade.exchange import Exchange
+from freqtrade.exchange import Exchange, timeframe_to_seconds
+from freqtrade.configuration import TimeRange
 
 
 logger = logging.getLogger(__name__)
@@ -31,6 +32,7 @@ class DataProvider:
         self._pairlists = pairlists
         self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
         self.__slice_index: Optional[int] = None
+        self.__cached_pairs_backtesting: Dict[PairWithTimeframe, DataFrame] = {}
 
     def _set_dataframe_max_index(self, limit_index: int):
         """
@@ -62,11 +64,20 @@ class DataProvider:
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         """
-        return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._config['timeframe'],
-                                 datadir=self._config['datadir'],
-                                 data_format=self._config.get('dataformat_ohlcv', 'json')
-                                 )
+        saved_pair = (pair, timeframe)
+        if saved_pair not in self.__cached_pairs_backtesting:
+            timerange = TimeRange.parse_timerange(None if self._config.get(
+                'timerange') is None else str(self._config.get('timerange')))
+            # Move informative start time respecting startup_candle_count
+            timerange.subtract_start(timeframe_to_seconds(timeframe) * self._config.get('startup_candle_count', 0))
+            self.__cached_pairs_backtesting[saved_pair] = load_pair_history(
+                pair=pair,
+                timeframe=timeframe or self._config['timeframe'],
+                datadir=self._config['datadir'],
+                timerange=timerange,
+                data_format=self._config.get('dataformat_ohlcv', 'json')
+            )
+        return self.__cached_pairs_backtesting[saved_pair].copy()
 
     def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
         """

From ab786abf7f9ebfbea04b0e1e39cca105023a95ea Mon Sep 17 00:00:00 2001
From: George Muravei-Alkhavoi <georgezagraid@gmail.com>
Date: Mon, 19 Jul 2021 00:47:51 +0300
Subject: [PATCH 0905/1386] Fix intendation.

---
 freqtrade/data/dataprovider.py | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index aa3efbd60..cdee0f078 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -10,12 +10,12 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame
 
+from freqtrade.configuration import TimeRange
 from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange, timeframe_to_seconds
-from freqtrade.configuration import TimeRange
 
 
 logger = logging.getLogger(__name__)
@@ -64,12 +64,14 @@ class DataProvider:
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         """
-        saved_pair = (pair, timeframe)
+        saved_pair = (pair, str(timeframe))
         if saved_pair not in self.__cached_pairs_backtesting:
             timerange = TimeRange.parse_timerange(None if self._config.get(
                 'timerange') is None else str(self._config.get('timerange')))
             # Move informative start time respecting startup_candle_count
-            timerange.subtract_start(timeframe_to_seconds(timeframe) * self._config.get('startup_candle_count', 0))
+            timerange.subtract_start(
+                timeframe_to_seconds(str(timeframe)) * self._config.get('startup_candle_count', 0)
+            )
             self.__cached_pairs_backtesting[saved_pair] = load_pair_history(
                 pair=pair,
                 timeframe=timeframe or self._config['timeframe'],

From e9d9668e8ac8dc2c5abfbcd5a60d90f58605e734 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:00:56 +0000
Subject: [PATCH 0906/1386] Bump ta-lib from 0.4.20 to 0.4.21

Bumps [ta-lib](https://github.com/mrjbq7/ta-lib) from 0.4.20 to 0.4.21.
- [Release notes](https://github.com/mrjbq7/ta-lib/releases)
- [Changelog](https://github.com/mrjbq7/ta-lib/blob/master/CHANGELOG)
- [Commits](https://github.com/mrjbq7/ta-lib/compare/TA_Lib-0.4.20...TA_Lib-0.4.21)

---
updated-dependencies:
- dependency-name: ta-lib
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..318d02d93 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -13,7 +13,7 @@ requests==2.25.1
 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

From c1f1dfb36e371da3b9a1ada48bdcfb5ae22ed311 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:00 +0000
Subject: [PATCH 0907/1386] Bump mkdocs-material from 7.1.10 to 7.1.11

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.10 to 7.1.11.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.10...7.1.11)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index e346fe5a5..a4c7a4969 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.1
-mkdocs-material==7.1.10
+mkdocs-material==7.1.11
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 31b3b499991ccfc884ee9cad4e536437c44fffb8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:04 +0000
Subject: [PATCH 0908/1386] Bump requests from 2.25.1 to 2.26.0

Bumps [requests](https://github.com/psf/requests) from 2.25.1 to 2.26.0.
- [Release notes](https://github.com/psf/requests/releases)
- [Changelog](https://github.com/psf/requests/blob/master/HISTORY.md)
- [Commits](https://github.com/psf/requests/compare/v2.25.1...v2.26.0)

---
updated-dependencies:
- dependency-name: requests
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..94972617a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -9,7 +9,7 @@ SQLAlchemy==1.4.20
 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

From 4a26889743403be64f01d7da9f93f16506ef8e2e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:10 +0000
Subject: [PATCH 0909/1386] Bump ccxt from 1.52.83 to 1.53.25

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.83 to 1.53.25.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.83...1.53.25)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..ecb51ca0f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.0
 pandas==1.3.0
 
-ccxt==1.52.83
+ccxt==1.53.25
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 7efad98e47d29b11bb10ededf464aae98c19832b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:13 +0000
Subject: [PATCH 0910/1386] Bump questionary from 1.9.0 to 1.10.0

Bumps [questionary](https://github.com/tmbo/questionary) from 1.9.0 to 1.10.0.
- [Release notes](https://github.com/tmbo/questionary/releases)
- [Commits](https://github.com/tmbo/questionary/compare/1.9.0...1.10.0)

---
updated-dependencies:
- dependency-name: questionary
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..3aae4fe47 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -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

From b7c951eaccba6b61e19c2cda2f1f0b9f00449f11 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:19 +0000
Subject: [PATCH 0911/1386] Bump sqlalchemy from 1.4.20 to 1.4.21

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.20 to 1.4.21.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..c73c684c7 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.52.83
 # 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

From bff353a2998104a321314feb9f7dd83bb2a3ebab Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 04:41:25 +0000
Subject: [PATCH 0912/1386] Bump numpy from 1.21.0 to 1.21.1

Bumps [numpy](https://github.com/numpy/numpy) from 1.21.0 to 1.21.1.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.21.0...v1.21.1)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 210705c2b..94c496398 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.21.0
+numpy==1.21.1
 pandas==1.3.0
 
 ccxt==1.53.25

From fe8de98832e38ef7b22e41d581249dc62baf3887 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 04:47:28 +0000
Subject: [PATCH 0913/1386] Bump mkdocs from 1.2.1 to 1.2.2

Bumps [mkdocs](https://github.com/mkdocs/mkdocs) from 1.2.1 to 1.2.2.
- [Release notes](https://github.com/mkdocs/mkdocs/releases)
- [Commits](https://github.com/mkdocs/mkdocs/compare/1.2.1...1.2.2)

---
updated-dependencies:
- dependency-name: mkdocs
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index a4c7a4969..32a1df58e 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
-mkdocs==1.2.1
+mkdocs==1.2.2
 mkdocs-material==7.1.11
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From d13524f7c19a152c266c8a793185ced6bc52cc2c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 19 Jul 2021 19:25:32 +0200
Subject: [PATCH 0914/1386] Update ta-lib wheels

---
 .../TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl     | Bin 482853 -> 0 bytes
 .../TA_Lib-0.4.20-cp38-cp38-win_amd64.whl      | Bin 505119 -> 0 bytes
 .../TA_Lib-0.4.21-cp37-cp37m-win_amd64.whl     | Bin 0 -> 489824 bytes
 .../TA_Lib-0.4.21-cp38-cp38-win_amd64.whl      | Bin 0 -> 511999 bytes
 .../TA_Lib-0.4.21-cp39-cp39-win_amd64.whl      | Bin 0 -> 508461 bytes
 build_helpers/install_windows.ps1              |   7 +++++--
 docs/windows_installation.md                   |   2 +-
 7 files changed, 6 insertions(+), 3 deletions(-)
 delete mode 100644 build_helpers/TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl
 delete mode 100644 build_helpers/TA_Lib-0.4.20-cp38-cp38-win_amd64.whl
 create mode 100644 build_helpers/TA_Lib-0.4.21-cp37-cp37m-win_amd64.whl
 create mode 100644 build_helpers/TA_Lib-0.4.21-cp38-cp38-win_amd64.whl
 create mode 100644 build_helpers/TA_Lib-0.4.21-cp39-cp39-win_amd64.whl

diff --git a/build_helpers/TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl b/build_helpers/TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl
deleted file mode 100644
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diff --git a/build_helpers/TA_Lib-0.4.21-cp38-cp38-win_amd64.whl b/build_helpers/TA_Lib-0.4.21-cp38-cp38-win_amd64.whl
new file mode 100644
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diff --git a/build_helpers/TA_Lib-0.4.21-cp39-cp39-win_amd64.whl b/build_helpers/TA_Lib-0.4.21-cp39-cp39-win_amd64.whl
new file mode 100644
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literal 0
HcmV?d00001

diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1
index d2a27dd26..ec38ea212 100644
--- a/build_helpers/install_windows.ps1
+++ b/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
diff --git a/docs/windows_installation.md b/docs/windows_installation.md
index edc0a1404..2db0ae913 100644
--- a/docs/windows_installation.md
+++ b/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.

From b0bfbb6558cb0a569fee52fbb2dbed2a20e73397 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 19 Jul 2021 11:37:52 -0600
Subject: [PATCH 0915/1386] removed buy and sell merge, updated strategy name,
 removed default side for get_rate

---
 freqtrade/exchange/exchange.py | 20 ++++++++++----------
 1 file changed, 10 insertions(+), 10 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 65108ca34..91b278077 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -999,7 +999,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def get_rate(self, pair: str, refresh: bool, side: str = "buy") -> float:
+    def get_rate(self, pair: str, refresh: bool, side: str) -> float:
         """
         Calculates bid/ask target
         bid rate - between current ask price and last price
@@ -1021,16 +1021,16 @@ class Exchange:
                 logger.debug(f"Using cached {side} rate for {pair}.")
                 return rate
 
-        strategy = self._config.get(strat_name, {})
+        conf_strategy = self._config.get(strat_name, {})
 
-        if strategy.get('use_order_book', False) and ('use_order_book' in strategy):
+        if conf_strategy.get('use_order_book', False) and ('use_order_book' in conf_strategy):
 
-            order_book_top = strategy.get('order_book_top', 1)
+            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 = order_book[f"{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(
                     f"{name} Price at location {order_book_top} from orderbook could not be "
@@ -1038,18 +1038,18 @@ class Exchange:
                 )
                 raise PricingError from e
 
-            logger.info(f"{name} price from orderbook {strategy['price_side'].capitalize()}"
+            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 {strategy['price_side'].capitalize()} / Last Price")
+            logger.info(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
-            ticker_rate = ticker[strategy['price_side']]
+            ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last']:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = strategy['ask_last_balance']
+                    balance = conf_strategy['ask_last_balance']
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
                 elif side == 'sell' and ticker_rate < ticker['last']:
-                    balance = strategy.get('bid_last_balance', 0.0)
+                    balance = conf_strategy.get('bid_last_balance', 0.0)
                     ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
             rate = ticker_rate
 

From 9e63bdbac9b866154fbabb8d75c48c63d26c09a2 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 04:58:20 +0700
Subject: [PATCH 0916/1386] feat: add buy signal name

---
 freqtrade/enums/__init__.py       |  2 +-
 freqtrade/enums/signaltype.py     |  7 +++++++
 freqtrade/freqtradebot.py         |  9 +++++----
 freqtrade/optimize/backtesting.py |  4 +++-
 freqtrade/persistence/models.py   |  3 +++
 freqtrade/strategy/interface.py   | 10 ++++++----
 6 files changed, 25 insertions(+), 10 deletions(-)

diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index 78163d86f..bcf68d622 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -2,5 +2,5 @@
 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
-from freqtrade.enums.signaltype import SignalType
+from freqtrade.enums.signaltype import SignalType, SignalNameType
 from freqtrade.enums.state import State
diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py
index d636f378a..5ba2f8b4b 100644
--- a/freqtrade/enums/signaltype.py
+++ b/freqtrade/enums/signaltype.py
@@ -7,3 +7,10 @@ class SignalType(Enum):
     """
     BUY = "buy"
     SELL = "sell"
+
+
+class SignalNameType(Enum):
+    """
+    Enum to distinguish between buy and sell signals
+    """
+    BUY_SIGNAL_NAME = "buy_signal_name"
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7a7371357..037bb954a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -420,7 +420,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
+        (buy, sell, buy_signal_name) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
 
         if buy and not sell:
             stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
@@ -435,11 +435,11 @@ class FreqtradeBot(LoggingMixin):
             if ((bid_check_dom.get('enabled', False)) and
                     (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)
+                    return self.execute_buy(pair, stake_amount, buy_signal_name=buy_signal_name)
                 else:
                     return False
 
-            return self.execute_buy(pair, stake_amount)
+            return self.execute_buy(pair, stake_amount, buy_signal_name=buy_signal_name)
         else:
             return False
 
@@ -468,7 +468,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
     def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                    forcebuy: bool = False) -> bool:
+                    forcebuy: bool = False, buy_signal_name: str = '') -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
@@ -562,6 +562,7 @@ class FreqtradeBot(LoggingMixin):
             exchange=self.exchange.id,
             open_order_id=order_id,
             strategy=self.strategy.get_strategy_name(),
+            buy_signal_name=buy_signal_name,
             timeframe=timeframe_to_minutes(self.config['timeframe'])
         )
         trade.orders.append(order_obj)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7c6b7cbc3..2b8bd1e2b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -42,6 +42,7 @@ CLOSE_IDX = 3
 SELL_IDX = 4
 LOW_IDX = 5
 HIGH_IDX = 6
+BUY_SIGNAL_NAME_IDX = 7
 
 
 class Backtesting:
@@ -189,7 +190,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_signal_name']
         data: Dict = {}
         # Create dict with data
         for pair, pair_data in processed.items():
@@ -332,6 +333,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
+                buy_signal_name=row[BUY_SIGNAL_NAME_IDX],
                 exchange='backtesting',
             )
             return trade
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index b4c299120..8d77ac27a 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -257,6 +257,7 @@ class LocalTrade():
     sell_reason: str = ''
     sell_order_status: str = ''
     strategy: str = ''
+    buy_signal_name: str = ''
     timeframe: Optional[int] = None
 
     def __init__(self, **kwargs):
@@ -288,6 +289,7 @@ class LocalTrade():
             'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
             'stake_amount': round(self.stake_amount, 8),
             'strategy': self.strategy,
+            'buy_signal_name': self.buy_signal_name,
             'timeframe': self.timeframe,
 
             'fee_open': self.fee_open,
@@ -703,6 +705,7 @@ class Trade(_DECL_BASE, LocalTrade):
     sell_reason = Column(String(100), nullable=True)
     sell_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
+    buy_signal_name = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)
 
     def __init__(self, **kwargs):
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7aa7e57d9..bd77fbb21 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -13,7 +13,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType, SignalType
+from freqtrade.enums import SellType, SignalType, SignalNameType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
@@ -506,7 +506,9 @@ class IStrategy(ABC, HyperStrategyMixin):
             )
             return False, False
 
-        (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
+        (buy, sell, buy_signal_name) = latest[SignalType.BUY.value] == 1,\
+            latest[SignalType.SELL.value] == 1,\
+            latest.get(SignalNameType.BUY_SIGNAL_NAME.value, '')
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)
@@ -514,8 +516,8 @@ class IStrategy(ABC, HyperStrategyMixin):
                                       current_time=datetime.now(timezone.utc),
                                       timeframe_seconds=timeframe_seconds,
                                       buy=buy):
-            return False, sell
-        return buy, sell
+            return False, sell, buy_signal_name
+        return buy, sell, buy_signal_name
 
     def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
                               timeframe_seconds: int, buy: bool):

From 104711a9bf80b72e3541af00e2f78b5c22aaaa49 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 05:04:25 +0700
Subject: [PATCH 0917/1386] get_signal signature

---
 freqtrade/strategy/interface.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index bd77fbb21..cbd19e156 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -478,7 +478,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 raise StrategyError(message)
 
-    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool, str]:
         """
         Calculates current signal based based on the buy / sell columns of the dataframe.
         Used by Bot to get the signal to buy or sell
@@ -489,7 +489,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
-            return False, False
+            return False, False, ''
 
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
@@ -504,7 +504,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair, int((arrow.utcnow() - latest_date).total_seconds() // 60)
             )
-            return False, False
+            return False, False, ''
 
         (buy, sell, buy_signal_name) = latest[SignalType.BUY.value] == 1,\
             latest[SignalType.SELL.value] == 1,\

From 550a9de097b62c89365a0c69dcdddc1bb9174022 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 19 Jul 2021 15:01:32 -0600
Subject: [PATCH 0918/1386] Fixed setup for python3.9 on ubuntu

---
 setup.sh | 27 +++++++++++++++------------
 1 file changed, 15 insertions(+), 12 deletions(-)

diff --git a/setup.sh b/setup.sh
index 3bcbfc48d..a85bd3104 100755
--- a/setup.sh
+++ b/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}."
-        exit 1
+        echo "-----------------------------"
+        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
 }
 
@@ -17,13 +21,12 @@ function check_installed_python() {
         exit 2
     fi
 
-    for v in 8 9 7
+    for v in 9 8 7
     do
         PYTHON="python3.${v}"
         which $PYTHON
         if [ $? -eq 0 ]; then
             echo "using ${PYTHON}"
-
             check_installed_pip
             return
         fi
@@ -136,7 +139,7 @@ function install_macos() {
         /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
     fi
     #Gets number after decimal in python version
-    version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g' ) 
+    version=$(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
@@ -147,7 +150,7 @@ function install_macos() {
 # 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
 }
 
@@ -236,12 +239,12 @@ function install() {
 }
 
 function plot() {
-echo "
------------------------------------------
-Installing dependencies for Plotting scripts
------------------------------------------
-"
-${PYTHON} -m pip install plotly --upgrade
+    echo "
+    -----------------------------------------
+    Installing dependencies for Plotting scripts
+    -----------------------------------------
+    "
+    ${PYTHON} -m pip install plotly --upgrade
 }
 
 function help() {

From 7d040052189d94884609bd004796f53d81ecc437 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 16:14:48 +0700
Subject: [PATCH 0919/1386] add test and migration

---
 freqtrade/enums/signaltype.py       |  2 +-
 freqtrade/freqtradebot.py           |  2 +-
 freqtrade/persistence/migrations.py |  7 ++++---
 tests/strategy/test_interface.py    | 19 ++++++++++++-------
 tests/test_freqtradebot.py          |  2 +-
 5 files changed, 19 insertions(+), 13 deletions(-)

diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py
index 5ba2f8b4b..6f29699f1 100644
--- a/freqtrade/enums/signaltype.py
+++ b/freqtrade/enums/signaltype.py
@@ -11,6 +11,6 @@ class SignalType(Enum):
 
 class SignalNameType(Enum):
     """
-    Enum to distinguish between buy and sell signals
+    Enum for signal name
     """
     BUY_SIGNAL_NAME = "buy_signal_name"
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 037bb954a..852d5bf78 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -690,7 +690,7 @@ class FreqtradeBot(LoggingMixin):
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
-            (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
+            (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)
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index 00c9b91eb..4fa1cb742 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -47,6 +47,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     min_rate = get_column_def(cols, 'min_rate', 'null')
     sell_reason = get_column_def(cols, 'sell_reason', 'null')
     strategy = get_column_def(cols, 'strategy', 'null')
+    buy_signal_name = get_column_def(cols, 'buy_signal_name', 'null')
     # If ticker-interval existed use that, else null.
     if has_column(cols, 'ticker_interval'):
         timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
@@ -80,7 +81,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
             stoploss_order_id, stoploss_last_update,
-            max_rate, min_rate, sell_reason, sell_order_status, strategy,
+            max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_signal_name,
             timeframe, open_trade_value, close_profit_abs
             )
         select id, lower(exchange),
@@ -103,7 +104,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
             {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
             {sell_order_status} sell_order_status,
-            {strategy} strategy, {timeframe} timeframe,
+            {strategy} strategy, {buy_signal_name} buy_signal_name, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
             from {table_back_name}
             """))
@@ -160,7 +161,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     table_back_name = get_backup_name(tabs, 'trades_bak')
 
     # Check for latest column
-    if not has_column(cols, 'open_trade_value'):
+    if not has_column(cols, 'open_trade_value') or not has_column(cols, 'buy_signal_name'):
         logger.info(f'Running database migration for trades - backup: {table_back_name}')
         migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
         # Reread columns - the above recreated the table!
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 2beb4465d..c02a43e72 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -37,15 +37,20 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, '')
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, '')
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, '')
+    mocked_history.loc[1, 'sell'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+    mocked_history.loc[1, 'buy_signal_name'] = 'buy_signal_01'
+
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -62,15 +67,15 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert (False, False, '') == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (False, False, '') == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
+    assert (False, False, '') == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
@@ -106,7 +111,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
+    assert (False, False, '') == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 99e11e893..2309c96f0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -736,7 +736,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
         refresh_latest_ohlcv=refresh_mock,
     )
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
-    mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False))
+    mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False, ''))
     mocker.patch('time.sleep', return_value=None)
 
     freqtrade = FreqtradeBot(default_conf)

From ec526b3f963792e78bafaf772e01dacbdb92ba51 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 16:22:04 +0700
Subject: [PATCH 0920/1386] fix testcase

---
 tests/conftest.py          |  2 +-
 tests/test_freqtradebot.py | 42 +++++++++++++++++++-------------------
 2 files changed, 22 insertions(+), 22 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index a843d9397..58af2fe90 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -182,7 +182,7 @@ def get_patched_worker(mocker, config) -> Worker:
     return Worker(args=None, config=config)
 
 
-def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
+def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False, '')) -> None:
     """
     :param mocker: mocker to patch IStrategy class
     :param value: which value IStrategy.get_signal() must return
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2309c96f0..cc89ce00c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -515,7 +515,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     )
     default_conf['stake_amount'] = 10
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(False, False))
+    patch_get_signal(freqtrade, value=(False, False, ''))
 
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
@@ -1818,7 +1818,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
     assert trade.is_open is True
     freqtrade.wallets.update()
 
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.open_order_id == limit_sell_order['id']
 
@@ -1843,7 +1843,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(True, True))
+    patch_get_signal(freqtrade, value=(True, True, ''))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.enter_positions()
@@ -1854,7 +1854,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert nb_trades == 0
 
     # Buy is triggering, so buying ...
-    patch_get_signal(freqtrade, value=(True, False))
+    patch_get_signal(freqtrade, value=(True, False, ''))
     freqtrade.enter_positions()
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1862,7 +1862,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are not triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(False, False))
+    patch_get_signal(freqtrade, value=(False, False, ''))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1870,7 +1870,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(True, True))
+    patch_get_signal(freqtrade, value=(True, True, ''))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1878,7 +1878,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Sell is triggering, guess what : we are Selling!
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     trades = Trade.query.all()
     assert freqtrade.handle_trade(trades[0]) is True
 
@@ -1896,7 +1896,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade, value=(True, False))
+    patch_get_signal(freqtrade, value=(True, False, ''))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.enter_positions()
@@ -1909,7 +1909,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     #      we might just want to check if we are in a sell condition without
     #      executing
     # if ROI is reached we must sell
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
@@ -1935,10 +1935,10 @@ def test_handle_trade_use_sell_signal(
     trade = Trade.query.first()
     trade.is_open = True
 
-    patch_get_signal(freqtrade, value=(False, False))
+    patch_get_signal(freqtrade, value=(False, False, ''))
     assert not freqtrade.handle_trade(trade)
 
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
@@ -2974,7 +2974,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is False
 
     freqtrade.strategy.sell_profit_offset = 0.0
@@ -3009,7 +3009,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -3040,7 +3040,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is False
 
 
@@ -3072,7 +3072,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -3101,7 +3101,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     trade = Trade.query.first()
     amnt = trade.amount
     trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
 
     assert freqtrade.handle_trade(trade) is True
@@ -3220,11 +3220,11 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(True, True))
+    patch_get_signal(freqtrade, value=(True, True, ''))
     assert freqtrade.handle_trade(trade) is False
 
     # Test if buy-signal is absent (should sell due to roi = true)
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.ROI.value
 
@@ -3485,11 +3485,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     # Sell due to min_roi_reached
-    patch_get_signal(freqtrade, value=(True, True))
+    patch_get_signal(freqtrade, value=(True, True, ''))
     assert freqtrade.handle_trade(trade) is True
 
     # Test if buy-signal is absent
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -4017,7 +4017,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     freqtrade.wallets.update()
     assert trade.is_open is True
 
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
 

From d31d38a85f3a274c9a8f989c80c3a37b052b596c Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 16:39:20 +0700
Subject: [PATCH 0921/1386] add doc

---
 docs/strategy-advanced.md | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 3436604a9..dd38d2cbc 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -114,6 +114,32 @@ class AwesomeStrategy(IStrategy):
 
 See [Dataframe access](#dataframe-access) for more information about dataframe use in strategy callbacks.
 
+## Buy Signal Name
+
+When your strategy has multiple buy signal, you can name it.
+Then you can access you buy signal on `custom_sell`
+
+```python
+def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    dataframe.loc[
+        (
+            (dataframe['rsi'] < 35) &
+            (dataframe['volume'] > 0)
+        ),
+        ['buy', 'buy_signal_name']] = 1, 'buy_signal_rsi'
+
+    return dataframe
+
+def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
+                    current_profit: float, **kwargs):
+    dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+    last_candle = dataframe.iloc[-1].squeeze()
+    if trade.buy_signal_name == 'buy_signal_rsi' and last_candle['rsi'] > 80:
+        return 'sell_signal_rsi'
+    return None
+
+```
+
 ## Custom stoploss
 
 The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss.

From ed30c023cdb3d2d1c655f75b242a84f78a712ca7 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 19:08:14 +0700
Subject: [PATCH 0922/1386] fix some testcase

---
 freqtrade/optimize/backtesting.py  |   2 +
 freqtrade/strategy/interface.py    |   1 +
 tests/optimize/test_backtesting.py |   1 +
 tests/plugins/test_pairlist.py     |  10 +--
 tests/rpc/test_rpc.py              |  36 ++++----
 tests/rpc/test_rpc_apiserver.py    | 138 ++++++++++++++---------------
 tests/rpc/test_rpc_telegram.py     |  68 +++++++-------
 tests/test_freqtradebot.py         |  34 +++----
 8 files changed, 148 insertions(+), 142 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 2b8bd1e2b..35e524f69 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -197,6 +197,7 @@ class Backtesting:
             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
+                pair_data.loc[:, 'buy_signal_name'] = ''  # cleanup if buy_signal_name is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
@@ -205,6 +206,7 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
+            df_analyzed.loc[:, 'buy_signal_name'] = df_analyzed.loc[:, 'buy_signal_name'].shift(1)
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index cbd19e156..6ff499199 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -404,6 +404,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
             dataframe['sell'] = 0
+            dataframe['buy_signal_name'] = ''
 
         # Other Defs in strategy that want to be called every loop here
         # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 30d86f979..102d62273 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -482,6 +482,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
         0,  # Sell
         0.00099,  # Low
         0.0012,  # High
+        '',  # Buy Signal Name
     ]
     trade = backtesting._enter_trade(pair, row=row)
     assert isinstance(trade, LocalTrade)
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..3dee47599 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -769,20 +769,20 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
                           get_tickers=tickers
                           )
 
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
-    ftbot.pairlists.refresh_pairlist()
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade.pairlists.refresh_pairlist()
 
-    assert len(ftbot.pairlists.whitelist) == 5
+    assert len(freqtrade.pairlists.whitelist) == 5
 
     tickers.return_value['ETH/BTC']['ask'] = 0.0
     del tickers.return_value['TKN/BTC']
     del tickers.return_value['LTC/BTC']
     mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers)
 
-    ftbot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     assert log_has_re(r'Removed .* invalid ticker data.*', caplog)
 
-    assert len(ftbot.pairlists.whitelist) == 2
+    assert len(freqtrade.pairlists.whitelist) == 2
 
 
 @pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index cc29dc157..3d1896a4d 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -35,7 +35,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -69,6 +69,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
+        'buy_signal_name': ANY,
         'timeframe': 5,
         'open_order_id': ANY,
         'close_date': None,
@@ -135,6 +136,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
+        'buy_signal_name': ANY,
         'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
@@ -190,7 +192,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     )
     del default_conf['fiat_display_currency']
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -237,7 +239,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -369,7 +371,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -457,7 +459,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -524,7 +526,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     with pytest.raises(RPCException, match="Error getting current tickers."):
@@ -565,7 +567,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     )
     default_conf['dry_run'] = False
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
 
@@ -610,7 +612,7 @@ def test_rpc_start(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.STOPPED
 
@@ -631,7 +633,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -653,7 +655,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -685,7 +687,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.STOPPED
@@ -803,7 +805,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     # Create some test data
@@ -836,7 +838,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     counts = rpc._rpc_count()
@@ -861,7 +863,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -887,7 +889,7 @@ 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
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -900,7 +902,7 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'trader is not running'):
@@ -911,7 +913,7 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b8dd112c9..1ab7f178e 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -45,11 +45,11 @@ def botclient(default_conf, mocker):
                                         "password": _TEST_PASS,
                                         }})
 
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
-    rpc = RPC(ftbot)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    rpc = RPC(freqtrade)
     mocker.patch('freqtrade.rpc.api_server.ApiServer.start_api', MagicMock())
     apiserver = ApiServer(rpc, default_conf)
-    yield ftbot, TestClient(apiserver.app)
+    yield freqtrade, TestClient(apiserver.app)
     # Cleanup ... ?
 
 
@@ -83,7 +83,7 @@ def assert_response(response, expected_code=200, needs_cors=True):
 
 
 def test_api_not_found(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/invalid_url")
     assert_response(rc, 404)
@@ -91,7 +91,7 @@ def test_api_not_found(botclient):
 
 
 def test_api_ui_fallback(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, "/favicon.ico")
     assert rc.status_code == 200
@@ -126,7 +126,7 @@ def test_api_auth():
 
 
 def test_api_unauthorized(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     rc = client.get(f"{BASE_URI}/ping")
     assert_response(rc, needs_cors=False)
     assert rc.json() == {'status': 'pong'}
@@ -137,20 +137,20 @@ def test_api_unauthorized(botclient):
     assert rc.json() == {'detail': 'Unauthorized'}
 
     # Change only username
-    ftbot.config['api_server']['username'] = 'Ftrader'
+    freqtrade.config['api_server']['username'] = 'Ftrader'
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
     assert rc.json() == {'detail': 'Unauthorized'}
 
     # Change only password
-    ftbot.config['api_server']['username'] = _TEST_USER
-    ftbot.config['api_server']['password'] = 'WrongPassword'
+    freqtrade.config['api_server']['username'] = _TEST_USER
+    freqtrade.config['api_server']['password'] = 'WrongPassword'
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
     assert rc.json() == {'detail': 'Unauthorized'}
 
-    ftbot.config['api_server']['username'] = 'Ftrader'
-    ftbot.config['api_server']['password'] = 'WrongPassword'
+    freqtrade.config['api_server']['username'] = 'Ftrader'
+    freqtrade.config['api_server']['password'] = 'WrongPassword'
 
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
@@ -158,7 +158,7 @@ def test_api_unauthorized(botclient):
 
 
 def test_api_token_login(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     rc = client.post(f"{BASE_URI}/token/login",
                      data=None,
                      headers={'Authorization': _basic_auth_str('WRONG_USER', 'WRONG_PASS'),
@@ -177,7 +177,7 @@ def test_api_token_login(botclient):
 
 
 def test_api_token_refresh(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     rc = client_post(client, f"{BASE_URI}/token/login")
     assert_response(rc)
     rc = client.post(f"{BASE_URI}/token/refresh",
@@ -190,12 +190,12 @@ def test_api_token_refresh(botclient):
 
 
 def test_api_stop_workflow(botclient):
-    ftbot, client = botclient
-    assert ftbot.state == State.RUNNING
+    freqtrade, client = botclient
+    assert freqtrade.state == State.RUNNING
     rc = client_post(client, f"{BASE_URI}/stop")
     assert_response(rc)
     assert rc.json() == {'status': 'stopping trader ...'}
-    assert ftbot.state == State.STOPPED
+    assert freqtrade.state == State.STOPPED
 
     # Stop bot again
     rc = client_post(client, f"{BASE_URI}/stop")
@@ -206,7 +206,7 @@ def test_api_stop_workflow(botclient):
     rc = client_post(client, f"{BASE_URI}/start")
     assert_response(rc)
     assert rc.json() == {'status': 'starting trader ...'}
-    assert ftbot.state == State.RUNNING
+    assert freqtrade.state == State.RUNNING
 
     # Call start again
     rc = client_post(client, f"{BASE_URI}/start")
@@ -358,32 +358,32 @@ def test_api_cleanup(default_conf, mocker, caplog):
 
 
 def test_api_reloadconf(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_post(client, f"{BASE_URI}/reload_config")
     assert_response(rc)
     assert rc.json() == {'status': 'Reloading config ...'}
-    assert ftbot.state == State.RELOAD_CONFIG
+    assert freqtrade.state == State.RELOAD_CONFIG
 
 
 def test_api_stopbuy(botclient):
-    ftbot, client = botclient
-    assert ftbot.config['max_open_trades'] != 0
+    freqtrade, client = botclient
+    assert freqtrade.config['max_open_trades'] != 0
 
     rc = client_post(client, f"{BASE_URI}/stopbuy")
     assert_response(rc)
     assert rc.json() == {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
-    assert ftbot.config['max_open_trades'] == 0
+    assert freqtrade.config['max_open_trades'] == 0
 
 
 def test_api_balance(botclient, mocker, rpc_balance):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
-    ftbot.config['dry_run'] = False
+    freqtrade.config['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
-    ftbot.wallets.update()
+    freqtrade.wallets.update()
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)
@@ -400,8 +400,8 @@ def test_api_balance(botclient, mocker, rpc_balance):
 
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -422,13 +422,13 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json()["current"] == 4
     assert rc.json()["max"] == 1
 
-    ftbot.config['max_open_trades'] = float('inf')
+    freqtrade.config['max_open_trades'] = float('inf')
     rc = client_get(client, f"{BASE_URI}/count")
     assert rc.json()["max"] == -1
 
 
 def test_api_locks(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/locks")
     assert_response(rc)
@@ -462,8 +462,8 @@ def test_api_locks(botclient):
 
 
 def test_api_show_config(botclient, mocker):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
@@ -480,8 +480,8 @@ def test_api_show_config(botclient, mocker):
 
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -498,8 +498,8 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_trades(botclient, mocker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets)
@@ -526,8 +526,8 @@ def test_api_trades(botclient, mocker, fee, markets):
 
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -546,8 +546,8 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
 
 
 def test_api_delete_trade(botclient, mocker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -562,7 +562,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
 
     create_mock_trades(fee)
     Trade.query.session.flush()
-    ftbot.strategy.order_types['stoploss_on_exchange'] = True
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     trades = Trade.query.all()
     trades[1].stoploss_order_id = '1234'
     assert len(trades) > 2
@@ -588,7 +588,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
 
 
 def test_api_logs(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     rc = client_get(client, f"{BASE_URI}/logs")
     assert_response(rc)
     assert len(rc.json()) == 2
@@ -620,8 +620,8 @@ def test_api_logs(botclient):
 
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -636,8 +636,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -683,8 +683,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -711,8 +711,8 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
 
 
 def test_api_performance(botclient, fee):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
 
     trade = Trade(
         pair='LTC/ETH',
@@ -757,8 +757,8 @@ def test_api_performance(botclient, fee):
 
 
 def test_api_status(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -845,7 +845,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_version(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc)
@@ -853,7 +853,7 @@ def test_api_version(botclient):
 
 
 def test_api_blacklist(botclient, mocker):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/blacklist")
     assert_response(rc)
@@ -888,7 +888,7 @@ def test_api_blacklist(botclient, mocker):
 
 
 def test_api_whitelist(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/whitelist")
     assert_response(rc)
@@ -900,7 +900,7 @@ def test_api_whitelist(botclient):
 
 
 def test_api_forcebuy(botclient, mocker, fee):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_post(client, f"{BASE_URI}/forcebuy",
                      data='{"pair": "ETH/BTC"}')
@@ -908,7 +908,7 @@ def test_api_forcebuy(botclient, mocker, fee):
     assert rc.json() == {"error": "Error querying /api/v1/forcebuy: Forcebuy not enabled."}
 
     # enable forcebuy
-    ftbot.config['forcebuy_enable'] = True
+    freqtrade.config['forcebuy_enable'] = True
 
     fbuy_mock = MagicMock(return_value=None)
     mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
@@ -990,7 +990,7 @@ def test_api_forcebuy(botclient, mocker, fee):
 
 
 def test_api_forcesell(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -999,14 +999,14 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         markets=PropertyMock(return_value=markets),
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_get_signal(ftbot, (True, False))
+    patch_get_signal(freqtrade, (True, False, ''))
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
     assert_response(rc, 502)
     assert rc.json() == {"error": "Error querying /api/v1/forcesell: invalid argument"}
 
-    ftbot.enter_positions()
+    freqtrade.enter_positions()
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
@@ -1015,7 +1015,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_pair_candles(botclient, ohlcv_history):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     timeframe = '5m'
     amount = 3
 
@@ -1043,7 +1043,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
     ohlcv_history.loc[1, 'buy'] = 1
     ohlcv_history['sell'] = 0
 
-    ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
+    freqtrade.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
 
     rc = client_get(client,
                     f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
@@ -1081,7 +1081,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
 
 
 def test_api_pair_history(botclient, ohlcv_history):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     timeframe = '5m'
 
     # No pair
@@ -1134,21 +1134,21 @@ def test_api_pair_history(botclient, ohlcv_history):
 
 
 def test_api_plot_config(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
     assert rc.json() == {}
 
-    ftbot.strategy.plot_config = {'main_plot': {'sma': {}},
+    freqtrade.strategy.plot_config = {'main_plot': {'sma': {}},
                                   'subplots': {'RSI': {'rsi': {'color': 'red'}}}}
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
-    assert rc.json() == ftbot.strategy.plot_config
+    assert rc.json() == freqtrade.strategy.plot_config
     assert isinstance(rc.json()['main_plot'], dict)
     assert isinstance(rc.json()['subplots'], dict)
 
-    ftbot.strategy.plot_config = {'main_plot': {'sma': {}}}
+    freqtrade.strategy.plot_config = {'main_plot': {'sma': {}}}
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
 
@@ -1157,7 +1157,7 @@ def test_api_plot_config(botclient):
 
 
 def test_api_strategies(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/strategies")
 
@@ -1170,7 +1170,7 @@ def test_api_strategies(botclient):
 
 
 def test_api_strategy(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
 
@@ -1185,7 +1185,7 @@ def test_api_strategy(botclient):
 
 
 def test_list_available_pairs(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/available_pairs")
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 782ae69c6..642b55975 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -55,7 +55,7 @@ class DummyCls(Telegram):
         raise Exception('test')
 
 
-def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
+def get_telegram_testobject(mocker, default_conf, mock=True, freqtrade=None):
     msg_mock = MagicMock()
     if mock:
         mocker.patch.multiple(
@@ -63,12 +63,12 @@ def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
             _init=MagicMock(),
             _send_msg=msg_mock
         )
-    if not ftbot:
-        ftbot = get_patched_freqtradebot(mocker, default_conf)
-    rpc = RPC(ftbot)
+    if not freqtrade:
+        freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    rpc = RPC(freqtrade)
     telegram = Telegram(rpc, default_conf)
 
-    return telegram, ftbot, msg_mock
+    return telegram, freqtrade, msg_mock
 
 
 def test_telegram__init__(default_conf, mocker) -> None:
@@ -115,11 +115,11 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     patch_exchange(mocker)
     caplog.set_level(logging.DEBUG)
     default_conf['telegram']['enabled'] = False
-    bot = FreqtradeBot(default_conf)
-    rpc = RPC(bot)
+    freqtrade = FreqtradeBot(default_conf)
+    rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False))
+    patch_get_signal(freqtrade, (True, False, ''))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is True
     assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -135,11 +135,11 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     update.message = Message(randint(1, 100), datetime.utcnow(), chat)
 
     default_conf['telegram']['enabled'] = False
-    bot = FreqtradeBot(default_conf)
-    rpc = RPC(bot)
+    freqtrade = FreqtradeBot(default_conf)
+    rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False))
+    patch_get_signal(freqtrade, (True, False, ''))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is False
     assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -152,10 +152,10 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
 
     default_conf['telegram']['enabled'] = False
 
-    bot = FreqtradeBot(default_conf)
-    rpc = RPC(bot)
+    freqtrade = FreqtradeBot(default_conf)
+    rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
-    patch_get_signal(bot, (True, False))
+    patch_get_signal(freqtrade, (True, False, ''))
 
     dummy.dummy_exception(update=update, context=MagicMock())
     assert dummy.state['called'] is False
@@ -228,7 +228,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     freqtradebot.state = State.STOPPED
     # Status is also enabled when stopped
@@ -285,7 +285,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     freqtradebot.state = State.STOPPED
     # Status table is also enabled when stopped
@@ -329,7 +329,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -400,7 +400,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Try invalid data
     msg_mock.reset_mock()
@@ -432,7 +432,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -486,7 +486,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._stats(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -512,7 +512,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
                  side_effect=lambda a, b: f"{a}/{b}")
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -532,7 +532,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     freqtradebot.config['dry_run'] = False
     telegram._balance(update=update, context=MagicMock())
@@ -545,7 +545,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -574,7 +574,7 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._balance(update=update, context=MagicMock())
     assert msg_mock.call_count > 1
@@ -673,7 +673,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -732,7 +732,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -793,7 +793,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -834,7 +834,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
                  return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Trader is not running
     freqtradebot.state = State.STOPPED
@@ -872,7 +872,7 @@ def test_forcebuy_handle(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
 
     telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # /forcebuy ETH/BTC
     context = MagicMock()
@@ -901,7 +901,7 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     update.message.text = '/forcebuy ETH/Nonepair'
     telegram._forcebuy(update=update, context=MagicMock())
@@ -918,7 +918,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     context = MagicMock()
     context.args = []
@@ -946,7 +946,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -974,7 +974,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     freqtradebot.state = State.STOPPED
     telegram._count(update=update, context=MagicMock())
@@ -1003,7 +1003,7 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     telegram._locks(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index cc89ce00c..583ec7ddd 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1972,16 +1972,16 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open
 
 
 def test_bot_loop_start_called_once(mocker, default_conf, caplog):
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
-    patch_get_signal(ftbot)
-    ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
-    ftbot.strategy.analyze = MagicMock()
+    patch_get_signal(freqtrade)
+    freqtrade.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
+    freqtrade.strategy.analyze = MagicMock()
 
-    ftbot.process()
+    freqtrade.process()
     assert log_has_re(r'Strategy caused the following exception.*', caplog)
-    assert ftbot.strategy.bot_loop_start.call_count == 1
-    assert ftbot.strategy.analyze.call_count == 1
+    assert freqtrade.strategy.bot_loop_start.call_count == 1
+    assert freqtrade.strategy.analyze.call_count == 1
 
 
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -4044,14 +4044,14 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
     reinit_mock = MagicMock()
     mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
 
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
-    ftbot.startup()
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade.startup()
     assert reinit_mock.call_count == 1
 
     reinit_mock.reset_mock()
 
-    ftbot = get_patched_freqtradebot(mocker, edge_conf)
-    ftbot.startup()
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    freqtrade.startup()
     assert reinit_mock.call_count == 0
 
 
@@ -4070,17 +4070,17 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
         get_fee=fee,
     )
 
-    bot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(bot)
-    assert bot.wallets.get_free('BTC') == 0.002
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtrade)
+    assert freqtrade.wallets.get_free('BTC') == 0.002
 
-    n = bot.enter_positions()
+    n = freqtrade.enter_positions()
     assert n == 2
     trades = Trade.query.all()
     assert len(trades) == 2
 
-    bot.config['max_open_trades'] = 3
-    n = bot.enter_positions()
+    freqtrade.config['max_open_trades'] = 3
+    n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",

From 3d8b2d601d04b301d76cfbc1f745c24753c0d6be Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 20:23:47 +0700
Subject: [PATCH 0923/1386] fix test persistance

---
 tests/test_persistence.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 89d07ca74..8e486d145 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -861,6 +861,7 @@ def test_to_json(default_conf, fee):
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         open_rate=0.123,
         exchange='binance',
+        buy_signal_name='',
         open_order_id='dry_run_buy_12345'
     )
     result = trade.to_json()
@@ -910,6 +911,7 @@ def test_to_json(default_conf, fee):
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
+                      'buy_signal_name': '',
                       'timeframe': None,
                       'exchange': 'binance',
                       }
@@ -926,6 +928,7 @@ def test_to_json(default_conf, fee):
         close_date=arrow.utcnow().shift(hours=-1).datetime,
         open_rate=0.123,
         close_rate=0.125,
+        buy_signal_name='buys_signal_001',
         exchange='binance',
     )
     result = trade.to_json()
@@ -975,6 +978,7 @@ def test_to_json(default_conf, fee):
                       'sell_reason': None,
                       'sell_order_status': None,
                       'strategy': None,
+                      'buy_signal_name': 'buys_signal_001',
                       'timeframe': None,
                       'exchange': 'binance',
                       }

From c558fc0b17c10e1ca2eb7bf1020d3712b6a9ab9c Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 20:40:32 +0700
Subject: [PATCH 0924/1386] fix feedback

---
 freqtrade/enums/signaltype.py       | 2 +-
 freqtrade/persistence/migrations.py | 9 ++++++++-
 2 files changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py
index 6f29699f1..8529c6b79 100644
--- a/freqtrade/enums/signaltype.py
+++ b/freqtrade/enums/signaltype.py
@@ -11,6 +11,6 @@ class SignalType(Enum):
 
 class SignalNameType(Enum):
     """
-    Enum for signal name
+    Enum for signal columns
     """
     BUY_SIGNAL_NAME = "buy_signal_name"
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index 4fa1cb742..f6a345ed1 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -161,7 +161,14 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     table_back_name = get_backup_name(tabs, 'trades_bak')
 
     # Check for latest column
-    if not has_column(cols, 'open_trade_value') or not has_column(cols, 'buy_signal_name'):
+    if not has_column(cols, 'open_trade_value'):
+        logger.info(f'Running database migration for trades - backup: {table_back_name}')
+        migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
+        # Reread columns - the above recreated the table!
+        inspector = inspect(engine)
+        cols = inspector.get_columns('trades')
+
+    if not has_column(cols, 'buy_signal_name'):
         logger.info(f'Running database migration for trades - backup: {table_back_name}')
         migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
         # Reread columns - the above recreated the table!

From cbfedf8b29144325306952a3581bf56f8c912d4b Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 23:25:00 +0700
Subject: [PATCH 0925/1386] fix backtest testcase

---
 freqtrade/data/btanalysis.py           |   2 +-
 freqtrade/optimize/backtesting.py      |   2 +
 tests/optimize/__init__.py             |   3 +-
 tests/optimize/test_backtest_detail.py | 449 +++++++++++++------------
 4 files changed, 238 insertions(+), 218 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index e7af5eab8..f6122c5aa 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -30,7 +30,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'fee_open', 'fee_close', 'trade_duration',
                    'profit_ratio', 'profit_abs', 'sell_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
-                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', ]
+                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_signal_name']
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7fdc70e70..843d3331e 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -453,6 +453,8 @@ class Backtesting:
                 row_index = indexes[pair]
                 try:
                     row = data[pair][row_index]
+                    print('weeee')
+                    print(row)
                 except IndexError:
                     # missing Data for one pair at the end.
                     # Warnings for this are shown during data loading
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index ca91019e6..f77e6f70f 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -18,6 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
+    buy_signal_name: Optional[str] = ''
 
 
 class BTContainer(NamedTuple):
@@ -43,7 +44,7 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_signal_name']
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 0bf197739..46c8e303d 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -14,13 +14,13 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],  # exit with stoploss hit
-    [3, 5010, 5000, 4980, 5010, 6172, 0, 1],
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
+    [3, 5010, 5000, 4980, 5010, 6172, 0, 1, ''],
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -28,13 +28,13 @@ tc0 = BTContainer(data=[
 # Test 1: Stop-Loss Triggered 1% loss
 # Test with Stop-loss at 1%
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4600, 4600, 6172, 0, 0],  # exit with stoploss hit
-    [3, 4975, 5000, 4980, 4977, 6172, 0, 0],
-    [4, 4977, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4600, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
+    [3, 4975, 5000, 4980, 4977, 6172, 0, 0, ''],
+    [4, 4977, 4987, 4977, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -43,13 +43,13 @@ tc1 = BTContainer(data=[
 # Test 2: Minus 4% Low, minus 1% close
 # Test with Stop-Loss at 3%
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4962, 4975, 6172, 0, 0],
-    [3, 4975, 5000, 4800, 4962, 6172, 0, 0],  # exit with stoploss hit
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4962, 4975, 6172, 0, 0, ''],
+    [3, 4975, 5000, 4800, 4962, 6172, 0, 0, ''],  # exit with stoploss hit
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -62,14 +62,14 @@ tc2 = BTContainer(data=[
 #  Trade-A: Stop-Loss Triggered 2% Loss
 #           Trade-B: Stop-Loss Triggered 2% Loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4800, 4975, 6172, 0, 0],  # exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 1, 0],
-    [4, 4975, 5000, 4950, 4962, 6172, 0, 0],  # enter trade 2 (signal on last candle)
-    [5, 4962, 4987, 4000, 4000, 6172, 0, 0],  # exit with stoploss hit
-    [6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4800, 4975, 6172, 0, 0, ''],  # exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 1, 0, ''],
+    [4, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],  # enter trade 2 (signal on last candle)
+    [5, 4962, 4987, 4000, 4000, 6172, 0, 0, ''],  # exit with stoploss hit
+    [6, 4950, 4975, 4975, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
@@ -80,13 +80,13 @@ tc3 = BTContainer(data=[
 # Test with Stop-loss at 2% ROI 6%
 # Stop-Loss Triggered 2% Loss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5750, 4850, 5750, 6172, 0, 0],  # Exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5750, 4850, 5750, 6172, 0, 0, ''],  # Exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -94,13 +94,13 @@ tc4 = BTContainer(data=[
 # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
 # stop-loss: 1%, ROI: 3%
 tc5 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4980, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
-    [3, 4975, 6000, 4975, 6000, 6172, 0, 0],  # ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4980, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4980, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [3, 4975, 6000, 4975, 6000, 6172, 0, 0, ''],  # ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -108,13 +108,13 @@ tc5 = BTContainer(data=[
 # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
 # stop-loss: 2% ROI: 5%
 tc6 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5300, 4850, 5050, 6172, 0, 0],  # Exit with stoploss
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5300, 4850, 5050, 6172, 0, 0, ''],  # Exit with stoploss
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -122,13 +122,13 @@ tc6 = BTContainer(data=[
 # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
 # stop-loss: 2% ROI: 3%
 tc7 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
 )
@@ -137,12 +137,12 @@ tc7 = BTContainer(data=[
 # Test 8: trailing_stop should raise so candle 3 causes a stoploss.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
 tc8 = BTContainer(data=[
-    # D   O     H     L    C     V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
-    [2, 5000, 5250, 4750, 4850, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L    C     V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
+    [2, 5000, 5250, 4750, 4850, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -151,12 +151,12 @@ tc8 = BTContainer(data=[
 # Test 9: trailing_stop should raise - high and low in same candle.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
 tc9 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
-    [2, 5000, 5050, 4950, 5000, 6172, 0, 0],
-    [3, 5000, 5200, 4550, 4850, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
+    [2, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
+    [3, 5000, 5200, 4550, 4850, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -165,12 +165,12 @@ tc9 = BTContainer(data=[
 # without applying trailing_stop_positive since stoploss_offset is at 10%.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc10 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
     trailing_stop_positive=0.03,
@@ -181,12 +181,12 @@ tc10 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc11 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 5000, 5150, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 5000, 5150, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -197,12 +197,12 @@ tc11 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc12 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -212,12 +212,12 @@ tc12 = BTContainer(data=[
 # Test 13: Buy and sell ROI on same candle
 # stop-loss: 10% (should not apply), ROI: 1%
 tc13 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4850, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
 )
@@ -225,12 +225,12 @@ tc13 = BTContainer(data=[
 # Test 14 - Buy and Stoploss on same candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc14 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5100, 4600, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
@@ -239,12 +239,12 @@ tc14 = BTContainer(data=[
 # Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc15 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5100, 4900, 5100, 6172, 1, 0, ''],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
@@ -254,13 +254,13 @@ tc15 = BTContainer(data=[
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
 tc16 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
-    [3, 4975, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
+    [3, 4975, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -270,13 +270,13 @@ tc16 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
-    [3, 4980, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
+    [3, 4980, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -286,13 +286,13 @@ tc17 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses open_rate as sell-price
 tc18 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-    [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Sell on ROI (sells on open)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
+    [3, 5200, 5220, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI (sells on open)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -301,13 +301,13 @@ tc18 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc19 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-    [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
+    [3, 5000, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -316,13 +316,13 @@ tc19 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc20 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-    [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
+    [3, 5200, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -332,12 +332,12 @@ tc20 = BTContainer(data=[
 # which cannot happen in reality
 # stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
 tc21 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -348,12 +348,12 @@ tc21 = BTContainer(data=[
 # applying a positive trailing stop of 3% - ROI should apply before trailing stop.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
 tc22 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -367,12 +367,12 @@ tc22 = BTContainer(data=[
 # Stoploss would trigger in this candle too, but it's no longer relevant.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
 tc23 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5251, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5251, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -383,13 +383,13 @@ tc23 = BTContainer(data=[
 # Stoploss at 1%.
 # Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
 tc24 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5000, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5000, 4855, 5010, 6172, 0, 1, ''],  # Triggers stoploss + sellsignal
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -398,13 +398,13 @@ tc24 = BTContainer(data=[
 # Stoploss at 1%.
 # Sell-signal wins over stoploss
 tc25 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5000, 4986, 5010, 6172, 0, 1],
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5000, 4986, 5010, 6172, 0, 1, ''],
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -413,13 +413,13 @@ tc25 = BTContainer(data=[
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
 # Sell-signal wins over stoploss
 tc26 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5251, 4986, 5010, 6172, 0, 1],  # Triggers ROI, sell-signal
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5251, 4986, 5010, 6172, 0, 1, ''],  # Triggers ROI, sell-signal
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -429,13 +429,13 @@ tc26 = BTContainer(data=[
 # TODO: figure out if sell-signal should win over ROI
 # Sell-signal wins over stoploss
 tc27 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # sell-signal
-    [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5012, 4986, 5010, 6172, 0, 1, ''],  # sell-signal
+    [4, 5010, 5251, 4855, 4995, 6172, 0, 0, ''],  # Triggers ROI, sell-signal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
 )
@@ -445,12 +445,12 @@ tc27 = BTContainer(data=[
 # therefore "open" will be used
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc28 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -461,12 +461,12 @@ tc28 = BTContainer(data=[
 # high of stoploss candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc29 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
     trailing_stop_positive=0.03,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
@@ -475,12 +475,12 @@ tc29 = BTContainer(data=[
 # Test 30: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc30 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_stop_positive=0.01,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
@@ -489,12 +489,12 @@ tc30 = BTContainer(data=[
 # Test 31: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc31 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01,
@@ -504,18 +504,33 @@ tc31 = BTContainer(data=[
 # Test 32: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc32 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
+# Test 33: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 1%, ROI: 10% (should not apply)
+tc33 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01, use_custom_stoploss=True,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1, buy_signal_name='buy_signal_01')]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -550,6 +565,7 @@ TESTS = [
     tc30,
     tc31,
     tc32,
+    tc33,
 ]
 
 
@@ -598,5 +614,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
         assert res.sell_reason == trade.sell_reason.value
+        assert res.buy_signal_name == trade.buy_signal_name
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)

From 5d04d6ffa72812efbc74aada0471c5cc59a388df Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 23:40:32 +0700
Subject: [PATCH 0926/1386] fix edge testcase

---
 freqtrade/optimize/backtesting.py  |  2 --
 tests/edge/test_edge.py            | 47 +++++++++++++++---------------
 tests/optimize/test_backtesting.py |  1 +
 3 files changed, 24 insertions(+), 26 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 843d3331e..7fdc70e70 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -453,8 +453,6 @@ class Backtesting:
                 row_index = indexes[pair]
                 try:
                     row = data[pair][row_index]
-                    print('weeee')
-                    print(row)
                 except IndexError:
                     # missing Data for one pair at the end.
                     # Warnings for this are shown during data loading
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 0655b3a0f..254134ce7 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -29,7 +29,6 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 
 tests_start_time = arrow.get(2018, 10, 3)
 timeframe_in_minute = 60
-_ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
 
 # Helpers for this test file
 
@@ -77,23 +76,23 @@ def _time_on_candle(number):
 # End helper functions
 # Open trade should be removed from the end
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 1]],  # enter trade (signal on last candle)
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1, '']],  # enter trade (signal on last candle)
     stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
     trades=[]
 )
 
 # Two complete trades within dataframe(with sell hit for all)
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 1],  # enter trade (signal on last candle)
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],  # exit at open
-    [3, 5000, 5025, 4975, 4987, 6172, 1, 0],  # no action
-    [4, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should enter the trade
-    [5, 5000, 5025, 4975, 4987, 6172, 0, 1],  # no action
-    [6, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should sell
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1, ''],  # enter trade (signal on last candle)
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # exit at open
+    [3, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],  # no action
+    [4, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # should enter the trade
+    [5, 5000, 5025, 4975, 4987, 6172, 0, 1, ''],  # no action
+    [6, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # should sell
 ],
     stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2),
@@ -102,10 +101,10 @@ tc1 = BTContainer(data=[
 
 # 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4600, 4987, 6172, 0, 0],  # enter trade, stoploss hit
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4600, 4987, 6172, 0, 0, ''],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
 ],
     stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -113,10 +112,10 @@ tc2 = BTContainer(data=[
 
 # 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4800, 4987, 6172, 0, 0],  # enter trade, stoploss hit
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 0, ''],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -124,10 +123,10 @@ tc3 = BTContainer(data=[
 
 # 5) Stoploss and sell are hit. should sell on stoploss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4800, 4987, 6172, 0, 1],  # enter trade, stoploss hit, sell signal
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 1, ''],  # enter trade, stoploss hit, sell signal
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 655464344..64795d064 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -584,6 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'min_rate': [0.1038, 0.10302485],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
+         'buy_signal_name': ['', ''],
          })
     pd.testing.assert_frame_equal(results, expected)
     data_pair = processed[pair]

From 66a7070170b919ad0d020e55282ae0cb0873fdef Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 23:56:03 +0700
Subject: [PATCH 0927/1386] run linter

---
 freqtrade/enums/__init__.py            |  2 +-
 freqtrade/freqtradebot.py              | 12 ++++++++++--
 freqtrade/strategy/interface.py        |  2 +-
 tests/optimize/test_backtest_detail.py |  7 ++++++-
 tests/rpc/test_rpc_apiserver.py        |  6 ++++--
 tests/strategy/test_interface.py       | 12 ++++++++++--
 tests/test_freqtradebot.py             |  5 ++++-
 7 files changed, 36 insertions(+), 10 deletions(-)

diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index 60f984c33..71e9d7d9e 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -3,5 +3,5 @@ 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
-from freqtrade.enums.signaltype import SignalType, SignalNameType
+from freqtrade.enums.signaltype import SignalNameType, SignalType
 from freqtrade.enums.state import State
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8d3b24b10..95c769730 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -420,7 +420,11 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell, buy_signal_name) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
+        (buy, sell, buy_signal_name) = self.strategy.get_signal(
+            pair,
+            self.strategy.timeframe,
+            analyzed_df
+        )
 
         if buy and not sell:
             stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
@@ -693,7 +697,11 @@ class FreqtradeBot(LoggingMixin):
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
-            (buy, sell, _) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
+            (buy, sell, _) = self.strategy.get_signal(
+                trade.pair,
+                self.strategy.timeframe,
+                analyzed_df
+            )
 
         logger.debug('checking sell')
         sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7158ad8e8..8ee0cea59 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -13,7 +13,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType, SignalType, SignalNameType
+from freqtrade.enums import SellType, SignalNameType, SignalType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 46c8e303d..d1bf28d58 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -528,7 +528,12 @@ tc33 = BTContainer(data=[
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
-    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1, buy_signal_name='buy_signal_01')]
+    trades=[BTrade(
+        sell_reason=SellType.TRAILING_STOP_LOSS,
+        open_tick=1,
+        close_tick=1,
+        buy_signal_name='buy_signal_01'
+    )]
 )
 
 TESTS = [
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index afd273998..74d40b611 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1185,8 +1185,10 @@ def test_api_plot_config(botclient):
     assert_response(rc)
     assert rc.json() == {}
 
-    freqtrade.strategy.plot_config = {'main_plot': {'sma': {}},
-                                  'subplots': {'RSI': {'rsi': {'color': 'red'}}}}
+    freqtrade.strategy.plot_config = {
+        'main_plot': {'sma': {}},
+        'subplots': {'RSI': {'rsi': {'color': 'red'}}}
+    }
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
     assert rc.json() == freqtrade.strategy.plot_config
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index aec07266d..3678cee4a 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -76,7 +76,11 @@ def test_get_signal_empty(default_conf, mocker, caplog):
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False, '') == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
+    assert (False, False, '') == _STRATEGY.get_signal(
+        'baz',
+        default_conf['timeframe'],
+        DataFrame([])
+    )
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
@@ -112,7 +116,11 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False, '') == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
+    assert (False, False, '') == _STRATEGY.get_signal(
+        'xyz',
+        default_conf['timeframe'],
+        mocked_history
+    )
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 48a0f06e8..6372e6d36 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -757,7 +757,10 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
         refresh_latest_ohlcv=refresh_mock,
     )
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
-    mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False, ''))
+    mocker.patch(
+        'freqtrade.strategy.interface.IStrategy.get_signal',
+        return_value=(False, False, '')
+    )
     mocker.patch('time.sleep', return_value=None)
 
     freqtrade = FreqtradeBot(default_conf)

From db1e676639d08baa5591fdc5621891c60ef7faf5 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 21 Jul 2021 00:48:03 +0700
Subject: [PATCH 0928/1386] retrigger checks


From 1ea29a918a9fb55f32f39fd098389b6427e64e3d Mon Sep 17 00:00:00 2001
From: George Muravei-Alkhavoi <georgezagraid@gmail.com>
Date: Wed, 21 Jul 2021 00:09:09 +0300
Subject: [PATCH 0929/1386] Fix webserver timerange problem.

---
 freqtrade/rpc/api_server/api_backtest.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 76b4a8169..2fa66645b 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -47,15 +47,15 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 not ApiServer._bt
                 or lastconfig.get('timeframe') != strat.timeframe
                 or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
+                or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
 
-            # Only reload data if timeframe or timerange changed.
+            # Only reload data if timeframe 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', [])

From 49886874aafcf1763e563f55cb61fedff0d3ac60 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 21 Jul 2021 20:05:35 +0700
Subject: [PATCH 0930/1386] rename to buy_tag

---
 docs/strategy-advanced.md              |  6 +++---
 freqtrade/data/btanalysis.py           |  2 +-
 freqtrade/enums/__init__.py            |  2 +-
 freqtrade/enums/signaltype.py          |  4 ++--
 freqtrade/freqtradebot.py              | 12 ++++++------
 freqtrade/optimize/backtesting.py      | 12 ++++++------
 freqtrade/persistence/migrations.py    |  8 ++++----
 freqtrade/persistence/models.py        |  8 ++++----
 freqtrade/strategy/interface.py        | 12 ++++++------
 tests/optimize/__init__.py             |  4 ++--
 tests/optimize/test_backtest_detail.py |  4 ++--
 tests/optimize/test_backtesting.py     |  4 ++--
 tests/rpc/test_rpc.py                  |  4 ++--
 tests/strategy/test_interface.py       |  2 +-
 tests/test_persistence.py              | 10 +++++-----
 15 files changed, 47 insertions(+), 47 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 0b52af17b..8ae0c1d16 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -114,7 +114,7 @@ class AwesomeStrategy(IStrategy):
 
 See [Dataframe access](#dataframe-access) for more information about dataframe use in strategy callbacks.
 
-## Buy Signal Name
+## Buy Tag
 
 When your strategy has multiple buy signal, you can name it.
 Then you can access you buy signal on `custom_sell`
@@ -126,7 +126,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
             (dataframe['rsi'] < 35) &
             (dataframe['volume'] > 0)
         ),
-        ['buy', 'buy_signal_name']] = 1, 'buy_signal_rsi'
+        ['buy', 'buy_tag']] = 1, 'buy_signal_rsi'
 
     return dataframe
 
@@ -134,7 +134,7 @@ def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_r
                     current_profit: float, **kwargs):
     dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
     last_candle = dataframe.iloc[-1].squeeze()
-    if trade.buy_signal_name == 'buy_signal_rsi' and last_candle['rsi'] > 80:
+    if trade.buy_tag == 'buy_signal_rsi' and last_candle['rsi'] > 80:
         return 'sell_signal_rsi'
     return None
 
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index f6122c5aa..d62712cbb 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -30,7 +30,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'fee_open', 'fee_close', 'trade_duration',
                    'profit_ratio', 'profit_abs', 'sell_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
-                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_signal_name']
+                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_tag']
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index 71e9d7d9e..d803baf31 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -3,5 +3,5 @@ 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
-from freqtrade.enums.signaltype import SignalNameType, SignalType
+from freqtrade.enums.signaltype import SignalTagType, SignalType
 from freqtrade.enums.state import State
diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py
index 8529c6b79..d2995d57a 100644
--- a/freqtrade/enums/signaltype.py
+++ b/freqtrade/enums/signaltype.py
@@ -9,8 +9,8 @@ class SignalType(Enum):
     SELL = "sell"
 
 
-class SignalNameType(Enum):
+class SignalTagType(Enum):
     """
     Enum for signal columns
     """
-    BUY_SIGNAL_NAME = "buy_signal_name"
+    BUY_TAG = "buy_tag"
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 95c769730..cb9157d33 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -420,7 +420,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell, buy_signal_name) = self.strategy.get_signal(
+        (buy, sell, buy_tag) = self.strategy.get_signal(
             pair,
             self.strategy.timeframe,
             analyzed_df
@@ -431,13 +431,13 @@ class FreqtradeBot(LoggingMixin):
 
             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, buy_signal_name=buy_signal_name)
+                    return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
                 else:
                     return False
 
-            return self.execute_buy(pair, stake_amount, buy_signal_name=buy_signal_name)
+            return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
         else:
             return False
 
@@ -466,7 +466,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
     def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                    forcebuy: bool = False, buy_signal_name: str = '') -> bool:
+                    forcebuy: bool = False, buy_tag: str = '') -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
@@ -569,7 +569,7 @@ class FreqtradeBot(LoggingMixin):
             exchange=self.exchange.id,
             open_order_id=order_id,
             strategy=self.strategy.get_strategy_name(),
-            buy_signal_name=buy_signal_name,
+            buy_tag=buy_tag,
             timeframe=timeframe_to_minutes(self.config['timeframe'])
         )
         trade.orders.append(order_obj)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7fdc70e70..5099c07ef 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -43,7 +43,7 @@ CLOSE_IDX = 3
 SELL_IDX = 4
 LOW_IDX = 5
 HIGH_IDX = 6
-BUY_SIGNAL_NAME_IDX = 7
+buy_tag_IDX = 7
 
 
 class Backtesting:
@@ -210,7 +210,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_signal_name']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -221,7 +221,7 @@ class Backtesting:
             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
-                pair_data.loc[:, 'buy_signal_name'] = ''  # cleanup if buy_signal_name is exist
+                pair_data.loc[:, 'buy_tag'] = ''  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
@@ -230,7 +230,7 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
-            df_analyzed.loc[:, 'buy_signal_name'] = df_analyzed.loc[:, 'buy_signal_name'].shift(1)
+            df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
@@ -265,7 +265,7 @@ class Backtesting:
                     # Worst case: price reaches stop_positive_offset and dives down.
                     stop_rate = (sell_row[OPEN_IDX] *
                                  (1 + abs(self.strategy.trailing_stop_positive_offset) -
-                                 abs(self.strategy.trailing_stop_positive)))
+                                  abs(self.strategy.trailing_stop_positive)))
                 else:
                     # Worst case: price ticks tiny bit above open and dives down.
                     stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
@@ -370,7 +370,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
-                buy_signal_name=row[BUY_SIGNAL_NAME_IDX],
+                buy_tag=row[buy_tag_IDX],
                 exchange='backtesting',
             )
             return trade
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index f6a345ed1..035452437 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -47,7 +47,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     min_rate = get_column_def(cols, 'min_rate', 'null')
     sell_reason = get_column_def(cols, 'sell_reason', 'null')
     strategy = get_column_def(cols, 'strategy', 'null')
-    buy_signal_name = get_column_def(cols, 'buy_signal_name', 'null')
+    buy_tag = get_column_def(cols, 'buy_tag', 'null')
     # If ticker-interval existed use that, else null.
     if has_column(cols, 'ticker_interval'):
         timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
@@ -81,7 +81,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
             stoploss_order_id, stoploss_last_update,
-            max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_signal_name,
+            max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
             timeframe, open_trade_value, close_profit_abs
             )
         select id, lower(exchange),
@@ -104,7 +104,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
             {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
             {sell_order_status} sell_order_status,
-            {strategy} strategy, {buy_signal_name} buy_signal_name, {timeframe} timeframe,
+            {strategy} strategy, {buy_tag} buy_tag, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
             from {table_back_name}
             """))
@@ -168,7 +168,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
         inspector = inspect(engine)
         cols = inspector.get_columns('trades')
 
-    if not has_column(cols, 'buy_signal_name'):
+    if not has_column(cols, 'buy_tag'):
         logger.info(f'Running database migration for trades - backup: {table_back_name}')
         migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
         # Reread columns - the above recreated the table!
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 058e892ec..f42166762 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -257,7 +257,7 @@ class LocalTrade():
     sell_reason: str = ''
     sell_order_status: str = ''
     strategy: str = ''
-    buy_signal_name: str = ''
+    buy_tag: str = ''
     timeframe: Optional[int] = None
 
     def __init__(self, **kwargs):
@@ -289,7 +289,7 @@ class LocalTrade():
             'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
             'stake_amount': round(self.stake_amount, 8),
             'strategy': self.strategy,
-            'buy_signal_name': self.buy_signal_name,
+            'buy_tag': self.buy_tag,
             'timeframe': self.timeframe,
 
             'fee_open': self.fee_open,
@@ -638,7 +638,7 @@ class LocalTrade():
 
             # skip case if trailing-stop changed the stoploss already.
             if (trade.stop_loss == trade.initial_stop_loss
-               and trade.initial_stop_loss_pct != desired_stoploss):
+                    and trade.initial_stop_loss_pct != desired_stoploss):
                 # Stoploss value got changed
 
                 logger.info(f"Stoploss for {trade} needs adjustment...")
@@ -705,7 +705,7 @@ class Trade(_DECL_BASE, LocalTrade):
     sell_reason = Column(String(100), nullable=True)
     sell_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
-    buy_signal_name = Column(String(100), nullable=True)
+    buy_tag = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)
 
     def __init__(self, **kwargs):
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 8ee0cea59..a5517403d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -13,7 +13,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType, SignalNameType, SignalType
+from freqtrade.enums import SellType, SignalTagType, SignalType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
@@ -422,7 +422,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
             dataframe['sell'] = 0
-            dataframe['buy_signal_name'] = ''
+            dataframe['buy_tag'] = ''
 
         # Other Defs in strategy that want to be called every loop here
         # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
@@ -525,9 +525,9 @@ class IStrategy(ABC, HyperStrategyMixin):
             )
             return False, False, ''
 
-        (buy, sell, buy_signal_name) = latest[SignalType.BUY.value] == 1,\
+        (buy, sell, buy_tag) = latest[SignalType.BUY.value] == 1,\
             latest[SignalType.SELL.value] == 1,\
-            latest.get(SignalNameType.BUY_SIGNAL_NAME.value, '')
+            latest.get(SignalTagType.BUY_TAG.value, '')
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)
@@ -535,8 +535,8 @@ class IStrategy(ABC, HyperStrategyMixin):
                                       current_time=datetime.now(timezone.utc),
                                       timeframe_seconds=timeframe_seconds,
                                       buy=buy):
-            return False, sell, buy_signal_name
-        return buy, sell, buy_signal_name
+            return False, sell, buy_tag
+        return buy, sell, buy_tag
 
     def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
                               timeframe_seconds: int, buy: bool):
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index f77e6f70f..240f3f871 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -18,7 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
-    buy_signal_name: Optional[str] = ''
+    buy_tag: Optional[str] = ''
 
 
 class BTContainer(NamedTuple):
@@ -44,7 +44,7 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_signal_name']
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_tag']
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index d1bf28d58..f7077ef56 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -532,7 +532,7 @@ tc33 = BTContainer(data=[
         sell_reason=SellType.TRAILING_STOP_LOSS,
         open_tick=1,
         close_tick=1,
-        buy_signal_name='buy_signal_01'
+        buy_tag='buy_signal_01'
     )]
 )
 
@@ -619,6 +619,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
         assert res.sell_reason == trade.sell_reason.value
-        assert res.buy_signal_name == trade.buy_signal_name
+        assert res.buy_tag == trade.buy_tag
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 64795d064..873b27b4d 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -584,7 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'min_rate': [0.1038, 0.10302485],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
-         'buy_signal_name': ['', ''],
+         'buy_tag': ['', ''],
          })
     pd.testing.assert_frame_equal(results, expected)
     data_pair = processed[pair]
@@ -859,7 +859,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'locks': [],
         'rejected_signals': 20,
         'final_balance': 1000,
-        })
+    })
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index df8679470..889aa05cf 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -69,7 +69,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
-        'buy_signal_name': ANY,
+        'buy_tag': ANY,
         'timeframe': 5,
         'open_order_id': ANY,
         'close_date': None,
@@ -136,7 +136,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
-        'buy_signal_name': ANY,
+        'buy_tag': ANY,
         'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 3678cee4a..c812f3007 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -49,7 +49,7 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, '')
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
-    mocked_history.loc[1, 'buy_signal_name'] = 'buy_signal_01'
+    mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
 
     assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 8e486d145..af4979919 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -861,7 +861,7 @@ def test_to_json(default_conf, fee):
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         open_rate=0.123,
         exchange='binance',
-        buy_signal_name='',
+        buy_tag='',
         open_order_id='dry_run_buy_12345'
     )
     result = trade.to_json()
@@ -911,7 +911,7 @@ def test_to_json(default_conf, fee):
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
-                      'buy_signal_name': '',
+                      'buy_tag': '',
                       'timeframe': None,
                       'exchange': 'binance',
                       }
@@ -928,7 +928,7 @@ def test_to_json(default_conf, fee):
         close_date=arrow.utcnow().shift(hours=-1).datetime,
         open_rate=0.123,
         close_rate=0.125,
-        buy_signal_name='buys_signal_001',
+        buy_tag='buys_signal_001',
         exchange='binance',
     )
     result = trade.to_json()
@@ -978,7 +978,7 @@ def test_to_json(default_conf, fee):
                       'sell_reason': None,
                       'sell_order_status': None,
                       'strategy': None,
-                      'buy_signal_name': 'buys_signal_001',
+                      'buy_tag': 'buys_signal_001',
                       'timeframe': None,
                       'exchange': 'binance',
                       }
@@ -1323,7 +1323,7 @@ def test_Trade_object_idem():
         'get_open_trades_without_assigned_fees',
         'get_open_order_trades',
         'get_trades',
-        )
+    )
 
     # Parent (LocalTrade) should have the same attributes
     for item in trade:

From f5a660f845163369659855883a3982bc06fc1816 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 21 Jul 2021 20:19:56 +0700
Subject: [PATCH 0931/1386] caps BUY_TAG_IDX

---
 freqtrade/optimize/backtesting.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5099c07ef..fdf341e21 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -43,7 +43,7 @@ CLOSE_IDX = 3
 SELL_IDX = 4
 LOW_IDX = 5
 HIGH_IDX = 6
-buy_tag_IDX = 7
+BUY_TAG_IDX = 7
 
 
 class Backtesting:
@@ -370,7 +370,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
-                buy_tag=row[buy_tag_IDX],
+                buy_tag=row[BUY_TAG_IDX],
                 exchange='backtesting',
             )
             return trade

From 235c1afd09dccbc714828e1618f7545ca3dfd776 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 01:53:15 +0700
Subject: [PATCH 0932/1386] add buy_tag on telegram

---
 freqtrade/freqtradebot.py        |  3 ++
 freqtrade/rpc/telegram.py        | 27 +++++++++++-----
 freqtrade/strategy/interface.py  |  6 ++--
 tests/conftest.py                |  2 +-
 tests/rpc/test_rpc.py            | 34 ++++++++++----------
 tests/rpc/test_rpc_apiserver.py  | 24 +++++++--------
 tests/rpc/test_rpc_telegram.py   | 53 ++++++++++++++++++--------------
 tests/strategy/test_interface.py | 14 ++++-----
 tests/test_freqtradebot.py       | 42 ++++++++++++-------------
 tests/test_persistence.py        |  4 +--
 10 files changed, 115 insertions(+), 94 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index cb9157d33..7756aa1d7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -595,6 +595,7 @@ class FreqtradeBot(LoggingMixin):
         msg = {
             'trade_id': trade.id,
             'type': RPCMessageType.BUY,
+            'buy_tag': trade.buy_tag,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
             'limit': trade.open_rate,
@@ -619,6 +620,7 @@ class FreqtradeBot(LoggingMixin):
         msg = {
             'trade_id': trade.id,
             'type': RPCMessageType.BUY_CANCEL,
+            'buy_tag': trade.buy_tag,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
             'limit': trade.open_rate,
@@ -639,6 +641,7 @@ class FreqtradeBot(LoggingMixin):
         msg = {
             'trade_id': trade.id,
             'type': RPCMessageType.BUY_FILL,
+            'buy_tag': trade.buy_tag,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
             'open_rate': trade.open_rate,
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 263a3fc6d..a1f6a7e33 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -208,15 +208,25 @@ class Telegram(RPCHandler):
         else:
             msg['stake_amount_fiat'] = 0
 
-        message = (f"\N{LARGE BLUE CIRCLE} *{msg['exchange']}:* Buying {msg['pair']}"
-                   f" (#{msg['trade_id']})\n"
-                   f"*Amount:* `{msg['amount']:.8f}`\n"
-                   f"*Open Rate:* `{msg['limit']:.8f}`\n"
-                   f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
-                   f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}")
-
+        content = []
+        content.append(
+            f"\N{LARGE BLUE CIRCLE} *{msg['exchange']}:* Buying {msg['pair']}"
+            f" (#{msg['trade_id']})\n"
+        )
+        if msg.get('buy_tag', None):
+            content.append(f"*Buy Tag:* `{msg['buy_tag']}`\n")
+        content.append(f"*Amount:* `{msg['amount']:.8f}`\n")
+        content.append(f"*Open Rate:* `{msg['limit']:.8f}`\n")
+        content.append(f"*Current Rate:* `{msg['current_rate']:.8f}`\n")
+        content.append(
+            f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}"
+        )
         if msg.get('fiat_currency', None):
-            message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
+            content.append(
+                f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
+            )
+
+        message = ''.join(content)
         message += ")`"
         return message
 
@@ -354,6 +364,7 @@ class Telegram(RPCHandler):
                     "*Trade ID:* `{trade_id}` `(since {open_date_hum})`",
                     "*Current Pair:* {pair}",
                     "*Amount:* `{amount} ({stake_amount} {base_currency})`",
+                    "*Buy Tag:* `{buy_tag}`" if r['buy_tag'] else "",
                     "*Open Rate:* `{open_rate:.8f}`",
                     "*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
                     "*Current Rate:* `{current_rate:.8f}`",
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a5517403d..0206e8839 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -508,7 +508,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
-            return False, False, ''
+            return False, False, None
 
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
@@ -523,11 +523,11 @@ class IStrategy(ABC, HyperStrategyMixin):
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair, int((arrow.utcnow() - latest_date).total_seconds() // 60)
             )
-            return False, False, ''
+            return False, False, None
 
         (buy, sell, buy_tag) = latest[SignalType.BUY.value] == 1,\
             latest[SignalType.SELL.value] == 1,\
-            latest.get(SignalTagType.BUY_TAG.value, '')
+            latest.get(SignalTagType.BUY_TAG.value, None)
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)
diff --git a/tests/conftest.py b/tests/conftest.py
index 139d989a9..5f3a63c39 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -182,7 +182,7 @@ def get_patched_worker(mocker, config) -> Worker:
     return Worker(args=None, config=config)
 
 
-def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False, '')) -> None:
+def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False, None)) -> None:
     """
     :param mocker: mocker to patch IStrategy class
     :param value: which value IStrategy.get_signal() must return
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 889aa05cf..1e8d38841 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -35,7 +35,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -192,7 +192,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     )
     del default_conf['fiat_display_currency']
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -239,7 +239,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -371,7 +371,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -459,7 +459,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -526,7 +526,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     with pytest.raises(RPCException, match="Error getting current tickers."):
@@ -567,7 +567,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     )
     default_conf['dry_run'] = False
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
 
@@ -612,7 +612,7 @@ def test_rpc_start(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.STOPPED
 
@@ -633,7 +633,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -655,7 +655,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -687,7 +687,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.STOPPED
@@ -805,7 +805,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     # Create some test data
@@ -838,7 +838,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     counts = rpc._rpc_count()
@@ -863,7 +863,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -889,7 +889,7 @@ 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
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -902,7 +902,7 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'trader is not running'):
@@ -913,7 +913,7 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 74d40b611..f7d935b64 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -442,7 +442,7 @@ def test_api_balance(botclient, mocker, rpc_balance):
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -504,7 +504,7 @@ def test_api_locks(botclient):
 
 def test_api_show_config(botclient, mocker):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
@@ -522,7 +522,7 @@ def test_api_show_config(botclient, mocker):
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -540,7 +540,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
 
 def test_api_trades(botclient, mocker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets)
@@ -568,7 +568,7 @@ def test_api_trades(botclient, mocker, fee, markets):
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -588,7 +588,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
 
 def test_api_delete_trade(botclient, mocker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -662,7 +662,7 @@ def test_api_logs(botclient):
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -678,7 +678,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -729,7 +729,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -757,7 +757,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
 
 def test_api_performance(botclient, fee):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
 
     trade = Trade(
         pair='LTC/ETH',
@@ -803,7 +803,7 @@ def test_api_performance(botclient, fee):
 
 def test_api_status(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -1044,7 +1044,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         markets=PropertyMock(return_value=markets),
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index df624e136..ab66d18e8 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -119,7 +119,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is True
     assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -139,7 +139,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is False
     assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -155,7 +155,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
     freqtrade = FreqtradeBot(default_conf)
     rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
 
     dummy.dummy_exception(update=update, context=MagicMock())
     assert dummy.state['called'] is False
@@ -185,6 +185,7 @@ def test_telegram_status(default_conf, update, mocker) -> None:
             'current_rate': 1.098e-05,
             'amount': 90.99181074,
             'stake_amount': 90.99181074,
+            'buy_tag': None,
             'close_profit_pct': None,
             'profit': -0.0059,
             'profit_pct': -0.59,
@@ -228,7 +229,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     freqtradebot.state = State.STOPPED
     # Status is also enabled when stopped
@@ -285,7 +286,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     freqtradebot.state = State.STOPPED
     # Status table is also enabled when stopped
@@ -329,7 +330,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -400,7 +401,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Try invalid data
     msg_mock.reset_mock()
@@ -432,7 +433,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -487,7 +488,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._stats(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -513,7 +514,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
                  side_effect=lambda a, b: f"{a}/{b}")
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -536,7 +537,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     freqtradebot.config['dry_run'] = False
     telegram._balance(update=update, context=MagicMock())
@@ -549,7 +550,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -578,7 +579,7 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._balance(update=update, context=MagicMock())
     assert msg_mock.call_count > 1
@@ -677,7 +678,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -736,7 +737,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -797,7 +798,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -838,7 +839,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
                  return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Trader is not running
     freqtradebot.state = State.STOPPED
@@ -876,7 +877,7 @@ def test_forcebuy_handle(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
 
     telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # /forcebuy ETH/BTC
     context = MagicMock()
@@ -905,7 +906,7 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     update.message.text = '/forcebuy ETH/Nonepair'
     telegram._forcebuy(update=update, context=MagicMock())
@@ -922,7 +923,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     context = MagicMock()
     context.args = []
@@ -950,7 +951,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -978,7 +979,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     freqtradebot.state = State.STOPPED
     telegram._count(update=update, context=MagicMock())
@@ -1007,7 +1008,7 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     telegram._locks(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
@@ -1253,6 +1254,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
     msg = {
         'type': RPCMessageType.BUY,
         'trade_id': 1,
+        'buy_tag': 'buy_signal_01',
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 1.099e-05,
@@ -1270,6 +1272,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
     telegram.send_msg(msg)
     assert msg_mock.call_args[0][0] \
         == '\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n' \
+           '*Buy Tag:* `buy_signal_01`\n' \
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00001099`\n' \
            '*Current Rate:* `0.00001099`\n' \
@@ -1297,6 +1300,7 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
 
     telegram.send_msg({
         'type': RPCMessageType.BUY_CANCEL,
+        'buy_tag': 'buy_signal_01',
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -1314,6 +1318,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
 
     telegram.send_msg({
         'type': RPCMessageType.BUY_FILL,
+        'buy_tag': 'buy_signal_01',
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
@@ -1498,6 +1503,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
 
     telegram.send_msg({
         'type': RPCMessageType.BUY,
+        'buy_tag': 'buy_signal_01',
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -1512,6 +1518,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
         'open_date': arrow.utcnow().shift(hours=-1)
     })
     assert msg_mock.call_args[0][0] == ('\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n'
+                                        '*Buy Tag:* `buy_signal_01`\n'
                                         '*Amount:* `1333.33333333`\n'
                                         '*Open Rate:* `0.00001099`\n'
                                         '*Current Rate:* `0.00001099`\n'
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index c812f3007..792353f7a 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -38,15 +38,15 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, '')
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, '')
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, '')
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
     mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
@@ -68,15 +68,15 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False, '') == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert (False, False, None) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False, '') == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (False, False, None) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False, '') == _STRATEGY.get_signal(
+    assert (False, False, None) == _STRATEGY.get_signal(
         'baz',
         default_conf['timeframe'],
         DataFrame([])
@@ -116,7 +116,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False, '') == _STRATEGY.get_signal(
+    assert (False, False, None) == _STRATEGY.get_signal(
         'xyz',
         default_conf['timeframe'],
         mocked_history
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6372e6d36..abbef7858 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -536,7 +536,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     )
     default_conf['stake_amount'] = 10
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(False, False, ''))
+    patch_get_signal(freqtrade, value=(False, False, None))
 
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
@@ -1860,7 +1860,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
     assert trade.is_open is True
     freqtrade.wallets.update()
 
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.open_order_id == limit_sell_order['id']
 
@@ -1885,7 +1885,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(True, True, ''))
+    patch_get_signal(freqtrade, value=(True, True, None))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.enter_positions()
@@ -1896,7 +1896,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert nb_trades == 0
 
     # Buy is triggering, so buying ...
-    patch_get_signal(freqtrade, value=(True, False, ''))
+    patch_get_signal(freqtrade, value=(True, False, None))
     freqtrade.enter_positions()
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1904,7 +1904,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are not triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(False, False, ''))
+    patch_get_signal(freqtrade, value=(False, False, None))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1912,7 +1912,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(True, True, ''))
+    patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1920,7 +1920,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Sell is triggering, guess what : we are Selling!
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     trades = Trade.query.all()
     assert freqtrade.handle_trade(trades[0]) is True
 
@@ -1938,7 +1938,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade, value=(True, False, ''))
+    patch_get_signal(freqtrade, value=(True, False, None))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.enter_positions()
@@ -1951,7 +1951,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     #      we might just want to check if we are in a sell condition without
     #      executing
     # if ROI is reached we must sell
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
@@ -1977,10 +1977,10 @@ def test_handle_trade_use_sell_signal(
     trade = Trade.query.first()
     trade.is_open = True
 
-    patch_get_signal(freqtrade, value=(False, False, ''))
+    patch_get_signal(freqtrade, value=(False, False, None))
     assert not freqtrade.handle_trade(trade)
 
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
@@ -3016,7 +3016,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is False
 
     freqtrade.strategy.sell_profit_offset = 0.0
@@ -3051,7 +3051,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -3082,7 +3082,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is False
 
 
@@ -3114,7 +3114,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -3143,7 +3143,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     trade = Trade.query.first()
     amnt = trade.amount
     trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
 
     assert freqtrade.handle_trade(trade) is True
@@ -3262,11 +3262,11 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(True, True, ''))
+    patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trade) is False
 
     # Test if buy-signal is absent (should sell due to roi = true)
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.ROI.value
 
@@ -3527,11 +3527,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     # Sell due to min_roi_reached
-    patch_get_signal(freqtrade, value=(True, True, ''))
+    patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trade) is True
 
     # Test if buy-signal is absent
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -4059,7 +4059,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     freqtrade.wallets.update()
     assert trade.is_open is True
 
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index af4979919..8b927be8b 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -861,7 +861,7 @@ def test_to_json(default_conf, fee):
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         open_rate=0.123,
         exchange='binance',
-        buy_tag='',
+        buy_tag=None,
         open_order_id='dry_run_buy_12345'
     )
     result = trade.to_json()
@@ -911,7 +911,7 @@ def test_to_json(default_conf, fee):
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
-                      'buy_tag': '',
+                      'buy_tag': None,
                       'timeframe': None,
                       'exchange': 'binance',
                       }

From 46f2a20a98237aa86df2adf9804901635f66db16 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 02:00:51 +0700
Subject: [PATCH 0933/1386] run flake8

---
 tests/strategy/test_interface.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 792353f7a..751f08344 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -68,7 +68,9 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False, None) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert (False, False, None) == _STRATEGY.get_signal(
+        'foo', default_conf['timeframe'], DataFrame()
+    )
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 

From 25e329623ffad470264b52d8d54adc447149cebb Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 02:11:54 +0700
Subject: [PATCH 0934/1386] change signature

---
 freqtrade/strategy/interface.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 0206e8839..49fae0ed6 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -497,7 +497,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 raise StrategyError(message)
 
-    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool, str]:
+    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool, Optional[str]]:
         """
         Calculates current signal based based on the buy / sell columns of the dataframe.
         Used by Bot to get the signal to buy or sell

From 643b6b950e951ab97ed2ed78a6532b5c8a23cb5e Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 02:23:34 +0700
Subject: [PATCH 0935/1386] run flake8

---
 freqtrade/strategy/interface.py | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 49fae0ed6..a6329aaa1 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -497,7 +497,12 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 raise StrategyError(message)
 
-    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool, Optional[str]]:
+    def get_signal(
+        self,
+        pair: str,
+        timeframe: str,
+        dataframe: DataFrame
+    ) -> Tuple[bool, bool, Optional[str]]:
         """
         Calculates current signal based based on the buy / sell columns of the dataframe.
         Used by Bot to get the signal to buy or sell

From dd809f756bb378ab787685e50eea62797b63d321 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 02:34:20 +0700
Subject: [PATCH 0936/1386] run mypy

---
 freqtrade/freqtradebot.py       | 2 +-
 freqtrade/persistence/models.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7756aa1d7..d0ffddd72 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -466,7 +466,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
     def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                    forcebuy: bool = False, buy_tag: str = '') -> bool:
+                    forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index f42166762..43fbec8c0 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -257,7 +257,7 @@ class LocalTrade():
     sell_reason: str = ''
     sell_order_status: str = ''
     strategy: str = ''
-    buy_tag: str = ''
+    buy_tag: Optional[str] = None
     timeframe: Optional[int] = None
 
     def __init__(self, **kwargs):

From b01daa8bbca7d7937dfdf5c85675eaf9d598d646 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 13:09:05 +0700
Subject: [PATCH 0937/1386] expose  buy_tag to api

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 tests/rpc/test_rpc_apiserver.py         | 2 ++
 2 files changed, 3 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index c6b6a6d28..318762136 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -151,6 +151,7 @@ class TradeSchema(BaseModel):
     amount_requested: float
     stake_amount: float
     strategy: str
+    buy_tag: Optional[str]
     timeframe: int
     fee_open: Optional[float]
     fee_open_cost: Optional[float]
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f7d935b64..fef44cab2 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -875,6 +875,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'sell_reason': None,
         'sell_order_status': None,
         'strategy': 'DefaultStrategy',
+        'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
     }
@@ -1029,6 +1030,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'sell_reason': None,
         'sell_order_status': None,
         'strategy': 'DefaultStrategy',
+        'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
         }

From 986aafcdf9fc4e60cbde0e5bd524732b2808a3da Mon Sep 17 00:00:00 2001
From: Fausto Gutierrez <28719096+faustogut@users.noreply.github.com>
Date: Thu, 22 Jul 2021 14:16:50 +0200
Subject: [PATCH 0938/1386] Fix configuration.md typos

---
 docs/configuration.md | 78 +++++++++++++++++++++----------------------
 1 file changed, 39 insertions(+), 39 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index e1c7e77d5..5d4b1f2c3 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -5,11 +5,11 @@ By default, these settings are configured via the configuration file (see below)
 
 ## The Freqtrade configuration file
 
-The bot uses a set of configuration parameters during its operation that all together conform the bot configuration. It normally reads its configuration from a file (Freqtrade configuration file).
+The bot uses a set of configuration parameters during its operation that all together conform to the bot configuration. It normally reads its configuration from a file (Freqtrade configuration file).
 
 Per default, the bot loads the configuration from the `config.json` file, located in the current working directory.
 
-You can specify a different configuration file used by the bot with the `-c/--config` command line option.
+You can specify a different configuration file used by the bot with the `-c/--config` command-line option.
 
 Multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
 
@@ -25,30 +25,30 @@ Multiple configuration files can be specified and used by the bot or the bot can
 If you used the [Quick start](installation.md/#quick-start) method for installing 
 the bot, the installation script should have already created the default configuration file (`config.json`) for you.
 
-If default configuration file is not created we recommend you to use `freqtrade new-config --config config.json` to generate a basic configuration file.
+If the default configuration file is not created we recommend you to use `freqtrade new-config --config config.json` to generate a basic configuration file.
 
-The Freqtrade configuration file is to be written in the JSON format.
+The Freqtrade configuration file is to be written in JSON format.
 
 Additionally to the standard JSON syntax, you may use one-line `// ...` and multi-line `/* ... */` comments in your configuration files and trailing commas in the lists of parameters.
 
-Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
+Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates the syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
 
 ## Configuration parameters
 
 The table below will list all configuration parameters available.
 
 Freqtrade can also load many options via command line (CLI) arguments (check out the commands `--help` output for details).
-The prevelance for all Options is as follows:
+The prevalence for all Options is as follows:
 
 - CLI arguments override any other option
-- Configuration files are used in sequence (last file wins), and override Strategy configurations.
-- Strategy configurations are only used if they are not set via configuration or via command line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
+- Configuration files are used in sequence (the last file wins) and override Strategy configurations.
+- Strategy configurations are only used if they are not set via configuration or command-line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
 
 Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.
 
 |  Parameter | Description |
 |------------|-------------|
-| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your pairlist is another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades, limited by the pairlist). [More information below](#configuring-amount-per-trade).<br> **Datatype:** Positive integer or -1.
+| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your pairlist is another limitation that can apply. If -1 then it is ignored (i.e. potentially unlimited open trades, limited by the pairlist). [More information below](#configuring-amount-per-trade).<br> **Datatype:** Positive integer or -1.
 | `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`.
@@ -141,7 +141,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 ### Parameters in the strategy
 
-The following parameters can be set in configuration file or strategy.
+The following parameters can be set in the configuration file or strategy.
 Values set in the configuration file always overwrite values set in the strategy.
 
 * `minimal_roi`
@@ -169,15 +169,15 @@ There are several methods to configure how much of the stake currency the bot wi
 
 #### Minimum trade stake
 
-The minimum stake amount will depend by exchange and pair, and is usually listed in the exchange support pages.
+The minimum stake amount will depend on exchange and pair and is usually listed in the exchange support pages.
 Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6$.
 
-The minimum stake amount to buy this pair is therefore `20 * 0.6 ~= 12`.
+The minimum stake amount to buy this pair is, therefore, `20 * 0.6 ~= 12`.
 This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.
 
 To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).
 
-With a reserve of 5%, the minimum stake amount would be ~12.6$ (`12 * (1 + 0.05)`). If we take in account a stoploss of 10% on top of that - we'd end up with a value of ~14$ (`12.6 / (1 - 0.1)`).
+With a reserve of 5%, the minimum stake amount would be ~12.6$ (`12 * (1 + 0.05)`). If we take into account a stoploss of 10% on top of that - we'd end up with a value of ~14$ (`12.6 / (1 - 0.1)`).
 
 To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
 
@@ -191,13 +191,13 @@ Freqtrade will reserve 1% for eventual fees when entering a trade and will there
 
 You can configure the "untouched" amount by using the `tradable_balance_ratio` setting.
 
-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.
+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 an 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).
+    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
 
@@ -207,7 +207,7 @@ This can be accomplished by setting `available_capital` to the desired starting
 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.
+Profitable trades will result in increased stake-sizes for this bot - without affecting the stake-sizes of the other bot.
 
 !!! Warning "Incompatible with `tradable_balance_ratio`"
     Setting this option will replace any configuration of `tradable_balance_ratio`.
@@ -215,9 +215,9 @@ Profitable trades will result in increased stake-sizes for this bot - without af
 #### Amend last stake amount
 
 Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3`.
-The bot would open 2 trades, and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available, since 800 USDT are already tied in other trades.
+The bot would open 2 trades and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available since 800 USDT are already tied in other trades.
 
-To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance in order to fill the last trade slot.
+To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance to fill the last trade slot.
 
 In the example above this would mean:
 
@@ -245,7 +245,7 @@ For example, the bot will at most use (0.05 BTC x 3) = 0.15 BTC, assuming a conf
 
 #### Dynamic stake amount
 
-Alternatively, you can use a dynamic stake amount, which will use the available balance on the exchange, and divide that equally by the amount of allowed trades (`max_open_trades`).
+Alternatively, you can use a dynamic stake amount, which will use the available balance on the exchange, and divide that equally by the number of allowed trades (`max_open_trades`).
 
 To configure this, set `stake_amount="unlimited"`. We also recommend to set `tradable_balance_ratio=0.99` (99%) - to keep a minimum balance for eventual fees.
 
@@ -263,18 +263,18 @@ To allow the bot to trade all the available `stake_currency` in your account (mi
 ```
 
 !!! Tip "Compounding profits"
-    This configuration will allow increasing / decreasing stakes depending on the performance of the bot (lower stake if bot is loosing, higher stakes if the bot has a winning record, since higher balances are available), and will result in profit compounding.
+    This configuration will allow increasing/decreasing stakes depending on the performance of the bot (lower stake if the bot is losing, higher stakes if the bot has a winning record since higher balances are available), and will result in profit compounding.
 
 !!! Note "When using Dry-Run Mode"
-    When using `"stake_amount" : "unlimited",` in combination with Dry-Run, Backtesting or Hyperopt, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve over time.  
-    It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.
+    When using `"stake_amount" : "unlimited",` in combination with Dry-Run, Backtesting or Hyperopt, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve.
+    It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise, it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.
 
 --8<-- "includes/pricing.md"
 
 ### Understand minimal_roi
 
 The `minimal_roi` configuration parameter is a JSON object where the key is a duration
-in minutes and the value is the minimum ROI as ratio.
+in minutes and the value is the minimum ROI as a ratio.
 See the example below:
 
 ```json
@@ -289,7 +289,7 @@ See the example below:
 Most of the strategy files already include the optimal `minimal_roi` value.
 This parameter can be set in either Strategy or Configuration file. If you use it in the configuration file, it will override the
 `minimal_roi` value from the strategy file.
-If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal roi is disabled unless your trade generates 1000% profit.
+If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal ROI is disabled unless your trade generates 1000% profit.
 
 !!! Note "Special case to forcesell after a specific time"
     A special case presents using `"<N>": -1` as ROI. This forces the bot to sell a trade after N Minutes, no matter if it's positive or negative, so represents a time-limited force-sell.
@@ -335,7 +335,7 @@ the buy order is fulfilled.
 `order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place.
 
 If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
-`stoploss_on_exchange`) need to be present, otherwise the bot will fail to start.
+`stoploss_on_exchange`) need to be present, otherwise, the bot will fail to start.
 
 For information on (`emergencysell`,`forcesell`, `forcebuy`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
 
@@ -386,7 +386,7 @@ Configuration:
     If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
 
 !!! Warning "Warning: stoploss_on_exchange failures"
-    If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.
+    If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however, this is not advised.
 
 ### Understand order_time_in_force
 
@@ -396,12 +396,12 @@ is executed on the exchange. Three commonly used time in force are:
 **GTC (Good Till Canceled):**
 
 This is most of the time the default time in force. It means the order will remain
-on exchange till it is canceled by user. It can be fully or partially fulfilled.
+on exchange till it is cancelled by the user. It can be fully or partially fulfilled.
 If partially fulfilled, the remaining will stay on the exchange till cancelled.
 
 **FOK (Fill Or Kill):**
 
-It means if the order is not executed immediately AND fully then it is canceled by the exchange.
+It means if the order is not executed immediately AND fully then it is cancelled by the exchange.
 
 **IOC (Immediate Or Canceled):**
 
@@ -422,7 +422,7 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 ```
 
 !!! Warning
-    This is an ongoing work. For now it is supported only for binance.
+    This is ongoing work. For now, it is supported only for binance.
     Please don't change the default value unless you know what you are doing and have researched the impact of using different values.
 
 ### Exchange configuration
@@ -431,7 +431,7 @@ Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports
 exchange markets and trading APIs. The complete up-to-date list can be found in the
 [CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
  However, the bot was tested by the development team with only Bittrex, Binance and Kraken,
- so the these are the only officially supported exchanges:
+ so these are the only officially supported exchanges:
 
 - [Bittrex](https://bittrex.com/): "bittrex"
 - [Binance](https://www.binance.com/): "binance"
@@ -457,11 +457,11 @@ A exchange configuration for "binance" would look as follows:
     },
 ```
 
-This configuration enables binance, as well as rate limiting to avoid bans from the exchange.
+This configuration enables binance, as well as rate-limiting to avoid bans from the exchange.
 `"rateLimit": 200` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
 
 !!! Note
-    Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
+    Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
     We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
 
 ### What values can be used for fiat_display_currency?
@@ -475,7 +475,7 @@ The valid values are:
 "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD"
 ```
 
-In addition to fiat currencies, a range of cryto currencies are supported.
+In addition to fiat currencies, a range of crypto currencies is supported.
 
 The valid values are:
 
@@ -486,7 +486,7 @@ The valid values are:
 ## Using Dry-run mode
 
 We recommend starting the bot in the Dry-run mode to see how your bot will
-behave and what is the performance of your strategy. In the Dry-run mode the
+behave and what is the performance of your strategy. In the Dry-run mode, the
 bot does not engage your money. It only runs a live simulation without
 creating trades on the exchange.
 
@@ -512,7 +512,7 @@ creating trades on the exchange.
 Once you will be happy with your bot performance running in the Dry-run mode, you can switch it to production mode.
 
 !!! Note
-    A simulated wallet is available during dry-run mode, and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
+    A simulated wallet is available during dry-run mode and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
 
 ### Considerations for dry-run
 
@@ -520,7 +520,7 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
 * Wallets (`/balance`) are simulated based on `dry_run_wallet`.
 * Orders are simulated, and will not be posted to the exchange.
 * Market orders fill based on orderbook volume the moment the order is placed.
-* Limit orders fill once price reaches the defined level - or time out based on `unfilledtimeout` settings.
+* Limit orders fill once the price reaches the defined level - or time out based on `unfilledtimeout` settings.
 * In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
 * Open orders (not trades, which are stored in the database) are reset on bot restart.
 
@@ -533,7 +533,7 @@ you run it in production mode.
 ### Setup your exchange account
 
 You will need to create API Keys (usually you get `key` and `secret`, some exchanges require an additional `password`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the `freqtrade new-config` command.
-API Keys are usually only required for live trading (trading for real money, bot running in "production mode", executing real orders on the exchange) and are not required for the bot running in dry-run (trade simulation) mode. When you setup the bot in dry-run mode, you may fill these fields with empty values.
+API Keys are usually only required for live trading (trading for real money, bot running in "production mode", executing real orders on the exchange) and are not required for the bot running in dry-run (trade simulation) mode. When you set up the bot in dry-run mode, you may fill these fields with empty values.
 
 ### To switch your bot in production mode
 
@@ -545,7 +545,7 @@ API Keys are usually only required for live trading (trading for real money, bot
 "dry_run": false,
 ```
 
-**Insert your Exchange API key (change them by fake api keys):**
+**Insert your Exchange API key (change them by fake API keys):**
 
 ```json
 {
@@ -563,7 +563,7 @@ API Keys are usually only required for live trading (trading for real money, bot
 You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
 
 !!! Hint "Keep your secrets secret"
-    To keep your secrets secret, we recommend to use a 2nd configuration for your API keys.
+    To keep your secrets secret, we recommend using a 2nd configuration for your API keys.
     Simply use the above snippet in a new configuration file (e.g. `config-private.json`) and keep your settings in this file.
     You can then start the bot with `freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>` to have your keys loaded.
 

From 65b4705b67b932903737dc4a70d67250435ae1a1 Mon Sep 17 00:00:00 2001
From: Kevin Julian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 01:16:10 +0700
Subject: [PATCH 0939/1386] Update docs/strategy-advanced.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 8ae0c1d16..32113fede 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -116,7 +116,7 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 ## Buy Tag
 
-When your strategy has multiple buy signal, you can name it.
+When your strategy has multiple buy signals, you can name the signal that triggered.
 Then you can access you buy signal on `custom_sell`
 
 ```python

From dd923c34713b9d2a316261e516294c4a4b4f929c Mon Sep 17 00:00:00 2001
From: Kevin Julian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 01:16:24 +0700
Subject: [PATCH 0940/1386] Update docs/strategy-advanced.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 32113fede..62b1533a6 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -126,7 +126,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
             (dataframe['rsi'] < 35) &
             (dataframe['volume'] > 0)
         ),
-        ['buy', 'buy_tag']] = 1, 'buy_signal_rsi'
+        ['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
 
     return dataframe
 

From b84a1d0c92596f9a5fae34611da8eafe5ba4e981 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 22 Jul 2021 20:21:04 +0200
Subject: [PATCH 0941/1386] Don't crash when *_params is not defined in
 strategy

closes #5407
---
 freqtrade/strategy/hyper.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index fa3384660..b067e19d5 100644
--- a/freqtrade/strategy/hyper.py
+++ b/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))
-        sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_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', {}))
 
         self._load_params(buy_params, 'buy', hyperopt)
         self._load_params(sell_params, 'sell', hyperopt)

From 5fe18be4b57163971329905afb9e8833f77ed154 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 01:25:15 +0700
Subject: [PATCH 0942/1386] add note buy_tag and split 3 assignment for
 get_signal

---
 docs/strategy-advanced.md       | 4 ++++
 freqtrade/strategy/interface.py | 7 ++++---
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 62b1533a6..fb78a8796 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -140,6 +140,10 @@ def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_r
 
 ```
 
+!!! Note
+    `buy_tag` is limited to 100 characters, remaining data will be truncated.
+
+
 ## Custom stoploss
 
 The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss.
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a6329aaa1..35c162c38 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -530,9 +530,10 @@ class IStrategy(ABC, HyperStrategyMixin):
             )
             return False, False, None
 
-        (buy, sell, buy_tag) = latest[SignalType.BUY.value] == 1,\
-            latest[SignalType.SELL.value] == 1,\
-            latest.get(SignalTagType.BUY_TAG.value, None)
+        buy = latest[SignalType.BUY.value] == 1
+        sell = latest[SignalType.SELL.value] == 1
+        buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
+
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)

From 65fc094c9f4ac42e5092aefab5aa5160b076207e Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 09:31:51 +0700
Subject: [PATCH 0943/1386] add to webhook-config

---
 docs/webhook-config.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index 8ce6edc18..288afc384 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -83,6 +83,7 @@ Possible parameters are:
 * `fiat_currency`
 * `order_type`
 * `current_rate`
+* `buy_tag`
 
 ### Webhookbuycancel
 
@@ -100,6 +101,7 @@ Possible parameters are:
 * `fiat_currency`
 * `order_type`
 * `current_rate`
+* `buy_tag`
 
 ### Webhookbuyfill
 
@@ -115,6 +117,7 @@ Possible parameters are:
 * `stake_amount`
 * `stake_currency`
 * `fiat_currency`
+* `buy_tag`
 
 ### Webhooksell
 

From aea5da0c738bc281bc9513f2c18ac1812ffdddda Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 11:42:43 +0700
Subject: [PATCH 0944/1386] changes testcase

---
 freqtrade/optimize/backtesting.py      |  13 +-
 freqtrade/strategy/interface.py        |   2 +-
 tests/optimize/__init__.py             |   6 +-
 tests/optimize/test_backtest_detail.py | 442 ++++++++++++-------------
 tests/optimize/test_backtesting.py     |   2 +-
 5 files changed, 236 insertions(+), 229 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fdf341e21..0c586883b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -210,7 +210,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -218,10 +218,13 @@ class Backtesting:
         for pair, pair_data in processed.items():
             self.check_abort()
             self.progress.increment()
+            has_buy_tag = 'buy_tag' in pair_data
+            headers = headers + ['buy_tag'] if has_buy_tag else headers
             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
-                pair_data.loc[:, 'buy_tag'] = ''  # cleanup if buy_tag is exist
+                if has_buy_tag:
+                    pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
@@ -230,7 +233,8 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
-            df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
+            if has_buy_tag:
+                df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
@@ -361,6 +365,7 @@ class Backtesting:
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             # Enter trade
+            has_buy_tag = len(row) >= BUY_TAG_IDX + 1
             trade = LocalTrade(
                 pair=pair,
                 open_rate=row[OPEN_IDX],
@@ -370,7 +375,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
-                buy_tag=row[BUY_TAG_IDX],
+                buy_tag=row[BUY_TAG_IDX] if has_buy_tag else None,
                 exchange='backtesting',
             )
             return trade
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 35c162c38..f10a12fa9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -422,7 +422,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
             dataframe['sell'] = 0
-            dataframe['buy_tag'] = ''
+            dataframe['buy_tag'] = None
 
         # Other Defs in strategy that want to be called every loop here
         # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 240f3f871..80fce9ca5 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -18,7 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
-    buy_tag: Optional[str] = ''
+    buy_tag: Optional[str] = None
 
 
 class BTContainer(NamedTuple):
@@ -44,7 +44,9 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_tag']
+    
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
+    columns = columns + ['buy_tag'] if len(data[0]) == 9 else columns
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index f7077ef56..0d4647308 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -14,13 +14,13 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
-    [3, 5010, 5000, 4980, 5010, 6172, 0, 1, ''],
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],  # exit with stoploss hit
+    [3, 5010, 5000, 4980, 5010, 6172, 0, 1],
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -28,13 +28,13 @@ tc0 = BTContainer(data=[
 # Test 1: Stop-Loss Triggered 1% loss
 # Test with Stop-loss at 1%
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4600, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
-    [3, 4975, 5000, 4980, 4977, 6172, 0, 0, ''],
-    [4, 4977, 4987, 4977, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4600, 4600, 6172, 0, 0],  # exit with stoploss hit
+    [3, 4975, 5000, 4980, 4977, 6172, 0, 0],
+    [4, 4977, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -43,13 +43,13 @@ tc1 = BTContainer(data=[
 # Test 2: Minus 4% Low, minus 1% close
 # Test with Stop-Loss at 3%
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4962, 4975, 6172, 0, 0, ''],
-    [3, 4975, 5000, 4800, 4962, 6172, 0, 0, ''],  # exit with stoploss hit
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4962, 4975, 6172, 0, 0],
+    [3, 4975, 5000, 4800, 4962, 6172, 0, 0],  # exit with stoploss hit
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -62,14 +62,14 @@ tc2 = BTContainer(data=[
 #  Trade-A: Stop-Loss Triggered 2% Loss
 #           Trade-B: Stop-Loss Triggered 2% Loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4800, 4975, 6172, 0, 0, ''],  # exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 1, 0, ''],
-    [4, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],  # enter trade 2 (signal on last candle)
-    [5, 4962, 4987, 4000, 4000, 6172, 0, 0, ''],  # exit with stoploss hit
-    [6, 4950, 4975, 4975, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4800, 4975, 6172, 0, 0],  # exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 1, 0],
+    [4, 4975, 5000, 4950, 4962, 6172, 0, 0],  # enter trade 2 (signal on last candle)
+    [5, 4962, 4987, 4000, 4000, 6172, 0, 0],  # exit with stoploss hit
+    [6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
@@ -80,13 +80,13 @@ tc3 = BTContainer(data=[
 # Test with Stop-loss at 2% ROI 6%
 # Stop-Loss Triggered 2% Loss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5750, 4850, 5750, 6172, 0, 0, ''],  # Exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5750, 4850, 5750, 6172, 0, 0],  # Exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -94,13 +94,13 @@ tc4 = BTContainer(data=[
 # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
 # stop-loss: 1%, ROI: 3%
 tc5 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4980, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4980, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [3, 4975, 6000, 4975, 6000, 6172, 0, 0, ''],  # ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4980, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
+    [3, 4975, 6000, 4975, 6000, 6172, 0, 0],  # ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -108,13 +108,13 @@ tc5 = BTContainer(data=[
 # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
 # stop-loss: 2% ROI: 5%
 tc6 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5300, 4850, 5050, 6172, 0, 0, ''],  # Exit with stoploss
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5300, 4850, 5050, 6172, 0, 0],  # Exit with stoploss
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -122,13 +122,13 @@ tc6 = BTContainer(data=[
 # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
 # stop-loss: 2% ROI: 3%
 tc7 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
 )
@@ -137,12 +137,12 @@ tc7 = BTContainer(data=[
 # Test 8: trailing_stop should raise so candle 3 causes a stoploss.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
 tc8 = BTContainer(data=[
-    # D   O     H     L    C     V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
-    [2, 5000, 5250, 4750, 4850, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L    C     V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [2, 5000, 5250, 4750, 4850, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -151,12 +151,12 @@ tc8 = BTContainer(data=[
 # Test 9: trailing_stop should raise - high and low in same candle.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
 tc9 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
-    [2, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
-    [3, 5000, 5200, 4550, 4850, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [2, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [3, 5000, 5200, 4550, 4850, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -165,12 +165,12 @@ tc9 = BTContainer(data=[
 # without applying trailing_stop_positive since stoploss_offset is at 10%.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc10 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
     trailing_stop_positive=0.03,
@@ -181,12 +181,12 @@ tc10 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc11 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 5000, 5150, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 5000, 5150, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -197,12 +197,12 @@ tc11 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc12 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -212,12 +212,12 @@ tc12 = BTContainer(data=[
 # Test 13: Buy and sell ROI on same candle
 # stop-loss: 10% (should not apply), ROI: 1%
 tc13 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5100, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4850, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
 )
@@ -225,12 +225,12 @@ tc13 = BTContainer(data=[
 # Test 14 - Buy and Stoploss on same candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc14 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5100, 4600, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
@@ -239,12 +239,12 @@ tc14 = BTContainer(data=[
 # Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc15 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5100, 4900, 5100, 6172, 1, 0, ''],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
@@ -254,13 +254,13 @@ tc15 = BTContainer(data=[
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
 tc16 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
-    [3, 4975, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4975, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -270,13 +270,13 @@ tc16 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
-    [3, 4980, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4980, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -286,13 +286,13 @@ tc17 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses open_rate as sell-price
 tc18 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
-    [3, 5200, 5220, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI (sells on open)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Sell on ROI (sells on open)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -301,13 +301,13 @@ tc18 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc19 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
-    [3, 5000, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -316,13 +316,13 @@ tc19 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc20 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
-    [3, 5200, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -332,12 +332,12 @@ tc20 = BTContainer(data=[
 # which cannot happen in reality
 # stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
 tc21 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -348,12 +348,12 @@ tc21 = BTContainer(data=[
 # applying a positive trailing stop of 3% - ROI should apply before trailing stop.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
 tc22 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -367,12 +367,12 @@ tc22 = BTContainer(data=[
 # Stoploss would trigger in this candle too, but it's no longer relevant.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
 tc23 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5251, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5251, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -383,13 +383,13 @@ tc23 = BTContainer(data=[
 # Stoploss at 1%.
 # Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
 tc24 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5000, 4855, 5010, 6172, 0, 1, ''],  # Triggers stoploss + sellsignal
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5000, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -398,13 +398,13 @@ tc24 = BTContainer(data=[
 # Stoploss at 1%.
 # Sell-signal wins over stoploss
 tc25 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5000, 4986, 5010, 6172, 0, 1, ''],
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],  # Triggers stoploss + sellsignal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5000, 4986, 5010, 6172, 0, 1],
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -413,13 +413,13 @@ tc25 = BTContainer(data=[
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
 # Sell-signal wins over stoploss
 tc26 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5251, 4986, 5010, 6172, 0, 1, ''],  # Triggers ROI, sell-signal
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5251, 4986, 5010, 6172, 0, 1],  # Triggers ROI, sell-signal
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -429,13 +429,13 @@ tc26 = BTContainer(data=[
 # TODO: figure out if sell-signal should win over ROI
 # Sell-signal wins over stoploss
 tc27 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5012, 4986, 5010, 6172, 0, 1, ''],  # sell-signal
-    [4, 5010, 5251, 4855, 4995, 6172, 0, 0, ''],  # Triggers ROI, sell-signal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # sell-signal
+    [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
 )
@@ -445,12 +445,12 @@ tc27 = BTContainer(data=[
 # therefore "open" will be used
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc28 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -461,12 +461,12 @@ tc28 = BTContainer(data=[
 # high of stoploss candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc29 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle)
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],    # Triggers trailing-stoploss
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
     trailing_stop_positive=0.03,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
@@ -475,12 +475,12 @@ tc29 = BTContainer(data=[
 # Test 30: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc30 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_stop_positive=0.01,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
@@ -489,12 +489,12 @@ tc30 = BTContainer(data=[
 # Test 31: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc31 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01,
@@ -504,12 +504,12 @@ tc31 = BTContainer(data=[
 # Test 32: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc32 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
@@ -519,12 +519,12 @@ tc32 = BTContainer(data=[
 # Test 33: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc33 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
+    # D   O     H     L     C    V    B  S   BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, None],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, None],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, None],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 873b27b4d..87f968d6b 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -584,7 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'min_rate': [0.1038, 0.10302485],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
-         'buy_tag': ['', ''],
+         'buy_tag': [None, None],
          })
     pd.testing.assert_frame_equal(results, expected)
     data_pair = processed[pair]

From 8032257fdf8362e63e5f60b37db62e41ccbc7fc8 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 18:30:25 +0700
Subject: [PATCH 0945/1386] revert test_pairlist

---
 tests/plugins/test_pairlist.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 510e9a0ae..b15126a33 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -925,20 +925,20 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
                           get_tickers=tickers
                           )
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    freqtrade.pairlists.refresh_pairlist()
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    ftbot.pairlists.refresh_pairlist()
 
-    assert len(freqtrade.pairlists.whitelist) == 5
+    assert len(ftbot.pairlists.whitelist) == 5
 
     tickers.return_value['ETH/BTC']['ask'] = 0.0
     del tickers.return_value['TKN/BTC']
     del tickers.return_value['LTC/BTC']
     mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers)
 
-    freqtrade.pairlists.refresh_pairlist()
+    ftbot.pairlists.refresh_pairlist()
     assert log_has_re(r'Removed .* invalid ticker data.*', caplog)
 
-    assert len(freqtrade.pairlists.whitelist) == 2
+    assert len(ftbot.pairlists.whitelist) == 2
 
 
 @pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [

From acfaa39e5446e0f7f8b491f92c74b305b818687b Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 18:34:18 +0700
Subject: [PATCH 0946/1386] revert back test_rpc_api_server

---
 tests/rpc/test_rpc_apiserver.py | 138 ++++++++++++++++----------------
 1 file changed, 69 insertions(+), 69 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index fef44cab2..803ef7e5d 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -46,13 +46,13 @@ def botclient(default_conf, mocker):
                                         "password": _TEST_PASS,
                                         }})
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    rpc = RPC(freqtrade)
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    rpc = RPC(ftbot)
     mocker.patch('freqtrade.rpc.api_server.ApiServer.start_api', MagicMock())
     try:
         apiserver = ApiServer(default_conf)
         apiserver.add_rpc_handler(rpc)
-        yield freqtrade, TestClient(apiserver.app)
+        yield ftbot, TestClient(apiserver.app)
         # Cleanup ... ?
     finally:
         ApiServer.shutdown()
@@ -88,7 +88,7 @@ def assert_response(response, expected_code=200, needs_cors=True):
 
 
 def test_api_not_found(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/invalid_url")
     assert_response(rc, 404)
@@ -96,7 +96,7 @@ def test_api_not_found(botclient):
 
 
 def test_api_ui_fallback(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, "/favicon.ico")
     assert rc.status_code == 200
@@ -140,7 +140,7 @@ def test_api_auth():
 
 
 def test_api_unauthorized(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     rc = client.get(f"{BASE_URI}/ping")
     assert_response(rc, needs_cors=False)
     assert rc.json() == {'status': 'pong'}
@@ -151,20 +151,20 @@ def test_api_unauthorized(botclient):
     assert rc.json() == {'detail': 'Unauthorized'}
 
     # Change only username
-    freqtrade.config['api_server']['username'] = 'Ftrader'
+    ftbot.config['api_server']['username'] = 'Ftrader'
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
     assert rc.json() == {'detail': 'Unauthorized'}
 
     # Change only password
-    freqtrade.config['api_server']['username'] = _TEST_USER
-    freqtrade.config['api_server']['password'] = 'WrongPassword'
+    ftbot.config['api_server']['username'] = _TEST_USER
+    ftbot.config['api_server']['password'] = 'WrongPassword'
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
     assert rc.json() == {'detail': 'Unauthorized'}
 
-    freqtrade.config['api_server']['username'] = 'Ftrader'
-    freqtrade.config['api_server']['password'] = 'WrongPassword'
+    ftbot.config['api_server']['username'] = 'Ftrader'
+    ftbot.config['api_server']['password'] = 'WrongPassword'
 
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
@@ -172,7 +172,7 @@ def test_api_unauthorized(botclient):
 
 
 def test_api_token_login(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     rc = client.post(f"{BASE_URI}/token/login",
                      data=None,
                      headers={'Authorization': _basic_auth_str('WRONG_USER', 'WRONG_PASS'),
@@ -191,7 +191,7 @@ def test_api_token_login(botclient):
 
 
 def test_api_token_refresh(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     rc = client_post(client, f"{BASE_URI}/token/login")
     assert_response(rc)
     rc = client.post(f"{BASE_URI}/token/refresh",
@@ -204,12 +204,12 @@ def test_api_token_refresh(botclient):
 
 
 def test_api_stop_workflow(botclient):
-    freqtrade, client = botclient
-    assert freqtrade.state == State.RUNNING
+    ftbot, client = botclient
+    assert ftbot.state == State.RUNNING
     rc = client_post(client, f"{BASE_URI}/stop")
     assert_response(rc)
     assert rc.json() == {'status': 'stopping trader ...'}
-    assert freqtrade.state == State.STOPPED
+    assert ftbot.state == State.STOPPED
 
     # Stop bot again
     rc = client_post(client, f"{BASE_URI}/stop")
@@ -220,7 +220,7 @@ def test_api_stop_workflow(botclient):
     rc = client_post(client, f"{BASE_URI}/start")
     assert_response(rc)
     assert rc.json() == {'status': 'starting trader ...'}
-    assert freqtrade.state == State.RUNNING
+    assert ftbot.state == State.RUNNING
 
     # Call start again
     rc = client_post(client, f"{BASE_URI}/start")
@@ -399,32 +399,32 @@ def test_api_cleanup(default_conf, mocker, caplog):
 
 
 def test_api_reloadconf(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_post(client, f"{BASE_URI}/reload_config")
     assert_response(rc)
     assert rc.json() == {'status': 'Reloading config ...'}
-    assert freqtrade.state == State.RELOAD_CONFIG
+    assert ftbot.state == State.RELOAD_CONFIG
 
 
 def test_api_stopbuy(botclient):
-    freqtrade, client = botclient
-    assert freqtrade.config['max_open_trades'] != 0
+    ftbot, client = botclient
+    assert ftbot.config['max_open_trades'] != 0
 
     rc = client_post(client, f"{BASE_URI}/stopbuy")
     assert_response(rc)
     assert rc.json() == {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
-    assert freqtrade.config['max_open_trades'] == 0
+    assert ftbot.config['max_open_trades'] == 0
 
 
 def test_api_balance(botclient, mocker, rpc_balance):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
-    freqtrade.config['dry_run'] = False
+    ftbot.config['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
-    freqtrade.wallets.update()
+    ftbot.wallets.update()
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)
@@ -441,8 +441,8 @@ def test_api_balance(botclient, mocker, rpc_balance):
 
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -463,13 +463,13 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json()["current"] == 4
     assert rc.json()["max"] == 1
 
-    freqtrade.config['max_open_trades'] = float('inf')
+    ftbot.config['max_open_trades'] = float('inf')
     rc = client_get(client, f"{BASE_URI}/count")
     assert rc.json()["max"] == -1
 
 
 def test_api_locks(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/locks")
     assert_response(rc)
@@ -503,8 +503,8 @@ def test_api_locks(botclient):
 
 
 def test_api_show_config(botclient, mocker):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
@@ -521,8 +521,8 @@ def test_api_show_config(botclient, mocker):
 
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -539,8 +539,8 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_trades(botclient, mocker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets)
@@ -567,8 +567,8 @@ def test_api_trades(botclient, mocker, fee, markets):
 
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -587,8 +587,8 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
 
 
 def test_api_delete_trade(botclient, mocker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -603,7 +603,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
 
     create_mock_trades(fee)
     Trade.query.session.flush()
-    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+    ftbot.strategy.order_types['stoploss_on_exchange'] = True
     trades = Trade.query.all()
     trades[1].stoploss_order_id = '1234'
     assert len(trades) > 2
@@ -629,7 +629,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
 
 
 def test_api_logs(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     rc = client_get(client, f"{BASE_URI}/logs")
     assert_response(rc)
     assert len(rc.json()) == 2
@@ -661,8 +661,8 @@ def test_api_logs(botclient):
 
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -677,8 +677,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -728,8 +728,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -756,8 +756,8 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
 
 
 def test_api_performance(botclient, fee):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
 
     trade = Trade(
         pair='LTC/ETH',
@@ -802,8 +802,8 @@ def test_api_performance(botclient, fee):
 
 
 def test_api_status(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -891,7 +891,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_version(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc)
@@ -899,7 +899,7 @@ def test_api_version(botclient):
 
 
 def test_api_blacklist(botclient, mocker):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/blacklist")
     assert_response(rc)
@@ -934,7 +934,7 @@ def test_api_blacklist(botclient, mocker):
 
 
 def test_api_whitelist(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/whitelist")
     assert_response(rc)
@@ -946,7 +946,7 @@ def test_api_whitelist(botclient):
 
 
 def test_api_forcebuy(botclient, mocker, fee):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_post(client, f"{BASE_URI}/forcebuy",
                      data='{"pair": "ETH/BTC"}')
@@ -954,7 +954,7 @@ def test_api_forcebuy(botclient, mocker, fee):
     assert rc.json() == {"error": "Error querying /api/v1/forcebuy: Forcebuy not enabled."}
 
     # enable forcebuy
-    freqtrade.config['forcebuy_enable'] = True
+    ftbot.config['forcebuy_enable'] = True
 
     fbuy_mock = MagicMock(return_value=None)
     mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
@@ -1037,7 +1037,7 @@ def test_api_forcebuy(botclient, mocker, fee):
 
 
 def test_api_forcesell(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -1046,14 +1046,14 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         markets=PropertyMock(return_value=markets),
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_get_signal(freqtrade, (True, False, None))
+    patch_get_signal(ftbot, (True, False, None))
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
     assert_response(rc, 502)
     assert rc.json() == {"error": "Error querying /api/v1/forcesell: invalid argument"}
 
-    freqtrade.enter_positions()
+    ftbot.enter_positions()
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
@@ -1062,7 +1062,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_pair_candles(botclient, ohlcv_history):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     timeframe = '5m'
     amount = 3
 
@@ -1090,7 +1090,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
     ohlcv_history.loc[1, 'buy'] = 1
     ohlcv_history['sell'] = 0
 
-    freqtrade.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
+    ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
 
     rc = client_get(client,
                     f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
@@ -1128,7 +1128,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
 
 
 def test_api_pair_history(botclient, ohlcv_history):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     timeframe = '5m'
 
     # No pair
@@ -1181,23 +1181,23 @@ def test_api_pair_history(botclient, ohlcv_history):
 
 
 def test_api_plot_config(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
     assert rc.json() == {}
 
-    freqtrade.strategy.plot_config = {
+    ftbot.strategy.plot_config = {
         'main_plot': {'sma': {}},
         'subplots': {'RSI': {'rsi': {'color': 'red'}}}
     }
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
-    assert rc.json() == freqtrade.strategy.plot_config
+    assert rc.json() == ftbot.strategy.plot_config
     assert isinstance(rc.json()['main_plot'], dict)
     assert isinstance(rc.json()['subplots'], dict)
 
-    freqtrade.strategy.plot_config = {'main_plot': {'sma': {}}}
+    ftbot.strategy.plot_config = {'main_plot': {'sma': {}}}
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
 
@@ -1206,7 +1206,7 @@ def test_api_plot_config(botclient):
 
 
 def test_api_strategies(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/strategies")
 
@@ -1219,7 +1219,7 @@ def test_api_strategies(botclient):
 
 
 def test_api_strategy(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
 
@@ -1234,7 +1234,7 @@ def test_api_strategy(botclient):
 
 
 def test_list_available_pairs(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/available_pairs")
 

From ba0fa1120a6537d1d08af191e19b243556064f29 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 18:39:18 +0700
Subject: [PATCH 0947/1386] revert rename naming

---
 tests/rpc/test_rpc_telegram.py | 26 +++++++++++++-------------
 tests/test_freqtradebot.py     | 34 +++++++++++++++++-----------------
 2 files changed, 30 insertions(+), 30 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index ab66d18e8..5aeebb2d7 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -63,12 +63,12 @@ def get_telegram_testobject(mocker, default_conf, mock=True, freqtrade=None):
             _init=MagicMock(),
             _send_msg=msg_mock
         )
-    if not freqtrade:
-        freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    rpc = RPC(freqtrade)
+    if not ftbot:
+        ftbot = get_patched_freqtradebot(mocker, default_conf)
+    rpc = RPC(ftbot)
     telegram = Telegram(rpc, default_conf)
 
-    return telegram, freqtrade, msg_mock
+    return telegram, ftbot, msg_mock
 
 
 def test_telegram__init__(default_conf, mocker) -> None:
@@ -115,11 +115,11 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     patch_exchange(mocker)
     caplog.set_level(logging.DEBUG)
     default_conf['telegram']['enabled'] = False
-    freqtrade = FreqtradeBot(default_conf)
-    rpc = RPC(freqtrade)
+    bot = FreqtradeBot(default_conf)
+    rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(freqtrade, (True, False, None))
+    patch_get_signal(bot, (True, False, None))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is True
     assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -135,11 +135,11 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     update.message = Message(randint(1, 100), datetime.utcnow(), chat)
 
     default_conf['telegram']['enabled'] = False
-    freqtrade = FreqtradeBot(default_conf)
-    rpc = RPC(freqtrade)
+    bot = FreqtradeBot(default_conf)
+    rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(freqtrade, (True, False, None))
+    patch_get_signal(bot, (True, False, None))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is False
     assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -152,10 +152,10 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
 
     default_conf['telegram']['enabled'] = False
 
-    freqtrade = FreqtradeBot(default_conf)
-    rpc = RPC(freqtrade)
+    bot = FreqtradeBot(default_conf)
+    rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
-    patch_get_signal(freqtrade, (True, False, None))
+    patch_get_signal(bot, (True, False, None))
 
     dummy.dummy_exception(update=update, context=MagicMock())
     assert dummy.state['called'] is False
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index abbef7858..b3a5bc409 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2014,16 +2014,16 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open
 
 
 def test_bot_loop_start_called_once(mocker, default_conf, caplog):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
-    freqtrade.strategy.analyze = MagicMock()
+    patch_get_signal(ftbot)
+    ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
+    ftbot.strategy.analyze = MagicMock()
 
-    freqtrade.process()
+    ftbot.process()
     assert log_has_re(r'Strategy caused the following exception.*', caplog)
-    assert freqtrade.strategy.bot_loop_start.call_count == 1
-    assert freqtrade.strategy.analyze.call_count == 1
+    assert ftbot.strategy.bot_loop_start.call_count == 1
+    assert ftbot.strategy.analyze.call_count == 1
 
 
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -4086,14 +4086,14 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
     reinit_mock = MagicMock()
     mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    freqtrade.startup()
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    ftbot.startup()
     assert reinit_mock.call_count == 1
 
     reinit_mock.reset_mock()
 
-    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
-    freqtrade.startup()
+    ftbot = get_patched_freqtradebot(mocker, edge_conf)
+    ftbot.startup()
     assert reinit_mock.call_count == 0
 
 
@@ -4112,17 +4112,17 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
         get_fee=fee,
     )
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
-    assert freqtrade.wallets.get_free('BTC') == 0.002
+    bot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(bot)
+    assert bot.wallets.get_free('BTC') == 0.002
 
-    n = freqtrade.enter_positions()
+    n = bot.enter_positions()
     assert n == 2
     trades = Trade.query.all()
     assert len(trades) == 2
 
-    freqtrade.config['max_open_trades'] = 3
-    n = freqtrade.enter_positions()
+    bot.config['max_open_trades'] = 3
+    n = bot.enter_positions()
     assert n == 0
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",

From b9c2489b73629babd1dcc918fb4ec8c826d686dd Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 18:41:29 +0700
Subject: [PATCH 0948/1386] remove SN

---
 tests/edge/test_edge.py | 46 ++++++++++++++++++++---------------------
 1 file changed, 23 insertions(+), 23 deletions(-)

diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 254134ce7..7bdc940df 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -76,23 +76,23 @@ def _time_on_candle(number):
 # End helper functions
 # Open trade should be removed from the end
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 1, '']],  # enter trade (signal on last candle)
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1]],  # enter trade (signal on last candle)
     stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
     trades=[]
 )
 
 # Two complete trades within dataframe(with sell hit for all)
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 1, ''],  # enter trade (signal on last candle)
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # exit at open
-    [3, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],  # no action
-    [4, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # should enter the trade
-    [5, 5000, 5025, 4975, 4987, 6172, 0, 1, ''],  # no action
-    [6, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # should sell
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1],  # enter trade (signal on last candle)
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],  # exit at open
+    [3, 5000, 5025, 4975, 4987, 6172, 1, 0],  # no action
+    [4, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should enter the trade
+    [5, 5000, 5025, 4975, 4987, 6172, 0, 1],  # no action
+    [6, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should sell
 ],
     stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2),
@@ -101,10 +101,10 @@ tc1 = BTContainer(data=[
 
 # 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4600, 4987, 6172, 0, 0, ''],  # enter trade, stoploss hit
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4600, 4987, 6172, 0, 0],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
 ],
     stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -112,10 +112,10 @@ tc2 = BTContainer(data=[
 
 # 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4800, 4987, 6172, 0, 0, ''],  # enter trade, stoploss hit
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 0],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -123,10 +123,10 @@ tc3 = BTContainer(data=[
 
 # 5) Stoploss and sell are hit. should sell on stoploss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4800, 4987, 6172, 0, 1, ''],  # enter trade, stoploss hit, sell signal
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 1],  # enter trade, stoploss hit, sell signal
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]

From 7a0cb95ffb00c1c14a8b6a62b3134017ed919214 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 20:43:27 +0700
Subject: [PATCH 0949/1386] fix testcase

---
 tests/rpc/test_rpc_telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 5aeebb2d7..b678c3363 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -55,7 +55,7 @@ class DummyCls(Telegram):
         raise Exception('test')
 
 
-def get_telegram_testobject(mocker, default_conf, mock=True, freqtrade=None):
+def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
     msg_mock = MagicMock()
     if mock:
         mocker.patch.multiple(

From 0fcbe097c064df7943e21bcf7e7d3c0f6f84daf0 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 21:06:38 +0700
Subject: [PATCH 0950/1386] remove blankspace

---
 tests/optimize/__init__.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 80fce9ca5..f29d8d585 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -44,7 +44,6 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    
     columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
     columns = columns + ['buy_tag'] if len(data[0]) == 9 else columns
 

From b7ba2f115e46dcb7455f33a5154fef19053aae22 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 21:20:32 +0700
Subject: [PATCH 0951/1386] retrigger checks


From 06e7f379b39087134ed8c756eb28a700668b23a0 Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 23 Jul 2021 16:32:30 -0400
Subject: [PATCH 0952/1386] Fix code to get Bittrex US-restricted markets

Old code was no longer working
---
 docs/exchanges.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index e54f97714..72f5e4ba4 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -77,8 +77,8 @@ You can get a list of restricted markets by using the following snippet:
 ``` python
 import ccxt
 ct = ccxt.bittrex()
-_ = ct.load_markets()
-res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarkets()['result'] if x['IsRestricted']]
+ct.load_markets()
+res = [f"{x['quoteCurrencySymbol']}/{x['baseCurrencySymbol']}" for x in ct.publicGetMarkets() if 'US' in x['prohibitedIn']]
 print(res)
 ```
 

From b42afb9daebc5bde5118cefeb6a4a6ea1ab57d51 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 24 Jul 2021 17:07:06 -0600
Subject: [PATCH 0953/1386] get_rate checks if side is buy for some console
 output

---
 freqtrade/exchange/exchange.py | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 91b278077..bd3282604 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1038,10 +1038,13 @@ class Exchange:
                 )
                 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}")
+            if side == "buy":
+                price_side = {conf_strategy['price_side'].capitalize()}
+                logger.info(f"{name} price from orderbook {price_side}"
+                            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")
+            if side == "buy":
+                logger.info(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last']:

From 34c8a5afaff2c06fc0a09df0d4eba6ad2464bcc6 Mon Sep 17 00:00:00 2001
From: sauces1313 <sauces1313@fmdidgaf.com>
Date: Sun, 25 Jul 2021 07:24:55 +0000
Subject: [PATCH 0954/1386] remove second filter, add max option

---
 docs/includes/pairlists.md                    |  24 +---
 freqtrade/constants.py                        |   2 +-
 .../plugins/pairlist/rangestabilityfilter.py  |  12 +-
 .../pairlist/rangestabilityfiltermax.py       | 109 ------------------
 tests/plugins/test_pairlist.py                |  18 +--
 5 files changed, 26 insertions(+), 139 deletions(-)
 delete mode 100644 freqtrade/plugins/pairlist/rangestabilityfiltermax.py

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 0368e8a6f..e9d2f45e7 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -155,10 +155,10 @@ If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio
 
 #### RangeStabilityFilter
 
-Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change` or above `max_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
 
 In the below example:
-If the trading range over the last 10 days is <1%, remove the pair from the whitelist.
+If the trading range over the last 10 days is <1% or >99%, remove the pair from the whitelist.
 
 ```json
 "pairlists": [
@@ -166,6 +166,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
         "method": "RangeStabilityFilter",
         "lookback_days": 10,
         "min_rate_of_change": 0.01,
+        "max_rate_of_change": 0.99,
         "refresh_period": 1440
     }
 ]
@@ -173,24 +174,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
 
 !!! Tip
     This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
-
-#### RangeStabilityFilterMax
-
-Same function as `RangeStabilityFilter` but instead of a minimum value, it uses a maximum value for rate of change, i.e. `max_rate_of_change` as seen in the example below.
-
-```json
-"pairlists": [
-    {
-        "method": "RangeStabilityFilterMax",
-        "lookback_days": 10,
-        "max_rate_of_change": 1.01,
-        "refresh_period": 1440
-    }
-]
-```
-
-!!! Tip
-    This Filter can be used to automatically remove pairs with extreme high/low variance over a given amount of time (`lookback_days`).
+    Additionally, it can also be used to automatically remove pairs with extreme high/low variance over a given amount of time.
 
 #### VolatilityFilter
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 089569842..f4c32387b 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -28,7 +28,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
                        'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter', 'VolatilityFilter', 'RangeStabilityFilterMax']
+                       'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index a6d1820de..105568f17 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -26,6 +26,7 @@ class RangeStabilityFilter(IPairList):
 
         self._days = pairlistconfig.get('lookback_days', 10)
         self._min_rate_of_change = pairlistconfig.get('min_rate_of_change', 0.01)
+        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', 0.99)
         self._refresh_period = pairlistconfig.get('refresh_period', 1440)
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
@@ -51,7 +52,8 @@ class RangeStabilityFilter(IPairList):
         Short whitelist method description - used for startup-messages
         """
         return (f"{self.name} - Filtering pairs with rate of change below "
-                f"{self._min_rate_of_change} over the last {plural(self._days, 'day')}.")
+                f"{self._min_rate_of_change} and above "
+                f"{self._max_rate_of_change} over the last {plural(self._days, 'day')}.")
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -104,6 +106,14 @@ class RangeStabilityFilter(IPairList):
                               f"which is below the threshold of {self._min_rate_of_change}.",
                               logger.info)
                 result = False
+            if pct_change <= self._max_rate_of_change:
+                result = True
+            else:
+                self.log_once(f"Removed {pair} from whitelist, because rate of change "
+                              f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
+                              f"which is above the threshold of {self._max_rate_of_change}.",
+                              logger.info)
+                result = False
             self._pair_cache[pair] = result
 
         return result
diff --git a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
deleted file mode 100644
index e0cf5b9b4..000000000
--- a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
+++ /dev/null
@@ -1,109 +0,0 @@
-"""
-Rate of change pairlist filter
-"""
-import logging
-from copy import deepcopy
-from typing import Any, Dict, List, Optional
-
-import arrow
-from cachetools.ttl import TTLCache
-from pandas import DataFrame
-
-from freqtrade.exceptions import OperationalException
-from freqtrade.misc import plural
-from freqtrade.plugins.pairlist.IPairList import IPairList
-
-
-logger = logging.getLogger(__name__)
-
-
-class RangeStabilityFilterMax(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._days = pairlistconfig.get('lookback_days', 10)
-        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', 0.02)
-        self._refresh_period = pairlistconfig.get('refresh_period', 1440)
-
-        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
-
-        if self._days < 1:
-            raise OperationalException("RangeStabilityFilterMax requires lookback_days to be >= 1")
-        if self._days > exchange.ohlcv_candle_limit('1d'):
-            raise OperationalException("RangeStabilityFilterMax requires lookback_days to not "
-                                       "exceed exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
-
-    @property
-    def needstickers(self) -> bool:
-        """
-        Boolean property defining if tickers are necessary.
-        If no Pairlist requires tickers, an empty List 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} - Filtering pairs with rate of change below "
-                f"{self._max_rate_of_change} over the last {plural(self._days, 'day')}.")
-
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-        """
-        Validate trading range
-        :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
-        :return: new allowlist
-        """
-        needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
-
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._days - 1)
-                       .float_timestamp) * 1000
-        # Get all candles
-        candles = {}
-        if needed_pairs:
-            candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
-                                                          cache=False)
-
-        if self._enabled:
-            for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
-                if not self._validate_pair_loc(p, daily_candles):
-                    pairlist.remove(p)
-        return pairlist
-
-    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
-        """
-        Validate trading range
-        :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
-        :return: True if the pair can stay, false if it should be removed
-        """
-        # Check symbol in cache
-        cached_res = self._pair_cache.get(pair, None)
-        if cached_res is not None:
-            return cached_res
-
-        result = False
-        if daily_candles is not None and not daily_candles.empty:
-            highest_high = daily_candles['high'].max()
-            lowest_low = daily_candles['low'].min()
-            pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0
-            if pct_change <= self._max_rate_of_change:
-                result = True
-            else:
-                self.log_once(f"Removed {pair} from whitelist, because rate of change "
-                              f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
-                              f"which is above the threshold of {self._max_rate_of_change}.",
-                              logger.info)
-                result = False
-            self._pair_cache[pair] = result
-
-        return result
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..550587da9 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -412,7 +412,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
         "USDT", ['NANO/USDT']),
     ([{"method": "StaticPairList"},
       {"method": "RangeStabilityFilter", "lookback_days": 10,
-       "min_rate_of_change": 0.01, "refresh_period": 1440}],
+       "min_rate_of_change": 0.01, "max_rate_of_change": 0.99, "refresh_period": 1440}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
     ([{"method": "StaticPairList"},
       {"method": "VolatilityFilter", "lookback_days": 3,
@@ -718,15 +718,16 @@ def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers):
         get_patched_freqtradebot(mocker, default_conf)
 
 
-@pytest.mark.parametrize('min_rate_of_change,expected_length', [
-    (0.01, 5),
-    (0.05, 0),  # Setting rate_of_change to 5% removes all pairs from the whitelist.
+@pytest.mark.parametrize('min_rate_of_change,max_rate_of_change,expected_length', [
+    (0.01, 0.99, 5),
+    (0.05, 0.0, 0),  # Setting min rate_of_change to 5% removes all pairs from the whitelist.
 ])
 def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, ohlcv_history,
-                                      min_rate_of_change, expected_length):
+                                      min_rate_of_change, max_rate_of_change, expected_length):
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
                                  {'method': 'RangeStabilityFilter', 'lookback_days': 2,
-                                  'min_rate_of_change': min_rate_of_change}]
+                                  'min_rate_of_change': min_rate_of_change,
+                                  "max_rate_of_change": max_rate_of_change}]
 
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           markets=PropertyMock(return_value=markets),
@@ -828,9 +829,10 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
      None,
      "PriceFilter requires max_value to be >= 0"
      ),  # OperationalException expected
-    ({"method": "RangeStabilityFilter", "lookback_days": 10, "min_rate_of_change": 0.01},
+    ({"method": "RangeStabilityFilter", "lookback_days": 10,
+     "min_rate_of_change": 0.01, "max_rate_of_change": 0.99},
      "[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "
-     "0.01 over the last days.'}]",
+     "0.01 and above 0.99 over the last days.'}]",
         None
      ),
 ])

From 1e32a3ca0927bc6f19c092b0f86e801ef2f9c4f0 Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Sun, 25 Jul 2021 15:54:49 +0200
Subject: [PATCH 0955/1386] :memo: Docs - StrategyAdvanced - Added
 `current_time` to `confirm_trade_entry/exit()` examples

---
 docs/strategy-advanced.md | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 4dba9ad4a..cd0f60ce6 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -454,7 +454,7 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a buy order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -469,6 +469,7 @@ class AwesomeStrategy(IStrategy):
         :param amount: Amount in target (quote) currency that's going to be traded.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process
@@ -490,7 +491,8 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
-                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+                           rate: float, time_in_force: str, sell_reason: str,
+                           current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a regular sell order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -508,6 +510,7 @@ class AwesomeStrategy(IStrategy):
         :param sell_reason: Sell reason.
             Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                            'sell_signal', 'force_sell', 'emergency_sell']
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the sell-order is placed on the exchange.
             False aborts the process

From 05f74bdf5382dd362ac0cd6584ec17937ef9ba06 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 25 Jul 2021 16:13:04 -0600
Subject: [PATCH 0956/1386] Changed log ouput to debug in exchange.get_rate

---
 freqtrade/exchange/exchange.py | 11 ++++-------
 1 file changed, 4 insertions(+), 7 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index bd3282604..ed2ab0a61 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1037,14 +1037,11 @@ class Exchange:
                     f"determined. Orderbook: {order_book}"
                 )
                 raise PricingError from e
-
-            if side == "buy":
-                price_side = {conf_strategy['price_side'].capitalize()}
-                logger.info(f"{name} price from orderbook {price_side}"
-                            f"side - top {order_book_top} order book {side} rate {rate:.8f}")
+            price_side = {conf_strategy['price_side'].capitalize()}
+            logger.debug(f"{name} price from orderbook {price_side}"
+                         f"side - top {order_book_top} order book {side} rate {rate:.8f}")
         else:
-            if side == "buy":
-                logger.info(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
+            logger.debug(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last']:

From 11937fd1bfe0f0d182e92e0fc5b9ee3f69576c69 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:00:57 +0000
Subject: [PATCH 0957/1386] Bump mkdocs-material from 7.1.11 to 7.2.1

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.11 to 7.2.1.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.11...7.2.1)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 32a1df58e..6a904c951 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.1.11
+mkdocs-material==7.2.1
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 7d428f9cb98bc3b6fecbd650c4a4e272c6a15f1f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:01:05 +0000
Subject: [PATCH 0958/1386] Bump fastapi from 0.66.0 to 0.67.0

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.66.0 to 0.67.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.66.0...0.67.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8e26dfc6c..b3d9225c2 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.66.0
+fastapi==0.67.0
 uvicorn==0.14.0
 pyjwt==2.1.0
 aiofiles==0.7.0

From 0f82174c525c9b18f921971cd3bc4fe42dcbd5f9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:01:16 +0000
Subject: [PATCH 0959/1386] Bump sqlalchemy from 1.4.21 to 1.4.22

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.21 to 1.4.22.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8e26dfc6c..55200def3 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ 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==1.4.21
+SQLAlchemy==1.4.22
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2

From 6a3838ea4bce3364253aded4493b6ec69fca0baf Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:01:20 +0000
Subject: [PATCH 0960/1386] Bump coveralls from 3.1.0 to 3.2.0

Bumps [coveralls](https://github.com/TheKevJames/coveralls-python) from 3.1.0 to 3.2.0.
- [Release notes](https://github.com/TheKevJames/coveralls-python/releases)
- [Changelog](https://github.com/TheKevJames/coveralls-python/blob/master/CHANGELOG.md)
- [Commits](https://github.com/TheKevJames/coveralls-python/compare/3.1.0...3.2.0)

---
updated-dependencies:
- dependency-name: coveralls
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index e25f810cd..537936a86 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt
 
-coveralls==3.1.0
+coveralls==3.2.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.3.0

From 0fac9c9cf277f16af3c175fc9414b811a5765077 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:01:25 +0000
Subject: [PATCH 0961/1386] Bump pandas from 1.3.0 to 1.3.1

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.0 to 1.3.1.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.3.0...v1.3.1)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8e26dfc6c..291aa666a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.1
-pandas==1.3.0
+pandas==1.3.1
 
 ccxt==1.53.25
 # Pin cryptography for now due to rust build errors with piwheels

From a451a9727462c530257c85a5a0e082e2fa179094 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Tue, 27 Jul 2021 05:39:35 +0000
Subject: [PATCH 0962/1386] Bump ccxt from 1.53.25 to 1.53.72

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.53.25 to 1.53.72.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.53.25...1.53.72)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 4cfe5f42c..d7545946c 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.53.25
+ccxt==1.53.72
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 25c527ee678f5aa0b38bc59520d50829128716af Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 24 Jul 2021 19:30:34 -0600
Subject: [PATCH 0963/1386]  combined exchange.buy and exchange.sell, Adding
 dummy mock to create_order in tests in test_freqtradebot

---
 freqtrade/exchange/exchange.py  |  37 ++----
 freqtrade/freqtradebot.py       |  16 +--
 tests/exchange/test_exchange.py |  68 ++++++-----
 tests/exchange/test_kraken.py   |   7 +-
 tests/rpc/test_rpc.py           |   2 +-
 tests/test_freqtradebot.py      | 209 +++++++++++++++++++++-----------
 tests/test_wallets.py           |   4 +-
 7 files changed, 200 insertions(+), 143 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ed2ab0a61..54b89e451 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -689,7 +689,16 @@ class Exchange:
     # Order handling
 
     def create_order(self, pair: str, ordertype: str, side: str, amount: float,
-                     rate: float, params: Dict = {}) -> Dict:
+                     rate: float, time_in_force: str = 'gtc') -> Dict:
+
+        if self._config['dry_run']:
+            dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate)
+            return dry_order
+
+        params = self._params.copy()
+        if time_in_force != 'gtc' and ordertype != 'market':
+            params.update({'timeInForce': time_in_force})
+
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
             amount = self.amount_to_precision(pair, amount)
@@ -720,32 +729,6 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def buy(self, pair: str, ordertype: str, amount: float,
-            rate: float, time_in_force: str) -> Dict:
-
-        if self._config['dry_run']:
-            dry_order = self.create_dry_run_order(pair, ordertype, "buy", amount, rate)
-            return dry_order
-
-        params = self._params.copy()
-        if time_in_force != 'gtc' and ordertype != 'market':
-            params.update({'timeInForce': time_in_force})
-
-        return self.create_order(pair, ordertype, 'buy', amount, rate, params)
-
-    def sell(self, pair: str, ordertype: str, amount: float,
-             rate: float, time_in_force: str = 'gtc') -> Dict:
-
-        if self._config['dry_run']:
-            dry_order = self.create_dry_run_order(pair, ordertype, "sell", amount, rate)
-            return dry_order
-
-        params = self._params.copy()
-        if time_in_force != 'gtc' and ordertype != 'market':
-            params.update({'timeInForce': time_in_force})
-
-        return self.create_order(pair, ordertype, 'sell', amount, rate, params)
-
     def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d430dbc48..25b8d154b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -510,9 +510,9 @@ class FreqtradeBot(LoggingMixin):
             logger.info(f"User requested abortion of buying {pair}")
             return False
         amount = self.exchange.amount_to_precision(pair, amount)
-        order = self.exchange.buy(pair=pair, ordertype=order_type,
-                                  amount=amount, rate=buy_limit_requested,
-                                  time_in_force=time_in_force)
+        order = self.exchange.create_order(pair=pair, ordertype=order_type, side="buy",
+                                           amount=amount, rate=buy_limit_requested,
+                                           time_in_force=time_in_force)
         order_obj = Order.parse_from_ccxt_object(order, pair, 'buy')
         order_id = order['id']
         order_status = order.get('status', None)
@@ -1094,11 +1094,11 @@ class FreqtradeBot(LoggingMixin):
 
         try:
             # Execute sell and update trade record
-            order = self.exchange.sell(pair=trade.pair,
-                                       ordertype=order_type,
-                                       amount=amount, rate=limit,
-                                       time_in_force=time_in_force
-                                       )
+            order = self.exchange.create_order(pair=trade.pair,
+                                               ordertype=order_type, side="sell",
+                                               amount=amount, rate=limit,
+                                               time_in_force=time_in_force
+                                               )
         except InsufficientFundsError as e:
             logger.warning(f"Unable to place order {e}.")
             # Try to figure out what went wrong
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 02adf01c4..bacb7edbb 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1056,8 +1056,8 @@ def test_buy_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf)
 
-    order = exchange.buy(pair='ETH/BTC', ordertype='limit',
-                         amount=1, rate=200, time_in_force='gtc')
+    order = exchange.create_order(pair='ETH/BTC', ordertype='limit', side="buy",
+                                  amount=1, rate=200, time_in_force='gtc')
     assert 'id' in order
     assert 'dry_run_buy_' in order['id']
 
@@ -1080,8 +1080,8 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
-    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                         amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1094,9 +1094,10 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     api_mock.create_order.reset_mock()
     order_type = 'limit'
-    order = exchange.buy(
+    order = exchange.create_order(
         pair='ETH/BTC',
         ordertype=order_type,
+        side="buy",
         amount=1,
         rate=200,
         time_in_force=time_in_force)
@@ -1110,32 +1111,32 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype='limit',
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype='limit', side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype='market',
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype='market', side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(OperationalException):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1157,8 +1158,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     order_type = 'limit'
     time_in_force = 'ioc'
 
-    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                         amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1174,8 +1175,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     order_type = 'market'
     time_in_force = 'ioc'
 
-    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                         amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1193,7 +1194,8 @@ def test_sell_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf)
 
-    order = exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
+    order = exchange.create_order(pair='ETH/BTC', ordertype='limit',
+                                  side="sell", amount=1, rate=200)
     assert 'id' in order
     assert 'dry_run_sell_' in order['id']
 
@@ -1216,7 +1218,8 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
+                                  side="sell", amount=1, rate=200)
 
     assert 'id' in order
     assert 'info' in order
@@ -1229,7 +1232,8 @@ def test_sell_prod(default_conf, mocker, exchange_name):
 
     api_mock.create_order.reset_mock()
     order_type = 'limit'
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
+                                  side="sell", amount=1, rate=200)
     assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'sell'
@@ -1240,28 +1244,28 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype='limit', side="sell", amount=1, rate=200)
 
     # Market orders don't require price, so the behaviour is slightly different
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype='market', amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype='market', side="sell", amount=1, rate=200)
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
 
     with pytest.raises(OperationalException):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1283,8 +1287,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     order_type = 'limit'
     time_in_force = 'ioc'
 
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
-                          amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1299,8 +1303,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
 
     order_type = 'market'
     time_in_force = 'ioc'
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
-                          amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -2186,7 +2190,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
-    order = exchange.buy('ETH/BTC', 'limit', 5, 0.55, 'gtc')
+    order = exchange.create_order('ETH/BTC', 'limit', "sell", 5, 0.55, 'gtc')
 
     cancel_order = exchange.cancel_order(order_id=order['id'], pair='ETH/BTC')
     assert order['id'] == cancel_order['id']
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index ed22cde92..eb79dfc10 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -31,8 +31,8 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
 
-    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                         amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -63,7 +63,8 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
 
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
+                                  side="sell", amount=1, rate=200)
 
     assert 'id' in order
     assert 'info' in order
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index fad24f9e2..05a4316f8 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -857,7 +857,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
         get_balances=MagicMock(return_value=ticker),
         fetch_ticker=ticker,
         get_fee=fee,
-        buy=buy_mm
+        create_order=buy_mm
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 4912a2a4d..31e3a4ff7 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -169,7 +169,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee
     )
     default_conf['dry_run_wallet'] = wallet
@@ -384,7 +384,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=buy_mock,
+        create_order=buy_mock,
         get_fee=fee,
     )
     default_conf['stake_amount'] = 0.0005
@@ -404,7 +404,7 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=buy_mock,
+        create_order=buy_mock,
         get_fee=fee,
     )
 
@@ -425,7 +425,7 @@ def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_op
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=buy_mock,
+        create_order=buy_mock,
         get_fee=fee,
     )
 
@@ -444,7 +444,7 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     default_conf['max_open_trades'] = 0
@@ -464,7 +464,7 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
 
@@ -487,7 +487,7 @@ def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_o
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
     default_conf['exchange']['pair_whitelist'] = []
@@ -507,7 +507,7 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -556,7 +556,7 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -577,7 +577,7 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -606,7 +606,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
@@ -641,7 +641,7 @@ def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(side_effect=TemporaryError)
+        create_order=MagicMock(side_effect=TemporaryError)
     )
     sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
 
@@ -658,7 +658,7 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(side_effect=OperationalException)
+        create_order=MagicMock(side_effect=OperationalException)
     )
     worker = Worker(args=None, config=default_conf)
     patch_get_signal(worker.freqtrade)
@@ -676,7 +676,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         fetch_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
@@ -703,7 +703,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
         fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
@@ -753,7 +753,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(side_effect=TemporaryError),
+        create_order=MagicMock(side_effect=TemporaryError),
         refresh_latest_ohlcv=refresh_mock,
     )
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
@@ -790,7 +790,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=buy_mm,
+        create_order=buy_mm,
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
     )
@@ -839,7 +839,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['cost'] = 100
     limit_buy_order['id'] = '444'
 
-    mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order))
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=limit_buy_order))
     assert freqtrade.execute_buy(pair, stake_amount)
     trade = Trade.query.all()[2]
     assert trade
@@ -855,7 +856,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['price'] = 0.5
     limit_buy_order['cost'] = 40.495905365
     limit_buy_order['id'] = '555'
-    mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order))
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=limit_buy_order))
     assert freqtrade.execute_buy(pair, stake_amount)
     trade = Trade.query.all()[3]
     assert trade
@@ -889,7 +891,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['price'] = 0.5
     limit_buy_order['cost'] = 0.0
     limit_buy_order['id'] = '66'
-    mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order))
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=limit_buy_order))
     assert not freqtrade.execute_buy(pair, stake_amount)
 
     # Fail to get price...
@@ -908,7 +911,7 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order),
+        create_order=MagicMock(return_value=limit_buy_order),
         get_rate=MagicMock(return_value=0.11),
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
@@ -970,8 +973,10 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1087,8 +1092,10 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1116,7 +1123,10 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
                                              limit_buy_order_open, limit_sell_order):
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
-    sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
+    create_order_mock = MagicMock(side_effect=[
+        limit_buy_order_open,
+        {'id': limit_sell_order['id']}
+    ])
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
@@ -1124,8 +1134,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
-        sell=sell_mock,
+        create_order=create_order_mock,
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1147,10 +1156,10 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert log_has("Selling the trade forcefully", caplog)
 
     # Should call a market sell
-    assert sell_mock.call_count == 1
-    assert sell_mock.call_args[1]['ordertype'] == 'market'
-    assert sell_mock.call_args[1]['pair'] == trade.pair
-    assert sell_mock.call_args[1]['amount'] == trade.amount
+    assert create_order_mock.call_count == 2
+    assert create_order_mock.call_args[1]['ordertype'] == 'market'
+    assert create_order_mock.call_args[1]['pair'] == trade.pair
+    assert create_order_mock.call_args[1]['amount'] == trade.amount
 
     # Rpc is sending first buy, then sell
     assert rpc_mock.call_count == 2
@@ -1171,8 +1180,10 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
-        sell=sell_mock,
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            sell_mock,
+        ]),
         get_fee=fee,
         fetch_order=MagicMock(return_value={'status': 'canceled'}),
     )
@@ -1212,8 +1223,10 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1318,8 +1331,10 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1391,8 +1406,10 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1502,8 +1519,10 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
         stoploss=stoploss,
     )
@@ -1840,8 +1859,10 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order),
-        sell=MagicMock(return_value=limit_sell_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order,
+            limit_sell_order_open,
+        ]),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1877,7 +1898,10 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
 
@@ -1930,7 +1954,10 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
 
@@ -1954,15 +1981,18 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
                    caplog)
 
 
-def test_handle_trade_use_sell_signal(
-        default_conf, ticker, limit_buy_order_open, fee, mocker, caplog) -> None:
+def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
+                                      limit_sell_order_open, fee, mocker, caplog) -> None:
     # use_sell_signal is True buy default
     caplog.set_level(logging.DEBUG)
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            limit_sell_order_open,
+        ]),
         get_fee=fee,
     )
 
@@ -1990,7 +2020,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2746,13 +2776,16 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
-    sellmock = MagicMock(return_value={'id': '12345555'})
+    create_order_mock = MagicMock(side_effect=[
+        {'id': '12345554'},
+        {'id': '12345555'},
+    ])
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        sell=sellmock
+        create_order=create_order_mock,
     )
 
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -2767,7 +2800,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
 
     freqtrade.execute_sell(trade=trade, limit=1234,
                            sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
-    assert sellmock.call_count == 1
+    assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
@@ -2963,7 +2996,10 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        sell=MagicMock(side_effect=InsufficientFundsError())
+        create_order=MagicMock(side_effect=[
+            {'id': 1234553382},
+            InsufficientFundsError(),
+        ]),
     )
     patch_get_signal(freqtrade)
 
@@ -2996,7 +3032,10 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf.update({
@@ -3033,7 +3072,10 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
             'ask': 0.00002173,
             'last': 0.00002172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf.update({
@@ -3064,7 +3106,10 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
             'ask': 0.00000173,
             'last': 0.00000172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf.update({
@@ -3094,7 +3139,10 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_
             'ask': 0.0000173,
             'last': 0.0000172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf.update({
@@ -3127,7 +3175,10 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
             'ask': 0.00002173,
             'last': 0.00002172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
 
@@ -3245,7 +3296,10 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
             'ask': 0.0000173,
             'last': 0.0000172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf['ignore_roi_if_buy_signal'] = True
@@ -3279,7 +3333,10 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
             'ask': 0.00001099,
             'last': 0.00001099
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf['trailing_stop'] = True
@@ -3331,7 +3388,10 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
             'ask': buy_price - 0.000001,
             'last': buy_price - 0.000001
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf['trailing_stop'] = True
@@ -3388,7 +3448,10 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
             'ask': buy_price - 0.000001,
             'last': buy_price - 0.000001
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -3448,7 +3511,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
             'ask': buy_price,
             'last': buy_price
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -3508,7 +3571,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
             'ask': 0.00000173,
             'last': 0.00000172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+            {'id': 1234553383}
+        ]),
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
@@ -3905,7 +3972,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
 
@@ -3942,7 +4009,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
     # Save state of current whitelist
@@ -4039,8 +4106,10 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
-        sell=MagicMock(return_value=limit_sell_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            limit_sell_order_open,
+        ]),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -4105,7 +4174,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
 
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 64db3b9cd..9f58cb71d 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -125,7 +125,7 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
                         (1,    None, 50, 66.66666),
                         (0.99, None, 49.5, 66.0),
                         (0.50, None, 25, 33.3333),
-                        # Tests with capital ignore balance_ratio
+    # Tests with capital ignore balance_ratio
                         (1,    100, 50, 0.0),
                         (0.99, 200, 50, 66.66666),
                         (0.99, 150, 50, 50),
@@ -138,7 +138,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee
     )
 

From cf4d1875dd2f34c74f64fa416b23aa4804cc1a6c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 29 Jul 2021 06:56:37 +0200
Subject: [PATCH 0964/1386] Use prohibitedIn instead of isRestricted

---
 docs/exchanges.md               | 5 +++--
 freqtrade/exchange/exchange.py  | 2 +-
 tests/exchange/test_exchange.py | 2 +-
 3 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 72f5e4ba4..29b9bb533 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -77,8 +77,9 @@ You can get a list of restricted markets by using the following snippet:
 ``` python
 import ccxt
 ct = ccxt.bittrex()
-ct.load_markets()
-res = [f"{x['quoteCurrencySymbol']}/{x['baseCurrencySymbol']}" for x in ct.publicGetMarkets() if 'US' in x['prohibitedIn']]
+lm = ct.load_markets()
+
+res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
 print(res)
 ```
 
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 91b278077..47ce8b4ba 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -387,7 +387,7 @@ class Exchange:
                 # its contents depend on the exchange.
                 # It can also be a string or similar ... so we need to verify that first.
             elif (isinstance(self.markets[pair].get('info', None), dict)
-                  and self.markets[pair].get('info', {}).get('IsRestricted', False)):
+                  and self.markets[pair].get('info', {}).get('prohibitedIn', False)):
                 # Warn users about restricted pairs in whitelist.
                 # We cannot determine reliably if Users are affected.
                 logger.warning(f"Pair {pair} is restricted for some users on this exchange."
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 02adf01c4..bf77a9460 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -673,7 +673,7 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
     api_mock = MagicMock()
     type(api_mock).load_markets = MagicMock(return_value={
         'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
-        'XRP/BTC': {'quote': 'BTC', 'info': {'IsRestricted': True}},
+        'XRP/BTC': {'quote': 'BTC', 'info': {'prohibitedIn': ['US']}},
         'NEO/BTC': {'quote': 'BTC', 'info': 'TestString'},  # info can also be a string ...
     })
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))

From 6490b82ad61d4ec0796b62fe68ecdcf606dfc970 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 29 Jul 2021 19:48:36 +0200
Subject: [PATCH 0965/1386] Update docker-documentation for multiarch builds

---
 docs/docker_quickstart.md | 91 ++++++++-------------------------------
 1 file changed, 17 insertions(+), 74 deletions(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index cb66fc7e2..1fa229225 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -24,82 +24,21 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
 
 Create a new directory and place the [docker-compose file](https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml) in this directory.
 
-=== "PC/MAC/Linux"
-    ``` bash
-    mkdir ft_userdata
-    cd ft_userdata/
-    # Download the docker-compose file from the repository
-    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
+``` bash
+mkdir ft_userdata
+cd ft_userdata/
+# Download the docker-compose file from the repository
+curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
 
-    # Pull the freqtrade image
-    docker-compose pull
+# Pull the freqtrade image
+docker-compose pull
 
-    # Create user directory structure
-    docker-compose run --rm freqtrade create-userdir --userdir user_data
+# Create user directory structure
+docker-compose run --rm freqtrade create-userdir --userdir user_data
 
-    # Create configuration - Requires answering interactive questions
-    docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
-
-=== "RaspberryPi"
-    ``` bash
-    mkdir ft_userdata
-    cd ft_userdata/
-    # Download the docker-compose file from the repository
-    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
-
-    # Edit the compose file to use an image named `*_pi` (stable_pi or develop_pi)
-
-    # Pull the freqtrade image
-    docker-compose pull
-
-    # Create user directory structure
-    docker-compose run --rm freqtrade create-userdir --userdir user_data
-
-    # Create configuration - Requires answering interactive questions
-    docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
-
-    !!! Note "Change your docker Image"
-        You have to change the docker image in the docker-compose file for your Raspberry build to work properly.
-        ``` yml
-        image: freqtradeorg/freqtrade:stable_pi
-        # image: freqtradeorg/freqtrade:develop_pi
-        ```
-
-=== "ARM 64 Systenms (Mac M1, Raspberry Pi 4, Jetson Nano)"
-    In case of a Mac M1, make sure that your docker installation is running in native mode
-    Arm64 images are not yet provided via Docker Hub and need to be build locally first.
-    Depending on the device, this may take a few minutes (Apple M1) or multiple hours (Raspberry Pi)
-
-    ``` bash
-    # Clone Freqtrade repository
-    git clone  https://github.com/freqtrade/freqtrade.git
-    cd freqtrade
-    # Optionally switch to the stable version
-    git checkout stable   
-
-    # Modify your docker-compose file to enable building and change the image name 
-    # (see the Note Box below for necessary changes)
-
-    # Build image
-    docker-compose build
-    
-    # Create user directory structure
-    docker-compose run --rm freqtrade create-userdir --userdir user_data
-
-    # Create configuration - Requires answering interactive questions
-    docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
-
-    !!! Note "Change your docker Image"
-        You have to change the docker image in the docker-compose file for your arm64 build to work properly.
-        ``` yml
-        image: freqtradeorg/freqtrade:custom_arm64
-        build:
-          context: .
-          dockerfile: "Dockerfile"
-        ```
+# Create configuration - Requires answering interactive questions
+docker-compose run --rm freqtrade new-config --config user_data/config.json
+```
 
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
 The last 2 steps in the snippet create the directory with `user_data`, as well as (interactively) the default configuration based on your selections.
@@ -117,7 +56,7 @@ The last 2 steps in the snippet create the directory with `user_data`, as well a
 
 The `SampleStrategy` is run by default.
 
-!!! Warning "`SampleStrategy` is just a demo!"
+!!! Danger "`SampleStrategy` is just a demo!"
     The `SampleStrategy` is there for your reference and give you ideas for your own strategy.
     Please always backtest your strategy and use dry-run for some time before risking real money!
     You will find more information about Strategy development in the [Strategy documentation](strategy-customization.md).
@@ -167,6 +106,10 @@ Advanced users may edit the docker-compose file further to include all possible
 
 All freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
 
+!!! Warning "`docker-compose` for trade commands"
+    Trade commands (`freqtrade trade <...>`) should not be ran via `docker-compose run` - but should use `docker-compose up -d` instead.
+    This makes sure that the container is properly started (including port forwardings) and will make sure that the container will restart after a system reboot.
+
 !!! Note "`docker-compose run --rm`"
     Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
 

From 03064731ac0bf3a62d91557cad1b8f939e1ff156 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 29 Jul 2021 19:49:19 +0200
Subject: [PATCH 0966/1386] Version bump 2021.7

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index d76b655d7..34e1bfc5d 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.6'
+__version__ = '2021.7'
 
 if __version__ == 'develop':
 

From aa34889c047e13607a1b60ccca01cf63d6f57bab Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Jul 2021 07:14:35 +0200
Subject: [PATCH 0967/1386] Don't run migrations twice

---
 freqtrade/persistence/migrations.py | 7 -------
 1 file changed, 7 deletions(-)

diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index 035452437..a2d88cb31 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -161,13 +161,6 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     table_back_name = get_backup_name(tabs, 'trades_bak')
 
     # Check for latest column
-    if not has_column(cols, 'open_trade_value'):
-        logger.info(f'Running database migration for trades - backup: {table_back_name}')
-        migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
-        # Reread columns - the above recreated the table!
-        inspector = inspect(engine)
-        cols = inspector.get_columns('trades')
-
     if not has_column(cols, 'buy_tag'):
         logger.info(f'Running database migration for trades - backup: {table_back_name}')
         migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)

From 35bf2a59a80323f8ddc107c11406e687cc13a969 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Jul 2021 21:02:55 +0200
Subject: [PATCH 0968/1386] Improve test reliability (fix fluky test)

---
 tests/rpc/test_rpc_apiserver.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 803ef7e5d..68f23e0fd 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -656,7 +656,7 @@ def test_api_logs(botclient):
         # Help debugging random test failure
         print(f"rc={rc.json()}")
         print(f"rc1={rc1.json()}")
-    assert rc1.json()['log_count'] == 5
+    assert rc1.json()['log_count'] > 2
     assert len(rc1.json()['logs']) == rc1.json()['log_count']
 
 

From 499af5c42bbfd07a30370e662014718002259de6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Jul 2021 21:04:04 +0200
Subject: [PATCH 0969/1386] Update webservermode docs

closes #5345
---
 docs/utils.md | 8 +-------
 1 file changed, 1 insertion(+), 7 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index 789462de4..6395fb6f9 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -627,7 +627,7 @@ 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]
+                           [--userdir PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -648,12 +648,6 @@ Common arguments:
   --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

From ab3c75341508a7bdee9597f026681f1a1594a4bf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Jul 2021 21:23:09 +0200
Subject: [PATCH 0970/1386] Fix develop_plot building

---
 build_helpers/publish_docker_arm64.sh | 10 +++++-----
 build_helpers/publish_docker_multi.sh |  2 +-
 docker/Dockerfile.plot                |  5 +++--
 3 files changed, 9 insertions(+), 8 deletions(-)

diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index 756d5e41d..08793d339 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -37,7 +37,7 @@ 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:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
+docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
 
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 
@@ -63,13 +63,13 @@ 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 create ${IMAGE_NAME}:${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
+# Tag as latest for develop builds
 if [ "${TAG}" = "develop" ]; then
-    docker tag ${IMAGE_NAME}:develop ${IMAGE_NAME}:latest
-    docker push ${IMAGE_NAME}:latest
+    docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
+    docker manifest push -p ${IMAGE_NAME}:latest
 fi
 
 docker images
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index 4961cb9a7..4010eed45 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -48,7 +48,7 @@ fi
 # Tag image for upload and next build step
 docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
 
-docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
+docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
 
 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 
diff --git a/docker/Dockerfile.plot b/docker/Dockerfile.plot
index d2fc3618a..e7f6bbb16 100644
--- a/docker/Dockerfile.plot
+++ b/docker/Dockerfile.plot
@@ -1,5 +1,6 @@
-ARG sourceimage=develop
-FROM freqtradeorg/freqtrade:${sourceimage}
+ARG sourceimage=freqtradeorg/freqtrade
+ARG sourcetag=develop
+FROM ${sourceimage}:${sourcetag}
 
 # Install dependencies
 COPY requirements-plot.txt /freqtrade/

From 6abd352c0f15d42a73d6cd85afb9e055a45c6649 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 08:40:57 +0200
Subject: [PATCH 0971/1386] Add test for backtesting dataframe cache

---
 tests/optimize/test_backtesting.py | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 1c495f123..deaaf9f2f 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -739,6 +739,9 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     # 100 buys signals
     results = result['results']
     assert len(results) == 100
+    # Cached data should be 200 (no change since required_startup is 0)
+    assert len(backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]) == 200
+
     # One trade was force-closed at the end
     assert len(results.loc[results['is_open']]) == 0
 
@@ -794,6 +797,10 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     # make sure we don't have trades with more than configured max_open_trades
     assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
 
+    # Cached data correctly removed amounts
+    removed_candles = len(data[pair]) - 1 - backtesting.strategy.startup_candle_count
+    assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
+
     backtest_conf = {
         'processed': processed,
         'start_date': min_date,

From b1cbc75e93740e3f62ec5ed6c1a5b0e2d0c4ff80 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 08:45:04 +0200
Subject: [PATCH 0972/1386] Properly cache pair dataframe in backtesting
 (without startup-range).

---
 freqtrade/optimize/backtesting.py | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index b9ce69edd..2974e49e2 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -240,6 +240,9 @@ class Backtesting:
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
+            # Update dataprovider cache
+            self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
+
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
             data[pair] = df_analyzed.values.tolist()
@@ -434,10 +437,6 @@ class Backtesting:
         trades: List[LocalTrade] = []
         self.prepare_backtest(enable_protections)
 
-        # Update dataprovider cache
-        for pair, dataframe in processed.items():
-            self.dataprovider._set_cached_df(pair, self.timeframe, dataframe)
-
         # Use dict of lists with data for performance
         # (looping lists is a lot faster than pandas DataFrames)
         data: Dict = self._get_ohlcv_as_lists(processed)

From 1ccc89d1e9f9f95eaebc50248936f9da289baddd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 10:00:24 +0200
Subject: [PATCH 0973/1386] Store fully analyzed dataframe

---
 freqtrade/optimize/backtesting.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 2974e49e2..628289b7f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -227,7 +227,7 @@ class Backtesting:
                     pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
-                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
+                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
             # Trim startup period from analyzed dataframe
             df_analyzed = trim_dataframe(df_analyzed, self.timerange,
                                          startup_candles=self.required_startup)
@@ -245,7 +245,7 @@ class Backtesting:
 
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
-            data[pair] = df_analyzed.values.tolist()
+            data[pair] = df_analyzed[headers].values.tolist()
         return data
 
     def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,

From c5e3348b89d92087d3ad41cfb50486fbc8fae7ec Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 16:36:28 +0200
Subject: [PATCH 0974/1386] Migrations for indexes should run in a seperate
 session

closes #5349
---
 docs/sql_cheatsheet.md              |  2 +-
 freqtrade/persistence/migrations.py | 18 +++---
 tests/test_persistence.py           | 90 -----------------------------
 3 files changed, 8 insertions(+), 102 deletions(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 477396931..caa3f53a6 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -110,7 +110,7 @@ DELETE FROM trades WHERE id = 31;
 Freqtrade supports PostgreSQL by using SQLAlchemy, which supports multiple different database systems.
 
 Installation:
-`pip install psycopg2`
+`pip install psycopg2-binary`
 
 Usage:
 `... --db-url postgresql+psycopg2://<username>:<password>@localhost:5432/<database>`
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index a2d88cb31..1839c4130 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -65,7 +65,8 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     # Schema migration necessary
     with engine.begin() as connection:
         connection.execute(text(f"alter table trades rename to {table_back_name}"))
-        # drop indexes on backup table
+    with engine.begin() as connection:
+        # drop indexes on backup table in new session
         for index in inspector.get_indexes(table_back_name):
             connection.execute(text(f"drop index {index['name']}"))
     # let SQLAlchemy create the schema as required
@@ -76,7 +77,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
         connection.execute(text(f"""insert into trades
             (id, exchange, pair, is_open,
             fee_open, fee_open_cost, fee_open_currency,
-            fee_close, fee_close_cost, fee_open_currency, open_rate,
+            fee_close, fee_close_cost, fee_close_currency, open_rate,
             open_rate_requested, close_rate, close_rate_requested, close_profit,
             stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
@@ -84,14 +85,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
             timeframe, open_trade_value, close_profit_abs
             )
-        select id, lower(exchange),
-            case
-                when instr(pair, '_') != 0 then
-                substr(pair,    instr(pair, '_') + 1) || '/' ||
-                substr(pair, 1, instr(pair, '_') - 1)
-                else pair
-                end
-            pair,
+        select id, lower(exchange), pair,
             is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
             {fee_open_currency} fee_open_currency, {fee_close} fee_close,
             {fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency,
@@ -132,7 +126,9 @@ def migrate_orders_table(decl_base, inspector, engine, table_back_name: str, col
 
     with engine.begin() as connection:
         connection.execute(text(f"alter table orders rename to {table_back_name}"))
-        # drop indexes on backup table
+
+    with engine.begin() as connection:
+        # drop indexes on backup table in new session
         for index in inspector.get_indexes(table_back_name):
             connection.execute(text(f"drop index {index['name']}"))
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 8b927be8b..84e7702e0 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -442,96 +442,6 @@ def test_clean_dry_run_db(default_conf, fee):
     assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
 
 
-def test_migrate_old(mocker, default_conf, fee):
-    """
-    Test Database migration(starting with old pairformat)
-    """
-    amount = 103.223
-    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
-                                id INTEGER NOT NULL,
-                                exchange VARCHAR NOT NULL,
-                                pair VARCHAR NOT NULL,
-                                is_open BOOLEAN NOT NULL,
-                                fee FLOAT NOT NULL,
-                                open_rate FLOAT,
-                                close_rate FLOAT,
-                                close_profit FLOAT,
-                                stake_amount FLOAT NOT NULL,
-                                amount FLOAT,
-                                open_date DATETIME NOT NULL,
-                                close_date DATETIME,
-                                open_order_id VARCHAR,
-                                PRIMARY KEY (id),
-                                CHECK (is_open IN (0, 1))
-                                );"""
-    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, open_order_id, fee,
-                          open_rate, stake_amount, amount, open_date)
-                          VALUES ('binance', 'BTC_ETC', 1, '123123', {fee},
-                          0.00258580, {stake}, {amount},
-                          '2017-11-28 12:44:24.000000')
-                          """.format(fee=fee.return_value,
-                                     stake=default_conf.get("stake_amount"),
-                                     amount=amount
-                                     )
-    insert_table_old2 = """INSERT INTO trades (exchange, pair, is_open, fee,
-                          open_rate, close_rate, stake_amount, amount, open_date)
-                          VALUES ('binance', 'BTC_ETC', 0, {fee},
-                          0.00258580, 0.00268580, {stake}, {amount},
-                          '2017-11-28 12:44:24.000000')
-                          """.format(fee=fee.return_value,
-                                     stake=default_conf.get("stake_amount"),
-                                     amount=amount
-                                     )
-    engine = create_engine('sqlite://')
-    mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
-
-    # Create table using the old format
-    with engine.begin() as connection:
-        connection.execute(text(create_table_old))
-        connection.execute(text(insert_table_old))
-        connection.execute(text(insert_table_old2))
-    # Run init to test migration
-    init_db(default_conf['db_url'], default_conf['dry_run'])
-
-    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
-    trade = Trade.query.filter(Trade.id == 1).first()
-    assert trade.fee_open == fee.return_value
-    assert trade.fee_close == fee.return_value
-    assert trade.open_rate_requested is None
-    assert trade.close_rate_requested is None
-    assert trade.is_open == 1
-    assert trade.amount == amount
-    assert trade.amount_requested == amount
-    assert trade.stake_amount == default_conf.get("stake_amount")
-    assert trade.pair == "ETC/BTC"
-    assert trade.exchange == "binance"
-    assert trade.max_rate == 0.0
-    assert trade.stop_loss == 0.0
-    assert trade.initial_stop_loss == 0.0
-    assert trade.open_trade_value == trade._calc_open_trade_value()
-    assert trade.close_profit_abs is None
-    assert trade.fee_open_cost is None
-    assert trade.fee_open_currency is None
-    assert trade.fee_close_cost is None
-    assert trade.fee_close_currency is None
-    assert trade.timeframe is None
-
-    trade = Trade.query.filter(Trade.id == 2).first()
-    assert trade.close_rate is not None
-    assert trade.is_open == 0
-    assert trade.open_rate_requested is None
-    assert trade.close_rate_requested is None
-    assert trade.close_rate is not None
-    assert pytest.approx(trade.close_profit_abs) == trade.calc_profit()
-    assert trade.sell_order_status is None
-
-    # Should've created one order
-    assert len(Order.query.all()) == 1
-    order = Order.query.first()
-    assert order.order_id == '123123'
-    assert order.ft_order_side == 'buy'
-
-
 def test_migrate_new(mocker, default_conf, fee, caplog):
     """
     Test Database migration (starting with new pairformat)

From 6f8519d0a3fdaf5e58a70b53730209943b7d8619 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 17:43:10 +0200
Subject: [PATCH 0975/1386] Add environment variable support

---
 docs/configuration.md                       | 50 +++++++++++++------
 freqtrade/configuration/configuration.py    |  6 +++
 freqtrade/configuration/environment_vars.py | 54 +++++++++++++++++++++
 freqtrade/constants.py                      |  1 +
 tests/test_configuration.py                 | 35 ++++++++++++-
 5 files changed, 131 insertions(+), 15 deletions(-)
 create mode 100644 freqtrade/configuration/environment_vars.py

diff --git a/docs/configuration.md b/docs/configuration.md
index 5d4b1f2c3..fd4806fe6 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -11,6 +11,37 @@ Per default, the bot loads the configuration from the `config.json` file, locate
 
 You can specify a different configuration file used by the bot with the `-c/--config` command-line option.
 
+If you used the [Quick start](installation.md/#quick-start) method for installing 
+the bot, the installation script should have already created the default configuration file (`config.json`) for you.
+
+If the default configuration file is not created we recommend to use `freqtrade new-config --config config.json` to generate a basic configuration file.
+
+The Freqtrade configuration file is to be written in JSON format.
+
+Additionally to the standard JSON syntax, you may use one-line `// ...` and multi-line `/* ... */` comments in your configuration files and trailing commas in the lists of parameters.
+
+Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates the syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
+
+### Environment variables
+
+Set options in the Freqtrade configuration via environment variables.
+This takes priority over the corresponding value in configuration or strategy.
+
+Environment variables must be prefixed with  `FREQTRADE__` to be loaded to the freqtrade configuration.
+
+`__` serves as level separator, so the format used should correspond to `FREQTRADE__{section}__{key}`.
+As such - an environment variable defined as  `export FREQTRADE__STAKE_AMOUNT=200` would result in `{stake_amount: 200}`.
+
+A more complex example might be `export FREQTRADE__EXCHANGE__KEY=<yourExchangeKey>` to keep your exchange key secret. This will move the value to the `exchange.key` section of the configuration.
+Using this scheme, all configuration settings will also be available as environment variables.
+
+Please note that Environment variables will overwrite corresponding settings in your configuration, but command line Arguments will always win.
+
+!!! Note
+    Environment variables detected are logged at startup - so if you can't find why a value is not what you think it should be based on the configuration, make sure it's not loaded from an environment variable.
+
+### Multiple configuration files
+
 Multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
 
 !!! Tip "Use multiple configuration files to keep secrets secret"
@@ -22,17 +53,6 @@ Multiple configuration files can be specified and used by the bot or the bot can
     The 2nd file should only specify what you intend to override.
     If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
 
-If you used the [Quick start](installation.md/#quick-start) method for installing 
-the bot, the installation script should have already created the default configuration file (`config.json`) for you.
-
-If the default configuration file is not created we recommend you to use `freqtrade new-config --config config.json` to generate a basic configuration file.
-
-The Freqtrade configuration file is to be written in JSON format.
-
-Additionally to the standard JSON syntax, you may use one-line `// ...` and multi-line `/* ... */` comments in your configuration files and trailing commas in the lists of parameters.
-
-Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates the syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
-
 ## Configuration parameters
 
 The table below will list all configuration parameters available.
@@ -41,6 +61,7 @@ Freqtrade can also load many options via command line (CLI) arguments (check out
 The prevalence for all Options is as follows:
 
 - CLI arguments override any other option
+- [Environment Variables](#environment-variables)
 - Configuration files are used in sequence (the last file wins) and override Strategy configurations.
 - Strategy configurations are only used if they are not set via configuration or command-line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
 
@@ -526,9 +547,10 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
 
 ## Switch to production mode
 
-In production mode, the bot will engage your money. Be careful, since a wrong
-strategy can lose all your money. Be aware of what you are doing when
-you run it in production mode.
+In production mode, the bot will engage your money. Be careful, since a wrong strategy can lose all your money.
+Be aware of what you are doing when you run it in production mode.
+
+When switching to Production mode, please make sure to use a different / fresh database to avoid dry-run trades messing with your exchange money and eventually tainting your statistics.
 
 ### Setup your exchange account
 
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index bd30adcae..4dd5b7203 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -11,6 +11,7 @@ from freqtrade import constants
 from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
 from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
+from freqtrade.configuration.environment_vars import enironment_vars_to_dict
 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
@@ -71,6 +72,11 @@ class Configuration:
 
             # Merge config options, overwriting old values
             config = deep_merge_dicts(load_config_file(path), config)
+
+        # Load environment variables
+        env_data = enironment_vars_to_dict()
+        config = deep_merge_dicts(env_data, config)
+
         config['config_files'] = files
         # Normalize config
         if 'internals' not in config:
diff --git a/freqtrade/configuration/environment_vars.py b/freqtrade/configuration/environment_vars.py
new file mode 100644
index 000000000..4c190ed04
--- /dev/null
+++ b/freqtrade/configuration/environment_vars.py
@@ -0,0 +1,54 @@
+import logging
+import os
+from typing import Any, Dict
+
+from freqtrade.constants import ENV_VAR_PREFIX
+from freqtrade.misc import deep_merge_dicts
+
+
+logger = logging.getLogger(__name__)
+
+
+def get_var_typed(val):
+    try:
+        return int(val)
+    except ValueError:
+        try:
+            return float(val)
+        except ValueError:
+            if val.lower() in ('t', 'true'):
+                return True
+            elif val.lower() in ('f', 'false'):
+                return False
+    # keep as string
+    return val
+
+
+def flat_vars_to_nested_dict(env_dict: Dict[str, Any], prefix: str) -> Dict[str, Any]:
+    """
+    Environment variables must be prefixed with FREQTRADE.
+    FREQTRADE__{section}__{key}
+    :param env_dict: Dictionary to validate - usually os.environ
+    :param prefix: Prefix to consider (usually FREQTRADE__)
+    :return: Nested dict based on available and relevant variables.
+    """
+    relevant_vars: Dict[str, Any] = {}
+
+    for env_var, val in sorted(env_dict.items()):
+        if env_var.startswith(prefix):
+            logger.info(f"Loading variable '{env_var}'")
+            key = env_var.replace(prefix, '')
+            for k in reversed(key.split('__')):
+                val = {k.lower(): get_var_typed(val) if type(val) != dict else val}
+            relevant_vars = deep_merge_dicts(val, relevant_vars)
+
+    return relevant_vars
+
+
+def enironment_vars_to_dict() -> Dict[str, Any]:
+    """
+    Read environment variables and return a nested dict for relevant variables
+    Relevant variables must follow the FREQTRADE__{section}__{key} pattern
+    :return: Nested dict based on available and relevant variables.
+    """
+    return flat_vars_to_nested_dict(os.environ.copy(), ENV_VAR_PREFIX)
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 2f93ace1c..b48644c58 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -47,6 +47,7 @@ USERPATH_STRATEGIES = 'strategies'
 USERPATH_NOTEBOOKS = 'notebooks'
 
 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
+ENV_VAR_PREFIX = 'FREQTRADE__'
 
 
 # Define decimals per coin for outputs
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 34db892b2..7012333e9 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -18,8 +18,9 @@ from freqtrade.configuration.deprecated_settings import (check_conflicting_setti
                                                          process_deprecated_setting,
                                                          process_removed_setting,
                                                          process_temporary_deprecated_settings)
+from freqtrade.configuration.environment_vars import flat_vars_to_nested_dict
 from freqtrade.configuration.load_config import load_config_file, load_file, log_config_error_range
-from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
+from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL, ENV_VAR_PREFIX
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import _set_loggers, setup_logging, setup_logging_pre
@@ -1349,3 +1350,35 @@ def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
     with pytest.raises(OperationalException,
                        match=r"Both 'timeframe' and 'ticker_interval' detected."):
         process_temporary_deprecated_settings(config)
+
+
+def test_flat_vars_to_nested_dict(caplog):
+
+    test_args = {
+        'FREQTRADE__EXCHANGE__SOME_SETTING': 'true',
+        'FREQTRADE__EXCHANGE__SOME_FALSE_SETTING': 'false',
+        'FREQTRADE__EXCHANGE__CONFIG__whatever': 'sometime',
+        'FREQTRADE__ASK_STRATEGY__PRICE_SIDE': 'bid',
+        'FREQTRADE__ASK_STRATEGY__cccc': '500',
+        'FREQTRADE__STAKE_AMOUNT': '200.05',
+        'NOT_RELEVANT': '200.0',  # Will be ignored
+    }
+    expected = {
+        'stake_amount': 200.05,
+        'ask_strategy': {
+            'price_side': 'bid',
+            'cccc': 500,
+        },
+        'exchange': {
+            'config': {
+                'whatever': 'sometime',
+            },
+            'some_setting': True,
+            'some_false_setting': False,
+        }
+    }
+    res = flat_vars_to_nested_dict(test_args, ENV_VAR_PREFIX)
+    assert res == expected
+
+    assert log_has("Loading variable 'FREQTRADE__EXCHANGE__SOME_SETTING'", caplog)
+    assert not log_has("Loading variable 'NOT_RELEVANT'", caplog)

From 90a61b17650dac04b4863ec417b8c661ebf888b2 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 31 Jul 2021 19:52:55 -0600
Subject: [PATCH 0976/1386] Changed tests in tests/test_persistence.py to use
 usdt prices

---
 tests/conftest.py         |  89 +++++++-
 tests/test_persistence.py | 459 +++++++++++++++++++++++++-------------
 2 files changed, 388 insertions(+), 160 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 5f3a63c39..1924e1f95 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -812,7 +812,7 @@ def shitcoinmarkets(markets):
             "future": False,
             "active": True
         },
-        })
+    })
     return shitmarkets
 
 
@@ -1115,7 +1115,7 @@ def order_book_l2_usd():
             [25.576, 262.016],
             [25.577, 178.557],
             [25.578, 78.614]
-            ],
+        ],
         'timestamp': None,
         'datetime': None,
         'nonce': 2372149736
@@ -2084,3 +2084,88 @@ def saved_hyperopt_results():
                                                                          ].total_seconds()
 
     return hyperopt_res
+
+
+@pytest.fixture(scope='function')
+def limit_buy_order_usdt_open():
+    return {
+        'id': 'mocked_limit_buy',
+        'type': 'limit',
+        'side': 'buy',
+        'symbol': 'mocked',
+        'datetime': arrow.utcnow().isoformat(),
+        'timestamp': arrow.utcnow().int_timestamp,
+        'price': 2.00,
+        'amount': 30.0,
+        'filled': 0.0,
+        'cost': 60.0,
+        'remaining': 30.0,
+        'status': 'open'
+    }
+
+
+@pytest.fixture(scope='function')
+def limit_buy_order_usdt(limit_buy_order_usdt_open):
+    order = deepcopy(limit_buy_order_usdt_open)
+    order['status'] = 'closed'
+    order['filled'] = order['amount']
+    order['remaining'] = 0.0
+    return order
+
+
+@pytest.fixture
+def limit_sell_order_usdt_open():
+    return {
+        'id': 'mocked_limit_sell',
+        'type': 'limit',
+        'side': 'sell',
+        'pair': 'mocked',
+        'datetime': arrow.utcnow().isoformat(),
+        'timestamp': arrow.utcnow().int_timestamp,
+        'price': 2.20,
+        'amount': 30.0,
+        'filled': 0.0,
+        'remaining': 30.0,
+        'status': 'open'
+    }
+
+
+@pytest.fixture
+def limit_sell_order_usdt(limit_sell_order_usdt_open):
+    order = deepcopy(limit_sell_order_usdt_open)
+    order['remaining'] = 0.0
+    order['filled'] = order['amount']
+    order['status'] = 'closed'
+    return order
+
+
+@pytest.fixture(scope='function')
+def market_buy_order_usdt():
+    return {
+        'id': 'mocked_market_buy',
+        'type': 'market',
+        'side': 'buy',
+        'symbol': 'mocked',
+        'datetime': arrow.utcnow().isoformat(),
+        'price': 2.00,
+        'amount': 30.0,
+        'filled': 30.0,
+        'remaining': 0.0,
+        'status': 'closed'
+    }
+
+
+@pytest.fixture
+def market_sell_order_usdt():
+    return {
+        'id': 'mocked_limit_sell',
+        'type': 'market',
+        'side': 'sell',
+        'symbol': 'mocked',
+        'datetime': arrow.utcnow().isoformat(),
+        'price': 2.20,
+        'amount': 30.0,
+        'filled': 30.0,
+        'remaining': 0.0,
+        'status': 'closed'
+    }
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 84e7702e0..43c97e658 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 from datetime import datetime, timedelta, timezone
+from math import isclose
 from pathlib import Path
 from types import FunctionType
 from unittest.mock import MagicMock
@@ -64,40 +65,39 @@ def test_init_dryrun_db(default_conf, tmpdir):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_with_binance(limit_buy_order, limit_sell_order, fee, caplog):
+def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog):
     """
-    On this test we will buy and sell a crypto currency.
+        On this test we will buy and sell a crypto currency.
+        fee: 0.25% quote
+        open_rate: 2.00 quote
+        close_rate: 2.20 quote
+        amount: = 30.0 crypto
+        stake_amount
+            1x,-1x: 60.0  quote
+        borrowed
+             1x:  0 quote
+        open_value: (amount * open_rate) ± (amount * open_rate * fee)
+             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+        amount_closed:
+            1x, 3x         : amount
+        close_value:
+             1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
+            binance,kraken 1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)         = 65.835
+        total_profit:
+            1x, 3x : close_value - open_value
+            binance,kraken 1x: 65.835 - 60.15             = 5.685
+        total_profit_ratio:
+            1x, 3x : ((close_value/open_value) - 1) * leverage
+            binance  1x: ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
 
-    Buy
-    - Buy: 90.99181073 Crypto at 0.00001099 BTC
-        (90.99181073*0.00001099 = 0.0009999 BTC)
-    - Buying fee: 0.25%
-    - Total cost of buy trade: 0.001002500 BTC
-        ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
-
-    Sell
-    - Sell: 90.99181073 Crypto at 0.00001173 BTC
-        (90.99181073*0.00001173 = 0,00106733394 BTC)
-    - Selling fee: 0.25%
-    - Total cost of sell trade: 0.001064666 BTC
-        ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
-
-    Profit/Loss: +0.000062166 BTC
-        (Sell:0.001064666 - Buy:0.001002500)
-    Profit/Loss percentage: 0.0620
-        ((0.001064666/0.001002500)-1 = 6.20%)
-
-    :param limit_buy_order:
-    :param limit_sell_order:
-    :return:
     """
 
     trade = Trade(
         id=2,
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        open_rate=0.01,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         is_open=True,
         open_date=arrow.utcnow().datetime,
         fee_open=fee.return_value,
@@ -109,35 +109,36 @@ def test_update_with_binance(limit_buy_order, limit_sell_order, fee, caplog):
     assert trade.close_date is None
 
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     assert trade.open_order_id is None
-    assert trade.open_rate == 0.00001099
+    assert trade.open_rate == 2.00
     assert trade.close_profit is None
     assert trade.close_date is None
     assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
-                      r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=.*\).",
+                      r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
                       caplog)
 
     caplog.clear()
     trade.open_order_id = 'something'
-    trade.update(limit_sell_order)
+    trade.update(limit_sell_order_usdt)
     assert trade.open_order_id is None
-    assert trade.close_rate == 0.00001173
-    assert trade.close_profit == 0.06201058
+    assert trade.close_rate == 2.20
+    assert trade.close_profit == round(0.0945137157107232, 8)
     assert trade.close_date is not None
     assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
-                      r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=.*\).",
+                      r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
                       caplog)
+    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
+def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee, caplog):
     trade = Trade(
         id=1,
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.01,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         is_open=True,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
@@ -146,61 +147,60 @@ def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
     )
 
     trade.open_order_id = 'something'
-    trade.update(market_buy_order)
+    trade.update(market_buy_order_usdt)
     assert trade.open_order_id is None
-    assert trade.open_rate == 0.00004099
+    assert trade.open_rate == 2.0
     assert trade.close_profit is None
     assert trade.close_date is None
     assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
-                      r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).",
+                      r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
                       caplog)
 
     caplog.clear()
     trade.is_open = True
     trade.open_order_id = 'something'
-    trade.update(market_sell_order)
+    trade.update(market_sell_order_usdt)
     assert trade.open_order_id is None
-    assert trade.close_rate == 0.00004173
-    assert trade.close_profit == 0.01297561
+    assert trade.close_rate == 2.2
+    assert trade.close_profit == round(0.0945137157107232, 8)
     assert trade.close_date is not None
     assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
-                      r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).",
+                      r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
                       caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
+def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        open_rate=0.01,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
 
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)
-    assert trade._calc_open_trade_value() == 0.0010024999999225068
+    trade.update(limit_buy_order_usdt)
+    assert trade._calc_open_trade_value() == 60.15
+    trade.update(limit_sell_order_usdt)
+    assert isclose(trade.calc_close_trade_value(), 65.835)
 
-    trade.update(limit_sell_order)
-    assert trade.calc_close_trade_value() == 0.0010646656050132426
-
-    # Profit in BTC
-    assert trade.calc_profit() == 0.00006217
+    # Profit in USDT
+    assert trade.calc_profit() == 5.685
 
     # Profit in percent
-    assert trade.calc_profit_ratio() == 0.06201058
+    assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_trade_close(limit_buy_order, limit_sell_order, fee):
+def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        open_rate=0.01,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         is_open=True,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
@@ -210,9 +210,9 @@ def test_trade_close(limit_buy_order, limit_sell_order, fee):
     assert trade.close_profit is None
     assert trade.close_date is None
     assert trade.is_open is True
-    trade.close(0.02)
+    trade.close(2.2)
     assert trade.is_open is False
-    assert trade.close_profit == 0.99002494
+    assert trade.close_profit == round(0.0945137157107232, 8)
     assert trade.close_date is not None
 
     new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
@@ -220,34 +220,34 @@ def test_trade_close(limit_buy_order, limit_sell_order, fee):
     # Close should NOT update close_date if the trade has been closed already
     assert trade.is_open is False
     trade.close_date = new_date
-    trade.close(0.02)
+    trade.close(2.2)
     assert trade.close_date == new_date
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_close_trade_price_exception(limit_buy_order, fee):
+def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        open_rate=0.1,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
 
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     assert trade.calc_close_trade_value() == 0.0
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_open_order(limit_buy_order):
+def test_update_open_order(limit_buy_order_usdt):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=1.00,
-        open_rate=0.01,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         fee_open=0.1,
         fee_close=0.1,
         exchange='binance',
@@ -257,8 +257,8 @@ def test_update_open_order(limit_buy_order):
     assert trade.close_profit is None
     assert trade.close_date is None
 
-    limit_buy_order['status'] = 'open'
-    trade.update(limit_buy_order)
+    limit_buy_order_usdt['status'] = 'open'
+    trade.update(limit_buy_order_usdt)
 
     assert trade.open_order_id is None
     assert trade.close_profit is None
@@ -266,127 +266,270 @@ def test_update_open_order(limit_buy_order):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_invalid_order(limit_buy_order):
+def test_update_invalid_order(limit_buy_order_usdt):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=1.00,
-        amount=5,
-        open_rate=0.001,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=0.1,
         fee_close=0.1,
         exchange='binance',
     )
-    limit_buy_order['type'] = 'invalid'
+    limit_buy_order_usdt['type'] = 'invalid'
     with pytest.raises(ValueError, match=r'Unknown order type'):
-        trade.update(limit_buy_order)
+        trade.update(limit_buy_order_usdt)
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_open_trade_value(limit_buy_order, fee):
+def test_calc_open_trade_value(limit_buy_order_usdt, fee):
+    # 10 minute limit trade on Binance/Kraken
+    # fee: 0.25 %, 0.3% quote
+    # open_rate: 2.00 quote
+    # amount: = 30.0 crypto
+    # stake_amount
+    #     1x, -1x: 60.0  quote
+    # open_value: (amount * open_rate) ± (amount * open_rate * fee)
+    # 0.25% fee
+    #      1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+    # 0.3% fee
+    #      1x, 3x: 30 * 2 + 30 * 2 * 0.003  = 60.18 quote
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.00001099,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
     trade.open_order_id = 'open_trade'
-    trade.update(limit_buy_order)  # Buy @ 0.00001099
+    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
 
     # Get the open rate price with the standard fee rate
-    assert trade._calc_open_trade_value() == 0.0010024999999225068
+    assert trade._calc_open_trade_value() == 60.15
     trade.fee_open = 0.003
     # Get the open rate price with a custom fee rate
-    assert trade._calc_open_trade_value() == 0.001002999999922468
+    assert trade._calc_open_trade_value() == 60.18
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
+def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.00001099,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
     trade.open_order_id = 'close_trade'
-    trade.update(limit_buy_order)  # Buy @ 0.00001099
+    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
 
     # Get the close rate price with a custom close rate and a regular fee rate
-    assert trade.calc_close_trade_value(rate=0.00001234) == 0.0011200318470471794
-
+    assert trade.calc_close_trade_value(rate=2.5) == 74.8125
     # Get the close rate price with a custom close rate and a custom fee rate
-    assert trade.calc_close_trade_value(rate=0.00001234, fee=0.003) == 0.0011194704275749754
-
+    assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.775
     # Test when we apply a Sell order, and ask price with a custom fee rate
-    trade.update(limit_sell_order)
-    assert trade.calc_close_trade_value(fee=0.005) == 0.0010619972701635854
+    trade.update(limit_sell_order_usdt)
+    assert trade.calc_close_trade_value(fee=0.005) == 65.67
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_profit(limit_buy_order, limit_sell_order, fee):
+def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
+    """
+        10 minute limit trade on Binance/Kraken at 1x, 3x leverage
+        arguments:
+            fee:
+                0.25% quote
+                0.30% quote
+            interest_rate: 0.05% per 4 hrs
+            open_rate: 2.0 quote
+            close_rate:
+                1.9 quote
+                2.1 quote
+                2.2 quote
+            amount: = 30.0 crypto
+            stake_amount
+                1x,-1x: 60.0  quote
+                3x,-3x: 20.0  quote
+            hours: 1/6 (10 minutes)
+        borrowed
+             1x:  0 quote
+             3x: 40 quote
+            -1x: 30 crypto
+            -3x: 30 crypto
+        time-periods:
+            kraken: (1 + 1) 4hr_periods = 2 4hr_periods
+            binance: 1/24 24hr_periods
+        interest: borrowed * interest_rate * time-periods
+            1x            :  /
+            binance     3x: 40 * 0.0005 * 1/24 = 0.0008333333333333334 quote
+            kraken      3x: 40 * 0.0005 * 2    = 0.040 quote
+            binace -1x,-3x: 30 * 0.0005 * 1/24 = 0.000625 crypto
+            kraken -1x,-3x: 30 * 0.0005 * 2    = 0.030 crypto
+        open_value: (amount * open_rate) ± (amount * open_rate * fee)
+          0.0025 fee
+             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+            -1x,-3x: 30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
+          0.003 fee: Is only applied to close rate in this test
+        amount_closed:
+            1x, 3x                         = amount
+            -1x, -3x                       = amount + interest
+            binance -1x,-3x: 30 + 0.000625 = 30.000625 crypto
+            kraken  -1x,-3x: 30 + 0.03     = 30.03 crypto
+        close_value:
+            equations:
+                1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
+                -1x,-3x: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
+            2.1 quote
+                bin,krak  1x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025)                = 62.8425
+                bin       3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.0008333333 = 62.8416666667
+                krak      3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.040        = 62.8025
+                bin  -1x,-3x: (30.000625 * 2.1) + (30.000625 * 2.1 * 0.0025)        = 63.15881578125
+                krak -1x,-3x: (30.03 * 2.1) + (30.03 * 2.1 * 0.0025)                = 63.2206575
+            1.9 quote
+                bin,krak  1x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025)                = 56.8575
+                bin       3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.0008333333 = 56.85666667
+                krak      3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.040        = 56.8175
+                bin  -1x,-3x: (30.000625 * 1.9) + (30.000625 * 1.9 * 0.0025)        = 57.14369046875
+                krak -1x,-3x: (30.03 * 1.9) + (30.03 * 1.9 * 0.0025)                = 57.1996425
+            2.2 quote
+                bin,krak  1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)              = 65.835
+                bin       3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.00083333 = 65.83416667
+                krak      3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.040      = 65.795
+                bin  -1x,-3x: (30.000625 * 2.20) + (30.000625 * 2.20 * 0.0025)      = 66.1663784375
+                krak -1x,-3x: (30.03 * 2.20) + (30.03 * 2.20 * 0.0025)              = 66.231165
+        total_profit:
+            equations:
+                1x, 3x : close_value - open_value
+                -1x,-3x: open_value - close_value
+            2.1 quote
+                binance,kraken 1x: 62.8425     - 60.15          = 2.6925
+                binance        3x: 62.84166667 - 60.15          = 2.69166667
+                kraken         3x: 62.8025     - 60.15          = 2.6525
+                binance   -1x,-3x: 59.850      - 63.15881578125 = -3.308815781249997
+                kraken    -1x,-3x: 59.850      - 63.2206575     = -3.3706575
+            1.9 quote
+                binance,kraken 1x: 56.8575     - 60.15          = -3.2925
+                binance        3x: 56.85666667 - 60.15          = -3.29333333
+                kraken         3x: 56.8175     - 60.15          = -3.3325
+                binance   -1x,-3x: 59.850      - 57.14369046875 = 2.7063095312499996
+                kraken    -1x,-3x: 59.850      - 57.1996425     = 2.6503575
+            2.2 quote
+                binance,kraken 1x: 65.835      - 60.15          = 5.685
+                binance        3x: 65.83416667 - 60.15          = 5.68416667
+                kraken         3x: 65.795      - 60.15          = 5.645
+                binance   -1x,-3x: 59.850      - 66.1663784375  = -6.316378437499999
+                kraken    -1x,-3x: 59.850      - 66.231165      = -6.381165
+        total_profit_ratio:
+            equations:
+                1x, 3x : ((close_value/open_value) - 1) * leverage
+                -1x,-3x: (1 - (close_value/open_value)) * leverage
+            2.1 quote
+                binance,kraken 1x: (62.8425 / 60.15) - 1             = 0.04476309226932673
+                binance        3x: ((62.84166667 / 60.15) - 1)*3     = 0.13424771421446402
+                kraken         3x: ((62.8025 / 60.15) - 1)*3         = 0.13229426433915248
+                binance       -1x: 1 - (63.15881578125 / 59.850)     = -0.05528514254385963
+                binance       -3x: (1 - (63.15881578125 / 59.850))*3 = -0.1658554276315789
+                kraken        -1x: 1 - (63.2206575 / 59.850)         = -0.05631842105263152
+                kraken        -3x: (1 - (63.2206575 / 59.850))*3     = -0.16895526315789455
+            1.9 quote
+                binance,kraken 1x: (56.8575 / 60.15) - 1             = -0.05473815461346632
+                binance        3x: ((56.85666667 / 60.15) - 1)*3     = -0.16425602643391513
+                kraken         3x: ((56.8175 / 60.15) - 1)*3         = -0.16620947630922667
+                binance       -1x: 1 - (57.14369046875 / 59.850)     = 0.045218204365079395
+                binance       -3x: (1 - (57.14369046875 / 59.850))*3 = 0.13565461309523819
+                kraken        -1x: 1 - (57.1996425 / 59.850)         = 0.04428333333333334
+                kraken        -3x: (1 - (57.1996425 / 59.850))*3     = 0.13285000000000002
+            2.2 quote
+                binance,kraken 1x: (65.835 / 60.15) - 1             = 0.0945137157107232
+                binance        3x: ((65.83416667 / 60.15) - 1)*3     = 0.2834995845386534
+                kraken         3x: ((65.795 / 60.15) - 1)*3         = 0.2815461346633419
+                binance       -1x: 1 - (66.1663784375 / 59.850)     = -0.1055368159983292
+                binance       -3x: (1 - (66.1663784375 / 59.850))*3 = -0.3166104479949876
+                kraken        -1x: 1 - (66.231165 / 59.850)         = -0.106619298245614
+                kraken        -3x: (1 - (66.231165 / 59.850))*3     = -0.319857894736842
+        fee: 0.003, 1x
+            close_value:
+                2.1 quote: (30.00 * 2.1) - (30.00 * 2.1 * 0.003) = 62.811
+                1.9 quote: (30.00 * 1.9) - (30.00 * 1.9 * 0.003) = 56.829
+                2.2 quote: (30.00 * 2.2) - (30.00 * 2.2 * 0.003) = 65.802
+            total_profit
+                fee: 0.003, 1x
+                    2.1 quote: 62.811 - 60.15 = 2.6610000000000014
+                    1.9 quote: 56.829 - 60.15 = -3.320999999999998
+                    2.2 quote: 65.802 - 60.15 = 5.652000000000008
+            total_profit_ratio
+                fee: 0.003, 1x
+                    2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927
+                    1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293
+                    2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565
+    """
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.00001099,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)  # Buy @ 0.00001099
+    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
 
     # Custom closing rate and regular fee rate
-    # Higher than open rate
-    assert trade.calc_profit(rate=0.00001234) == 0.00011753
-    # Lower than open rate
-    assert trade.calc_profit(rate=0.00000123) == -0.00089086
+    # Higher than open rate - 2.1 quote
+    assert trade.calc_profit(rate=2.1) == 2.6925
+    # Lower than open rate - 1.9 quote
+    assert trade.calc_profit(rate=1.9) == round(-3.292499999999997, 8)
 
-    # Custom closing rate and custom fee rate
-    # Higher than open rate
-    assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
-    # Lower than open rate
-    assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
+    # fee 0.003
+    # Higher than open rate - 2.1 quote
+    assert trade.calc_profit(rate=2.1, fee=0.003) == 2.661
+    # Lower than open rate - 1.9 quote
+    assert trade.calc_profit(rate=1.9, fee=0.003) == round(-3.320999999999998, 8)
 
-    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
-    trade.update(limit_sell_order)
-    assert trade.calc_profit() == 0.00006217
+    # Test when we apply a Sell order. Sell higher than open rate @ 2.2
+    trade.update(limit_sell_order_usdt)
+    assert trade.calc_profit() == round(5.684999999999995, 8)
 
     # Test with a custom fee rate on the close trade
-    assert trade.calc_profit(fee=0.003) == 0.00006163
+    assert trade.calc_profit(fee=0.003) == round(5.652000000000008, 8)
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
+def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.00001099,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='binance',
+        exchange='binance'
     )
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)  # Buy @ 0.00001099
+    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
 
-    # Get percent of profit with a custom rate (Higher than open rate)
-    assert trade.calc_profit_ratio(rate=0.00001234) == 0.11723875
+    # Higher than open rate - 2.1 quote
+    assert trade.calc_profit_ratio(rate=2.1) == round(0.04476309226932673, 8)
+    # Lower than open rate - 1.9 quote
+    assert trade.calc_profit_ratio(rate=1.9) == round(-0.05473815461346632, 8)
 
-    # Get percent of profit with a custom rate (Lower than open rate)
-    assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
+    # fee 0.003
+    # Higher than open rate - 2.1 quote
+    assert trade.calc_profit_ratio(rate=2.1, fee=0.003) == round(0.04423940149625927, 8)
+    # Lower than open rate - 1.9 quote
+    assert trade.calc_profit_ratio(rate=1.9, fee=0.003) == round(-0.05521197007481293, 8)
 
-    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
-    trade.update(limit_sell_order)
-    assert trade.calc_profit_ratio() == 0.06201058
+    # Test when we apply a Sell order. Sell higher than open rate @ 2.2
+    trade.update(limit_sell_order_usdt)
+    assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
 
     # Test with a custom fee rate on the close trade
-    assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
+    assert trade.calc_profit_ratio(fee=0.003) == round(0.09396508728179565, 8)
 
     trade.open_trade_value = 0.0
     assert trade.calc_profit_ratio(fee=0.003) == 0.0
@@ -397,7 +540,7 @@ def test_clean_dry_run_db(default_conf, fee):
 
     # Simulate dry_run entries
     trade = Trade(
-        pair='ETH/BTC',
+        pair='ADA/USDT',
         stake_amount=0.001,
         amount=123.0,
         fee_open=fee.return_value,
@@ -664,9 +807,9 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
 
 def test_adjust_stop_loss(fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=30.0,
+        amount=30,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
@@ -716,9 +859,9 @@ def test_adjust_stop_loss(fee):
 
 def test_adjust_min_max_rates(fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=30.0,
+        amount=30.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
@@ -897,11 +1040,11 @@ def test_to_json(default_conf, fee):
 def test_stoploss_reinitialization(default_conf, fee):
     init_db(default_conf['db_url'])
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
+        pair='ADA/USDT',
+        stake_amount=30.0,
         fee_open=fee.return_value,
         open_date=arrow.utcnow().shift(hours=-2).datetime,
-        amount=10,
+        amount=30.0,
         fee_close=fee.return_value,
         exchange='binance',
         open_rate=1,
@@ -956,11 +1099,11 @@ def test_stoploss_reinitialization(default_conf, fee):
 
 def test_update_fee(fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
+        pair='ADA/USDT',
+        stake_amount=30.0,
         fee_open=fee.return_value,
         open_date=arrow.utcnow().shift(hours=-2).datetime,
-        amount=10,
+        amount=30.0,
         fee_close=fee.return_value,
         exchange='binance',
         open_rate=1,
@@ -995,11 +1138,11 @@ def test_update_fee(fee):
 
 def test_fee_updated(fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
+        pair='ADA/USDT',
+        stake_amount=30.0,
         fee_open=fee.return_value,
         open_date=arrow.utcnow().shift(hours=-2).datetime,
-        amount=10,
+        amount=30.0,
         fee_close=fee.return_value,
         exchange='binance',
         open_rate=1,

From e9ef9a6d28c9d9ea571dd218e24512e11c6da8af Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 1 Aug 2021 10:31:35 +0200
Subject: [PATCH 0977/1386] Use .view() to convert dates to enums

part of #5314 - fixing deprecation warning.
---
 freqtrade/data/history/jsondatahandler.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 990e75bd9..24d6e814b 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -62,7 +62,7 @@ class JsonDataHandler(IDataHandler):
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
         _data = data.copy()
         # Convert date to int
-        _data['date'] = _data['date'].astype(np.int64) // 1000 // 1000
+        _data['date'] = _data['date'].view(np.int64) // 1000 // 1000
 
         # Reset index, select only appropriate columns and save as json
         _data.reset_index(drop=True).loc[:, self._columns].to_json(

From 047df0c2128cc821a41c5e8118629c3d52bc32b6 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 1 Aug 2021 03:01:47 -0600
Subject: [PATCH 0978/1386] Removed leverage references

---
 tests/test_persistence.py | 151 +++++++++++---------------------------
 1 file changed, 41 insertions(+), 110 deletions(-)

diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 43c97e658..f7bcad806 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -73,22 +73,20 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
         close_rate: 2.20 quote
         amount: = 30.0 crypto
         stake_amount
-            1x,-1x: 60.0  quote
+            60.0  quote
         borrowed
-             1x:  0 quote
-        open_value: (amount * open_rate) ± (amount * open_rate * fee)
-             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
-        amount_closed:
-            1x, 3x         : amount
+             0 quote
+        open_value: (amount * open_rate) + (amount * open_rate * fee)
+             30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
         close_value:
-             1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
-            binance,kraken 1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)         = 65.835
+            (amount * close_rate) - (amount * close_rate * fee) - interest
+            (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
         total_profit:
-            1x, 3x : close_value - open_value
-            binance,kraken 1x: 65.835 - 60.15             = 5.685
+            close_value - open_value
+            65.835 - 60.15             = 5.685
         total_profit_ratio:
-            1x, 3x : ((close_value/open_value) - 1) * leverage
-            binance  1x: ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
+            ((close_value/open_value) - 1) * leverage
+            ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
 
     """
 
@@ -283,17 +281,18 @@ def test_update_invalid_order(limit_buy_order_usdt):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_calc_open_trade_value(limit_buy_order_usdt, fee):
-    # 10 minute limit trade on Binance/Kraken
-    # fee: 0.25 %, 0.3% quote
-    # open_rate: 2.00 quote
-    # amount: = 30.0 crypto
-    # stake_amount
-    #     1x, -1x: 60.0  quote
-    # open_value: (amount * open_rate) ± (amount * open_rate * fee)
-    # 0.25% fee
-    #      1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
-    # 0.3% fee
-    #      1x, 3x: 30 * 2 + 30 * 2 * 0.003  = 60.18 quote
+    """
+        fee: 0.25 %, 0.3% quote
+        open_rate: 2.00 quote
+        amount: = 30.0 crypto
+        stake_amount
+            60.0  quote
+        open_value: (amount * open_rate) + (amount * open_rate * fee)
+        0.25% fee
+            30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+        0.3% fee
+            30 * 2 + 30 * 2 * 0.003  = 60.18 quote
+    """
     trade = Trade(
         pair='ADA/USDT',
         stake_amount=60.0,
@@ -339,12 +338,10 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
 @pytest.mark.usefixtures("init_persistence")
 def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     """
-        10 minute limit trade on Binance/Kraken at 1x, 3x leverage
         arguments:
             fee:
                 0.25% quote
                 0.30% quote
-            interest_rate: 0.05% per 4 hrs
             open_rate: 2.0 quote
             close_rate:
                 1.9 quote
@@ -352,117 +349,51 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
                 2.2 quote
             amount: = 30.0 crypto
             stake_amount
-                1x,-1x: 60.0  quote
-                3x,-3x: 20.0  quote
-            hours: 1/6 (10 minutes)
-        borrowed
-             1x:  0 quote
-             3x: 40 quote
-            -1x: 30 crypto
-            -3x: 30 crypto
-        time-periods:
-            kraken: (1 + 1) 4hr_periods = 2 4hr_periods
-            binance: 1/24 24hr_periods
-        interest: borrowed * interest_rate * time-periods
-            1x            :  /
-            binance     3x: 40 * 0.0005 * 1/24 = 0.0008333333333333334 quote
-            kraken      3x: 40 * 0.0005 * 2    = 0.040 quote
-            binace -1x,-3x: 30 * 0.0005 * 1/24 = 0.000625 crypto
-            kraken -1x,-3x: 30 * 0.0005 * 2    = 0.030 crypto
-        open_value: (amount * open_rate) ± (amount * open_rate * fee)
+                60.0  quote
+        open_value: (amount * open_rate) + (amount * open_rate * fee)
           0.0025 fee
-             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
-            -1x,-3x: 30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
+            30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+            30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
           0.003 fee: Is only applied to close rate in this test
-        amount_closed:
-            1x, 3x                         = amount
-            -1x, -3x                       = amount + interest
-            binance -1x,-3x: 30 + 0.000625 = 30.000625 crypto
-            kraken  -1x,-3x: 30 + 0.03     = 30.03 crypto
         close_value:
             equations:
-                1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
-                -1x,-3x: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
+                (amount_closed * close_rate) - (amount_closed * close_rate * fee)
             2.1 quote
-                bin,krak  1x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025)                = 62.8425
-                bin       3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.0008333333 = 62.8416666667
-                krak      3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.040        = 62.8025
-                bin  -1x,-3x: (30.000625 * 2.1) + (30.000625 * 2.1 * 0.0025)        = 63.15881578125
-                krak -1x,-3x: (30.03 * 2.1) + (30.03 * 2.1 * 0.0025)                = 63.2206575
+                (30.00 * 2.1) - (30.00 * 2.1 * 0.0025)   = 62.8425
             1.9 quote
-                bin,krak  1x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025)                = 56.8575
-                bin       3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.0008333333 = 56.85666667
-                krak      3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.040        = 56.8175
-                bin  -1x,-3x: (30.000625 * 1.9) + (30.000625 * 1.9 * 0.0025)        = 57.14369046875
-                krak -1x,-3x: (30.03 * 1.9) + (30.03 * 1.9 * 0.0025)                = 57.1996425
+                (30.00 * 1.9) - (30.00 * 1.9 * 0.0025)   = 56.8575
             2.2 quote
-                bin,krak  1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)              = 65.835
-                bin       3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.00083333 = 65.83416667
-                krak      3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.040      = 65.795
-                bin  -1x,-3x: (30.000625 * 2.20) + (30.000625 * 2.20 * 0.0025)      = 66.1663784375
-                krak -1x,-3x: (30.03 * 2.20) + (30.03 * 2.20 * 0.0025)              = 66.231165
+                (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
         total_profit:
             equations:
-                1x, 3x : close_value - open_value
-                -1x,-3x: open_value - close_value
+                close_value - open_value
             2.1 quote
-                binance,kraken 1x: 62.8425     - 60.15          = 2.6925
-                binance        3x: 62.84166667 - 60.15          = 2.69166667
-                kraken         3x: 62.8025     - 60.15          = 2.6525
-                binance   -1x,-3x: 59.850      - 63.15881578125 = -3.308815781249997
-                kraken    -1x,-3x: 59.850      - 63.2206575     = -3.3706575
+                62.8425 - 60.15 = 2.6925
             1.9 quote
-                binance,kraken 1x: 56.8575     - 60.15          = -3.2925
-                binance        3x: 56.85666667 - 60.15          = -3.29333333
-                kraken         3x: 56.8175     - 60.15          = -3.3325
-                binance   -1x,-3x: 59.850      - 57.14369046875 = 2.7063095312499996
-                kraken    -1x,-3x: 59.850      - 57.1996425     = 2.6503575
+                56.8575 - 60.15 = -3.2925
             2.2 quote
-                binance,kraken 1x: 65.835      - 60.15          = 5.685
-                binance        3x: 65.83416667 - 60.15          = 5.68416667
-                kraken         3x: 65.795      - 60.15          = 5.645
-                binance   -1x,-3x: 59.850      - 66.1663784375  = -6.316378437499999
-                kraken    -1x,-3x: 59.850      - 66.231165      = -6.381165
+                65.835  - 60.15 = 5.685
         total_profit_ratio:
             equations:
-                1x, 3x : ((close_value/open_value) - 1) * leverage
-                -1x,-3x: (1 - (close_value/open_value)) * leverage
+                ((close_value/open_value) - 1) * leverage
             2.1 quote
-                binance,kraken 1x: (62.8425 / 60.15) - 1             = 0.04476309226932673
-                binance        3x: ((62.84166667 / 60.15) - 1)*3     = 0.13424771421446402
-                kraken         3x: ((62.8025 / 60.15) - 1)*3         = 0.13229426433915248
-                binance       -1x: 1 - (63.15881578125 / 59.850)     = -0.05528514254385963
-                binance       -3x: (1 - (63.15881578125 / 59.850))*3 = -0.1658554276315789
-                kraken        -1x: 1 - (63.2206575 / 59.850)         = -0.05631842105263152
-                kraken        -3x: (1 - (63.2206575 / 59.850))*3     = -0.16895526315789455
+                (62.8425 / 60.15) - 1 = 0.04476309226932673
             1.9 quote
-                binance,kraken 1x: (56.8575 / 60.15) - 1             = -0.05473815461346632
-                binance        3x: ((56.85666667 / 60.15) - 1)*3     = -0.16425602643391513
-                kraken         3x: ((56.8175 / 60.15) - 1)*3         = -0.16620947630922667
-                binance       -1x: 1 - (57.14369046875 / 59.850)     = 0.045218204365079395
-                binance       -3x: (1 - (57.14369046875 / 59.850))*3 = 0.13565461309523819
-                kraken        -1x: 1 - (57.1996425 / 59.850)         = 0.04428333333333334
-                kraken        -3x: (1 - (57.1996425 / 59.850))*3     = 0.13285000000000002
+                (56.8575 / 60.15) - 1 = -0.05473815461346632
             2.2 quote
-                binance,kraken 1x: (65.835 / 60.15) - 1             = 0.0945137157107232
-                binance        3x: ((65.83416667 / 60.15) - 1)*3     = 0.2834995845386534
-                kraken         3x: ((65.795 / 60.15) - 1)*3         = 0.2815461346633419
-                binance       -1x: 1 - (66.1663784375 / 59.850)     = -0.1055368159983292
-                binance       -3x: (1 - (66.1663784375 / 59.850))*3 = -0.3166104479949876
-                kraken        -1x: 1 - (66.231165 / 59.850)         = -0.106619298245614
-                kraken        -3x: (1 - (66.231165 / 59.850))*3     = -0.319857894736842
-        fee: 0.003, 1x
+                (65.835 / 60.15) - 1  = 0.0945137157107232
+        fee: 0.003
             close_value:
                 2.1 quote: (30.00 * 2.1) - (30.00 * 2.1 * 0.003) = 62.811
                 1.9 quote: (30.00 * 1.9) - (30.00 * 1.9 * 0.003) = 56.829
                 2.2 quote: (30.00 * 2.2) - (30.00 * 2.2 * 0.003) = 65.802
             total_profit
-                fee: 0.003, 1x
+                fee: 0.003
                     2.1 quote: 62.811 - 60.15 = 2.6610000000000014
                     1.9 quote: 56.829 - 60.15 = -3.320999999999998
                     2.2 quote: 65.802 - 60.15 = 5.652000000000008
             total_profit_ratio
-                fee: 0.003, 1x
+                fee: 0.003
                     2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927
                     1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293
                     2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565

From 056bc93bc6a6772dc55ffd993e08ec571b6d80c2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 1 Aug 2021 19:16:26 +0200
Subject: [PATCH 0979/1386] backtesting needs startup_candle_count

fixes informative-pair loading  being different between --strategy-list and
--strategy.
---
 freqtrade/optimize/backtesting.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 628289b7f..45e60e013 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -122,6 +122,8 @@ class Backtesting:
 
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
+        # Add maximum startup candle count to configuration for informative pairs support
+        self.config['startup_candle_count'] = self.required_startup
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
 
         self.progress = BTProgress()

From 059c32b0675607986af0dc2c00738d3b4106bcce Mon Sep 17 00:00:00 2001
From: sauces1313 <sauces1313@fmdidgaf.com>
Date: Mon, 2 Aug 2021 02:49:49 +0000
Subject: [PATCH 0980/1386] Check for and default to 'None'

---
 .../plugins/pairlist/rangestabilityfilter.py  | 20 ++++++++++---------
 1 file changed, 11 insertions(+), 9 deletions(-)

diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 105568f17..63184c726 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -26,7 +26,7 @@ class RangeStabilityFilter(IPairList):
 
         self._days = pairlistconfig.get('lookback_days', 10)
         self._min_rate_of_change = pairlistconfig.get('min_rate_of_change', 0.01)
-        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', 0.99)
+        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', None)
         self._refresh_period = pairlistconfig.get('refresh_period', 1440)
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
@@ -106,14 +106,16 @@ class RangeStabilityFilter(IPairList):
                               f"which is below the threshold of {self._min_rate_of_change}.",
                               logger.info)
                 result = False
-            if pct_change <= self._max_rate_of_change:
-                result = True
-            else:
-                self.log_once(f"Removed {pair} from whitelist, because rate of change "
-                              f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
-                              f"which is above the threshold of {self._max_rate_of_change}.",
-                              logger.info)
-                result = False
+            if self._max_rate_of_change:
+                if pct_change <= self._max_rate_of_change:
+                    result = True
+                else:
+                    self.log_once(
+                        f"Removed {pair} from whitelist, because rate of change "
+                        f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
+                        f"which is above the threshold of {self._max_rate_of_change}.",
+                        logger.info)
+                    result = False
             self._pair_cache[pair] = result
 
         return result

From b3f057e7c0dbf9a45c1889b4a57a57e7b5646f1e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:13 +0000
Subject: [PATCH 0981/1386] Bump isort from 5.9.2 to 5.9.3

Bumps [isort](https://github.com/pycqa/isort) from 5.9.2 to 5.9.3.
- [Release notes](https://github.com/pycqa/isort/releases)
- [Changelog](https://github.com/PyCQA/isort/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pycqa/isort/compare/5.9.2...5.9.3)

---
updated-dependencies:
- dependency-name: isort
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 537936a86..70e61e71a 100644
--- a/requirements-dev.txt
+++ b/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==5.9.2
+isort==5.9.3
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.1.0

From 4f05d31b942f5eacc108ad39d91cd2f81f65aa54 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:19 +0000
Subject: [PATCH 0982/1386] Bump ccxt from 1.53.72 to 1.54.24

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.53.72 to 1.54.24.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.53.72...1.54.24)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3be66bff7..bd1510380 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.53.72
+ccxt==1.54.24
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 4afcea9a1ccdadbb124363ef1009e0eb8c70514b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:25 +0000
Subject: [PATCH 0983/1386] Bump fastapi from 0.67.0 to 0.68.0

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.67.0 to 0.68.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.67.0...0.68.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3be66bff7..15040270e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.67.0
+fastapi==0.68.0
 uvicorn==0.14.0
 pyjwt==2.1.0
 aiofiles==0.7.0

From 849b8197a93de3ea9b5a9d796ddfd74095923c78 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:30 +0000
Subject: [PATCH 0984/1386] Bump scipy from 1.7.0 to 1.7.1

Bumps [scipy](https://github.com/scipy/scipy) from 1.7.0 to 1.7.1.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.7.0...v1.7.1)

---
updated-dependencies:
- dependency-name: scipy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 83e23e3ec..d7f22634b 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.7.0
+scipy==1.7.1
 scikit-learn==0.24.2
 scikit-optimize==0.8.1
 filelock==3.0.12

From 7fd3fc98c0135990f8d29e08aab0e8d8893bfd1a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:35 +0000
Subject: [PATCH 0985/1386] Bump types-requests from 2.25.0 to 2.25.1

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.0 to 2.25.1.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 537936a86..e260f8fb8 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,5 +21,5 @@ nbconvert==6.1.0
 # mypy types
 types-cachetools==0.1.9
 types-filelock==0.1.4
-types-requests==2.25.0
+types-requests==2.25.1
 types-tabulate==0.1.1

From 3a19e1610de5aef8468e475e23a2d033b3303f05 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:38 +0000
Subject: [PATCH 0986/1386] Bump mkdocs-material from 7.2.1 to 7.2.2

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.1 to 7.2.2.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.1...7.2.2)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 6a904c951..047821f2d 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.1
+mkdocs-material==7.2.2
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From b63eda3a2b7e694a32d524c0413a30f737ef9d8d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 07:15:09 +0200
Subject: [PATCH 0987/1386] Some minor cleanup and improved test coverage

---
 freqtrade/plugins/pairlist/rangestabilityfilter.py |  7 +++++--
 tests/plugins/test_pairlist.py                     | 12 +++++++++++-
 2 files changed, 16 insertions(+), 3 deletions(-)

diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 63184c726..ef7f2cbcb 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -51,9 +51,12 @@ class RangeStabilityFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
+        max_rate_desc = ""
+        if self._max_rate_of_change:
+            max_rate_desc = (f" and above {self._max_rate_of_change}")
         return (f"{self.name} - Filtering pairs with rate of change below "
-                f"{self._min_rate_of_change} and above "
-                f"{self._max_rate_of_change} over the last {plural(self._days, 'day')}.")
+                f"{self._min_rate_of_change}{max_rate_desc} over the "
+                f"last {plural(self._days, 'day')}.")
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index a3f5b0875..5f0701a22 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -425,8 +425,12 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
         "USDT", ['NANO/USDT']),
     ([{"method": "StaticPairList"},
       {"method": "RangeStabilityFilter", "lookback_days": 10,
-       "min_rate_of_change": 0.01, "max_rate_of_change": 0.99, "refresh_period": 1440}],
+       "min_rate_of_change": 0.01, "refresh_period": 1440}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
+    ([{"method": "StaticPairList"},
+      {"method": "RangeStabilityFilter", "lookback_days": 10,
+       "max_rate_of_change": 0.01, "refresh_period": 1440}],
+     "BTC", []),  # All removed because of max_rate_of_change being 0.017
     ([{"method": "StaticPairList"},
       {"method": "VolatilityFilter", "lookback_days": 3,
        "min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}],
@@ -985,6 +989,12 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
      None,
      "PriceFilter requires max_value to be >= 0"
      ),  # OperationalException expected
+    ({"method": "RangeStabilityFilter", "lookback_days": 10,
+      "min_rate_of_change": 0.01},
+     "[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "
+     "0.01 over the last days.'}]",
+        None
+     ),
     ({"method": "RangeStabilityFilter", "lookback_days": 10,
      "min_rate_of_change": 0.01, "max_rate_of_change": 0.99},
      "[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "

From 3c5f06d5c054f939b53b6a0e6ad61ef6af7092fa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 08:31:33 +0200
Subject: [PATCH 0988/1386] Update tests/exchange/test_exchange.py

---
 tests/exchange/test_exchange.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index bacb7edbb..a2ce09eab 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2190,7 +2190,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
-    order = exchange.create_order('ETH/BTC', 'limit', "sell", 5, 0.55, 'gtc')
+    order = exchange.create_order('ETH/BTC', 'limit', "buy", 5, 0.55, 'gtc')
 
     cancel_order = exchange.cancel_order(order_id=order['id'], pair='ETH/BTC')
     assert order['id'] == cancel_order['id']

From c981641441fc329f788e31e599629ee16df9061b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 20:17:58 +0200
Subject: [PATCH 0989/1386] Don't fail if strategy doesn't contain sell signal

---
 freqtrade/strategy/interface.py  |  8 +++++---
 tests/strategy/test_interface.py | 25 +++++++++++++++++++++----
 2 files changed, 26 insertions(+), 7 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index f10a12fa9..6f3e047eb 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -483,8 +483,6 @@ class IStrategy(ABC, HyperStrategyMixin):
             message = "No dataframe returned (return statement missing?)."
         elif 'buy' not in dataframe:
             message = "Buy column not set."
-        elif 'sell' not in dataframe:
-            message = "Sell column not set."
         elif df_len != len(dataframe):
             message = message_template.format("length")
         elif df_close != dataframe["close"].iloc[-1]:
@@ -531,7 +529,11 @@ class IStrategy(ABC, HyperStrategyMixin):
             return False, False, None
 
         buy = latest[SignalType.BUY.value] == 1
-        sell = latest[SignalType.SELL.value] == 1
+
+        sell = False
+        if SignalType.SELL.value in latest:
+            sell = latest[SignalType.SELL.value] == 1
+
         buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
 
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 751f08344..d8c87506c 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -126,6 +126,27 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
+def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
+    # default_conf defines a 5m interval. we check interval * 2 + 5m
+    # this is necessary as the last candle is removed (partial candles) by default
+    ohlcv_history.loc[1, 'date'] = arrow.utcnow()
+    # Take a copy to correctly modify the call
+    mocked_history = ohlcv_history.copy()
+    # Intentionally don't set sell column
+    # mocked_history['sell'] = 0
+    mocked_history['buy'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+
+    caplog.set_level(logging.INFO)
+    mocker.patch.object(_STRATEGY, 'assert_df')
+
+    assert (True, False, None) == _STRATEGY.get_signal(
+        'xyz',
+        default_conf['timeframe'],
+        mocked_history
+    )
+
+
 def test_ignore_expired_candle(default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -197,10 +218,6 @@ def test_assert_df(ohlcv_history, caplog):
                        match="Buy column not set"):
         _STRATEGY.assert_df(ohlcv_history.drop('buy', axis=1), len(ohlcv_history),
                             ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
-    with pytest.raises(StrategyError,
-                       match="Sell column not set"):
-        _STRATEGY.assert_df(ohlcv_history.drop('sell', axis=1), len(ohlcv_history),
-                            ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
 
     _STRATEGY.disable_dataframe_checks = True
     caplog.clear()

From e70a742005e286ecb7e1385ec6af97caf6b3a363 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 21:12:10 +0200
Subject: [PATCH 0990/1386] Reorder space methods in hyperopt

---
 freqtrade/optimize/hyperopt.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index cb6884385..7022f67c5 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -264,17 +264,14 @@ class Hyperopt:
 
     def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
         """
-        Used Optimize function. Called once per epoch to optimize whatever is configured.
+        Used Optimize function.
+        Called once per epoch to optimize whatever is configured.
         Keep this function as optimized as possible!
         """
         backtest_start_time = datetime.now(timezone.utc)
         params_dict = self._get_params_dict(self.dimensions, raw_params)
 
         # Apply parameters
-        if HyperoptTools.has_space(self.config, 'roi'):
-            self.backtesting.strategy.minimal_roi = (  # type: ignore
-                self.custom_hyperopt.generate_roi_table(params_dict))
-
         if HyperoptTools.has_space(self.config, 'buy'):
             self.backtesting.strategy.advise_buy = (  # type: ignore
                 self.custom_hyperopt.buy_strategy_generator(params_dict))
@@ -283,6 +280,10 @@ class Hyperopt:
             self.backtesting.strategy.advise_sell = (  # type: ignore
                 self.custom_hyperopt.sell_strategy_generator(params_dict))
 
+        if HyperoptTools.has_space(self.config, 'roi'):
+            self.backtesting.strategy.minimal_roi = (  # type: ignore
+                self.custom_hyperopt.generate_roi_table(params_dict))
+
         if HyperoptTools.has_space(self.config, 'stoploss'):
             self.backtesting.strategy.stoploss = params_dict['stoploss']
 

From 4ab03f7e378bc4dd6e2031c1b199180fdb70e3d3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 21:17:56 +0200
Subject: [PATCH 0991/1386] Don't load fallback methods for autohyperopt

---
 freqtrade/optimize/hyperopt.py | 21 +++++++++++----------
 1 file changed, 11 insertions(+), 10 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 7022f67c5..0ed3d4cbf 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -102,16 +102,17 @@ class Hyperopt:
         self.num_epochs_saved = 0
         self.current_best_epoch: Optional[Dict[str, Any]] = None
 
-        # Populate functions here (hasattr is slow so should not be run during "regular" operations)
-        if hasattr(self.custom_hyperopt, 'populate_indicators'):
-            self.backtesting.strategy.advise_indicators = (  # type: ignore
-                self.custom_hyperopt.populate_indicators)  # type: ignore
-        if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-            self.backtesting.strategy.advise_buy = (  # type: ignore
-                self.custom_hyperopt.populate_buy_trend)  # type: ignore
-        if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-            self.backtesting.strategy.advise_sell = (  # type: ignore
-                self.custom_hyperopt.populate_sell_trend)  # type: ignore
+        if not self.auto_hyperopt:
+            # Populate "fallback" functions here (hasattr is slow so should not be run during "regular" operations)
+            if hasattr(self.custom_hyperopt, 'populate_indicators'):
+                self.backtesting.strategy.advise_indicators = (  # type: ignore
+                    self.custom_hyperopt.populate_indicators)  # type: ignore
+            if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
+                self.backtesting.strategy.advise_buy = (  # type: ignore
+                    self.custom_hyperopt.populate_buy_trend)  # type: ignore
+            if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
+                self.backtesting.strategy.advise_sell = (  # type: ignore
+                    self.custom_hyperopt.populate_sell_trend)  # type: ignore
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):

From dfc17f2bd1f3779c68475dde405c314b83a85f90 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 07:21:11 +0200
Subject: [PATCH 0992/1386] Fix ci failure

---
 freqtrade/optimize/hyperopt.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 0ed3d4cbf..a69e5a5a2 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -103,7 +103,8 @@ class Hyperopt:
         self.current_best_epoch: Optional[Dict[str, Any]] = None
 
         if not self.auto_hyperopt:
-            # Populate "fallback" functions here (hasattr is slow so should not be run during "regular" operations)
+            # Populate "fallback" functions here
+            # (hasattr is slow so should not be run during "regular" operations)
             if hasattr(self.custom_hyperopt, 'populate_indicators'):
                 self.backtesting.strategy.advise_indicators = (  # type: ignore
                     self.custom_hyperopt.populate_indicators)  # type: ignore

From f11f5d17e91e05e2f2ac7729ccf0b4f29a352bd6 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Sat, 31 Jul 2021 00:05:45 -0400
Subject: [PATCH 0993/1386] add feature custom entry price for live

---
 docs/strategy-advanced.md                | 29 +++++++++-
 freqtrade/constants.py                   |  2 +
 freqtrade/freqtradebot.py                | 73 ++++++++++++++++++++++++
 freqtrade/resolvers/strategy_resolver.py |  1 +
 freqtrade/rpc/api_server/api_schemas.py  |  1 +
 freqtrade/rpc/rpc.py                     |  1 +
 freqtrade/strategy/interface.py          | 58 +++++++++++++++++++
 tests/strategy/test_interface.py         | 28 +++++++++
 tests/test_freqtradebot.py               | 30 ++++++++++
 9 files changed, 222 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 0704473fb..8c99f1d2e 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -357,6 +357,33 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 ---
 
+## Custom order entry price rules
+
+By default, freqtrade use the orderbook to automatically set an order price, you also have the option to create custom order prices based on your strategy.
+
+You can use this feature by setting the `use_custom_entry_price` option to `true` in config and creating a custom_entry_price function.
+
+### Custom order entry price exemple
+``` python
+from datetime import datetime, timedelta, timezone
+from freqtrade.persistence import Trade
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def custom_entry_price(self, pair: str, current_time: datetime,
+                            current_rate, **kwargs) -> float:
+
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+                                                                timeframe=self.timeframe)
+        entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+        
+        return entryprice
+
+```
+
+
 ## Custom order timeout rules
 
 Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
@@ -366,7 +393,7 @@ However, freqtrade also offers a custom callback for both order types, which all
 !!! Note
     Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
 
-### Custom order timeout example
+## Custom order timeout example
 
 A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below.
 It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index b48644c58..f118ac700 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -433,6 +433,8 @@ SCHEMA_MINIMAL_REQUIRED = [
 
 CANCEL_REASON = {
     "TIMEOUT": "cancelled due to timeout",
+    "ENTRYPRICECHANGED": "Custom entry price changed",
+    "EXITPRICECHANGED": "Custom exit price changed",
     "PARTIALLY_FILLED_KEEP_OPEN": "partially filled - keeping order open",
     "PARTIALLY_FILLED": "partially filled",
     "FULLY_CANCELLED": "fully cancelled",
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 09aa06adf..4abc7e508 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -169,6 +169,7 @@ class FreqtradeBot(LoggingMixin):
         with self._sell_lock:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
+            self.check_handle_custom_entryprice_outdated()
 
         # Protect from collisions with forcesell.
         # Without this, freqtrade my try to recreate stoploss_on_exchange orders
@@ -480,6 +481,14 @@ class FreqtradeBot(LoggingMixin):
         else:
             # Calculate price
             buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
+            if self.config.get('use_custom_entry_price', False):
+                buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
+                custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
+                                                    default_retval=stake_amount)(
+                    pair=pair, current_time=datetime.now(timezone.utc),
+                    current_rate=buy_rate)
+
+                buy_limit_requested = custom_entry_price
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
@@ -911,6 +920,70 @@ class FreqtradeBot(LoggingMixin):
                                                                  order=order))):
                 self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
+    def _check_entryprice_outdated(self, side: str, order: dict) -> bool:
+        """
+        Check if entry price is outdated by comparing it to the new prefered entry price
+        , and if the order is still open and price outdated
+        """
+        #print("check_entryprice_outdated")
+        if self.config.get('use_custom_entry_price', False):
+            order_prefered_entry_price = order['price'] # order['trade']
+
+            #print(order)
+            #order_open_rate_requested = order.trade['open_rate_requested']
+            #print("order_trade_object : {}".format(order['trade']))
+
+            # get pep from strategy data provider
+            pair = order['symbol']
+            old_prefered_entry_price = order_prefered_entry_price
+            #new_prefered_entry_price = self.strategy.custom_info[pair]['pep_long'].iloc[-1] #buy_limit_requested
+            new_prefered_entry_price = self.strategy.entryprice
+
+            old_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, order_prefered_entry_price)
+            new_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, new_prefered_entry_price)
+
+            if old_prefered_entry_price_rounded != new_prefered_entry_price_rounded:
+                print("order['symbol']: {}".format(order['symbol']))
+                print("new_prefered_entry_price: {}, old_prefered_entry_price: {}".format(new_prefered_entry_price, old_prefered_entry_price))
+                print("rounded new pep: {}, rounded old pep: {}".format(new_prefered_entry_price_rounded, old_prefered_entry_price_rounded))
+                print("Delta in prefered entry price, order to cancel")
+                return True
+            else:
+                return False
+        else:
+            return False
+
+    def check_handle_custom_entryprice_outdated(self) -> None:
+        """
+        Check if any orders prefered entryprice change and cancel if necessary
+        :return: None
+        """
+
+        for trade in Trade.get_open_order_trades():
+            try:
+                if not trade.open_order_id:
+                    continue
+                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
+            except (ExchangeError):
+                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
+                continue
+
+            fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
+
+            # Refresh entryprice value if order is open
+            if (order['status'] == 'open'):
+                self.strategy.entryprice = strategy_safe_wrapper(self.strategy.custom_entry_price)(
+                    pair=trade.pair, current_time=datetime.now(timezone.utc),
+                    current_rate=trade.open_rate_requested)
+    
+            if (order['side'] == 'buy' and (order['status'] == 'open') and (
+                self._check_entryprice_outdated('buy', order))):
+                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ENTRYPRICECHANGED'])
+
+            elif (order['side'] == 'sell' and (order['status'] == 'open') and (
+                self._check_entryprice_outdated('sell', order))):
+                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['EXITPRICECHANGED'])
+
     def cancel_all_open_orders(self) -> None:
         """
         Cancel all orders that are currently open
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 1239b78b3..3248ed385 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -79,6 +79,7 @@ class StrategyResolver(IResolver):
                       ("trailing_stop_positive_offset",   0.0),
                       ("trailing_only_offset_is_reached", None),
                       ("use_custom_stoploss",             None),
+                      ("use_custom_entry_price",          None),
                       ("process_only_new_candles",        None),
                       ("order_types",                     None),
                       ("order_time_in_force",             None),
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 318762136..c66a01490 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -129,6 +129,7 @@ class ShowConfig(BaseModel):
     trailing_stop_positive_offset: Optional[float]
     trailing_only_offset_is_reached: Optional[bool]
     use_custom_stoploss: Optional[bool]
+    use_custom_entry_price: Optional[bool]
     timeframe: Optional[str]
     timeframe_ms: int
     timeframe_min: int
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 902975fde..2983c1dfa 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -116,6 +116,7 @@ class RPC:
             'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
             'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
             'use_custom_stoploss': config.get('use_custom_stoploss'),
+            'use_custom_entry_price': config.get('use_custom_entry_price'),
             'bot_name': config.get('bot_name', 'freqtrade'),
             'timeframe': config.get('timeframe'),
             'timeframe_ms': timeframe_to_msecs(config['timeframe']
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6f3e047eb..af5be2711 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -69,6 +69,10 @@ class IStrategy(ABC, HyperStrategyMixin):
     # associated stoploss
     stoploss: float
 
+    # custom order price
+    entryprice: Optional[float] = None
+    exitprice: Optional[float] = None
+
     # trailing stoploss
     trailing_stop: bool = False
     trailing_stop_positive: Optional[float] = None
@@ -280,6 +284,24 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return self.stoploss
 
+    def custom_entry_price(self, pair: str, current_time: datetime, current_rate: float,
+                            **kwargs) -> float:
+        """
+        Custom entry price logic, returning the new entry price.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns None, orderbook is used to set entry price
+        Only called when use_custom_entry_price is set to True.
+
+        :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 **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return float: New entry price value if provided
+        """
+        return self.entryprice
+
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """
@@ -635,6 +657,42 @@ class IStrategy(ABC, HyperStrategyMixin):
         # logger.debug(f"{trade.pair} - No sell signal.")
         return SellCheckTuple(sell_type=SellType.NONE)
 
+    def entry_price_reached(self, pair: str, current_rate: float,
+                          current_time: datetime, low: float = None,
+                          high: float = None, side: str = "long") -> bool:
+        """
+        Based on current candle low ,decides if entry price was reached
+        :param current_rate: current rate
+        :param low: Low value of this candle, only set in backtesting
+        :param high: High value of this candle, only set in backtesting
+        """
+
+        if self.use_custom_entry_price:
+            entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None
+                                                    )(pair=pair,
+                                                      current_time=current_time,
+                                                      current_rate=current_rate)
+            # Sanity check - error cases will return None
+            if side == "long":
+                if entry_price_value > low:
+                    return True
+                else:
+                    logger.info(f"Entry failed because entry price {entry_price_value} \
+                                higher than candle low in long side")
+                    return False
+            
+            elif side == "short":
+                if entry_price_value < high:
+                    return True
+                else:
+                    logger.info(f"Entry failed because entry price {entry_price_value} \
+                                higher than candle high in short side")
+                    return False
+
+            else:
+                logger.warning("CustomEntryPrice function did not return valid entry price")
+                return False
+
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
                           force_stoploss: float, low: float = None,
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index d8c87506c..7102c1a49 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -431,6 +431,34 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
     strategy.custom_stoploss = original_stopvalue
 
 
+@pytest.mark.parametrize(
+    'current_rate, exp_custom_entry', 'expected_result', 'use_custom_entry_price', 'custom_entry' [
+        # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
+        #   enable custom stoploss, expected after 1st call, expected after 2nd call
+        (99, 98, False, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # custom_entry_price pice - (price * 0.01)
+        (97.8, 98, True, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # price stayed under entry price
+        (97.8, 98, True, True, lambda current_rate, **kwargs: current_rate + (current_rate * 0.01)), # entry price over current price
+        (99.9, 98, True, False, None), # feature not activated
+    ])
+def test_entry_price_reached(default_conf, current_rate, exp_custom_entry, candle_ohlc,
+                             expected_result, use_custom_entry_price, custom_entry) -> None:
+
+    default_conf.update({'strategy': 'DefaultStrategy'})
+
+
+    strategy = StrategyResolver.load_strategy(default_conf)
+
+    strategy.use_custom_entry_price = use_custom_entry_price
+    custom_entry_price = custom_entry
+    if use_custom_entry_price:
+        strategy.custom_entry_price = custom_entry(current_rate)
+
+    now = arrow.utcnow().datetime
+    entry_flag = strategy.entry_price_reached(current_rate=current_rate, low= None, high=None)
+
+
+    pass
+
 def test_custom_sell(default_conf, fee, caplog) -> None:
 
     default_conf.update({'strategy': 'DefaultStrategy'})
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b1e02a99b..f6b8f5544 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -904,6 +904,36 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     with pytest.raises(PricingError, match="Could not determine buy price."):
         freqtrade.execute_buy(pair, stake_amount)
 
+def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    default_conf.update({'use_custom_entry_price': True})
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
+    stake_amount = 3
+    bid = 2304
+    buy_rate_mock = MagicMock(return_value=bid)
+    buy_mm = MagicMock(return_value=limit_buy_order_open)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_rate=buy_rate_mock,
+        fetch_ticker=MagicMock(return_value={
+            'bid': 2304,
+            'ask': 0.00001173,
+            'last': 2304
+        }),
+        buy=buy_mm,
+        get_min_pair_stake_amount=MagicMock(return_value=1),
+        get_fee=fee,
+    )
+    pair = 'ETH/USDT'
+
+    # Test calling with custom entry price option activated
+    limit_buy_order_open['id'] = '55'
+    assert freqtrade.execute_buy(pair, stake_amount)
+    # Make sure get_rate called to provide current_rate param to custom_entry_price
+    assert buy_rate_mock.call_count == 1
+
 
 def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)

From 5284112b69828b91d42a398c2d6cad9c1a151121 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Sun, 1 Aug 2021 02:09:59 -0400
Subject: [PATCH 0994/1386] fix in custom entry function output,remove changes
 related to outdated prices, doc exemple minor changes

---
 docs/strategy-advanced.md       |  4 +-
 freqtrade/freqtradebot.py       | 65 ---------------------------------
 freqtrade/strategy/interface.py | 10 ++---
 3 files changed, 5 insertions(+), 74 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 8c99f1d2e..a8e54bbcf 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -373,7 +373,7 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def custom_entry_price(self, pair: str, current_time: datetime,
-                            current_rate, **kwargs) -> float:
+                            proposed_rate, **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
@@ -393,7 +393,7 @@ However, freqtrade also offers a custom callback for both order types, which all
 !!! Note
     Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
 
-## Custom order timeout example
+### Custom order timeout example
 
 A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below.
 It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4abc7e508..c8e930a36 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -169,7 +169,6 @@ class FreqtradeBot(LoggingMixin):
         with self._sell_lock:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
-            self.check_handle_custom_entryprice_outdated()
 
         # Protect from collisions with forcesell.
         # Without this, freqtrade my try to recreate stoploss_on_exchange orders
@@ -920,70 +919,6 @@ class FreqtradeBot(LoggingMixin):
                                                                  order=order))):
                 self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
-    def _check_entryprice_outdated(self, side: str, order: dict) -> bool:
-        """
-        Check if entry price is outdated by comparing it to the new prefered entry price
-        , and if the order is still open and price outdated
-        """
-        #print("check_entryprice_outdated")
-        if self.config.get('use_custom_entry_price', False):
-            order_prefered_entry_price = order['price'] # order['trade']
-
-            #print(order)
-            #order_open_rate_requested = order.trade['open_rate_requested']
-            #print("order_trade_object : {}".format(order['trade']))
-
-            # get pep from strategy data provider
-            pair = order['symbol']
-            old_prefered_entry_price = order_prefered_entry_price
-            #new_prefered_entry_price = self.strategy.custom_info[pair]['pep_long'].iloc[-1] #buy_limit_requested
-            new_prefered_entry_price = self.strategy.entryprice
-
-            old_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, order_prefered_entry_price)
-            new_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, new_prefered_entry_price)
-
-            if old_prefered_entry_price_rounded != new_prefered_entry_price_rounded:
-                print("order['symbol']: {}".format(order['symbol']))
-                print("new_prefered_entry_price: {}, old_prefered_entry_price: {}".format(new_prefered_entry_price, old_prefered_entry_price))
-                print("rounded new pep: {}, rounded old pep: {}".format(new_prefered_entry_price_rounded, old_prefered_entry_price_rounded))
-                print("Delta in prefered entry price, order to cancel")
-                return True
-            else:
-                return False
-        else:
-            return False
-
-    def check_handle_custom_entryprice_outdated(self) -> None:
-        """
-        Check if any orders prefered entryprice change and cancel if necessary
-        :return: None
-        """
-
-        for trade in Trade.get_open_order_trades():
-            try:
-                if not trade.open_order_id:
-                    continue
-                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except (ExchangeError):
-                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
-                continue
-
-            fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
-
-            # Refresh entryprice value if order is open
-            if (order['status'] == 'open'):
-                self.strategy.entryprice = strategy_safe_wrapper(self.strategy.custom_entry_price)(
-                    pair=trade.pair, current_time=datetime.now(timezone.utc),
-                    current_rate=trade.open_rate_requested)
-    
-            if (order['side'] == 'buy' and (order['status'] == 'open') and (
-                self._check_entryprice_outdated('buy', order))):
-                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ENTRYPRICECHANGED'])
-
-            elif (order['side'] == 'sell' and (order['status'] == 'open') and (
-                self._check_entryprice_outdated('sell', order))):
-                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['EXITPRICECHANGED'])
-
     def cancel_all_open_orders(self) -> None:
         """
         Cancel all orders that are currently open
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index af5be2711..401934f7a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -69,10 +69,6 @@ class IStrategy(ABC, HyperStrategyMixin):
     # associated stoploss
     stoploss: float
 
-    # custom order price
-    entryprice: Optional[float] = None
-    exitprice: Optional[float] = None
-
     # trailing stoploss
     trailing_stop: bool = False
     trailing_stop_positive: Optional[float] = None
@@ -284,7 +280,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return self.stoploss
 
-    def custom_entry_price(self, pair: str, current_time: datetime, current_rate: float,
+    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
                             **kwargs) -> float:
         """
         Custom entry price logic, returning the new entry price.
@@ -296,11 +292,11 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         :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_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New entry price value if provided
         """
-        return self.entryprice
+        return proposed_rate
 
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs) -> Optional[Union[str, bool]]:

From 3d8c3ffd38dc8f08edf91e11ba19d57ac6765125 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Sun, 1 Aug 2021 02:21:23 -0400
Subject: [PATCH 0995/1386] fix syntax error in unit test

---
 tests/strategy/test_interface.py | 41 ++++++++++----------------------
 1 file changed, 13 insertions(+), 28 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 7102c1a49..f973c5bf7 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -38,20 +38,15 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
-    mocked_history.loc[1, 'sell'] = 0
-    mocked_history.loc[1, 'buy'] = 1
-    mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
-
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -68,21 +63,15 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False, None) == _STRATEGY.get_signal(
-        'foo', default_conf['timeframe'], DataFrame()
-    )
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False, None) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False, None) == _STRATEGY.get_signal(
-        'baz',
-        default_conf['timeframe'],
-        DataFrame([])
-    )
+    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
@@ -118,11 +107,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False, None) == _STRATEGY.get_signal(
-        'xyz',
-        default_conf['timeframe'],
-        mocked_history
-    )
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
@@ -432,13 +417,13 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
 
 
 @pytest.mark.parametrize(
-    'current_rate, exp_custom_entry', 'expected_result', 'use_custom_entry_price', 'custom_entry' [
-        # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
+    'current_rate, expected_result, use_custom_entry_price, custom_entry', [
+        # current rate, expected result value, profit for 2nd call, enable trailing,
         #   enable custom stoploss, expected after 1st call, expected after 2nd call
-        (99, 98, False, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # custom_entry_price pice - (price * 0.01)
-        (97.8, 98, True, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # price stayed under entry price
-        (97.8, 98, True, True, lambda current_rate, **kwargs: current_rate + (current_rate * 0.01)), # entry price over current price
-        (99.9, 98, True, False, None), # feature not activated
+        (99, False, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # custom_entry_price pice - (price * 0.01)
+        (97.8, True, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # price stayed under entry price
+        (97.8, True, True, lambda current_rate, **kwargs: current_rate + (current_rate * 0.01)), # entry price over current price
+        (99.9, True, False, None), # feature not activated
     ])
 def test_entry_price_reached(default_conf, current_rate, exp_custom_entry, candle_ohlc,
                              expected_result, use_custom_entry_price, custom_entry) -> None:

From d9c9b7d7fc6449d60c451ff8e3eb72726e16a9ea Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:02:10 -0400
Subject: [PATCH 0996/1386] restore interface test file

---
 tests/strategy/test_interface.py | 57 ++++++++++++--------------------
 1 file changed, 22 insertions(+), 35 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index f973c5bf7..d8c87506c 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -38,15 +38,20 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
+    mocked_history.loc[1, 'sell'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+    mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
+
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -63,15 +68,21 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert (False, False, None) == _STRATEGY.get_signal(
+        'foo', default_conf['timeframe'], DataFrame()
+    )
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (False, False, None) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
+    assert (False, False, None) == _STRATEGY.get_signal(
+        'baz',
+        default_conf['timeframe'],
+        DataFrame([])
+    )
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
@@ -107,7 +118,11 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
+    assert (False, False, None) == _STRATEGY.get_signal(
+        'xyz',
+        default_conf['timeframe'],
+        mocked_history
+    )
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
@@ -416,34 +431,6 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
     strategy.custom_stoploss = original_stopvalue
 
 
-@pytest.mark.parametrize(
-    'current_rate, expected_result, use_custom_entry_price, custom_entry', [
-        # current rate, expected result value, profit for 2nd call, enable trailing,
-        #   enable custom stoploss, expected after 1st call, expected after 2nd call
-        (99, False, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # custom_entry_price pice - (price * 0.01)
-        (97.8, True, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # price stayed under entry price
-        (97.8, True, True, lambda current_rate, **kwargs: current_rate + (current_rate * 0.01)), # entry price over current price
-        (99.9, True, False, None), # feature not activated
-    ])
-def test_entry_price_reached(default_conf, current_rate, exp_custom_entry, candle_ohlc,
-                             expected_result, use_custom_entry_price, custom_entry) -> None:
-
-    default_conf.update({'strategy': 'DefaultStrategy'})
-
-
-    strategy = StrategyResolver.load_strategy(default_conf)
-
-    strategy.use_custom_entry_price = use_custom_entry_price
-    custom_entry_price = custom_entry
-    if use_custom_entry_price:
-        strategy.custom_entry_price = custom_entry(current_rate)
-
-    now = arrow.utcnow().datetime
-    entry_flag = strategy.entry_price_reached(current_rate=current_rate, low= None, high=None)
-
-
-    pass
-
 def test_custom_sell(default_conf, fee, caplog) -> None:
 
     default_conf.update({'strategy': 'DefaultStrategy'})

From 53fb8b05e72587d334e1a5865a9a6773b523edae Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:19:29 -0400
Subject: [PATCH 0997/1386] remove short logic in entry_price_reached function

---
 freqtrade/strategy/interface.py | 21 +++++----------------
 1 file changed, 5 insertions(+), 16 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 401934f7a..366ae3504 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -281,7 +281,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         return self.stoploss
 
     def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
-                            **kwargs) -> float:
+                           **kwargs) -> float:
         """
         Custom entry price logic, returning the new entry price.
 
@@ -654,8 +654,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         return SellCheckTuple(sell_type=SellType.NONE)
 
     def entry_price_reached(self, pair: str, current_rate: float,
-                          current_time: datetime, low: float = None,
-                          high: float = None, side: str = "long") -> bool:
+                            current_time: datetime, low: float = None,
+                            high: float = None) -> bool:
         """
         Based on current candle low ,decides if entry price was reached
         :param current_rate: current rate
@@ -668,23 +668,12 @@ class IStrategy(ABC, HyperStrategyMixin):
                                                     )(pair=pair,
                                                       current_time=current_time,
                                                       current_rate=current_rate)
-            # Sanity check - error cases will return None
-            if side == "long":
+
+            if entry_price_value is not None:
                 if entry_price_value > low:
                     return True
                 else:
-                    logger.info(f"Entry failed because entry price {entry_price_value} \
-                                higher than candle low in long side")
                     return False
-            
-            elif side == "short":
-                if entry_price_value < high:
-                    return True
-                else:
-                    logger.info(f"Entry failed because entry price {entry_price_value} \
-                                higher than candle high in short side")
-                    return False
-
             else:
                 logger.warning("CustomEntryPrice function did not return valid entry price")
                 return False

From 00939b63f2bb05394af2023694b30b15be73ceef Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:25:18 -0400
Subject: [PATCH 0998/1386] flake 8 fixes

---
 freqtrade/freqtradebot.py       | 2 +-
 freqtrade/strategy/interface.py | 8 ++++----
 tests/test_freqtradebot.py      | 3 ++-
 3 files changed, 7 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c8e930a36..5b60c0ea3 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -483,7 +483,7 @@ class FreqtradeBot(LoggingMixin):
             if self.config.get('use_custom_entry_price', False):
                 buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
                 custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                    default_retval=stake_amount)(
+                                                           default_retval=stake_amount)(
                     pair=pair, current_time=datetime.now(timezone.utc),
                     current_rate=buy_rate)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 366ae3504..750f6f39b 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -664,10 +664,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
 
         if self.use_custom_entry_price:
-            entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None
-                                                    )(pair=pair,
-                                                      current_time=current_time,
-                                                      current_rate=current_rate)
+            entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
+                pair=pair,
+                current_time=current_time,
+                current_rate=current_rate)
 
             if entry_price_value is not None:
                 if entry_price_value > low:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f6b8f5544..6aaa17094 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -904,7 +904,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     with pytest.raises(PricingError, match="Could not determine buy price."):
         freqtrade.execute_buy(pair, stake_amount)
 
-def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+
+def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf.update({'use_custom_entry_price': True})

From 42e24d8b4b76a4e850c8b4687166f0bc79b82d22 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:35:16 -0400
Subject: [PATCH 0999/1386] remove price change cancel reason in contants, will
 be added in another PR

---
 freqtrade/constants.py | 2 --
 1 file changed, 2 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f118ac700..b48644c58 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -433,8 +433,6 @@ SCHEMA_MINIMAL_REQUIRED = [
 
 CANCEL_REASON = {
     "TIMEOUT": "cancelled due to timeout",
-    "ENTRYPRICECHANGED": "Custom entry price changed",
-    "EXITPRICECHANGED": "Custom exit price changed",
     "PARTIALLY_FILLED_KEEP_OPEN": "partially filled - keeping order open",
     "PARTIALLY_FILLED": "partially filled",
     "FULLY_CANCELLED": "fully cancelled",

From 16146357b329a759654c302e391e304848adc951 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:39:35 -0400
Subject: [PATCH 1000/1386] reuse buy_limit_requested as rate input for custom
 entry price

---
 freqtrade/freqtradebot.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5b60c0ea3..ffe223899 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -481,11 +481,10 @@ class FreqtradeBot(LoggingMixin):
             # Calculate price
             buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
             if self.config.get('use_custom_entry_price', False):
-                buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
                 custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                                            default_retval=stake_amount)(
                     pair=pair, current_time=datetime.now(timezone.utc),
-                    current_rate=buy_rate)
+                    current_rate=buy_limit_requested)
 
                 buy_limit_requested = custom_entry_price
 

From b3dafb378e32c39e6eba60e61b2acfc8ea79bf08 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:54:28 -0400
Subject: [PATCH 1001/1386] remove use_custom_entry_price as a config option

---
 freqtrade/freqtradebot.py                | 11 +++++------
 freqtrade/resolvers/strategy_resolver.py |  1 -
 freqtrade/rpc/api_server/api_schemas.py  |  1 -
 freqtrade/rpc/rpc.py                     |  1 -
 freqtrade/strategy/interface.py          | 23 ++++++++++-------------
 tests/test_freqtradebot.py               |  1 -
 6 files changed, 15 insertions(+), 23 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ffe223899..ad8d0b9c4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -480,13 +480,12 @@ class FreqtradeBot(LoggingMixin):
         else:
             # Calculate price
             buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
-            if self.config.get('use_custom_entry_price', False):
-                custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                           default_retval=stake_amount)(
-                    pair=pair, current_time=datetime.now(timezone.utc),
-                    current_rate=buy_limit_requested)
+            custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
+                                                       default_retval=stake_amount)(
+                pair=pair, current_time=datetime.now(timezone.utc),
+                current_rate=buy_limit_requested)
 
-                buy_limit_requested = custom_entry_price
+            buy_limit_requested = custom_entry_price
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 3248ed385..1239b78b3 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -79,7 +79,6 @@ class StrategyResolver(IResolver):
                       ("trailing_stop_positive_offset",   0.0),
                       ("trailing_only_offset_is_reached", None),
                       ("use_custom_stoploss",             None),
-                      ("use_custom_entry_price",          None),
                       ("process_only_new_candles",        None),
                       ("order_types",                     None),
                       ("order_time_in_force",             None),
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index c66a01490..318762136 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -129,7 +129,6 @@ class ShowConfig(BaseModel):
     trailing_stop_positive_offset: Optional[float]
     trailing_only_offset_is_reached: Optional[bool]
     use_custom_stoploss: Optional[bool]
-    use_custom_entry_price: Optional[bool]
     timeframe: Optional[str]
     timeframe_ms: int
     timeframe_min: int
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 2983c1dfa..902975fde 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -116,7 +116,6 @@ class RPC:
             'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
             'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
             'use_custom_stoploss': config.get('use_custom_stoploss'),
-            'use_custom_entry_price': config.get('use_custom_entry_price'),
             'bot_name': config.get('bot_name', 'freqtrade'),
             'timeframe': config.get('timeframe'),
             'timeframe_ms': timeframe_to_msecs(config['timeframe']
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 750f6f39b..d04524687 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -288,7 +288,6 @@ class IStrategy(ABC, HyperStrategyMixin):
         For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
         When not implemented by a strategy, returns None, orderbook is used to set entry price
-        Only called when use_custom_entry_price is set to True.
 
         :param pair: Pair that's currently analyzed
         :param current_time: datetime object, containing the current datetime
@@ -662,21 +661,19 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param low: Low value of this candle, only set in backtesting
         :param high: High value of this candle, only set in backtesting
         """
+        entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
+                                                  pair=pair,
+                                                  current_time=current_time,
+                                                  current_rate=current_rate)
 
-        if self.use_custom_entry_price:
-            entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
-                pair=pair,
-                current_time=current_time,
-                current_rate=current_rate)
-
-            if entry_price_value is not None:
-                if entry_price_value > low:
-                    return True
-                else:
-                    return False
+        if entry_price_value is not None:
+            if entry_price_value > low:
+                return True
             else:
-                logger.warning("CustomEntryPrice function did not return valid entry price")
                 return False
+        else:
+            logger.warning("CustomEntryPrice function did not return valid entry price")
+            return False
 
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6aaa17094..08e02cffb 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -908,7 +908,6 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
 def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf.update({'use_custom_entry_price': True})
     freqtrade = FreqtradeBot(default_conf)
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
     stake_amount = 3

From b644233eada98d37b435a38f4fc69cecdda3c451 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 17:03:27 -0400
Subject: [PATCH 1002/1386] rename custom_entry_price kwarg to align it to the
 interface

---
 freqtrade/freqtradebot.py       | 2 +-
 freqtrade/strategy/interface.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ad8d0b9c4..2592ccc91 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -483,7 +483,7 @@ class FreqtradeBot(LoggingMixin):
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                                        default_retval=stake_amount)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                current_rate=buy_limit_requested)
+                proposed_rate=buy_limit_requested)
 
             buy_limit_requested = custom_entry_price
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index d04524687..1cbc334f0 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -664,7 +664,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
                                                   pair=pair,
                                                   current_time=current_time,
-                                                  current_rate=current_rate)
+                                                  proposed_rate=current_rate)
 
         if entry_price_value is not None:
             if entry_price_value > low:

From bc3e6deb1c1efa5c9c3120f4c2d07c33bff5ef47 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 17:09:52 -0400
Subject: [PATCH 1003/1386] remove specific test for buy with custom entry

---
 tests/test_freqtradebot.py | 30 ------------------------------
 1 file changed, 30 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 08e02cffb..b1e02a99b 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -905,36 +905,6 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
         freqtrade.execute_buy(pair, stake_amount)
 
 
-def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order_open) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    freqtrade = FreqtradeBot(default_conf)
-    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
-    stake_amount = 3
-    bid = 2304
-    buy_rate_mock = MagicMock(return_value=bid)
-    buy_mm = MagicMock(return_value=limit_buy_order_open)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        get_rate=buy_rate_mock,
-        fetch_ticker=MagicMock(return_value={
-            'bid': 2304,
-            'ask': 0.00001173,
-            'last': 2304
-        }),
-        buy=buy_mm,
-        get_min_pair_stake_amount=MagicMock(return_value=1),
-        get_fee=fee,
-    )
-    pair = 'ETH/USDT'
-
-    # Test calling with custom entry price option activated
-    limit_buy_order_open['id'] = '55'
-    assert freqtrade.execute_buy(pair, stake_amount)
-    # Make sure get_rate called to provide current_rate param to custom_entry_price
-    assert buy_rate_mock.call_count == 1
-
-
 def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch.multiple(

From 6410a6528be7a34da85baacb259340f2d7afdba0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 06:46:21 +0200
Subject: [PATCH 1004/1386] Add missing methods to advanced strategy template

---
 freqtrade/strategy/interface.py               |  6 +--
 .../subtemplates/strategy_methods_advanced.j2 | 41 +++++++++++++++++++
 2 files changed, 44 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6f3e047eb..bf5cc10af 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -288,10 +288,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         time. This method is not called when sell signal is set.
 
         This method should be overridden to create sell signals that depend on trade parameters. For
-        example you could implement a stoploss relative to candle when trade was opened, or a custom
-        1:2 risk-reward ROI.
+        example you could implement a sell relative to the candle when the trade was opened,
+        or a custom 1:2 risk-reward ROI.
 
-        Custom sell reason max length is 64. Exceeding this limit will raise OperationalException.
+        Custom sell reason max length is 64. Exceeding characters will be removed.
 
         :param pair: Pair that's currently analyzed
         :param trade: trade object.
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 2a9ac0690..2df23f365 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -12,6 +12,23 @@ def bot_loop_start(self, **kwargs) -> None:
     """
     pass
 
+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
+
 use_custom_stoploss = True
 
 def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
@@ -38,6 +55,30 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
     """
     return self.stoploss
 
+def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
+                current_profit: float, **kwargs) -> 'Optional[Union[str, bool]]':
+    """
+    Custom sell signal logic indicating that specified position should be sold. Returning a
+    string or True from this method is equal to setting sell signal on a candle at specified
+    time. This method is not called when sell signal is set.
+
+    This method should be overridden to create sell signals that depend on trade parameters. For
+    example you could implement a sell relative to the candle when the trade was opened,
+    or a custom 1:2 risk-reward ROI.
+
+    Custom sell reason max length is 64. Exceeding characters will be removed.
+
+    :param pair: Pair that's currently analyzed
+    :param trade: trade object.
+    :param current_time: datetime object, containing the current datetime
+    :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+    :param current_profit: Current profit (as ratio), calculated based on current_rate.
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return: To execute sell, return a string with custom sell reason or True. Otherwise return
+    None or False.
+    """
+    return None
+
 def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
                         time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
     """

From 74a5cb3c21d33bcee48a64470c4d9117efa86fc3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 06:49:53 +0200
Subject: [PATCH 1005/1386] Remove protections from full config

They are supposed to be configured in the strategy
---
 config_examples/config_full.example.json | 27 ------------------------
 1 file changed, 27 deletions(-)

diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index d404391a4..3ca413281 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -78,33 +78,6 @@
             "refresh_period": 1440
         }
     ],
-    "protections": [
-        {
-            "method": "StoplossGuard",
-            "lookback_period_candles": 60,
-            "trade_limit": 4,
-            "stop_duration_candles": 60,
-            "only_per_pair": false
-        },
-        {
-            "method": "CooldownPeriod",
-            "stop_duration_candles": 20
-        },
-        {
-            "method": "MaxDrawdown",
-            "lookback_period_candles": 200,
-            "trade_limit": 20,
-            "stop_duration_candles": 10,
-            "max_allowed_drawdown": 0.2
-        },
-        {
-            "method": "LowProfitPairs",
-            "lookback_period_candles": 360,
-            "trade_limit": 1,
-            "stop_duration_candles": 2,
-            "required_profit": 0.02
-        }
-    ],
     "exchange": {
         "name": "binance",
         "sandbox": false,

From 800b2eeaf0e5629c5f5fe8877ae414859db25e50 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 06:38:15 +0200
Subject: [PATCH 1006/1386] Load protections as part of backtest()

this enables different values in hyperopt per epoch
---
 freqtrade/optimize/backtesting.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 45e60e013..3079e326d 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -146,6 +146,8 @@ class Backtesting:
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
+
+    def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
             conf = self.config
             if hasattr(strategy, 'protections'):
@@ -194,6 +196,7 @@ class Backtesting:
         Trade.reset_trades()
         self.rejected_trades = 0
         self.dataprovider.clear_cache()
+        self._load_protections(self.strategy)
 
     def check_abort(self):
         """

From 544e0da6c2c84cc918978dce0146089b011744f4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 07:10:04 +0200
Subject: [PATCH 1007/1386] Add protection parameter space

---
 freqtrade/commands/cli_options.py        |  2 +-
 freqtrade/optimize/hyperopt.py           | 17 +++++++++++++++--
 freqtrade/optimize/hyperopt_auto.py      |  3 +++
 freqtrade/optimize/hyperopt_interface.py |  7 +++++++
 freqtrade/strategy/hyper.py              | 16 +++++++++++-----
 5 files changed, 37 insertions(+), 8 deletions(-)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index f56a2bf18..215ed3f6e 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -218,7 +218,7 @@ AVAILABLE_CLI_OPTIONS = {
     "spaces": Arg(
         '--spaces',
         help='Specify which parameters to hyperopt. Space-separated list.',
-        choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'],
+        choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection', 'default'],
         nargs='+',
         default='default',
     ),
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index a69e5a5a2..18ed66b4a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -66,6 +66,7 @@ class Hyperopt:
     def __init__(self, config: Dict[str, Any]) -> None:
         self.buy_space: List[Dimension] = []
         self.sell_space: List[Dimension] = []
+        self.protection_space: List[Dimension] = []
         self.roi_space: List[Dimension] = []
         self.stoploss_space: List[Dimension] = []
         self.trailing_space: List[Dimension] = []
@@ -191,6 +192,8 @@ class Hyperopt:
             result['buy'] = {p.name: params.get(p.name) for p in self.buy_space}
         if HyperoptTools.has_space(self.config, 'sell'):
             result['sell'] = {p.name: params.get(p.name) for p in self.sell_space}
+        if HyperoptTools.has_space(self.config, 'protection'):
+            result['protection'] = {p.name: params.get(p.name) for p in self.protection_space}
         if HyperoptTools.has_space(self.config, 'roi'):
             result['roi'] = {str(k): v for k, v in
                              self.custom_hyperopt.generate_roi_table(params).items()}
@@ -241,6 +244,10 @@ class Hyperopt:
         """
         Assign the dimensions in the hyperoptimization space.
         """
+        if self.auto_hyperopt and HyperoptTools.has_space(self.config, 'protection'):
+            # Protections can only be optimized when using the Parameter interface
+            logger.debug("Hyperopt has 'protection' space")
+            self.protection_space = self.custom_hyperopt.protection_space()
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
@@ -261,8 +268,8 @@ class Hyperopt:
         if HyperoptTools.has_space(self.config, 'trailing'):
             logger.debug("Hyperopt has 'trailing' space")
             self.trailing_space = self.custom_hyperopt.trailing_space()
-        self.dimensions = (self.buy_space + self.sell_space + self.roi_space +
-                           self.stoploss_space + self.trailing_space)
+        self.dimensions = (self.buy_space + self.sell_space + self.protection_space
+                           + self.roi_space + self.stoploss_space + self.trailing_space)
 
     def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
         """
@@ -282,6 +289,12 @@ class Hyperopt:
             self.backtesting.strategy.advise_sell = (  # type: ignore
                 self.custom_hyperopt.sell_strategy_generator(params_dict))
 
+        if HyperoptTools.has_space(self.config, 'protection'):
+            for attr_name, attr in self.backtesting.strategy.enumerate_parameters('protection'):
+                if attr.optimize:
+                    # noinspection PyProtectedMember
+                    attr.value = params_dict[attr_name]
+
         if HyperoptTools.has_space(self.config, 'roi'):
             self.backtesting.strategy.minimal_roi = (  # type: ignore
                 self.custom_hyperopt.generate_roi_table(params_dict))
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index f86204406..03f7dd21e 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -73,6 +73,9 @@ class HyperOptAuto(IHyperOpt):
     def sell_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('sell', 'sell_indicator_space')
 
+    def protection_space(self) -> List['Dimension']:
+        return self._get_indicator_space('protection', 'indicator_space')
+
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         return self._get_func('generate_roi_table')(params)
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 889854cad..500798627 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -57,6 +57,13 @@ class IHyperOpt(ABC):
         """
         raise OperationalException(_format_exception_message('sell_strategy_generator', 'sell'))
 
+    def protection_space(self) -> List[Dimension]:
+        """
+        Create a protection space.
+        Only supported by the Parameter interface.
+        """
+        raise OperationalException(_format_exception_message('indicator_space', 'protection'))
+
     def indicator_space(self) -> List[Dimension]:
         """
         Create an indicator space.
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index b067e19d5..e143dda7e 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -283,6 +283,7 @@ class HyperStrategyMixin(object):
         self.config = config
         self.ft_buy_params: List[BaseParameter] = []
         self.ft_sell_params: List[BaseParameter] = []
+        self.ft_protection_params: List[BaseParameter] = []
 
         self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
 
@@ -292,11 +293,11 @@ class HyperStrategyMixin(object):
         :param category:
         :return:
         """
-        if category not in ('buy', 'sell', None):
-            raise OperationalException('Category must be one of: "buy", "sell", None.')
+        if category not in ('buy', 'sell', 'protection', None):
+            raise OperationalException('Category must be one of: "buy", "sell", "protection", None.')
 
         if category is None:
-            params = self.ft_buy_params + self.ft_sell_params
+            params = self.ft_buy_params + self.ft_sell_params + self.ft_protection_params
         else:
             params = getattr(self, f"ft_{category}_params")
 
@@ -324,9 +325,10 @@ class HyperStrategyMixin(object):
         params: Dict = {
             'buy': list(cls.detect_parameters('buy')),
             'sell': list(cls.detect_parameters('sell')),
+            'protection': list(cls.detect_parameters('protection')),
         }
         params.update({
-            'count': len(params['buy'] + params['sell'])
+            'count': len(params['buy'] + params['sell'] + params['protection'])
         })
 
         return params
@@ -340,9 +342,12 @@ class HyperStrategyMixin(object):
         self._ft_params_from_file = params
         buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', {}))
         sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', {}))
+        protection_params = deep_merge_dicts(params.get('protection', {}),
+                                             getattr(self, 'protection_params', {}))
 
         self._load_params(buy_params, 'buy', hyperopt)
         self._load_params(sell_params, 'sell', hyperopt)
+        self._load_params(protection_params, 'protection', hyperopt)
 
     def load_params_from_file(self) -> Dict:
         filename_str = getattr(self, '__file__', '')
@@ -397,7 +402,8 @@ class HyperStrategyMixin(object):
         """
         params = {
             'buy': {},
-            'sell': {}
+            'sell': {},
+            'protection': {},
         }
         for name, p in self.enumerate_parameters():
             if not p.optimize or not p.in_space:

From 091bf7c4d2940e72ed00639b362b8aff1d009f84 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 07:14:31 +0200
Subject: [PATCH 1008/1386] Output protection space

---
 freqtrade/optimize/hyperopt_tools.py         | 8 +++++---
 freqtrade/plugins/protections/iprotection.py | 6 +++---
 tests/optimize/test_hyperopt.py              | 3 ++-
 3 files changed, 10 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 439016c14..94b724d9a 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -82,8 +82,8 @@ class HyperoptTools():
         """
         Tell if the space value is contained in the configuration
         """
-        # The 'trailing' space is not included in the 'default' set of spaces
-        if space == 'trailing':
+        # 'trailing' and 'protection spaces are not included in the 'default' set of spaces
+        if space in ('trailing', 'protection'):
             return any(s in config['spaces'] for s in [space, 'all'])
         else:
             return any(s in config['spaces'] for s in [space, 'all', 'default'])
@@ -149,7 +149,7 @@ class HyperoptTools():
 
         if print_json:
             result_dict: Dict = {}
-            for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+            for s in ['buy', 'sell', 'protection', 'roi', 'stoploss', 'trailing']:
                 HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s)
             print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
 
@@ -158,6 +158,8 @@ class HyperoptTools():
                                                non_optimized)
             HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:",
                                                non_optimized)
+            HyperoptTools._params_pretty_print(params, 'protection',
+                                               "Protection hyperspace params:", non_optimized)
             HyperoptTools._params_pretty_print(params, 'roi', "ROI table:", non_optimized)
             HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:", non_optimized)
             HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:", non_optimized)
diff --git a/freqtrade/plugins/protections/iprotection.py b/freqtrade/plugins/protections/iprotection.py
index d034beefc..e6bb49064 100644
--- a/freqtrade/plugins/protections/iprotection.py
+++ b/freqtrade/plugins/protections/iprotection.py
@@ -27,17 +27,17 @@ class IProtection(LoggingMixin, ABC):
         self._protection_config = protection_config
         tf_in_min = timeframe_to_minutes(config['timeframe'])
         if 'stop_duration_candles' in protection_config:
-            self._stop_duration_candles = protection_config.get('stop_duration_candles', 1)
+            self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1))
             self._stop_duration = (tf_in_min * self._stop_duration_candles)
         else:
             self._stop_duration_candles = None
             self._stop_duration = protection_config.get('stop_duration', 60)
         if 'lookback_period_candles' in protection_config:
-            self._lookback_period_candles = protection_config.get('lookback_period_candles', 1)
+            self._lookback_period_candles = int(protection_config.get('lookback_period_candles', 1))
             self._lookback_period = tf_in_min * self._lookback_period_candles
         else:
             self._lookback_period_candles = None
-            self._lookback_period = protection_config.get('lookback_period', 60)
+            self._lookback_period = int(protection_config.get('lookback_period', 60))
 
         LoggingMixin.__init__(self, logger)
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 14fea573f..ef4b85beb 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -577,6 +577,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                    "20.0": 0.02,
                                    "50.0": 0.01,
                                    "110.0": 0},
+                           'protection': {},
                            'sell': {'sell-adx-enabled': False,
                                     'sell-adx-value': 0,
                                     'sell-fastd-enabled': True,
@@ -592,7 +593,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                         'trailing_stop_positive': 0.02,
                                         'trailing_stop_positive_offset': 0.07}},
         'params_dict': optimizer_param,
-        'params_not_optimized': {'buy': {}, 'sell': {}},
+        'params_not_optimized': {'buy': {}, 'protection': {}, 'sell': {}},
         'results_metrics': ANY,
         'total_profit': 3.1e-08
     }

From a6454cfc39453dbceb9fbba2bf896b45d64334ee Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 07:14:47 +0200
Subject: [PATCH 1009/1386] Autoenable protections when protection-space is
 selected

---
 freqtrade/optimize/hyperopt.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 18ed66b4a..3eab709da 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -247,6 +247,8 @@ class Hyperopt:
         if self.auto_hyperopt and HyperoptTools.has_space(self.config, 'protection'):
             # Protections can only be optimized when using the Parameter interface
             logger.debug("Hyperopt has 'protection' space")
+            # Enable Protections if protection space is selected.
+            self.config['enable_protections'] = True
             self.protection_space = self.custom_hyperopt.protection_space()
 
         if HyperoptTools.has_space(self.config, 'buy'):

From ceed3c663b3eb5498d2eeff232f4122945e58126 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 07:15:14 +0200
Subject: [PATCH 1010/1386] Document using protections

---
 docs/hyperopt.md | 90 +++++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 89 insertions(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 4fba925d0..95a1cfcc5 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -326,7 +326,7 @@ There are four parameter types each suited for different purposes.
 !!! Warning
     Hyperoptable parameters cannot be used in `populate_indicators` - as hyperopt does not recalculate indicators for each epoch, so the starting value would be used in this case.
 
-### Optimizing an indicator parameter
+## Optimizing an indicator parameter
 
 Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy.
 
@@ -413,6 +413,94 @@ While this strategy is most likely too simple to provide consistent profit, it s
     While this may slow down the hyperopt startup speed, the overall performance will increase as the Hyperopt execution itself may pick the same value for multiple epochs (changing other values).
     You should however try to use space ranges as small as possible. Every new column will require more memory, and every possibility hyperopt can try will increase the search space.
 
+## Optimizing protections
+
+Freqtrade can also optimize protections. How you optimize protections is up to you, and the following should be considered as example only.
+
+The strategy will simply need to define the "protections" entry as property returning a list of protection configurations.
+
+``` python
+from pandas import DataFrame
+from functools import reduce
+
+import talib.abstract as ta
+
+from freqtrade.strategy import IStrategy
+from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+class MyAwesomeStrategy(IStrategy):
+    stoploss = -0.05
+    timeframe = '15m'
+    # Define the parameter spaces
+    coolback_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
+    stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
+    use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
+
+
+    @property
+    def protections(self):
+        prot = []
+
+        prot.append({
+            "method": "CooldownPeriod",
+            "stop_duration_candles": self.coolback_lookback.value
+        })
+        if self.use_stop_protection.value:
+            prot.append({
+                "method": "StoplossGuard",
+                "lookback_period_candles": 24 * 3,
+                "trade_limit": 4,
+                "stop_duration_candles": self.stop_duration.value,
+                "only_per_pair": False
+            })
+
+        return protection
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # ...
+        
+```
+
+You can then run hyperopt as follows:
+`freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy --spaces protection`
+
+!!! Note
+    The protection space is not part of the default space, and is only available with the Parameters Hyperopt interface, not with the legacy hyperopt interface (which required separate hyperopt files).
+    Freqtrade will also automatically change the "--enable-protections" flag if the protection space is selected.
+
+### Migrating from previous property setups
+
+A migration from a previous setup is pretty simple, and can be accomplished by converting the protections entry to a property.
+In simple terms, the following configuration will be converted to the below.
+
+``` python
+class MyAwesomeStrategy(IStrategy):
+    protections = [
+        {
+            "method": "CooldownPeriod",
+            "stop_duration_candles": 4
+        }
+    ]
+```
+
+Result
+
+``` python
+class MyAwesomeStrategy(IStrategy):
+    
+    @property
+    def protections(self):
+        return [
+            {
+                "method": "CooldownPeriod",
+                "stop_duration_candles": 4
+            }
+        ]
+```
+
+You will then obviously also change potential interesting entries to parameters to allow hyper-optimization.
+
 ## Loss-functions
 
 Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.

From a661e0db6e373ade53690a6214f2e7b2b84ea333 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 19:43:16 +0200
Subject: [PATCH 1011/1386] Deprecate protections from config

---
 docs/hyperopt.md                              |   4 +
 docs/includes/protections.md                  | 149 ++++++++++--------
 .../configuration/deprecated_settings.py      |   3 +
 tests/test_configuration.py                   |  13 +-
 4 files changed, 101 insertions(+), 68 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 95a1cfcc5..e11c93748 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -469,6 +469,10 @@ You can then run hyperopt as follows:
     The protection space is not part of the default space, and is only available with the Parameters Hyperopt interface, not with the legacy hyperopt interface (which required separate hyperopt files).
     Freqtrade will also automatically change the "--enable-protections" flag if the protection space is selected.
 
+!!! Warning
+    If protections are defined as property, entries from the configuration will be ignored.
+    It is therefore recommended to not define protections in the configuration.
+
 ### Migrating from previous property setups
 
 A migration from a previous setup is pretty simple, and can be accomplished by converting the protections entry to a property.
diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index 5dcc83738..0757d2f6d 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -15,6 +15,10 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 !!! Note "Backtesting"
     Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the `--enable-protections` flag.
 
+!!! Warning "Setting protections from the configuration"
+    Setting protections from the configuration via `"protections": [],` key should be considered deprecated and will be removed in a future version.
+    It is also no longer guaranteed that your protections apply to the strategy in cases where the strategy defines [protections as property](hyperopt.md#optimizing-protections).
+
 ### Available Protections
 
 * [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
@@ -47,15 +51,17 @@ This applies across all pairs, unless `only_per_pair` is set to true, which will
 The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
 
 ``` python
-protections = [
-    {
-        "method": "StoplossGuard",
-        "lookback_period_candles": 24,
-        "trade_limit": 4,
-        "stop_duration_candles": 4,
-        "only_per_pair": False
-    }
-]
+@property
+def protections(self):
+    return [
+        {
+            "method": "StoplossGuard",
+            "lookback_period_candles": 24,
+            "trade_limit": 4,
+            "stop_duration_candles": 4,
+            "only_per_pair": False
+        }
+    ]
 ```
 
 !!! Note
@@ -69,15 +75,17 @@ protections = [
 The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
 
 ``` python
-protections = [
-      {
-        "method": "MaxDrawdown",
-        "lookback_period_candles": 48,
-        "trade_limit": 20,
-        "stop_duration_candles": 12,
-        "max_allowed_drawdown": 0.2
-      },
-]
+@property
+def protections(self):
+    return  [
+        {
+            "method": "MaxDrawdown",
+            "lookback_period_candles": 48,
+            "trade_limit": 20,
+            "stop_duration_candles": 12,
+            "max_allowed_drawdown": 0.2
+        },
+    ]
 ```
 
 #### Low Profit Pairs
@@ -88,15 +96,17 @@ If that ratio is below `required_profit`, that pair will be locked for `stop_dur
 The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
 
 ``` python
-protections = [
-    {
-        "method": "LowProfitPairs",
-        "lookback_period_candles": 6,
-        "trade_limit": 2,
-        "stop_duration": 60,
-        "required_profit": 0.02
-    }
-]
+@property
+def protections(self):
+    return [
+        {
+            "method": "LowProfitPairs",
+            "lookback_period_candles": 6,
+            "trade_limit": 2,
+            "stop_duration": 60,
+            "required_profit": 0.02
+        }
+    ]
 ```
 
 #### Cooldown Period
@@ -106,12 +116,14 @@ protections = [
 The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".
 
 ``` python
-protections = [
-    {
-        "method": "CooldownPeriod",
-        "stop_duration_candles": 2
-    }
-]
+@property
+def protections(self):
+    return  [
+        {
+            "method": "CooldownPeriod",
+            "stop_duration_candles": 2
+        }
+    ]
 ```
 
 !!! Note
@@ -136,39 +148,42 @@ from freqtrade.strategy import IStrategy
 
 class AwesomeStrategy(IStrategy)
     timeframe = '1h'
-    protections = [
-        {
-            "method": "CooldownPeriod",
-            "stop_duration_candles": 5
-        },
-        {
-            "method": "MaxDrawdown",
-            "lookback_period_candles": 48,
-            "trade_limit": 20,
-            "stop_duration_candles": 4,
-            "max_allowed_drawdown": 0.2
-        },
-        {
-            "method": "StoplossGuard",
-            "lookback_period_candles": 24,
-            "trade_limit": 4,
-            "stop_duration_candles": 2,
-            "only_per_pair": False
-        },
-        {
-            "method": "LowProfitPairs",
-            "lookback_period_candles": 6,
-            "trade_limit": 2,
-            "stop_duration_candles": 60,
-            "required_profit": 0.02
-        },
-        {
-            "method": "LowProfitPairs",
-            "lookback_period_candles": 24,
-            "trade_limit": 4,
-            "stop_duration_candles": 2,
-            "required_profit": 0.01
-        }
-    ]
+    
+    @property
+    def protections(self):
+        return [
+            {
+                "method": "CooldownPeriod",
+                "stop_duration_candles": 5
+            },
+            {
+                "method": "MaxDrawdown",
+                "lookback_period_candles": 48,
+                "trade_limit": 20,
+                "stop_duration_candles": 4,
+                "max_allowed_drawdown": 0.2
+            },
+            {
+                "method": "StoplossGuard",
+                "lookback_period_candles": 24,
+                "trade_limit": 4,
+                "stop_duration_candles": 2,
+                "only_per_pair": False
+            },
+            {
+                "method": "LowProfitPairs",
+                "lookback_period_candles": 6,
+                "trade_limit": 2,
+                "stop_duration_candles": 60,
+                "required_profit": 0.02
+            },
+            {
+                "method": "LowProfitPairs",
+                "lookback_period_candles": 24,
+                "trade_limit": 4,
+                "stop_duration_candles": 2,
+                "required_profit": 0.01
+            }
+        ]
     # ...
 ```
diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 1b162f7c9..529d4cd6a 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -110,3 +110,6 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
                 "Please remove 'ticker_interval' from your configuration to continue operating."
                 )
         config['timeframe'] = config['ticker_interval']
+
+    if 'protections' in config:
+        logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 7012333e9..9dce304c7 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1330,7 +1330,7 @@ def test_process_removed_setting(mocker, default_conf, caplog):
                                 'sectionB', 'somesetting')
 
 
-def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
+def test_process_deprecated_ticker_interval(default_conf, caplog):
     message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
     config = deepcopy(default_conf)
     process_temporary_deprecated_settings(config)
@@ -1352,6 +1352,17 @@ def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
         process_temporary_deprecated_settings(config)
 
 
+def test_process_deprecated_protections(default_conf, caplog):
+    message = "DEPRECATED: Setting 'protections' in the configuration is deprecated."
+    config = deepcopy(default_conf)
+    process_temporary_deprecated_settings(config)
+    assert not log_has(message, caplog)
+
+    config['protections'] = []
+    process_temporary_deprecated_settings(config)
+    assert log_has(message, caplog)
+
+
 def test_flat_vars_to_nested_dict(caplog):
 
     test_args = {

From 3c412233338afbd1648786e0b5dbaf484d0988e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 20:01:28 +0200
Subject: [PATCH 1012/1386] Add test for protections-hyperopt

---
 docs/hyperopt.md                               |  4 ++--
 freqtrade/strategy/hyper.py                    |  3 ++-
 tests/optimize/test_hyperopt.py                |  8 ++++++++
 tests/strategy/strats/hyperoptable_strategy.py | 11 +++++++++++
 4 files changed, 23 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index e11c93748..f869b9ac1 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -433,7 +433,7 @@ class MyAwesomeStrategy(IStrategy):
     stoploss = -0.05
     timeframe = '15m'
     # Define the parameter spaces
-    coolback_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
+    cooldown_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
     stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
     use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
 
@@ -444,7 +444,7 @@ class MyAwesomeStrategy(IStrategy):
 
         prot.append({
             "method": "CooldownPeriod",
-            "stop_duration_candles": self.coolback_lookback.value
+            "stop_duration_candles": self.cooldown_lookback.value
         })
         if self.use_stop_protection.value:
             prot.append({
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index e143dda7e..b9f586ac5 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -294,7 +294,8 @@ class HyperStrategyMixin(object):
         :return:
         """
         if category not in ('buy', 'sell', 'protection', None):
-            raise OperationalException('Category must be one of: "buy", "sell", "protection", None.')
+            raise OperationalException(
+                'Category must be one of: "buy", "sell", "protection", None.')
 
         if category is None:
             params = self.ft_buy_params + self.ft_sell_params + self.ft_protection_params
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index ef4b85beb..077fb516d 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1003,6 +1003,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
         'user_data_dir': Path(tmpdir),
+        'hyperopt_random_state': 42,
+        'spaces': ['buy', 'sell', 'protection']
     })
     hyperopt = Hyperopt(hyperopt_conf)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
@@ -1010,12 +1012,18 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
+    assert hyperopt.backtesting.strategy.sell_rsi.value == 74
+    assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
     buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
     assert isinstance(buy_rsi_range, range)
     # Range from 0 - 50 (inclusive)
     assert len(list(buy_rsi_range)) == 51
 
     hyperopt.start()
+    # All values should've changed.
+    assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30
+    assert hyperopt.backtesting.strategy.buy_rsi.value != 35
+    assert hyperopt.backtesting.strategy.sell_rsi.value != 74
 
 
 def test_SKDecimal():
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index cc4734e13..9d332e243 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -64,6 +64,17 @@ class HyperoptableStrategy(IStrategy):
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
     sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
                                     load=False)
+    protection_cooldown_lookback = IntParameter([0, 50], default=30)
+
+    @property
+    def protections(self):
+        prot = []
+
+        prot.append({
+            "method": "CooldownPeriod",
+            "stop_duration_candles": self.protection_cooldown_lookback.value
+        })
+        return prot
 
     def informative_pairs(self):
         """

From b73768acd1244d5863bcf27fe868f6dfaa11f4f0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 20:10:32 +0200
Subject: [PATCH 1013/1386] Fix bug in property overwriting prevention

---
 freqtrade/resolvers/strategy_resolver.py | 2 +-
 tests/optimize/test_hyperopt.py          | 2 +-
 tests/strategy/test_interface.py         | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 1239b78b3..0a18809b4 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -119,7 +119,7 @@ class StrategyResolver(IResolver):
         - default (if not None)
         """
         if (attribute in config
-                and not isinstance(getattr(type(strategy), 'my_property', None), property)):
+                and not isinstance(getattr(type(strategy), attribute, None), property)):
             # Ensure Properties are not overwritten
             setattr(strategy, attribute, config[attribute])
             logger.info("Override strategy '%s' with value in config file: %s.",
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 077fb516d..4fba80bc3 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1004,7 +1004,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
         'strategy': 'HyperoptableStrategy',
         'user_data_dir': Path(tmpdir),
         'hyperopt_random_state': 42,
-        'spaces': ['buy', 'sell', 'protection']
+        'spaces': ['all']
     })
     hyperopt = Hyperopt(hyperopt_conf)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index d8c87506c..9593cd02e 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -734,7 +734,7 @@ def test_auto_hyperopt_interface(default_conf):
     assert isinstance(all_params, dict)
     assert len(all_params['buy']) == 2
     assert len(all_params['sell']) == 2
-    assert all_params['count'] == 4
+    assert all_params['count'] == 5
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 

From ad0e4a8567592edb9078a27cbc2c0a8bd5fd178a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 20:52:56 +0200
Subject: [PATCH 1014/1386] Add BooleanParameter

---
 docs/hyperopt.md                              | 13 ++++++-----
 freqtrade/plugins/protections/iprotection.py  |  3 +++
 freqtrade/strategy/__init__.py                |  4 ++--
 freqtrade/strategy/hyper.py                   | 22 +++++++++++++++++++
 freqtrade/templates/base_strategy.py.j2       |  4 ++--
 freqtrade/templates/sample_strategy.py        |  4 ++--
 .../strategy/strats/hyperoptable_strategy.py  | 14 +++++++-----
 tests/strategy/test_interface.py              | 18 ++++++++++++---
 8 files changed, 61 insertions(+), 21 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index f869b9ac1..96f9ff177 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -253,7 +253,7 @@ We continue to define hyperoptable parameters:
 class MyAwesomeStrategy(IStrategy):
     buy_adx = DecimalParameter(20, 40, decimals=1, default=30.1, space="buy")
     buy_rsi = IntParameter(20, 40, default=30, space="buy")
-    buy_adx_enabled = CategoricalParameter([True, False], default=True, space="buy")
+    buy_adx_enabled = BooleanParameter(default=True, space="buy")
     buy_rsi_enabled = CategoricalParameter([True, False], default=False, space="buy")
     buy_trigger = CategoricalParameter(["bb_lower", "macd_cross_signal"], default="bb_lower", space="buy")
 ```
@@ -316,6 +316,7 @@ There are four parameter types each suited for different purposes.
 * `DecimalParameter` - defines a floating point parameter with a limited number of decimals (default 3). Should be preferred instead of `RealParameter` in most cases.
 * `RealParameter` - defines a floating point parameter with upper and lower boundaries and no precision limit. Rarely used as it creates a space with a near infinite number of possibilities.
 * `CategoricalParameter` - defines a parameter with a predetermined number of choices.
+* `BooleanParameter` - Shorthand for `CategoricalParameter([True, False])` - great for "enable" parameters.
 
 !!! Tip "Disabling parameter optimization"
     Each parameter takes two boolean parameters:
@@ -336,8 +337,8 @@ from functools import reduce
 
 import talib.abstract as ta
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, 
+                                IStrategy, IntParameter)
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class MyAwesomeStrategy(IStrategy):
@@ -425,8 +426,8 @@ from functools import reduce
 
 import talib.abstract as ta
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, 
+                                IStrategy, IntParameter)
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class MyAwesomeStrategy(IStrategy):
@@ -435,7 +436,7 @@ class MyAwesomeStrategy(IStrategy):
     # Define the parameter spaces
     cooldown_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
     stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
-    use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
+    use_stop_protection = BooleanParameter(default=True, space="protection", optimize=True)
 
 
     @property
diff --git a/freqtrade/plugins/protections/iprotection.py b/freqtrade/plugins/protections/iprotection.py
index e6bb49064..e0a89e334 100644
--- a/freqtrade/plugins/protections/iprotection.py
+++ b/freqtrade/plugins/protections/iprotection.py
@@ -25,6 +25,9 @@ class IProtection(LoggingMixin, ABC):
     def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
         self._config = config
         self._protection_config = protection_config
+        self._stop_duration_candles: Optional[int] = None
+        self._lookback_period_candles: Optional[int] = None
+
         tf_in_min = timeframe_to_minutes(config['timeframe'])
         if 'stop_duration_candles' in protection_config:
             self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1))
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index bd49165df..be655fc33 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -1,7 +1,7 @@
 # flake8: noqa: F401
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
-from freqtrade.strategy.hyper import (CategoricalParameter, DecimalParameter, IntParameter,
-                                      RealParameter)
+from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                      IntParameter, RealParameter)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index b9f586ac5..dad282d7e 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -270,6 +270,28 @@ class CategoricalParameter(BaseParameter):
             return [self.value]
 
 
+class BooleanParameter(CategoricalParameter):
+
+    def __init__(self, *, default: Optional[Any] = None,
+                 space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
+        """
+        Initialize hyperopt-optimizable Boolean Parameter.
+        It's a shortcut to `CategoricalParameter([True, False])`.
+        :param default: A default value. If not specified, first item from specified space will be
+         used.
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+         parameter field
+         name is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
+        :param kwargs: Extra parameters to skopt.space.Categorical.
+        """
+
+        categories = [True, False]
+        super().__init__(categories=categories, default=default, space=space, optimize=optimize,
+                         load=load, **kwargs)
+
+
 class HyperStrategyMixin(object):
     """
     A helper base class which allows HyperOptAuto class to reuse implementations of buy/sell
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 13fc0853a..06d7cbc5c 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -6,8 +6,8 @@ import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                IStrategy, IntParameter)
 
 # --------------------------------
 # Add your lib to import here
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 282b2f8e2..574819949 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -6,8 +6,8 @@ import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                IStrategy, IntParameter)
 
 # --------------------------------
 # Add your lib to import here
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index 9d332e243..88bdd078e 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -4,7 +4,8 @@ import talib.abstract as ta
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.strategy import DecimalParameter, IntParameter, IStrategy, RealParameter
+from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
+                                RealParameter)
 
 
 class HyperoptableStrategy(IStrategy):
@@ -64,16 +65,17 @@ class HyperoptableStrategy(IStrategy):
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
     sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
                                     load=False)
+    protection_enabled = BooleanParameter(default=True)
     protection_cooldown_lookback = IntParameter([0, 50], default=30)
 
     @property
     def protections(self):
         prot = []
-
-        prot.append({
-            "method": "CooldownPeriod",
-            "stop_duration_candles": self.protection_cooldown_lookback.value
-        })
+        if self.protection_enabled.value:
+            prot.append({
+                "method": "CooldownPeriod",
+                "stop_duration_candles": self.protection_cooldown_lookback.value
+            })
         return prot
 
     def informative_pairs(self):
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 9593cd02e..0ad6d6f32 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -16,8 +16,8 @@ from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, DecimalParameter,
-                                      IntParameter, RealParameter)
+from freqtrade.strategy.hyper import (BaseParameter, BooleanParameter, CategoricalParameter,
+                                      DecimalParameter, IntParameter, RealParameter)
 from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
@@ -717,6 +717,17 @@ def test_hyperopt_parameters():
     assert len(list(catpar.range)) == 3
     assert list(catpar.range) == ['buy_rsi', 'buy_macd', 'buy_none']
 
+    boolpar = BooleanParameter(default=True, space='buy')
+    assert boolpar.value is True
+    assert isinstance(boolpar.get_space(''), Categorical)
+    assert isinstance(boolpar.range, list)
+    assert len(list(boolpar.range)) == 1
+
+    boolpar.in_space = True
+    assert len(list(boolpar.range)) == 2
+
+    assert list(boolpar.range) == [True, False]
+
 
 def test_auto_hyperopt_interface(default_conf):
     default_conf.update({'strategy': 'HyperoptableStrategy'})
@@ -734,7 +745,8 @@ def test_auto_hyperopt_interface(default_conf):
     assert isinstance(all_params, dict)
     assert len(all_params['buy']) == 2
     assert len(all_params['sell']) == 2
-    assert all_params['count'] == 5
+    # Number of Hyperoptable parameters
+    assert all_params['count'] == 6
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 

From 2cf781f3dd8a0c87ec08b0ff08ebb2a5b63d6786 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 18:32:39 -0400
Subject: [PATCH 1015/1386] add freqtradebot execute_buy test in custom entry
 price case

---
 tests/test_freqtradebot.py | 9 +++++++++
 1 file changed, 9 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b1e02a99b..7ea67162d 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -904,6 +904,15 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     with pytest.raises(PricingError, match="Could not determine buy price."):
         freqtrade.execute_buy(pair, stake_amount)
 
+    # In case of custom entry price
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '5566'
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.77
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[6]
+    assert trade
+    assert trade.open_rate_requested == 0.77
+
 
 def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)

From d9b9eecd4d039cc0bc37baeb4075481b2f628b56 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 18:47:14 -0400
Subject: [PATCH 1016/1386] remove entry price reached method

---
 freqtrade/strategy/interface.py | 23 -----------------------
 1 file changed, 23 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 1cbc334f0..3d9ad0915 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -652,29 +652,6 @@ class IStrategy(ABC, HyperStrategyMixin):
         # logger.debug(f"{trade.pair} - No sell signal.")
         return SellCheckTuple(sell_type=SellType.NONE)
 
-    def entry_price_reached(self, pair: str, current_rate: float,
-                            current_time: datetime, low: float = None,
-                            high: float = None) -> bool:
-        """
-        Based on current candle low ,decides if entry price was reached
-        :param current_rate: current rate
-        :param low: Low value of this candle, only set in backtesting
-        :param high: High value of this candle, only set in backtesting
-        """
-        entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
-                                                  pair=pair,
-                                                  current_time=current_time,
-                                                  proposed_rate=current_rate)
-
-        if entry_price_value is not None:
-            if entry_price_value > low:
-                return True
-            else:
-                return False
-        else:
-            logger.warning("CustomEntryPrice function did not return valid entry price")
-            return False
-
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
                           force_stoploss: float, low: float = None,

From f9f519fd3c55f7e2f2040ec9cf3592bc22154711 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 18:54:17 -0400
Subject: [PATCH 1017/1386] add custom_exit_price function to interface

---
 freqtrade/strategy/interface.py | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 3d9ad0915..e1aba7d7a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -297,6 +297,23 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return proposed_rate
 
+    def custom_exit_price(self, pair: str, current_time: datetime, proposed_rate: float,
+                          **kwargs) -> float:
+        """
+        Custom exit price logic, returning the new exit price.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns None, orderbook is used to set exit price
+
+        :param pair: Pair that's currently analyzed
+        :param current_time: datetime object, containing the current datetime
+        :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return float: New exit price value if provided
+        """
+        return proposed_rate
+
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """

From f243ad4af0b8b1a5e8350db05f0717b16734bd27 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 19:09:55 -0400
Subject: [PATCH 1018/1386] add custom_exit_price in strategy interface

---
 freqtrade/strategy/interface.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index e1aba7d7a..f7d0a0aae 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -297,8 +297,9 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return proposed_rate
 
-    def custom_exit_price(self, pair: str, current_time: datetime, proposed_rate: float,
-                          **kwargs) -> float:
+    def custom_exit_price(self, pair: str, trade: Trade,
+                          current_time: datetime, proposed_rate: float,
+                          current_rate: float, current_profit: float, **kwargs) -> float:
         """
         Custom exit price logic, returning the new exit price.
 
@@ -307,8 +308,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         When not implemented by a strategy, returns None, orderbook is used to set exit price
 
         :param pair: Pair that's currently analyzed
+        :param trade: trade object.
         :param current_time: datetime object, containing the current datetime
         :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param current_profit: Current profit (as ratio), calculated based on current_rate.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New exit price value if provided
         """

From cb3b0cf311d43583d18fe1b67878a8e1d286b834 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 23:09:40 -0400
Subject: [PATCH 1019/1386] add custom_exit_price in interface and freqtradebot

---
 freqtrade/freqtradebot.py       | 8 ++++++++
 freqtrade/strategy/interface.py | 2 +-
 2 files changed, 9 insertions(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2592ccc91..8d50b46e3 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1082,6 +1082,14 @@ class FreqtradeBot(LoggingMixin):
            and self.strategy.order_types['stoploss_on_exchange']:
             limit = trade.stop_loss
 
+        # set custom_exit_price if available
+        current_profit = trade.calc_profit_ratio(limit)
+        limit = strategy_safe_wrapper(self.strategy.custom_exit_price,
+                                      default_retval=limit)(
+            pair=trade.pair, trade=trade,
+            current_time=datetime.now(timezone.utc),
+            proposed_rate=limit, current_profit=current_profit)
+
         # First cancelling stoploss on exchange ...
         if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
             try:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index f7d0a0aae..4c0e1c8a9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -299,7 +299,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def custom_exit_price(self, pair: str, trade: Trade,
                           current_time: datetime, proposed_rate: float,
-                          current_rate: float, current_profit: float, **kwargs) -> float:
+                          current_profit: float, **kwargs) -> float:
         """
         Custom exit price logic, returning the new exit price.
 

From eee5f174fca4954e9a20d46c0cbded00547dcd49 Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Thu, 5 Aug 2021 20:33:15 +0700
Subject: [PATCH 1020/1386] update link

---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 8cba78136..e10c15c11 100644
--- a/README.md
+++ b/README.md
@@ -27,7 +27,7 @@ hesitate to read the source code and understand the mechanism of this bot.
 Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
 - [X] [Bittrex](https://bittrex.com/)
-- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#blacklists))
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
 - [X] [Kraken](https://kraken.com/)
 - [X] [FTX](https://ftx.com)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_

From 90c194de1f6ef83a8899bd0ed7873656f70c802a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 5 Aug 2021 19:27:38 +0200
Subject: [PATCH 1021/1386] Align Readme and documentation index in supported
 exchange lists

---
 README.md     | 2 +-
 docs/index.md | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/README.md b/README.md
index e10c15c11..78ea3cecd 100644
--- a/README.md
+++ b/README.md
@@ -26,8 +26,8 @@ hesitate to read the source code and understand the mechanism of this bot.
 
 Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
-- [X] [Bittrex](https://bittrex.com/)
 - [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
+- [X] [Bittrex](https://bittrex.com/)
 - [X] [Kraken](https://kraken.com/)
 - [X] [FTX](https://ftx.com)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
diff --git a/docs/index.md b/docs/index.md
index 8077cd303..05eaa7552 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -36,7 +36,7 @@ Freqtrade is a crypto-currency algorithmic trading software developed in python
 
 Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
-- [X] [Binance](https://www.binance.com/) ([*Note for binance users](exchanges.md#blacklists))
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [FTX](https://ftx.com)
 - [X] [Kraken](https://kraken.com/)

From 0aeebc9d53dad23f8ed2f02b0b91b11d6276cbea Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 5 Aug 2021 17:57:45 -0400
Subject: [PATCH 1022/1386] add test for custom exit price

---
 tests/test_freqtradebot.py | 64 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 64 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 7ea67162d..c73e51dec 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2724,6 +2724,70 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     } == last_msg
 
 
+def test_execute_sell_custom_exit_price(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+    rpc_mock = patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
+    )
+    patch_whitelist(mocker, default_conf)
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
+
+    # Create some test data
+    freqtrade.enter_positions()
+    rpc_mock.reset_mock()
+
+    trade = Trade.query.first()
+    assert trade
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 0
+
+    # Increase the price and sell it
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker_sell_up
+    )
+
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
+
+    # Set a custom exit price
+    freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
+
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+                           sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
+
+    # Sell price must be different to default bid price
+
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+
+    assert rpc_mock.call_count == 1
+    last_msg = rpc_mock.call_args_list[-1][0][0]
+    assert {
+        'trade_id': 1,
+        'type': RPCMessageType.SELL,
+        'exchange': 'Binance',
+        'pair': 'ETH/BTC',
+        'gain': 'profit',
+        'limit': 1.170e-05,
+        'amount': 91.07468123,
+        'order_type': 'limit',
+        'open_rate': 1.098e-05,
+        'current_rate': 1.173e-05,
+        'profit_amount': 6.041e-05,
+        'profit_ratio': 0.06025919,
+        'stake_currency': 'BTC',
+        'fiat_currency': 'USD',
+        'sell_reason': SellType.SELL_SIGNAL.value,
+        'open_date': ANY,
+        'close_date': ANY,
+        'close_rate': ANY,
+    } == last_msg
+
+
 def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
                                                         ticker_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)

From 84d082033b21cbffb02f4fd283a8bd33936733e4 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 5 Aug 2021 18:00:31 -0400
Subject: [PATCH 1023/1386] fix default retval for strategy custom_entry_price

---
 freqtrade/freqtradebot.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8d50b46e3..99f5d2894 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -481,7 +481,7 @@ class FreqtradeBot(LoggingMixin):
             # Calculate price
             buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                       default_retval=stake_amount)(
+                                                       default_retval=buy_limit_requested)(
                 pair=pair, current_time=datetime.now(timezone.utc),
                 proposed_rate=buy_limit_requested)
 

From 0985b11267b890aeeccaed79ebc4ed9644c39f99 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 5 Aug 2021 18:16:16 -0400
Subject: [PATCH 1024/1386] add doc for custom exit price

---
 docs/strategy-advanced.md | 22 ++++++++++++++++------
 1 file changed, 16 insertions(+), 6 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index a8e54bbcf..f59cb8ef5 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -357,13 +357,13 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 ---
 
-## Custom order entry price rules
+## Custom order price rules
 
 By default, freqtrade use the orderbook to automatically set an order price, you also have the option to create custom order prices based on your strategy.
 
-You can use this feature by setting the `use_custom_entry_price` option to `true` in config and creating a custom_entry_price function.
+You can use this feature by creating a custom_entry_price function in your strategy file to customize entry prices and custom_exit_price for exits.
 
-### Custom order entry price exemple
+### Custom order entry and exit price exemple
 ``` python
 from datetime import datetime, timedelta, timezone
 from freqtrade.persistence import Trade
@@ -373,13 +373,23 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def custom_entry_price(self, pair: str, current_time: datetime,
-                            proposed_rate, **kwargs) -> float:
+                           proposed_rate, **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
-        entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+        proposed_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
         
-        return entryprice
+        return proposed_entryprice
+
+    def custom_exit_price(self, pair: str, trade: Trade,
+                          current_time: datetime, proposed_rate: float,
+                          current_profit: float, **kwargs) -> float:
+
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+                                                                timeframe=self.timeframe)
+        proposed_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
+        
+        return proposed_exitprice
 
 ```
 

From b9356a55644979c494f65e3235ab3b38a8cee1b1 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 6 Aug 2021 16:19:36 -0600
Subject: [PATCH 1025/1386] Autopep8 formatting

---
 freqtrade/commands/build_config_commands.py   |  2 +-
 freqtrade/commands/deploy_commands.py         | 14 ++++-----
 freqtrade/commands/hyperopt_commands.py       |  8 ++---
 freqtrade/configuration/check_exchange.py     |  8 ++---
 freqtrade/configuration/config_validation.py  |  4 +--
 .../configuration/deprecated_settings.py      |  2 +-
 freqtrade/constants.py                        |  2 +-
 freqtrade/edge/edge_positioning.py            |  6 ++--
 freqtrade/main.py                             |  2 +-
 freqtrade/optimize/hyperopt.py                |  6 ++--
 freqtrade/optimize/hyperopt_tools.py          |  2 +-
 freqtrade/optimize/optimize_reports.py        |  6 ++--
 freqtrade/plot/plotting.py                    |  4 +--
 freqtrade/plugins/pairlist/IPairList.py       |  2 +-
 freqtrade/plugins/pairlist/VolumePairList.py  |  8 ++---
 freqtrade/plugins/pairlistmanager.py          | 14 ++++-----
 .../plugins/protections/stoploss_guard.py     |  6 ++--
 freqtrade/resolvers/__init__.py               |  3 --
 freqtrade/resolvers/strategy_resolver.py      |  2 +-
 freqtrade/rpc/api_server/api_v1.py            |  4 +--
 freqtrade/rpc/fiat_convert.py                 |  2 +-
 freqtrade/rpc/rpc_manager.py                  |  1 +
 freqtrade/rpc/telegram.py                     | 22 +++++++-------
 freqtrade/strategy/strategy_helper.py         |  2 +-
 tests/config_test_comments.json               | 26 ++++++++--------
 tests/optimize/test_hyperopt.py               |  2 +-
 tests/plugins/test_protections.py             |  4 +--
 tests/rpc/test_fiat_convert.py                |  6 ++--
 tests/rpc/test_rpc_apiserver.py               |  6 ++--
 tests/test_arguments.py                       |  2 +-
 tests/test_configuration.py                   | 30 +++++++++----------
 31 files changed, 104 insertions(+), 104 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index b3f912433..852cab92e 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -193,7 +193,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
         selections['exchange'] = render_template(
             templatefile=f"subtemplates/exchange_{exchange_template}.j2",
             arguments=selections
-            )
+        )
     except TemplateNotFound:
         selections['exchange'] = render_template(
             templatefile="subtemplates/exchange_generic.j2",
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index cc0d653b9..eb65579e2 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -38,15 +38,15 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     indicators = render_template_with_fallback(
         templatefile=f"subtemplates/indicators_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/indicators_{fallback}.j2",
-        )
+    )
     buy_trend = render_template_with_fallback(
         templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/buy_trend_{fallback}.j2",
-        )
+    )
     sell_trend = render_template_with_fallback(
         templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/sell_trend_{fallback}.j2",
-        )
+    )
     plot_config = render_template_with_fallback(
         templatefile=f"subtemplates/plot_config_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/plot_config_{fallback}.j2",
@@ -97,19 +97,19 @@ def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: st
     buy_guards = render_template_with_fallback(
         templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/hyperopt_buy_guards_{fallback}.j2",
-        )
+    )
     sell_guards = render_template_with_fallback(
         templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/hyperopt_sell_guards_{fallback}.j2",
-        )
+    )
     buy_space = render_template_with_fallback(
         templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/hyperopt_buy_space_{fallback}.j2",
-        )
+    )
     sell_space = render_template_with_fallback(
         templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/hyperopt_sell_space_{fallback}.j2",
-        )
+    )
 
     strategy_text = render_template(templatefile='base_hyperopt.py.j2',
                                     arguments={"hyperopt": hyperopt_name,
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 5a2727795..4694d1111 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -187,7 +187,7 @@ def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> Li
             x for x in epochs
             if x['results_metrics'].get(
                 'trade_count', x['results_metrics'].get('total_trades')
-                ) < filteroptions['filter_max_trades']
+            ) < filteroptions['filter_max_trades']
         ]
     return epochs
 
@@ -239,7 +239,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics'].get(
                 'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-                ) < filteroptions['filter_max_avg_profit']
+            ) < filteroptions['filter_max_avg_profit']
         ]
     if filteroptions['filter_min_total_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
@@ -247,7 +247,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics'].get(
                 'profit', x['results_metrics'].get('profit_total_abs', 0)
-                ) > filteroptions['filter_min_total_profit']
+            ) > filteroptions['filter_min_total_profit']
         ]
     if filteroptions['filter_max_total_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
@@ -255,7 +255,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics'].get(
                 'profit', x['results_metrics'].get('profit_total_abs', 0)
-                ) < filteroptions['filter_max_total_profit']
+            ) < filteroptions['filter_max_total_profit']
         ]
     return epochs
 
diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py
index f282447d4..c4f038103 100644
--- a/freqtrade/configuration/check_exchange.py
+++ b/freqtrade/configuration/check_exchange.py
@@ -51,10 +51,10 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
 
     if not is_exchange_known_ccxt(exchange):
         raise OperationalException(
-                f'Exchange "{exchange}" is not known to the ccxt library '
-                f'and therefore not available for the bot.\n'
-                f'The following exchanges are available for Freqtrade: '
-                f'{", ".join(available_exchanges())}'
+            f'Exchange "{exchange}" is not known to the ccxt library '
+            f'and therefore not available for the bot.\n'
+            f'The following exchanges are available for Freqtrade: '
+            f'{", ".join(available_exchanges())}'
         )
 
     valid, reason = validate_exchange(exchange)
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index aad03e983..85ff4408f 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -115,7 +115,7 @@ def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
     if conf.get('stoploss') == 0.0:
         raise OperationalException(
             'The config stoploss needs to be different from 0 to avoid problems with sell orders.'
-            )
+        )
     # Skip if trailing stoploss is not activated
     if not conf.get('trailing_stop', False):
         return
@@ -180,7 +180,7 @@ def _validate_protections(conf: Dict[str, Any]) -> None:
             raise OperationalException(
                 "Protections must specify either `stop_duration` or `stop_duration_candles`.\n"
                 f"Please fix the protection {prot.get('method')}"
-                )
+            )
 
         if ('lookback_period' in prot and 'lookback_period_candles' in prot):
             raise OperationalException(
diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 1b162f7c9..e59e51f87 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -108,5 +108,5 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
             raise OperationalException(
                 "Both 'timeframe' and 'ticker_interval' detected."
                 "Please remove 'ticker_interval' from your configuration to continue operating."
-                )
+            )
         config['timeframe'] = config['ticker_interval']
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index b48644c58..de4bc99b4 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -280,7 +280,7 @@ CONF_SCHEMA = {
                             'type': 'string',
                             'enum': TELEGRAM_SETTING_OPTIONS,
                             'default': 'off'
-                            },
+                        },
                     }
                 },
                 'reload': {'type': 'boolean'},
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 977b7e4ec..243043d31 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -231,12 +231,12 @@ class Edge:
                     'Minimum expectancy and minimum winrate are met only for %s,'
                     ' so other pairs are filtered out.',
                     self._final_pairs
-                    )
+                )
             else:
                 logger.info(
                     'Edge removed all pairs as no pair with minimum expectancy '
                     'and minimum winrate was found !'
-                    )
+                )
 
         return self._final_pairs
 
@@ -247,7 +247,7 @@ class Edge:
         final = []
         for pair, info in self._cached_pairs.items():
             if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
-                 info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
+                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
                 final.append({
                     'Pair': pair,
                     'Winrate': info.winrate,
diff --git a/freqtrade/main.py b/freqtrade/main.py
index 84d4b24f8..2fd3d32bb 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -44,7 +44,7 @@ def main(sysargv: List[str] = None) -> None:
                 "as `freqtrade trade [options...]`.\n"
                 "To see the full list of options available, please use "
                 "`freqtrade --help` or `freqtrade <command> --help`."
-                )
+            )
 
     except SystemExit as e:
         return_code = e
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index a69e5a5a2..d40bbb73b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -444,9 +444,9 @@ class Hyperopt:
                         ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
                     ]
                 with progressbar.ProgressBar(
-                         max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
-                         widgets=widgets
-                     ) as pbar:
+                    max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
+                    widgets=widgets
+                ) as pbar:
                     EVALS = ceil(self.total_epochs / jobs)
                     for i in range(EVALS):
                         # Correct the number of epochs to be processed for the last
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 439016c14..51f1f977a 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -203,7 +203,7 @@ class HyperoptTools():
             elif space == "roi":
                 result = result[:-1] + f'{appendix}\n'
                 minimal_roi_result = rapidjson.dumps({
-                        str(k): v for k, v in (space_params or no_params).items()
+                    str(k): v for k, v in (space_params or no_params).items()
                 }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
             elif space == "trailing":
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index eefacbbab..7bb60228a 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -31,7 +31,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
         filename = Path.joinpath(
             recordfilename.parent,
             f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
-            ).with_suffix(recordfilename.suffix)
+        ).with_suffix(recordfilename.suffix)
     file_dump_json(filename, stats)
 
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
@@ -173,7 +173,7 @@ def generate_strategy_comparison(all_results: Dict) -> List[Dict]:
     for strategy, results in all_results.items():
         tabular_data.append(_generate_result_line(
             results['results'], results['config']['dry_run_wallet'], strategy)
-            )
+        )
         try:
             max_drawdown_per, _, _, _, _ = calculate_max_drawdown(results['results'],
                                                                   value_col='profit_ratio')
@@ -604,7 +604,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                          strat_results['stake_currency'])
         stake_amount = round_coin_value(
             strat_results['stake_amount'], strat_results['stake_currency']
-            ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
+        ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
 
         message = ("No trades made. "
                    f"Your starting balance was {start_balance}, "
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 061460975..2fbf343ce 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -334,8 +334,8 @@ def add_areas(fig, row: int, data: pd.DataFrame, indicators) -> make_subplots:
                 )
             elif indicator_b not in data:
                 logger.info(
-                        'fill_to: "%s" ignored. Reason: This indicator is not '
-                        'in your strategy.', indicator_b
+                    'fill_to: "%s" ignored. Reason: This indicator is not '
+                    'in your strategy.', indicator_b
                 )
     return fig
 
diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index 74348b1a7..bfde2ace0 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -144,7 +144,7 @@ class IPairList(LoggingMixin, ABC):
         markets = self._exchange.markets
         if not markets:
             raise OperationalException(
-                    'Markets not loaded. Make sure that exchange is initialized correctly.')
+                'Markets not loaded. Make sure that exchange is initialized correctly.')
 
         sanitized_whitelist: List[str] = []
         for pair in pairlist:
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index d6b8aaaa3..901fde2d0 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -120,9 +120,9 @@ class VolumePairList(IPairList):
             # Use fresh pairlist
             # Check if pair quote currency equals to the stake currency.
             filtered_tickers = [
-                    v for k, v in tickers.items()
-                    if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
-                        and v[self._sort_key] is not None)]
+                v for k, v in tickers.items()
+                if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
+                    and v[self._sort_key] is not None)]
             pairlist = [s['symbol'] for s in filtered_tickers]
 
             pairlist = self.filter_pairlist(pairlist, tickers)
@@ -197,7 +197,7 @@ class VolumePairList(IPairList):
 
         if self._min_value > 0:
             filtered_tickers = [
-                    v for v in filtered_tickers if v[self._sort_key] > self._min_value]
+                v for v in filtered_tickers if v[self._sort_key] > self._min_value]
 
         sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[self._sort_key])
 
diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index 03f4760b8..face79729 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -28,13 +28,13 @@ class PairListManager():
         self._tickers_needed = False
         for pairlist_handler_config in self._config.get('pairlists', None):
             pairlist_handler = PairListResolver.load_pairlist(
-                    pairlist_handler_config['method'],
-                    exchange=exchange,
-                    pairlistmanager=self,
-                    config=config,
-                    pairlistconfig=pairlist_handler_config,
-                    pairlist_pos=len(self._pairlist_handlers)
-                    )
+                pairlist_handler_config['method'],
+                exchange=exchange,
+                pairlistmanager=self,
+                config=config,
+                pairlistconfig=pairlist_handler_config,
+                pairlist_pos=len(self._pairlist_handlers)
+            )
             self._tickers_needed |= pairlist_handler.needstickers
             self._pairlist_handlers.append(pairlist_handler)
 
diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py
index 45d393411..40edf1204 100644
--- a/freqtrade/plugins/protections/stoploss_guard.py
+++ b/freqtrade/plugins/protections/stoploss_guard.py
@@ -54,9 +54,9 @@ class StoplossGuard(IProtection):
 
         trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
         trades = [trade for trade in trades1 if (str(trade.sell_reason) in (
-                    SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value,
-                    SellType.STOPLOSS_ON_EXCHANGE.value)
-                      and trade.close_profit and trade.close_profit < 0)]
+            SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value,
+            SellType.STOPLOSS_ON_EXCHANGE.value)
+            and trade.close_profit and trade.close_profit < 0)]
 
         if len(trades) < self._trade_limit:
             return False, None, None
diff --git a/freqtrade/resolvers/__init__.py b/freqtrade/resolvers/__init__.py
index ef24bf481..2f70a788a 100644
--- a/freqtrade/resolvers/__init__.py
+++ b/freqtrade/resolvers/__init__.py
@@ -8,6 +8,3 @@ from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from freqtrade.resolvers.pairlist_resolver import PairListResolver
 from freqtrade.resolvers.protection_resolver import ProtectionResolver
 from freqtrade.resolvers.strategy_resolver import StrategyResolver
-
-
-
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 1239b78b3..82942bd68 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -50,7 +50,7 @@ class StrategyResolver(IResolver):
             if 'timeframe' not in config:
                 logger.warning(
                     "DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
-                    )
+                )
                 strategy.timeframe = strategy.ticker_interval
 
         if strategy._ft_params_from_file:
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 61d69707e..f2361fda8 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -199,8 +199,8 @@ def pair_history(pair: str, timeframe: str, timerange: str, strategy: str,
                  config=Depends(get_config)):
     config = deepcopy(config)
     config.update({
-            'strategy': strategy,
-        })
+        'strategy': strategy,
+    })
     return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange)
 
 
diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 199e6a7db..cdc09b437 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -62,7 +62,7 @@ class CryptoToFiatConverter:
             # If the request is not a 429 error we want to raise the normal error
             logger.error(
                 "Could not load FIAT Cryptocurrency map for the following problem: {}".format(
-                  request_exception
+                    request_exception
                 )
             )
         except (Exception) as exception:
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index 67842e849..8085ece94 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -15,6 +15,7 @@ class RPCManager:
     """
     Class to manage RPC objects (Telegram, API, ...)
     """
+
     def __init__(self, freqtrade) -> None:
         """ Initializes all enabled rpc modules """
         self.registered_modules: List[RPCHandler] = []
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index a1f6a7e33..a988d2b60 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -77,7 +77,6 @@ class Telegram(RPCHandler):
     """  This class handles all telegram communication """
 
     def __init__(self, rpc: RPC, config: Dict[str, Any]) -> None:
-
         """
         Init the Telegram call, and init the super class RPCHandler
         :param rpc: instance of RPC Helper class
@@ -270,7 +269,7 @@ class Telegram(RPCHandler):
         noti = ''
         if msg_type == RPCMessageType.SELL:
             sell_noti = self._config['telegram'] \
-              .get('notification_settings', {}).get(str(msg_type), {})
+                .get('notification_settings', {}).get(str(msg_type), {})
             # For backward compatibility sell still can be string
             if isinstance(sell_noti, str):
                 noti = sell_noti
@@ -278,7 +277,7 @@ class Telegram(RPCHandler):
                 noti = sell_noti.get(str(msg['sell_reason']), default_noti)
         else:
             noti = self._config['telegram'] \
-              .get('notification_settings', {}).get(str(msg_type), default_noti)
+                .get('notification_settings', {}).get(str(msg_type), default_noti)
 
         if noti == 'off':
             logger.info(f"Notification '{msg_type}' not sent.")
@@ -541,7 +540,7 @@ class Telegram(RPCHandler):
                 f"`{first_trade_date}`\n"
                 f"*Latest Trade opened:* `{latest_trade_date}\n`"
                 f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
-                )
+            )
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
@@ -576,13 +575,14 @@ class Telegram(RPCHandler):
         sell_reasons_msg = tabulate(
             sell_reasons_tabulate,
             headers=['Sell Reason', 'Sells', 'Wins', 'Losses']
-            )
+        )
         durations = stats['durations']
-        duration_msg = tabulate([
-            ['Wins', str(timedelta(seconds=durations['wins']))
-             if durations['wins'] != 'N/A' else 'N/A'],
-            ['Losses', str(timedelta(seconds=durations['losses']))
-             if durations['losses'] != 'N/A' else 'N/A']
+        duration_msg = tabulate(
+            [
+                ['Wins', str(timedelta(seconds=durations['wins']))
+                 if durations['wins'] != 'N/A' else 'N/A'],
+                ['Losses', str(timedelta(seconds=durations['losses']))
+                 if durations['losses'] != 'N/A' else 'N/A']
             ],
             headers=['', 'Avg. Duration']
         )
@@ -1100,7 +1100,7 @@ class Telegram(RPCHandler):
         if reload_able:
             reply_markup = InlineKeyboardMarkup([
                 [InlineKeyboardButton("Refresh", callback_data=callback_path)],
-                ])
+            ])
         else:
             reply_markup = InlineKeyboardMarkup([[]])
         msg += "\nUpdated: {}".format(datetime.now().ctime())
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 22b6f0be5..e089ebf31 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -38,7 +38,7 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
         # Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073
         informative['date_merge'] = (
             informative["date"] + pd.to_timedelta(minutes_inf, 'm') - pd.to_timedelta(minutes, 'm')
-            )
+        )
     else:
         raise ValueError("Tried to merge a faster timeframe to a slower timeframe."
                          "This would create new rows, and can throw off your regular indicators.")
diff --git a/tests/config_test_comments.json b/tests/config_test_comments.json
index 48a087dec..19d82c454 100644
--- a/tests/config_test_comments.json
+++ b/tests/config_test_comments.json
@@ -6,8 +6,8 @@
      */
     "stake_currency": "BTC",
     "stake_amount": 0.05,
-    "fiat_display_currency": "USD",             // C++-style comment
-    "amount_reserve_percent" : 0.05,		// And more, tabs before this comment
+    "fiat_display_currency": "USD", // C++-style comment
+    "amount_reserve_percent": 0.05, // And more, tabs before this comment
     "dry_run": false,
     "timeframe": "5m",
     "trailing_stop": false,
@@ -15,15 +15,15 @@
     "trailing_stop_positive_offset": 0.0051,
     "trailing_only_offset_is_reached": false,
     "minimal_roi": {
-        "40":  0.0,
-        "30":  0.01,
-        "20":  0.02,
-        "0":  0.04
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
     },
     "stoploss": -0.10,
     "unfilledtimeout": {
         "buy": 10,
-        "sell": 30,				// Trailing comma should also be accepted now
+        "sell": 30, // Trailing comma should also be accepted now
     },
     "bid_strategy": {
         "use_order_book": false,
@@ -34,7 +34,7 @@
             "bids_to_ask_delta": 1
         }
     },
-    "ask_strategy":{
+    "ask_strategy": {
         "use_order_book": false,
         "order_book_min": 1,
         "order_book_max": 9
@@ -64,7 +64,9 @@
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
         "password": "",
-        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_config": {
+            "enableRateLimit": true
+        },
         "ccxt_async_config": {
             "enableRateLimit": false,
             "rateLimit": 500,
@@ -103,8 +105,8 @@
         "remove_pumps": false
     },
     "telegram": {
-// We can now comment out some settings
-//        "enabled": true,
+        // We can now comment out some settings
+        //        "enabled": true,
         "enabled": false,
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id"
@@ -124,4 +126,4 @@
     },
     "strategy": "DefaultStrategy",
     "strategy_path": "user_data/strategies/"
-}
+}
\ No newline at end of file
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 14fea573f..b5197e73f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -399,7 +399,7 @@ def test_hyperopt_format_results(hyperopt):
         'rejected_signals': 2,
         'backtest_start_time': 1619718665,
         'backtest_end_time': 1619718665,
-        }
+    }
     results_metrics = generate_strategy_stats({'XRP/BTC': None}, '', bt_result,
                                               Arrow(2017, 11, 14, 19, 32, 00),
                                               Arrow(2017, 12, 14, 19, 32, 00), market_change=0)
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index 9ec47dade..c0a9ae72a 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -93,7 +93,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30,
-        ))
+    ))
 
     assert not freqtrade.protections.global_stop()
     assert not log_has_re(message, caplog)
@@ -150,7 +150,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     Trade.query.session.add(generate_mock_trade(
         pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30, profit_rate=0.9,
-        ))
+    ))
 
     assert not freqtrade.protections.stop_per_pair(pair)
     assert not freqtrade.protections.global_stop()
diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index 5174f9416..9fb1122f5 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -139,9 +139,9 @@ def test_fiat_too_many_requests_response(mocker, caplog):
     assert length_cryptomap == 0
     assert fiat_convert._backoff > datetime.datetime.now().timestamp()
     assert log_has(
-              'Too many requests for Coingecko API, backing off and trying again later.',
-              caplog
-            )
+        'Too many requests for Coingecko API, backing off and trying again later.',
+        caplog
+    )
 
 
 def test_fiat_invalid_response(mocker, caplog):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 68f23e0fd..1517b6fcc 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -942,7 +942,7 @@ def test_api_whitelist(botclient):
         "whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'],
         "length": 4,
         "method": ["StaticPairList"]
-        }
+    }
 
 
 def test_api_forcebuy(botclient, mocker, fee):
@@ -1033,7 +1033,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
-        }
+    }
 
 
 def test_api_forcesell(botclient, mocker, ticker, fee, markets):
@@ -1215,7 +1215,7 @@ def test_api_strategies(botclient):
         'DefaultStrategy',
         'HyperoptableStrategy',
         'TestStrategyLegacy'
-        ]}
+    ]}
 
 
 def test_api_strategy(botclient):
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index fd6f162fd..5374881fa 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -125,7 +125,7 @@ def test_parse_args_backtesting_custom() -> None:
         '--strategy-list',
         'DefaultStrategy',
         'SampleStrategy'
-        ]
+    ]
     call_args = Arguments(args).get_parsed_arg()
     assert call_args['config'] == ['test_conf.json']
     assert call_args['verbosity'] == 0
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 7012333e9..f97ccd488 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1130,17 +1130,17 @@ def test_pairlist_resolving_fallback(mocker):
 
 
 @pytest.mark.parametrize("setting", [
-        ("ask_strategy", "use_sell_signal", True,
-         None, "use_sell_signal", False),
-        ("ask_strategy", "sell_profit_only", True,
-         None, "sell_profit_only", False),
-        ("ask_strategy", "sell_profit_offset", 0.1,
-         None, "sell_profit_offset", 0.01),
-        ("ask_strategy", "ignore_roi_if_buy_signal", True,
-         None, "ignore_roi_if_buy_signal", False),
-        ("ask_strategy", "ignore_buying_expired_candle_after", 5,
-         None, "ignore_buying_expired_candle_after", 6),
-    ])
+    ("ask_strategy", "use_sell_signal", True,
+     None, "use_sell_signal", False),
+    ("ask_strategy", "sell_profit_only", True,
+     None, "sell_profit_only", False),
+    ("ask_strategy", "sell_profit_offset", 0.1,
+     None, "sell_profit_offset", 0.01),
+    ("ask_strategy", "ignore_roi_if_buy_signal", True,
+     None, "ignore_roi_if_buy_signal", False),
+    ("ask_strategy", "ignore_buying_expired_candle_after", 5,
+     None, "ignore_buying_expired_candle_after", 6),
+])
 def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -1180,10 +1180,10 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
 
 
 @pytest.mark.parametrize("setting", [
-        ("experimental", "use_sell_signal", False),
-        ("experimental", "sell_profit_only", True),
-        ("experimental", "ignore_roi_if_buy_signal", True),
-    ])
+    ("experimental", "use_sell_signal", False),
+    ("experimental", "sell_profit_only", True),
+    ("experimental", "ignore_roi_if_buy_signal", True),
+])
 def test_process_removed_settings(mocker, default_conf, setting):
     patched_configuration_load_config_file(mocker, default_conf)
 

From 5393c55b513028a3159da23a19e241050766651b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 7 Aug 2021 16:01:20 +0200
Subject: [PATCH 1026/1386] Document min_value for VolumePairList

closes #5260
---
 docs/includes/pairlists.md | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 995e49a2d..b92b05af9 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -58,7 +58,7 @@ This option must be configured along with `exchange.skip_pair_validation` in the
 
 When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
-When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+When used in the leading position of the chain of Pairlist Handlers, the `pair_whitelist` configuration setting is ignored. Instead, `VolumePairList` selects the top assets from all available markets with matching stake-currency on the exchange.
 
 The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
 The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists.
@@ -74,11 +74,14 @@ Filtering instances (not the first position in the list) will not apply any cach
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
+        "min_value": 0,
         "refresh_period": 1800
     }
 ],
 ```
 
+You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange.
+
 `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:
@@ -89,6 +92,7 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
+        "min_value": 0,
         "refresh_period": 86400,
         "lookback_days": 7
     }

From cf70b34ff0504dcbffc1106bfbefd521bc1c3357 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 7 Aug 2021 16:15:42 +0200
Subject: [PATCH 1027/1386] Add min_value to all volumepairlist samples

---
 docs/includes/pairlists.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index b92b05af9..6e23c9003 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -113,6 +113,7 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
+        "min_value": 0,
         "refresh_period": 3600,
         "lookback_timeframe": "1h",
         "lookback_period": 72

From 7eaadb2630a99c8f467751bdff071b52cdb098b2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 09:50:50 +0200
Subject: [PATCH 1028/1386] Add custom-* methods to bot-basics

closes #5370
---
 docs/bot-basics.md | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 943af0362..44181abfa 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -35,7 +35,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
   * Calls `check_buy_timeout()` strategy callback for open buy orders.
   * Calls `check_sell_timeout()` strategy callback for open sell orders.
 * Verifies existing positions and eventually places sell orders.
-  * Considers stoploss, ROI and sell-signal.
+  * Considers stoploss, ROI and sell-signal, `custom_sell()` and `custom_stoploss()`.
   * Determine sell-price based on `ask_strategy` configuration setting.
   * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
 * Check if trade-slots are still available (if `max_open_trades` is reached).
@@ -52,9 +52,10 @@ This loop will be repeated again and again until the bot is stopped.
 * Load historic data for configured pairlist.
 * Calls `bot_loop_start()` once.
 * Calculate indicators (calls `populate_indicators()` once per pair).
-* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair)
-* Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy)
+* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair).
 * Loops per candle simulating entry and exit points.
+  * Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
+  * Call `custom_stoploss()` and `custom_sell()` to find custom exit points.
 * Generate backtest report output
 
 !!! Note

From 0ae4eccea5ad7cd773e0d0e309617bfcf6a1e4ae Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 10:05:28 +0200
Subject: [PATCH 1029/1386] Refactor Hyperopt-list and hyperopt-show to reduce
 some duplicate code

---
 freqtrade/commands/hyperopt_commands.py      | 180 +------------------
 freqtrade/optimize/hyperopt_epoch_filters.py | 142 +++++++++++++++
 freqtrade/optimize/hyperopt_tools.py         |  28 ++-
 3 files changed, 174 insertions(+), 176 deletions(-)
 create mode 100644 freqtrade/optimize/hyperopt_epoch_filters.py

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 4694d1111..089529d15 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -1,6 +1,6 @@
 import logging
 from operator import itemgetter
-from typing import Any, Dict, List
+from typing import Any, Dict
 
 from colorama import init as colorama_init
 
@@ -28,30 +28,12 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
-    filteroptions = {
-        'only_best': config.get('hyperopt_list_best', False),
-        'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
-        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
-        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
-        'filter_max_objective': config.get('hyperopt_list_max_objective', None),
-    }
-
     results_file = get_latest_hyperopt_file(
         config['user_data_dir'] / 'hyperopt_results',
         config.get('hyperoptexportfilename'))
 
     # Previous evaluations
-    epochs = HyperoptTools.load_previous_results(results_file)
-    total_epochs = len(epochs)
-
-    epochs = hyperopt_filter_epochs(epochs, filteroptions)
+    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
 
     if print_colorized:
         colorama_init(autoreset=True)
@@ -59,7 +41,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     if not export_csv:
         try:
             print(HyperoptTools.get_result_table(config, epochs, total_epochs,
-                                                 not filteroptions['only_best'],
+                                                 not config.get('hyperopt_list_best', False),
                                                  print_colorized, 0))
         except KeyboardInterrupt:
             print('User interrupted..')
@@ -71,7 +53,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     if epochs and export_csv:
         HyperoptTools.export_csv_file(
-            config, epochs, total_epochs, not filteroptions['only_best'], export_csv
+            config, epochs, total_epochs, not config.get('hyperopt_list_best', False), export_csv
         )
 
 
@@ -91,26 +73,9 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     n = config.get('hyperopt_show_index', -1)
 
-    filteroptions = {
-        'only_best': config.get('hyperopt_list_best', False),
-        'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
-        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
-        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
-        'filter_max_objective': config.get('hyperopt_list_max_objective', None)
-    }
-
     # Previous evaluations
-    epochs = HyperoptTools.load_previous_results(results_file)
-    total_epochs = len(epochs)
+    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
 
-    epochs = hyperopt_filter_epochs(epochs, filteroptions)
     filtered_epochs = len(epochs)
 
     if n > filtered_epochs:
@@ -137,138 +102,3 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
-
-
-def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
-    """
-    Filter our items from the list of hyperopt results
-    TODO: after 2021.5 remove all "legacy" mode queries.
-    """
-    if filteroptions['only_best']:
-        epochs = [x for x in epochs if x['is_best']]
-    if filteroptions['only_profitable']:
-        epochs = [x for x in epochs if x['results_metrics'].get(
-            'profit', x['results_metrics'].get('profit_total', 0)) > 0]
-
-    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
-
-    logger.info(f"{len(epochs)} " +
-                ("best " if filteroptions['only_best'] else "") +
-                ("profitable " if filteroptions['only_profitable'] else "") +
-                "epochs found.")
-    return epochs
-
-
-def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
-    """
-    Filter epochs with trade-counts > trades
-    """
-    return [
-        x for x in epochs
-        if x['results_metrics'].get(
-            'trade_count', x['results_metrics'].get('total_trades', 0)
-        ) > trade_count
-    ]
-
-
-def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_trades'] > 0:
-        epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades'])
-
-    if filteroptions['filter_max_trades'] > 0:
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'trade_count', x['results_metrics'].get('total_trades')
-            ) < filteroptions['filter_max_trades']
-        ]
-    return epochs
-
-
-def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
-
-    def get_duration_value(x):
-        # Duration in minutes ...
-        if 'duration' in x['results_metrics']:
-            return x['results_metrics']['duration']
-        else:
-            # New mode
-            if 'holding_avg_s' in x['results_metrics']:
-                avg = x['results_metrics']['holding_avg_s']
-                return avg // 60
-            raise OperationalException(
-                "Holding-average not available. Please omit the filter on average time, "
-                "or rerun hyperopt with this version")
-
-    if filteroptions['filter_min_avg_time'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if get_duration_value(x) > filteroptions['filter_min_avg_time']
-        ]
-    if filteroptions['filter_max_avg_time'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if get_duration_value(x) < filteroptions['filter_max_avg_time']
-        ]
-
-    return epochs
-
-
-def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_avg_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) > filteroptions['filter_min_avg_profit']
-        ]
-    if filteroptions['filter_max_avg_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) < filteroptions['filter_max_avg_profit']
-        ]
-    if filteroptions['filter_min_total_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) > filteroptions['filter_min_total_profit']
-        ]
-    if filteroptions['filter_max_total_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) < filteroptions['filter_max_total_profit']
-        ]
-    return epochs
-
-
-def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_objective'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-
-        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
-    if filteroptions['filter_max_objective'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-
-        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
-
-    return epochs
diff --git a/freqtrade/optimize/hyperopt_epoch_filters.py b/freqtrade/optimize/hyperopt_epoch_filters.py
new file mode 100644
index 000000000..2084c5ba8
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_epoch_filters.py
@@ -0,0 +1,142 @@
+import logging
+from typing import List
+
+from freqtrade.exceptions import OperationalException
+
+
+logger = logging.getLogger(__name__)
+
+
+def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
+    """
+    Filter our items from the list of hyperopt results
+    TODO: after 2021.5 remove all "legacy" mode queries.
+    """
+    if filteroptions['only_best']:
+        epochs = [x for x in epochs if x['is_best']]
+    if filteroptions['only_profitable']:
+        epochs = [x for x in epochs if x['results_metrics'].get(
+            'profit', x['results_metrics'].get('profit_total', 0)) > 0]
+
+    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
+
+    logger.info(f"{len(epochs)} " +
+                ("best " if filteroptions['only_best'] else "") +
+                ("profitable " if filteroptions['only_profitable'] else "") +
+                "epochs found.")
+    return epochs
+
+
+def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
+    """
+    Filter epochs with trade-counts > trades
+    """
+    return [
+        x for x in epochs
+        if x['results_metrics'].get(
+            'trade_count', x['results_metrics'].get('total_trades', 0)
+        ) > trade_count
+    ]
+
+
+def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_trades'] > 0:
+        epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades'])
+
+    if filteroptions['filter_max_trades'] > 0:
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'trade_count', x['results_metrics'].get('total_trades')
+            ) < filteroptions['filter_max_trades']
+        ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
+
+    def get_duration_value(x):
+        # Duration in minutes ...
+        if 'duration' in x['results_metrics']:
+            return x['results_metrics']['duration']
+        else:
+            # New mode
+            if 'holding_avg_s' in x['results_metrics']:
+                avg = x['results_metrics']['holding_avg_s']
+                return avg // 60
+            raise OperationalException(
+                "Holding-average not available. Please omit the filter on average time, "
+                "or rerun hyperopt with this version")
+
+    if filteroptions['filter_min_avg_time'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if get_duration_value(x) > filteroptions['filter_min_avg_time']
+        ]
+    if filteroptions['filter_max_avg_time'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if get_duration_value(x) < filteroptions['filter_max_avg_time']
+        ]
+
+    return epochs
+
+
+def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_avg_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
+            ) > filteroptions['filter_min_avg_profit']
+        ]
+    if filteroptions['filter_max_avg_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
+            ) < filteroptions['filter_max_avg_profit']
+        ]
+    if filteroptions['filter_min_total_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'profit', x['results_metrics'].get('profit_total_abs', 0)
+            ) > filteroptions['filter_min_total_profit']
+        ]
+    if filteroptions['filter_max_total_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'profit', x['results_metrics'].get('profit_total_abs', 0)
+            ) < filteroptions['filter_max_total_profit']
+        ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_objective'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+
+        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
+    if filteroptions['filter_max_objective'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+
+        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
+
+    return epochs
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 52aa85c84..ed9583bdc 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -4,7 +4,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Dict, List, Optional
+from typing import Any, Dict, List, Optional, Tuple
 
 import numpy as np
 import rapidjson
@@ -15,6 +15,7 @@ from pandas import isna, json_normalize
 from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
+from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs
 
 
 logger = logging.getLogger(__name__)
@@ -130,6 +131,31 @@ class HyperoptTools():
             logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
         return epochs
 
+    @staticmethod
+    def load_filtered_results(results_file: Path, config: Dict[str, Any]) -> Tuple[List, int]:
+        filteroptions = {
+            'only_best': config.get('hyperopt_list_best', False),
+            'only_profitable': config.get('hyperopt_list_profitable', False),
+            'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
+            'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
+            'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
+            'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
+            'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
+            'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
+            'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
+            'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
+            'filter_min_objective': config.get('hyperopt_list_min_objective', None),
+            'filter_max_objective': config.get('hyperopt_list_max_objective', None),
+        }
+
+        # Previous evaluations
+        epochs = HyperoptTools.load_previous_results(results_file)
+        total_epochs = len(epochs)
+
+        epochs = hyperopt_filter_epochs(epochs, filteroptions)
+
+        return epochs, total_epochs
+
     @staticmethod
     def show_epoch_details(results, total_epochs: int, print_json: bool,
                            no_header: bool = False, header_str: str = None) -> None:

From faf16a64e507dc684d527a804abef266e39c26c6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 10:22:45 +0200
Subject: [PATCH 1030/1386] Remove legacy hyperopt file support

---
 freqtrade/optimize/hyperopt_epoch_filters.py |  50 +-
 tests/commands/test_commands.py              | 464 +++++++++----------
 tests/conftest.py                            | 132 ------
 3 files changed, 249 insertions(+), 397 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_epoch_filters.py b/freqtrade/optimize/hyperopt_epoch_filters.py
index 2084c5ba8..b70db94af 100644
--- a/freqtrade/optimize/hyperopt_epoch_filters.py
+++ b/freqtrade/optimize/hyperopt_epoch_filters.py
@@ -10,13 +10,12 @@ logger = logging.getLogger(__name__)
 def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     """
     Filter our items from the list of hyperopt results
-    TODO: after 2021.5 remove all "legacy" mode queries.
     """
     if filteroptions['only_best']:
         epochs = [x for x in epochs if x['is_best']]
     if filteroptions['only_profitable']:
-        epochs = [x for x in epochs if x['results_metrics'].get(
-            'profit', x['results_metrics'].get('profit_total', 0)) > 0]
+        epochs = [x for x in epochs
+                  if x['results_metrics'].get('profit_total', 0) > 0]
 
     epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
 
@@ -38,10 +37,7 @@ def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
     Filter epochs with trade-counts > trades
     """
     return [
-        x for x in epochs
-        if x['results_metrics'].get(
-            'trade_count', x['results_metrics'].get('total_trades', 0)
-        ) > trade_count
+        x for x in epochs if x['results_metrics'].get('total_trades', 0) > trade_count
     ]
 
 
@@ -53,9 +49,7 @@ def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> Li
     if filteroptions['filter_max_trades'] > 0:
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'trade_count', x['results_metrics'].get('total_trades')
-            ) < filteroptions['filter_max_trades']
+            if x['results_metrics'].get('total_trades') < filteroptions['filter_max_trades']
         ]
     return epochs
 
@@ -64,16 +58,12 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
 
     def get_duration_value(x):
         # Duration in minutes ...
-        if 'duration' in x['results_metrics']:
-            return x['results_metrics']['duration']
-        else:
-            # New mode
-            if 'holding_avg_s' in x['results_metrics']:
-                avg = x['results_metrics']['holding_avg_s']
-                return avg // 60
-            raise OperationalException(
-                "Holding-average not available. Please omit the filter on average time, "
-                "or rerun hyperopt with this version")
+        if 'holding_avg_s' in x['results_metrics']:
+            avg = x['results_metrics']['holding_avg_s']
+            return avg // 60
+        raise OperationalException(
+            "Holding-average not available. Please omit the filter on average time, "
+            "or rerun hyperopt with this version")
 
     if filteroptions['filter_min_avg_time'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
@@ -97,33 +87,29 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) > filteroptions['filter_min_avg_profit']
+            if x['results_metrics'].get('profit_mean', 0) * 100
+            > filteroptions['filter_min_avg_profit']
         ]
     if filteroptions['filter_max_avg_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) < filteroptions['filter_max_avg_profit']
+            if x['results_metrics'].get('profit_mean', 0) * 100
+            < filteroptions['filter_max_avg_profit']
         ]
     if filteroptions['filter_min_total_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) > filteroptions['filter_min_total_profit']
+            if x['results_metrics'].get('profit_total_abs', 0)
+            > filteroptions['filter_min_total_profit']
         ]
     if filteroptions['filter_max_total_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) < filteroptions['filter_max_total_profit']
+            if x['results_metrics'].get('profit_total_abs', 0)
+            < filteroptions['filter_max_total_profit']
         ]
     return epochs
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index c0268038a..80dd04b27 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -938,241 +938,239 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
         pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
 
 
-def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
-                       saved_hyperopt_results_legacy, tmpdir):
+def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
     csv_file = Path(tmpdir) / "test.csv"
-    for res in (saved_hyperopt_results, saved_hyperopt_results_legacy):
-        mocker.patch(
-            'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-            MagicMock(return_value=res)
-        )
+    mocker.patch(
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
+        MagicMock(return_value=saved_hyperopt_results)
+    )
 
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
-                             " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--best",
-            "--no-details",
-            "--no-color",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 5/12", " 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-details",
-            "--no-color",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12", " 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-color",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
-                             "Sell hyperspace params", "ROI table", "Stoploss"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--min-trades", "20",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-details",
-            "--no-color",
-            "--max-trades", "20",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12", " 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-details",
-            "--no-color",
-            "--min-avg-profit", "0.11",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 10/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--max-avg-profit", "0.10",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12"])
-        assert all(x not in captured.out
-                   for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--min-total-profit", "0.4",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                             " 9/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--max-total-profit", "0.4",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                             " 9/12", " 11/12"])
-        assert all(x not in captured.out
-                   for x in [" 4/12", " 10/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--min-objective", "0.1",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                             " 9/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--max-objective", "0.1",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                             " 9/12", " 11/12"])
-        assert all(x not in captured.out
-                   for x in [" 4/12", " 10/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-details",
-            "--no-color",
-            "--min-avg-time", "2000",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
-                             " 8/12", " 9/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--max-avg-time", "1500",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12", " 6/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
-                             " 9/12", " 10/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--export-csv",
-            str(csv_file),
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        log_has("CSV file created: test_file.csv", caplog)
-        assert csv_file.is_file()
-        line = csv_file.read_text()
-        assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
-                or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
-        csv_file.unlink()
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
+                         " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--best",
+        "--no-details",
+        "--no-color",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 5/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--no-color",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-color",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
+                         "Sell hyperspace params", "ROI table", "Stoploss"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--min-trades", "20",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--no-color",
+        "--max-trades", "20",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--no-color",
+        "--min-avg-profit", "0.11",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 10/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--max-avg-profit", "0.10",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--min-total-profit", "0.4",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--max-total-profit", "0.4",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 4/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--min-objective", "0.1",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--max-objective", "0.1",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 4/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--no-color",
+        "--min-avg-time", "2000",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
+                         " 8/12", " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--max-avg-time", "1500",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 6/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
+                         " 9/12", " 10/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--export-csv",
+        str(csv_file),
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    log_has("CSV file created: test_file.csv", caplog)
+    assert csv_file.is_file()
+    line = csv_file.read_text()
+    assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
+            or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
+    csv_file.unlink()
 
 
 def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
diff --git a/tests/conftest.py b/tests/conftest.py
index 1924e1f95..0c9a96e2b 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1814,138 +1814,6 @@ def open_trade():
     )
 
 
-@pytest.fixture
-def saved_hyperopt_results_legacy():
-    return [
-        {
-            'loss': 0.4366182531161519,
-            'params_dict': {
-                'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}},  # noqa: E501
-            'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'median_profit': -1.2222, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0},  # noqa: E501
-            'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 min.',  # noqa: E501
-            'total_profit': -0.00125625,
-            'current_epoch': 1,
-            'is_initial_point': True,
-            'is_best': True
-        }, {
-            'loss': 20.0,
-            'params_dict': {
-                'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259},  # noqa: E501
-            'params_details': {
-                'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'},  # noqa: E501
-                'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'},  # noqa: E501
-                'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0},  # noqa: E501
-                'stoploss': {'stoploss': -0.338070047333259}},
-            'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'median_profit': -1.2222, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0},  # noqa: E501
-            'results_explanation': '     1 trades. Avg profit   0.12%. Total profit  0.00006185 BTC (   0.12Σ%). Avg duration 1200.0 min.',  # noqa: E501
-            'total_profit': 6.185e-05,
-            'current_epoch': 2,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 14.241196856510731,
-            'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}},  # noqa: E501
-            'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'median_profit': -1.2222, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599},  # noqa: E501
-            'results_explanation': '   621 trades. Avg profit  -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.',  # noqa: E501
-            'total_profit': -0.13639474,
-            'current_epoch': 3,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 100000,
-            'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}},  # noqa: E501
-            'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None},  # noqa: E501
-            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
-            'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False
-        }, {
-            'loss': 0.22195522184191518,
-            'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014},   # noqa: E501
-            'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}},  # noqa: E501
-            'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'median_profit': -1.2222, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427},  # noqa: E501
-            'results_explanation': '    14 trades. Avg profit  -0.35%. Total profit -0.00248014 BTC (  -4.96Σ%). Avg duration 3402.9 min.',  # noqa: E501
-            'total_profit': -0.002480140000000001,
-            'current_epoch': 5,
-            'is_initial_point': True,
-            'is_best': True
-        }, {
-            'loss': 0.545315889154162,
-            'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}},  # noqa: E501
-            'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'median_profit': -1.2222, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769},  # noqa: E501
-            'results_explanation': '    39 trades. Avg profit  -0.21%. Total profit -0.00417730 BTC (  -8.35Σ%). Avg duration 636.9 min.',  # noqa: E501
-            'total_profit': -0.0041773,
-            'current_epoch': 6,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 4.713497421432944,
-            'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905},  # noqa: E501
-            'params_details': {
-                'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
-                'stoploss': {'stoploss': -0.14613268022709905}},  # noqa: E501
-            'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'median_profit': -1.2222, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566},  # noqa: E501
-            'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.',  # noqa: E501
-            'total_profit': -0.06339929,
-            'current_epoch': 7,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 20.0,  # noqa: E501
-            'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}},  # noqa: E501
-            'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'median_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0},  # noqa: E501
-            'results_explanation': '     1 trades. Avg profit   0.00%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration 5340.0 min.',  # noqa: E501
-            'total_profit': 0.0,
-            'current_epoch': 8,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 2.4731817780991223,
-            'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}},  # noqa: E501
-            'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'median_profit': -1.2222, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196},  # noqa: E501
-            'results_explanation': '   229 trades. Avg profit  -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.',  # noqa: E501
-            'total_profit': -0.044050070000000004,  # noqa: E501
-            'current_epoch': 9,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': -0.2604606005845212,  # noqa: E501
-            'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}},  # noqa: E501
-            'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'median_profit': -1.2222, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0},  # noqa: E501
-            'results_explanation': '     4 trades. Avg profit   0.11%. Total profit  0.00021629 BTC (   0.43Σ%). Avg duration 2850.0 min.',  # noqa: E501
-            'total_profit': 0.00021629,
-            'current_epoch': 10,
-            'is_initial_point': True,
-            'is_best': True
-        }, {
-            'loss': 4.876465945994304,  # noqa: E501
-            'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}},  # noqa: E501
-            'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'median_profit': -1.2222, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025},  # noqa: E501
-            'results_explanation': '   117 trades. Avg profit  -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.',  # noqa: E501
-            'total_profit': -0.07436117,
-            'current_epoch': 11,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 100000,
-            'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}},  # noqa: E501
-            'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None},  # noqa: E501
-            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
-            'total_profit': 0,
-            'current_epoch': 12,
-            'is_initial_point': True,
-            'is_best': False
-            }
-    ]
-
-
 @pytest.fixture
 def saved_hyperopt_results():
     hyperopt_res = [

From be240566ba1df4eb282b79f17e69adbd02a2e401 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 10:57:20 +0200
Subject: [PATCH 1031/1386] Fix random test failure

---
 tests/strategy/test_interface.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 0ad6d6f32..dc51f0811 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -552,6 +552,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
 def test_is_pair_locked(default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
     PairLocks.timeframe = default_conf['timeframe']
+    PairLocks.use_db = True
     strategy = StrategyResolver.load_strategy(default_conf)
     # No lock should be present
     assert len(PairLocks.get_pair_locks(None)) == 0

From 3bd0c3d0098bbcab9a9b8444e785ff43fbfc9fe7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 11:02:54 +0200
Subject: [PATCH 1032/1386] Remove legacy code from export to csv

---
 freqtrade/optimize/hyperopt_tools.py | 28 ++++++++--------------------
 1 file changed, 8 insertions(+), 20 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index ed9583bdc..b51db4db2 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -459,21 +459,14 @@ class HyperoptTools():
         trials['Best'] = ''
         trials['Stake currency'] = config['stake_currency']
 
-        if 'results_metrics.total_trades' in trials:
-            base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
-                            'results_metrics.profit_mean', 'results_metrics.profit_median',
-                            'results_metrics.profit_total',
-                            'Stake currency',
-                            'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
-                            'loss', 'is_initial_point', 'is_best']
-            perc_multi = 100
-        else:
-            perc_multi = 1
-            base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count',
-                            'results_metrics.avg_profit', 'results_metrics.median_profit',
-                            'results_metrics.total_profit',
-                            'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
-                            'loss', 'is_initial_point', 'is_best']
+        base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
+                        'results_metrics.profit_mean', 'results_metrics.profit_median',
+                        'results_metrics.profit_total',
+                        'Stake currency',
+                        'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
+                        'loss', 'is_initial_point', 'is_best']
+        perc_multi = 100
+
         param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
         trials = trials[base_metrics + param_metrics]
 
@@ -501,11 +494,6 @@ class HyperoptTools():
         trials['Avg profit'] = trials['Avg profit'].apply(
             lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
         )
-        if perc_multi == 1:
-            trials['Avg duration'] = trials['Avg duration'].apply(
-                lambda x: f'{x:,.1f} m' if isinstance(
-                    x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
-            )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: f'{x:,.5f}' if x != 100000 else ""
         )

From 32e8e3b24258e1a7d12bde1d107d222ef1ee8fd9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 03:01:19 +0000
Subject: [PATCH 1033/1386] Bump types-cachetools from 0.1.9 to 0.1.10

Bumps [types-cachetools](https://github.com/python/typeshed) from 0.1.9 to 0.1.10.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index c1f7d6486..7b7727bd5 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -19,7 +19,7 @@ isort==5.9.3
 nbconvert==6.1.0
 
 # mypy types
-types-cachetools==0.1.9
+types-cachetools==0.1.10
 types-filelock==0.1.4
 types-requests==2.25.1
 types-tabulate==0.1.1

From bad25b753c679218557fce23488b13bfe20bc609 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 03:01:25 +0000
Subject: [PATCH 1034/1386] Bump ccxt from 1.54.24 to 1.54.62

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.54.24 to 1.54.62.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.54.24...1.54.62)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 6c2ef56c3..60175c12f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.54.24
+ccxt==1.54.62
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 59626b4ffcaa7f348d8e6986b274d32a65b54009 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 03:01:27 +0000
Subject: [PATCH 1035/1386] Bump types-tabulate from 0.1.1 to 0.8.2

Bumps [types-tabulate](https://github.com/python/typeshed) from 0.1.1 to 0.8.2.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-tabulate
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index c1f7d6486..cbb59be4e 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -22,4 +22,4 @@ nbconvert==6.1.0
 types-cachetools==0.1.9
 types-filelock==0.1.4
 types-requests==2.25.1
-types-tabulate==0.1.1
+types-tabulate==0.8.2

From b89a993890224ead95a8652bc0a83dde89c87838 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 04:47:41 +0000
Subject: [PATCH 1036/1386] Bump types-filelock from 0.1.4 to 0.1.5

Bumps [types-filelock](https://github.com/python/typeshed) from 0.1.4 to 0.1.5.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-filelock
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 8f0cc0b34..7128721c5 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -20,6 +20,6 @@ nbconvert==6.1.0
 
 # mypy types
 types-cachetools==0.1.10
-types-filelock==0.1.4
+types-filelock==0.1.5
 types-requests==2.25.1
 types-tabulate==0.8.2

From 47f641d12f9d7813f80369f2691a1633168331a1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 07:03:13 +0200
Subject: [PATCH 1037/1386] Remove hyperopt-pickle result support

---
 freqtrade/optimize/hyperopt_tools.py  | 17 ++++-------------
 tests/optimize/test_hyperopt_tools.py | 27 +++------------------------
 2 files changed, 7 insertions(+), 37 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index b51db4db2..0bb6aba15 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -89,18 +89,6 @@ class HyperoptTools():
         else:
             return any(s in config['spaces'] for s in [space, 'all', 'default'])
 
-    @staticmethod
-    def _read_results_pickle(results_file: Path) -> List:
-        """
-        Read hyperopt results from pickle file
-        LEGACY method - new files are written as json and cannot be read with this method.
-        """
-        from joblib import load
-
-        logger.info(f"Reading pickled epochs from '{results_file}'")
-        data = load(results_file)
-        return data
-
     @staticmethod
     def _read_results(results_file: Path) -> List:
         """
@@ -120,7 +108,10 @@ class HyperoptTools():
         epochs: List = []
         if results_file.is_file() and results_file.stat().st_size > 0:
             if results_file.suffix == '.pickle':
-                epochs = HyperoptTools._read_results_pickle(results_file)
+                raise OperationalException(
+                    "Legacy hyperopt results are no longer supported."
+                    "Please rerun hyperopt or use an older version to load this file."
+                )
             else:
                 epochs = HyperoptTools._read_results(results_file)
             # Detection of some old format, without 'is_best' field saved
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index 44b4a7a03..d59a44da7 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -10,7 +10,7 @@ import rapidjson
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
-from tests.conftest import log_has, log_has_re
+from tests.conftest import log_has
 
 
 # Functions for recurrent object patching
@@ -37,31 +37,10 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
     assert len(hyperopt_epochs) == 2
 
 
-def test_load_previous_results(testdatadir, caplog) -> None:
-
-    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
-
-    assert len(hyperopt_epochs) == 5
-    assert log_has_re(r"Reading pickled epochs from .*", caplog)
-
-    caplog.clear()
-
-    # Modern version
-    results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
-
-    assert len(hyperopt_epochs) == 5
-    assert log_has_re(r"Reading epochs from .*", caplog)
-
-
 def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
-    mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
-                 return_value=[{'asdf': '222'}])
     results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
-    with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
+    with pytest.raises(OperationalException,
+                       match=r"Legacy hyperopt results are no longer supported.*"):
         HyperoptTools.load_previous_results(results_file)
 
 

From 5919992ad2ab67ad3aaffd92bdaa6ccec30fd537 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 05:24:31 +0000
Subject: [PATCH 1038/1386] Bump types-requests from 2.25.1 to 2.25.6

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.1 to 2.25.6.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 7128721c5..9629bbea1 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,5 +21,5 @@ nbconvert==6.1.0
 # mypy types
 types-cachetools==0.1.10
 types-filelock==0.1.5
-types-requests==2.25.1
+types-requests==2.25.6
 types-tabulate==0.8.2

From f17942b68fa23a5dc727cba463e92f0a71e8cfb3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 11:18:18 +0200
Subject: [PATCH 1039/1386] Fix random test failure

---
 freqtrade/optimize/backtesting.py  | 3 +++
 tests/optimize/test_backtesting.py | 2 ++
 2 files changed, 5 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3079e326d..85137a8ef 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -130,6 +130,9 @@ class Backtesting:
         self.abort = False
 
     def __del__(self):
+        self.cleanup()
+
+    def cleanup(self):
         LoggingMixin.show_output = True
         PairLocks.use_db = True
         Trade.use_db = True
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index deaaf9f2f..b859e9017 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -535,6 +535,8 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     trade = backtesting._enter_trade(pair, row=row)
     assert trade is None
 
+    backtesting.cleanup()
+
 
 def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_sell_signal'] = False

From 927ac24f82f66c3932936ea451f39efde193adfd Mon Sep 17 00:00:00 2001
From: pcassimans <pc@cap7.be>
Date: Mon, 9 Aug 2021 14:21:59 +0200
Subject: [PATCH 1040/1386] Update README.md

Fix Typo of Kukoin to Kucoin
---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 78ea3cecd..309fab94b 100644
--- a/README.md
+++ b/README.md
@@ -37,7 +37,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
-- [X] [Kukoin](https://www.kucoin.com/)
+- [X] [Kucoin](https://www.kucoin.com/)
 
 ## Documentation
 

From 519c256b88e31f8347bd5bf7395a08d0c774fdae Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 14:43:35 +0200
Subject: [PATCH 1041/1386] Fix kucoin typo in index.md as well

---
 docs/index.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/index.md b/docs/index.md
index 05eaa7552..fd3b8f224 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -47,7 +47,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
-- [X] [Kukoin](https://www.kucoin.com/)
+- [X] [Kucoin](https://www.kucoin.com/)
 
 ## Requirements
 

From a5f796bc9764040be80478deb246fe08b814be9f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 14:53:18 +0200
Subject: [PATCH 1042/1386] refactor ohlcvdata_to_dataframe to
 advise_all_indicators

---
 freqtrade/edge/edge_positioning.py |  2 +-
 freqtrade/optimize/backtesting.py  |  5 +++--
 freqtrade/optimize/hyperopt.py     |  2 +-
 freqtrade/strategy/interface.py    |  2 +-
 tests/data/test_history.py         |  6 +++---
 tests/optimize/test_backtesting.py | 18 +++++++++---------
 tests/optimize/test_hyperopt.py    | 24 ++++++++++++------------
 tests/strategy/test_interface.py   |  8 ++++----
 8 files changed, 34 insertions(+), 33 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 243043d31..f12b1b37d 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -151,7 +151,7 @@ class Edge:
         # Fake run-mode to Edge
         prior_rm = self.config['runmode']
         self.config['runmode'] = RunMode.EDGE
-        preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
+        preprocessed = self.strategy.advise_all_indicators(data)
         self.config['runmode'] = prior_rm
 
         # Print timeframe
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 85137a8ef..825d1dd25 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -533,7 +533,8 @@ class Backtesting:
             'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
         }
 
-    def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
+    def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, DataFrame],
+                              timerange: TimeRange):
         self.progress.init_step(BacktestState.ANALYZE, 0)
 
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
@@ -552,7 +553,7 @@ class Backtesting:
             max_open_trades = 0
 
         # need to reprocess data every time to populate signals
-        preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
+        preprocessed = self.strategy.advise_all_indicators(data)
 
         # Trim startup period from analyzed dataframe
         preprocessed_tmp = trim_dataframes(preprocessed, timerange, self.required_startup)
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 0db78aa39..901900121 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -394,7 +394,7 @@ class Hyperopt:
         data, timerange = self.backtesting.load_bt_data()
         logger.info("Dataload complete. Calculating indicators")
 
-        preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
+        preprocessed = self.backtesting.strategy.advise_all_indicators(data)
 
         # Trim startup period from analyzed dataframe to get correct dates for output.
         processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index bf5cc10af..d4f10301a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -732,7 +732,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         else:
             return current_profit > roi
 
-    def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
+    def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
         Populates indicators for given candle (OHLCV) data (for multiple pairs)
         Does not run advise_buy or advise_sell!
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index d203d0792..9cfe861ea 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -381,7 +381,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    data = strategy.ohlcvdata_to_dataframe(
+    data = strategy.advise_all_indicators(
         load_data(
             datadir=testdatadir,
             timeframe='1m',
@@ -399,7 +399,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    data = strategy.ohlcvdata_to_dataframe(
+    data = strategy.advise_all_indicators(
         load_data(
             datadir=testdatadir,
             timeframe='1m',
@@ -424,7 +424,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange('index', 'index', 200, 250)
-    data = strategy.ohlcvdata_to_dataframe(
+    data = strategy.advise_all_indicators(
         load_data(
             datadir=testdatadir,
             timeframe='5m',
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index b859e9017..8e3d4063a 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -85,7 +85,7 @@ def simple_backtest(config, contour, mocker, testdatadir) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
 
     data = load_data_test(contour, testdatadir)
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     assert isinstance(processed, dict)
     results = backtesting.backtest(
@@ -107,7 +107,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
     backtesting._set_strategy(backtesting.strategylist[0])
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     return {
         'processed': processed,
@@ -289,7 +289,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
     assert backtesting.config == default_conf
     assert backtesting.timeframe == '5m'
-    assert callable(backtesting.strategy.ohlcvdata_to_dataframe)
+    assert callable(backtesting.strategy.advise_all_indicators)
     assert callable(backtesting.strategy.advise_buy)
     assert callable(backtesting.strategy.advise_sell)
     assert isinstance(backtesting.strategy.dp, DataProvider)
@@ -335,14 +335,14 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
                              fill_up_missing=True)
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     assert len(processed['UNITTEST/BTC']) == 102
 
     # Load strategy to compare the result between Backtesting function and strategy are the same
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    processed2 = strategy.ohlcvdata_to_dataframe(data)
+    processed2 = strategy.advise_all_indicators(data)
     assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
 
 
@@ -549,7 +549,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     timerange = TimeRange('date', None, 1517227800, 0)
     data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     result = backtesting.backtest(
         processed=processed,
@@ -614,7 +614,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
     timerange = TimeRange.parse_timerange('1510688220-1510700340')
     data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     results = backtesting.backtest(
         processed=processed,
@@ -633,7 +633,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
 
     dict_of_tickerrows = load_data_test('raise', testdatadir)
-    dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows)
+    dataframes = backtesting.strategy.advise_all_indicators(dict_of_tickerrows)
     dataframe = dataframes['UNITTEST/BTC']
     cols = dataframe.columns
     # assert the dataframe got some of the indicator columns
@@ -782,7 +782,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     backtesting.strategy.advise_buy = _trend_alternate_hold  # Override
     backtesting.strategy.advise_sell = _trend_alternate_hold  # Override
 
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     backtest_conf = {
         'processed': processed,
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index d146e84f1..0ca79d268 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -351,7 +351,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     del hyperopt_conf['timeframe']
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -426,7 +426,7 @@ def test_hyperopt_format_results(hyperopt):
 
 def test_populate_indicators(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -438,7 +438,7 @@ def test_populate_indicators(hyperopt, testdatadir) -> None:
 
 def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -463,7 +463,7 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
 
 def test_sell_strategy_generator(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -660,7 +660,7 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
                           })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -713,7 +713,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
     hyperopt_conf.update({'print_json': True})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -761,7 +761,7 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
                           })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -805,7 +805,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     hyperopt_conf.update({'spaces': 'roi stoploss'})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -844,7 +844,7 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
     hyperopt_conf.update({'spaces': 'all', })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -886,7 +886,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     hyperopt_conf.update({'spaces': 'buy'})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     # TODO: sell_strategy_generator() is actually not called because
@@ -940,7 +940,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     hyperopt_conf.update({'spaces': 'sell', })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     # TODO: buy_strategy_generator() is actually not called because
@@ -985,7 +985,7 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
     hyperopt_conf.update({'spaces': space})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     delattr(hyperopt.custom_hyperopt.__class__, method)
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index dc51f0811..686a36c96 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -228,25 +228,25 @@ def test_assert_df(ohlcv_history, caplog):
     _STRATEGY.disable_dataframe_checks = False
 
 
-def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
+def test_advise_all_indicators(default_conf, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
                      fill_up_missing=True)
-    processed = strategy.ohlcvdata_to_dataframe(data)
+    processed = strategy.advise_all_indicators(data)
     assert len(processed['UNITTEST/BTC']) == 102  # partial candle was removed
 
 
-def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None:
+def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
     aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
                      fill_up_missing=True)
-    strategy.ohlcvdata_to_dataframe(data)
+    strategy.advise_all_indicators(data)
     assert aimock.call_count == 1
     # Ensure that a copy of the dataframe is passed to advice_indicators
     assert aimock.call_args_list[0][0][0] is not data

From 895b912c719da2f613c5ae5da47cfb375bf771b8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 14:40:02 +0200
Subject: [PATCH 1043/1386] Fix recently introduced lookahead bias in
 backtesting

closes #5388
---
 freqtrade/optimize/backtesting.py  |  4 +++-
 tests/optimize/test_backtesting.py | 18 ++++++++++++++----
 2 files changed, 17 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 825d1dd25..3a864173f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -466,6 +466,8 @@ class Backtesting:
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 try:
+                    # Row is treated as "current incomplete candle".
+                    # Buy / sell signals are shifted by 1 to compensate for this.
                     row = data[pair][row_index]
                 except IndexError:
                     # missing Data for one pair at the end.
@@ -476,8 +478,8 @@ class Backtesting:
                 if row[DATE_IDX] > tmp:
                     continue
 
-                row_index += 1
                 self.dataprovider._set_dataframe_max_index(row_index)
+                row_index += 1
                 indexes[pair] = row_index
 
                 # without positionstacking, we can only have one open trade per pair.
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 8e3d4063a..ff9b81c30 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
 import random
+from datetime import timedelta
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 
@@ -741,8 +742,13 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     # 100 buys signals
     results = result['results']
     assert len(results) == 100
-    # Cached data should be 200 (no change since required_startup is 0)
-    assert len(backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]) == 200
+    # Cached data should be 199 (missing 1 candle at the start)
+    analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]
+    assert len(analyzed_df) == 199
+    # Expect last candle to be 1 below end date (as the last candle is assumed as "incomplete"
+    # during backtesting)
+    expected_last_candle_date = backtest_conf['end_date'] - timedelta(minutes=1)
+    assert analyzed_df.iloc[-1]['date'].to_pydatetime() == expected_last_candle_date
 
     # One trade was force-closed at the end
     assert len(results.loc[results['is_open']]) == 0
@@ -774,7 +780,8 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     data = trim_dictlist(data, -500)
 
     # Remove data for one pair from the beginning of the data
-    data[pair] = data[pair][tres:].reset_index()
+    if tres > 0:
+        data[pair] = data[pair][tres:].reset_index()
     default_conf['timeframe'] = '5m'
 
     backtesting = Backtesting(default_conf)
@@ -800,8 +807,11 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
 
     # Cached data correctly removed amounts
-    removed_candles = len(data[pair]) - 1 - backtesting.strategy.startup_candle_count
+    offset = 2 if tres == 0 else 1
+    removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
     assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
+    assert len(backtesting.dataprovider.get_analyzed_dataframe(
+        'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 2 - backtesting.strategy.startup_candle_count
 
     backtest_conf = {
         'processed': processed,

From 5bfb9edf02922c38aef0f501634eb116c74f7515 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 15:42:17 +0200
Subject: [PATCH 1044/1386] Only query date once from list

---
 freqtrade/optimize/backtesting.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3a864173f..5efb5101f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -323,14 +323,14 @@ class Backtesting:
             return sell_row[OPEN_IDX]
 
     def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
-
+        sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
         sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
-                                         sell_row[DATE_IDX].to_pydatetime(), sell_row[BUY_IDX],
+                                         sell_candle_time, sell_row[BUY_IDX],
                                          sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
 
         if sell.sell_flag:
-            trade.close_date = sell_row[DATE_IDX].to_pydatetime()
+            trade.close_date = sell_candle_time
             trade.sell_reason = sell.sell_reason
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
@@ -342,7 +342,7 @@ class Backtesting:
                     rate=closerate,
                     time_in_force=time_in_force,
                     sell_reason=sell.sell_reason,
-                    current_time=sell_row[DATE_IDX].to_pydatetime()):
+                    current_time=sell_candle_time):
                 return None
 
             trade.close(closerate, show_msg=False)

From cf27968b97cc1491b61923a0a95f2183aacf0592 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 19:38:56 +0200
Subject: [PATCH 1045/1386] Properly preserve trade's low during backtesting

---
 freqtrade/persistence/models.py    |  4 ++--
 freqtrade/strategy/interface.py    |  2 +-
 tests/optimize/test_backtesting.py |  2 +-
 tests/strategy/test_interface.py   |  2 +-
 tests/test_persistence.py          | 13 +++++++++----
 5 files changed, 14 insertions(+), 9 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 43fbec8c0..a45274266 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -354,12 +354,12 @@ class LocalTrade():
         LocalTrade.trades_open = []
         LocalTrade.total_profit = 0
 
-    def adjust_min_max_rates(self, current_price: float) -> None:
+    def adjust_min_max_rates(self, current_price: float, current_price_low: float) -> None:
         """
         Adjust the max_rate and min_rate.
         """
         self.max_rate = max(current_price, self.max_rate or self.open_rate)
-        self.min_rate = min(current_price, self.min_rate or self.open_rate)
+        self.min_rate = min(current_price_low, self.min_rate or self.open_rate)
 
     def _set_new_stoploss(self, new_loss: float, stoploss: float):
         """Assign new stop value"""
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index d4f10301a..bb8980a53 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -568,7 +568,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
-        trade.adjust_min_max_rates(high or current_rate)
+        trade.adjust_min_max_rates(high or current_rate, low or current_rate)
 
         stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                               current_time=date, current_profit=current_profit,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index ff9b81c30..57b2b8733 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -584,7 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'initial_stop_loss_ratio': [-0.1, -0.1],
          'stop_loss_abs': [0.0940005, 0.09272236],
          'stop_loss_ratio': [-0.1, -0.1],
-         'min_rate': [0.1038, 0.10302485],
+         'min_rate': [0.10370188, 0.10300000000000001],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
          'buy_tag': [None, None],
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 686a36c96..cb4b8bd63 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -398,7 +398,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
         exchange='binance',
         open_rate=1,
     )
-    trade.adjust_min_max_rates(trade.open_rate)
+    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
     strategy.trailing_stop = trailing
     strategy.trailing_stop_positive = -0.05
     strategy.use_custom_stoploss = custom
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index f7bcad806..105cee23a 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -799,25 +799,30 @@ def test_adjust_min_max_rates(fee):
         open_rate=1,
     )
 
-    trade.adjust_min_max_rates(trade.open_rate)
+    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
     assert trade.max_rate == 1
     assert trade.min_rate == 1
 
     # check min adjusted, max remained
-    trade.adjust_min_max_rates(0.96)
+    trade.adjust_min_max_rates(0.96, 0.96)
     assert trade.max_rate == 1
     assert trade.min_rate == 0.96
 
     # check max adjusted, min remains
-    trade.adjust_min_max_rates(1.05)
+    trade.adjust_min_max_rates(1.05, 1.05)
     assert trade.max_rate == 1.05
     assert trade.min_rate == 0.96
 
     # current rate "in the middle" - no adjustment
-    trade.adjust_min_max_rates(1.03)
+    trade.adjust_min_max_rates(1.03, 1.03)
     assert trade.max_rate == 1.05
     assert trade.min_rate == 0.96
 
+    # current rate "in the middle" - no adjustment
+    trade.adjust_min_max_rates(1.10, 0.91)
+    assert trade.max_rate == 1.10
+    assert trade.min_rate == 0.91
+
 
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize('use_db', [True, False])

From 3f160c71443281d4118a79ee5c11af3891c384d5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 10 Aug 2021 07:09:38 +0200
Subject: [PATCH 1046/1386] Cache dataframe before cutting the first candle

This allows providing the "current closed" candle in all cases.
---
 freqtrade/optimize/backtesting.py  | 6 +++---
 tests/optimize/test_backtesting.py | 8 ++++----
 2 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5efb5101f..fce27d39b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -246,11 +246,11 @@ class Backtesting:
             if has_buy_tag:
                 df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
 
-            df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
-
             # Update dataprovider cache
             self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
 
+            df_analyzed = df_analyzed.drop(df_analyzed.head(1).index)
+
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
             data[pair] = df_analyzed[headers].values.tolist()
@@ -478,9 +478,9 @@ class Backtesting:
                 if row[DATE_IDX] > tmp:
                     continue
 
-                self.dataprovider._set_dataframe_max_index(row_index)
                 row_index += 1
                 indexes[pair] = row_index
+                self.dataprovider._set_dataframe_max_index(row_index)
 
                 # without positionstacking, we can only have one open trade per pair.
                 # max_open_trades must be respected
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 57b2b8733..998b2d837 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -742,9 +742,9 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     # 100 buys signals
     results = result['results']
     assert len(results) == 100
-    # Cached data should be 199 (missing 1 candle at the start)
+    # Cached data should be 200
     analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]
-    assert len(analyzed_df) == 199
+    assert len(analyzed_df) == 200
     # Expect last candle to be 1 below end date (as the last candle is assumed as "incomplete"
     # during backtesting)
     expected_last_candle_date = backtest_conf['end_date'] - timedelta(minutes=1)
@@ -807,11 +807,11 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
 
     # Cached data correctly removed amounts
-    offset = 2 if tres == 0 else 1
+    offset = 1 if tres == 0 else 0
     removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
     assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
     assert len(backtesting.dataprovider.get_analyzed_dataframe(
-        'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 2 - backtesting.strategy.startup_candle_count
+        'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
 
     backtest_conf = {
         'processed': processed,

From 039d6384edf79d87556f5fa66b5917d1a77f9a6b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 10 Aug 2021 09:48:26 +0200
Subject: [PATCH 1047/1386] Stream hyperopt-result in small batches

Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
---
 freqtrade/optimize/hyperopt_epoch_filters.py | 12 ++---
 freqtrade/optimize/hyperopt_tools.py         | 54 +++++++++++---------
 tests/commands/test_commands.py              | 24 +++++++--
 tests/optimize/test_hyperopt_tools.py        | 24 +++++++--
 4 files changed, 78 insertions(+), 36 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_epoch_filters.py b/freqtrade/optimize/hyperopt_epoch_filters.py
index b70db94af..80cc89d4b 100644
--- a/freqtrade/optimize/hyperopt_epoch_filters.py
+++ b/freqtrade/optimize/hyperopt_epoch_filters.py
@@ -7,7 +7,7 @@ from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
-def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
+def hyperopt_filter_epochs(epochs: List, filteroptions: dict, log: bool = True) -> List:
     """
     Filter our items from the list of hyperopt results
     """
@@ -24,11 +24,11 @@ def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
 
     epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
-
-    logger.info(f"{len(epochs)} " +
-                ("best " if filteroptions['only_best'] else "") +
-                ("profitable " if filteroptions['only_profitable'] else "") +
-                "epochs found.")
+    if log:
+        logger.info(f"{len(epochs)} " +
+                    ("best " if filteroptions['only_best'] else "") +
+                    ("profitable " if filteroptions['only_profitable'] else "") +
+                    "epochs found.")
     return epochs
 
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0bb6aba15..b2e024f65 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -4,7 +4,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, Iterator, List, Optional, Tuple
 
 import numpy as np
 import rapidjson
@@ -90,37 +90,33 @@ class HyperoptTools():
             return any(s in config['spaces'] for s in [space, 'all', 'default'])
 
     @staticmethod
-    def _read_results(results_file: Path) -> List:
+    def _read_results(results_file: Path, batch_size: int = 10) -> Iterator[List[Any]]:
         """
-        Read hyperopt results from file
+        Stream hyperopt results from file
         """
         import rapidjson
         logger.info(f"Reading epochs from '{results_file}'")
         with results_file.open('r') as f:
-            data = [rapidjson.loads(line) for line in f]
-        return data
+            data = []
+            for line in f:
+                data += [rapidjson.loads(line)]
+                if len(data) >= batch_size:
+                    yield data
+                    data = []
+        yield data
 
     @staticmethod
-    def load_previous_results(results_file: Path) -> List:
-        """
-        Load data for epochs from the file if we have one
-        """
-        epochs: List = []
+    def _test_hyperopt_results_exist(results_file) -> bool:
         if results_file.is_file() and results_file.stat().st_size > 0:
             if results_file.suffix == '.pickle':
                 raise OperationalException(
                     "Legacy hyperopt results are no longer supported."
                     "Please rerun hyperopt or use an older version to load this file."
                 )
-            else:
-                epochs = HyperoptTools._read_results(results_file)
-            # Detection of some old format, without 'is_best' field saved
-            if epochs[0].get('is_best') is None:
-                raise OperationalException(
-                    "The file with HyperoptTools results is incompatible with this version "
-                    "of Freqtrade and cannot be loaded.")
-            logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
-        return epochs
+            return True
+        else:
+            # No file found.
+            return False
 
     @staticmethod
     def load_filtered_results(results_file: Path, config: Dict[str, Any]) -> Tuple[List, int]:
@@ -138,12 +134,24 @@ class HyperoptTools():
             'filter_min_objective': config.get('hyperopt_list_min_objective', None),
             'filter_max_objective': config.get('hyperopt_list_max_objective', None),
         }
+        if not HyperoptTools._test_hyperopt_results_exist(results_file):
+            # No file found.
+            return [], 0
 
-        # Previous evaluations
-        epochs = HyperoptTools.load_previous_results(results_file)
-        total_epochs = len(epochs)
+        epochs = []
+        total_epochs = 0
+        for epochs_tmp in HyperoptTools._read_results(results_file):
+            if total_epochs == 0 and epochs_tmp[0].get('is_best') is None:
+                raise OperationalException(
+                    "The file with HyperoptTools results is incompatible with this version "
+                    "of Freqtrade and cannot be loaded.")
+            total_epochs += len(epochs_tmp)
+            epochs += hyperopt_filter_epochs(epochs_tmp, filteroptions, log=False)
 
-        epochs = hyperopt_filter_epochs(epochs, filteroptions)
+        logger.info(f"Loaded {total_epochs} previous evaluations from disk.")
+
+        # Final filter run ...
+        epochs = hyperopt_filter_epochs(epochs, filteroptions, log=True)
 
         return epochs, total_epochs
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 80dd04b27..fc5101979 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -941,8 +941,16 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
     csv_file = Path(tmpdir) / "test.csv"
     mocker.patch(
-        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-        MagicMock(return_value=saved_hyperopt_results)
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
+        return_value=True
+        )
+
+    def fake_iterator(*args, **kwargs):
+        yield from [saved_hyperopt_results]
+
+    mocker.patch(
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results',
+        side_effect=fake_iterator
     )
 
     args = [
@@ -1175,8 +1183,16 @@ def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
 
 def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
     mocker.patch(
-        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-        MagicMock(return_value=saved_hyperopt_results)
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
+        return_value=True
+    )
+
+    def fake_iterator(*args, **kwargs):
+        yield from [saved_hyperopt_results]
+
+    mocker.patch(
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results',
+        side_effect=fake_iterator
     )
     mocker.patch('freqtrade.commands.hyperopt_commands.show_backtest_result')
 
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index d59a44da7..cbcb13384 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -20,9 +20,14 @@ def create_results() -> List[Dict]:
 
 
 def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
+
+    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
+
+    hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
+    assert hyperopt_epochs == ([], 0)
+
     # Test writing to temp dir and reading again
     epochs = create_results()
-    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
 
     caplog.set_level(logging.DEBUG)
 
@@ -33,15 +38,28 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
     hyperopt._save_result(epochs[0])
     assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
 
-    hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
+    hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
     assert len(hyperopt_epochs) == 2
+    assert hyperopt_epochs[1] == 2
+    assert len(hyperopt_epochs[0]) == 2
+
+    result_gen = HyperoptTools._read_results(hyperopt.results_file, 1)
+    epoch = next(result_gen)
+    assert len(epoch) == 1
+    assert epoch[0] == epochs[0]
+    epoch = next(result_gen)
+    assert len(epoch) == 1
+    epoch = next(result_gen)
+    assert len(epoch) == 0
+    with pytest.raises(StopIteration):
+        next(result_gen)
 
 
 def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
     results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
     with pytest.raises(OperationalException,
                        match=r"Legacy hyperopt results are no longer supported.*"):
-        HyperoptTools.load_previous_results(results_file)
+        HyperoptTools.load_filtered_results(results_file, {})
 
 
 @pytest.mark.parametrize("spaces, expected_results", [

From 65d025923d9453b2173de63c898232847e31ad7a Mon Sep 17 00:00:00 2001
From: ipqhjjybj <250657661@qq.com>
Date: Wed, 11 Aug 2021 14:35:16 +0800
Subject: [PATCH 1048/1386] add code

---
 freqtrade/optimize/backtesting.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fce27d39b..a8fd9c04a 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -504,7 +504,7 @@ class Backtesting:
                         open_trades[pair].append(trade)
                         LocalTrade.add_bt_trade(trade)
 
-                for trade in open_trades[pair]:
+                for trade in list(open_trades[pair]):
                     # also check the buying candle for sell conditions.
                     trade_entry = self._get_sell_trade_entry(trade, row)
                     # Sell occurred

From 61c076563fb7c778b93d9e056f5403423aa9406f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 11 Aug 2021 12:11:29 +0200
Subject: [PATCH 1049/1386] Add max-slippage limiting for dry-run orders to
 avoid insane market order fills

---
 freqtrade/exchange/exchange.py  | 13 ++++++++++++-
 tests/exchange/test_exchange.py | 23 ++++++++++++++---------
 2 files changed, 26 insertions(+), 10 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c6f60e08a..cde643cff 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -618,6 +618,8 @@ class Exchange:
         if self.exchange_has('fetchL2OrderBook'):
             ob = self.fetch_l2_order_book(pair, 20)
             ob_type = 'asks' if side == 'buy' else 'bids'
+            slippage = 0.05
+            max_slippage_val = rate * ((1 + slippage) if side == 'buy' else (1 - slippage))
 
             remaining_amount = amount
             filled_amount = 0
@@ -626,7 +628,9 @@ class Exchange:
                 book_entry_coin_volume = book_entry[1]
                 if remaining_amount > 0:
                     if remaining_amount < book_entry_coin_volume:
+                        # Orderbook at this slot bigger than remaining amount
                         filled_amount += remaining_amount * book_entry_price
+                        break
                     else:
                         filled_amount += book_entry_coin_volume * book_entry_price
                     remaining_amount -= book_entry_coin_volume
@@ -635,7 +639,14 @@ class Exchange:
             else:
                 # If remaining_amount wasn't consumed completely (break was not called)
                 filled_amount += remaining_amount * book_entry_price
-            forecast_avg_filled_price = filled_amount / amount
+            forecast_avg_filled_price = max(filled_amount, 0) / amount
+            # Limit max. slippage to specified value
+            if side == 'buy':
+                forecast_avg_filled_price = min(forecast_avg_filled_price, max_slippage_val)
+
+            else:
+                forecast_avg_filled_price = max(forecast_avg_filled_price, max_slippage_val)
+
             return self.price_to_precision(pair, forecast_avg_filled_price)
 
         return rate
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index a3ebbe8bd..9ac9f84e5 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -984,16 +984,21 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
     assert order['fee']
 
 
-@pytest.mark.parametrize("side,amount,endprice", [
-    ("buy", 1, 25.566),
-    ("buy", 100, 25.5672),  # Requires interpolation
-    ("buy", 1000, 25.575),  # More than orderbook return
-    ("sell", 1, 25.563),
-    ("sell", 100, 25.5625),  # Requires interpolation
-    ("sell", 1000, 25.5555),  # More than orderbook return
+@pytest.mark.parametrize("side,rate,amount,endprice", [
+    # spread is 25.263-25.266
+    ("buy", 25.564, 1, 25.566),
+    ("buy", 25.564, 100, 25.5672),  # Requires interpolation
+    ("buy", 25.590, 100, 25.5672),  # Price above spread ... average is lower
+    ("buy", 25.564, 1000, 25.575),  # More than orderbook return
+    ("buy", 24.000, 100000, 25.200),  # Run into max_slippage of 5%
+    ("sell", 25.564, 1, 25.563),
+    ("sell", 25.564, 100, 25.5625),  # Requires interpolation
+    ("sell", 25.510, 100, 25.5625),  # price below spread - average is higher
+    ("sell", 25.564, 1000, 25.5555),  # More than orderbook return
+    ("sell", 27, 10000, 25.65),  # max-slippage 5%
 ])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, endprice,
+def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amount, endprice,
                                           exchange_name, order_book_l2_usd):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -1003,7 +1008,7 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, en
                           )
 
     order = exchange.create_dry_run_order(
-        pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=25.5)
+        pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=rate)
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
     assert order["side"] == side

From f6267c75143b35c0270428f70d7936f7880fc917 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 11 Aug 2021 10:18:25 +0300
Subject: [PATCH 1050/1386] Fix buy_tag not being saved to trade object.

Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
---
 freqtrade/optimize/backtesting.py | 10 +++-------
 tests/optimize/__init__.py        |  2 ++
 2 files changed, 5 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fce27d39b..06464d40b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -218,7 +218,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -226,13 +226,10 @@ class Backtesting:
         for pair, pair_data in processed.items():
             self.check_abort()
             self.progress.increment()
-            has_buy_tag = 'buy_tag' in pair_data
-            headers = headers + ['buy_tag'] if has_buy_tag else headers
             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
-                if has_buy_tag:
-                    pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
+                pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
@@ -243,8 +240,7 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
-            if has_buy_tag:
-                df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
+            df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
 
             # Update dataprovider cache
             self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index f29d8d585..6ad2d300b 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -52,4 +52,6 @@ def _build_backtest_dataframe(data):
     # Ensure floats are in place
     for column in ['open', 'high', 'low', 'close', 'volume']:
         frame[column] = frame[column].astype('float64')
+    if 'buy_tag' not in columns:
+        frame['buy_tag'] = None
     return frame

From fad253ad5141978b5d35d878414feeead837fab8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 12 Aug 2021 06:53:55 +0200
Subject: [PATCH 1051/1386] Version bump ccxt to 1.54.74

closes #5401
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 60175c12f..0e107d8e0 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.54.62
+ccxt==1.54.74
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From e03784d98dc016790cb42eb194adf2c2be752091 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 12 Aug 2021 05:02:36 +0000
Subject: [PATCH 1052/1386] Fix filled exception

closes #5404
---
 freqtrade/persistence/models.py | 2 +-
 tests/test_persistence.py       | 5 +++++
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index a45274266..5eaca7966 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -161,7 +161,7 @@ class Order(_DECL_BASE):
         self.ft_is_open = True
         if self.status in ('closed', 'canceled', 'cancelled'):
             self.ft_is_open = False
-            if order.get('filled', 0) > 0:
+            if (order.get('filled', 0.0) or 0.0) > 0:
                 self.order_filled_date = datetime.now(timezone.utc)
         self.order_update_date = datetime.now(timezone.utc)
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 105cee23a..d036b045e 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1224,6 +1224,11 @@ def test_update_order_from_ccxt(caplog):
     assert o.ft_is_open
     assert o.order_filled_date is None
 
+    # Order is unfilled, "filled" not set
+    # https://github.com/freqtrade/freqtrade/issues/5404
+    ccxt_order.update({'filled': None, 'remaining': 20.0, 'status': 'canceled'})
+    o.update_from_ccxt_object(ccxt_order)
+
     # Order has been closed
     ccxt_order.update({'filled': 20.0, 'remaining': 0.0, 'status': 'closed'})
     o.update_from_ccxt_object(ccxt_order)

From ae11be39706b37eb6733b12cee814cdf351b53d9 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 12 Aug 2021 14:47:01 -0400
Subject: [PATCH 1053/1386] manage None or string value returned by
 custom_entry_price and add unit test for those cases

---
 freqtrade/freqtradebot.py  | 12 ++++++++----
 tests/test_freqtradebot.py | 24 ++++++++++++++++++++++++
 2 files changed, 32 insertions(+), 4 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 99f5d2894..99fe1c5a3 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -479,13 +479,17 @@ class FreqtradeBot(LoggingMixin):
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
+            proposed_buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                       default_retval=buy_limit_requested)(
+                                                       default_retval=proposed_buy_rate)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                proposed_rate=buy_limit_requested)
+                proposed_rate=proposed_buy_rate)
 
-            buy_limit_requested = custom_entry_price
+            if custom_entry_price and (isinstance(custom_entry_price, int)
+                                       or isinstance(custom_entry_price, float)):
+                buy_limit_requested = custom_entry_price
+            else:
+                buy_limit_requested = proposed_buy_rate
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c73e51dec..69a4fa530 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -913,6 +913,30 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     assert trade
     assert trade.open_rate_requested == 0.77
 
+    # In case of custom entry price set to None
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '5567'
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: None
+
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_rate=MagicMock(return_value=10),
+    )
+
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[7]
+    assert trade
+    assert trade.open_rate_requested == 10
+
+    # In case of custom entry price not float type
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '5568'
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[8]
+    assert trade
+    assert trade.open_rate_requested == 10
+
 
 def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)

From b098ce4e76abe78f27fee9be8860399ebc831f7a Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 12 Aug 2021 15:13:14 -0400
Subject: [PATCH 1054/1386] add function get_valid_price to validate type of
 custom entry or exit price and use default proposed price if invalid

---
 freqtrade/freqtradebot.py | 29 +++++++++++++++++++++--------
 1 file changed, 21 insertions(+), 8 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 99fe1c5a3..99670d612 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -485,11 +485,7 @@ class FreqtradeBot(LoggingMixin):
                 pair=pair, current_time=datetime.now(timezone.utc),
                 proposed_rate=proposed_buy_rate)
 
-            if custom_entry_price and (isinstance(custom_entry_price, int)
-                                       or isinstance(custom_entry_price, float)):
-                buy_limit_requested = custom_entry_price
-            else:
-                buy_limit_requested = proposed_buy_rate
+            buy_limit_requested = self.get_valid_price(custom_entry_price, proposed_buy_rate)
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
@@ -1087,12 +1083,15 @@ class FreqtradeBot(LoggingMixin):
             limit = trade.stop_loss
 
         # set custom_exit_price if available
+        proposed_limit_rate = limit
         current_profit = trade.calc_profit_ratio(limit)
-        limit = strategy_safe_wrapper(self.strategy.custom_exit_price,
-                                      default_retval=limit)(
+        custom_exit_price = strategy_safe_wrapper(self.strategy.custom_exit_price,
+                                                  default_retval=proposed_limit_rate)(
             pair=trade.pair, trade=trade,
             current_time=datetime.now(timezone.utc),
-            proposed_rate=limit, current_profit=current_profit)
+            proposed_rate=proposed_limit_rate, current_profit=current_profit)
+
+        limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
 
         # First cancelling stoploss on exchange ...
         if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
@@ -1393,3 +1392,17 @@ class FreqtradeBot(LoggingMixin):
                                               amount=amount, fee_abs=fee_abs)
         else:
             return amount
+
+    def get_valid_price(self, custom_price: float, proposed_price: float) -> float:
+        """
+        Return the valid price.
+        Check if the custom price is of the good type if not return proposed_price
+        :return: valid price for the order
+        """
+        if custom_price and (isinstance(custom_price, int)
+                             or isinstance(custom_price, float)):
+            valid_price = custom_price
+        else:
+            valid_price = proposed_price
+
+        return valid_price

From dbf7f34ecb180672a79454817725b15d058e4480 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 12 Aug 2021 15:30:49 -0400
Subject: [PATCH 1055/1386] add unit test to function get_valid_price

---
 freqtrade/freqtradebot.py  | 10 +++++++---
 tests/test_freqtradebot.py | 24 ++++++++++++++++++++++++
 2 files changed, 31 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 99670d612..2225ddd89 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1399,9 +1399,13 @@ class FreqtradeBot(LoggingMixin):
         Check if the custom price is of the good type if not return proposed_price
         :return: valid price for the order
         """
-        if custom_price and (isinstance(custom_price, int)
-                             or isinstance(custom_price, float)):
-            valid_price = custom_price
+        if custom_price:
+            if isinstance(custom_price, int):
+                valid_price = float(custom_price)
+            elif isinstance(custom_price, float):
+                valid_price = custom_price
+            else:
+                valid_price = proposed_price
         else:
             valid_price = proposed_price
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 69a4fa530..a67f5b290 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4588,3 +4588,27 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
 
     freqtrade.refind_lost_order(trades[4])
     assert log_has(f"Error updating {order['id']}.", caplog)
+
+
+def test_get_valid_price(mocker, default_conf) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    freqtrade = FreqtradeBot(default_conf)
+
+    custom_price_string = "10"
+    custom_price_float = 10.0
+    custom_price_int = 10
+
+    proposed_price = 12.2
+
+    valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
+    valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
+    valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
+
+    assert isinstance(valid_price_from_string, float)
+    assert isinstance(valid_price_from_int, float)
+    assert isinstance(valid_price_from_float, float)
+
+    assert valid_price_from_string == proposed_price
+    assert valid_price_from_int == custom_price_int
+    assert valid_price_from_float == custom_price_float

From 20cc60bfde456dafd94bc59ab797018f62fb20ad Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Fri, 13 Aug 2021 11:06:15 -0400
Subject: [PATCH 1056/1386] update get_valid_price function and test cases to
 handle inputs with try catch

---
 freqtrade/freqtradebot.py  | 6 ++----
 tests/test_freqtradebot.py | 6 +++++-
 2 files changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2225ddd89..9a1b2ab0c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1400,11 +1400,9 @@ class FreqtradeBot(LoggingMixin):
         :return: valid price for the order
         """
         if custom_price:
-            if isinstance(custom_price, int):
+            try:
                 valid_price = float(custom_price)
-            elif isinstance(custom_price, float):
-                valid_price = custom_price
-            else:
+            except ValueError:
                 valid_price = proposed_price
         else:
             valid_price = proposed_price
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a67f5b290..a475ced48 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4596,19 +4596,23 @@ def test_get_valid_price(mocker, default_conf) -> None:
     freqtrade = FreqtradeBot(default_conf)
 
     custom_price_string = "10"
+    custom_price_badstring = "10abc"
     custom_price_float = 10.0
     custom_price_int = 10
 
     proposed_price = 12.2
 
     valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
+    valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
     valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
     valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
 
     assert isinstance(valid_price_from_string, float)
+    assert isinstance(valid_price_from_badstring, float)
     assert isinstance(valid_price_from_int, float)
     assert isinstance(valid_price_from_float, float)
 
-    assert valid_price_from_string == proposed_price
+    assert valid_price_from_string == custom_price_float
+    assert valid_price_from_badstring == proposed_price
     assert valid_price_from_int == custom_price_int
     assert valid_price_from_float == custom_price_float

From 0a6c0c429ae5fb354a06d8409231216aa387e0f6 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Fri, 13 Aug 2021 11:12:33 -0400
Subject: [PATCH 1057/1386] add a note concerning default custom entry or exit
 price in documentation

---
 docs/strategy-advanced.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index f59cb8ef5..17fdddc37 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -363,6 +363,9 @@ By default, freqtrade use the orderbook to automatically set an order price, you
 
 You can use this feature by creating a custom_entry_price function in your strategy file to customize entry prices and custom_exit_price for exits.
 
+!!!Note
+If your custom pricing function return None or an invalid value, a default entry or exit price will be chosen based on the current rate.
+
 ### Custom order entry and exit price exemple
 ``` python
 from datetime import datetime, timedelta, timezone

From c7147311f8d75635cff229ceccc88656903da045 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 13 Aug 2021 17:14:38 +0200
Subject: [PATCH 1058/1386] Fix json syntax error in config template

---
 freqtrade/templates/base_config.json.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 03a6c4855..a5782f7cd 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -25,7 +25,7 @@
     "ask_strategy": {
         "price_side": "ask",
         "use_order_book": true,
-        "order_book_top": 1,
+        "order_book_top": 1
     },
     {{ exchange | indent(4) }},
     "pairlists": [

From db5a9443967eae8c0ed97229d5a510a3ffe14715 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 08:46:19 +0200
Subject: [PATCH 1059/1386] Cleanup GHA node after building images

---
 build_helpers/publish_docker_arm64.sh | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index 08793d339..e7b69b2dc 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -74,7 +74,5 @@ fi
 
 docker images
 
-if [ $? -ne 0 ]; then
-    echo "failed building image"
-    return 1
-fi
+# Cleanup old images from arm64 node.
+docker image prune -a --force --filter "until=24h"

From bb472ff98b06a8ae4059b742e56b22f1d2aca244 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 08:47:14 +0200
Subject: [PATCH 1060/1386] Improve new-exchange documentation

---
 docs/developer.md | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/docs/developer.md b/docs/developer.md
index dd56a367c..bd138212b 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -240,11 +240,18 @@ The `IProtection` parent class provides a helper method for this in `calculate_l
 !!! Note
     This section is a Work in Progress and is not a complete guide on how to test a new exchange with Freqtrade.
 
+!!! Note
+    Make sure to use an up-to-date version of CCXT before running any of the below tests.
+    You can get the latest version of ccxt by running `pip install -U ccxt` with activated virtual environment.
+    Native docker is not supported for these tests, however the available dev-container will support all required actions and eventually necessary changes.
+
 Most exchanges supported by CCXT should work out of the box.
 
 To quickly test the public endpoints of an exchange, add a configuration for your exchange to `test_ccxt_compat.py` and run these tests with `pytest --longrun tests/exchange/test_ccxt_compat.py`.
 Completing these tests successfully a good basis point (it's a requirement, actually), however these won't guarantee correct exchange functioning, as this only tests public endpoints, but no private endpoint (like generate order or similar).
 
+Also try to use `freqtrade download-data` for an extended timerange and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
+
 ### Stoploss On Exchange
 
 Check if the new exchange supports Stoploss on Exchange orders through their API.

From 0f7ddabec80428e80f036618e65d4e72d7605af7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 09:05:03 +0200
Subject: [PATCH 1061/1386] Slightly reword documentation

---
 docs/bot-basics.md        |  5 +++--
 docs/strategy-advanced.md | 24 +++++++++++++++---------
 2 files changed, 18 insertions(+), 11 deletions(-)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 943af0362..b34594f46 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -36,11 +36,12 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
   * Calls `check_sell_timeout()` strategy callback for open sell orders.
 * Verifies existing positions and eventually places sell orders.
   * Considers stoploss, ROI and sell-signal.
-  * Determine sell-price based on `ask_strategy` configuration setting.
+  * Determine sell-price based on `ask_strategy` configuration setting or by using the `custom_exit_price()` callback.
   * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
 * Check if trade-slots are still available (if `max_open_trades` is reached).
 * Verifies buy signal trying to enter new positions.
-  * Determine buy-price based on `bid_strategy` configuration setting.
+  * Determine buy-price based on `bid_strategy` configuration setting, or by using the `custom_entry_price()` callback.
+  * Determine stake size by calling the `custom_stake_amount()` callback.
   * Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
 
 This loop will be repeated again and again until the bot is stopped.
diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 17fdddc37..e53f20693 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -359,14 +359,15 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 ## Custom order price rules
 
-By default, freqtrade use the orderbook to automatically set an order price, you also have the option to create custom order prices based on your strategy.
+By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
 
-You can use this feature by creating a custom_entry_price function in your strategy file to customize entry prices and custom_exit_price for exits.
+You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and custom_exit_price for exits.
 
-!!!Note
-If your custom pricing function return None or an invalid value, a default entry or exit price will be chosen based on the current rate.
+!!! Note
+    If your custom pricing function return None or an invalid value, price will fall back to `proposed_rate`, which is based on the regular pricing configuration.
+
+### Custom order entry and exit price example
 
-### Custom order entry and exit price exemple
 ``` python
 from datetime import datetime, timedelta, timezone
 from freqtrade.persistence import Trade
@@ -380,9 +381,9 @@ class AwesomeStrategy(IStrategy):
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
-        proposed_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+        new_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
         
-        return proposed_entryprice
+        return new_entryprice
 
     def custom_exit_price(self, pair: str, trade: Trade,
                           current_time: datetime, proposed_rate: float,
@@ -390,12 +391,17 @@ class AwesomeStrategy(IStrategy):
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
-        proposed_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
+        new_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
         
-        return proposed_exitprice
+        return new_exitprice
 
 ```
 
+!!! Warning
+    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders.
+
+!!! Warning "No backtesting support"
+    Custom entry-prices are currently not supported during backtesting.
 
 ## Custom order timeout rules
 

From 123971d2713a65d51421f46958ac481e03d9f518 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 16:02:12 +0200
Subject: [PATCH 1062/1386] Don't change passed in parameter variable

---
 freqtrade/rpc/api_server/api_v1.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index f2361fda8..7e613f184 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -223,11 +223,11 @@ def list_strategies(config=Depends(get_config)):
 @router.get('/strategy/{strategy}', response_model=StrategyResponse, tags=['strategy'])
 def get_strategy(strategy: str, config=Depends(get_config)):
 
-    config = deepcopy(config)
+    config_ = deepcopy(config)
     from freqtrade.resolvers.strategy_resolver import StrategyResolver
     try:
-        strategy_obj = StrategyResolver._load_strategy(strategy, config,
-                                                       extra_dir=config.get('strategy_path'))
+        strategy_obj = StrategyResolver._load_strategy(strategy, config_,
+                                                       extra_dir=config_.get('strategy_path'))
     except OperationalException:
         raise HTTPException(status_code=404, detail='Strategy not found')
 

From 88172fab824c50c9ccba0585137351e1ce031d73 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 15:45:02 +0200
Subject: [PATCH 1063/1386] Allow "detailed" backtesting timeframe to look into
 the candle

---
 freqtrade/commands/arguments.py          |  2 +-
 freqtrade/commands/cli_options.py        |  4 ++
 freqtrade/configuration/configuration.py |  3 ++
 freqtrade/optimize/backtesting.py        | 54 ++++++++++++++++++++++--
 4 files changed, 58 insertions(+), 5 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 1143db394..a10ea5568 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -22,7 +22,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee", "pairs"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
-                                        "enable_protections", "dry_run_wallet",
+                                        "enable_protections", "dry_run_wallet", "detail_timeframe",
                                         "strategy_list", "export", "exportfilename"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 215ed3f6e..a168a44cf 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -135,6 +135,10 @@ AVAILABLE_CLI_OPTIONS = {
         help='Override the value of the `stake_amount` configuration setting.',
     ),
     # Backtesting
+    "detail_timeframe": Arg(
+        '--timeframe-detail',
+        help='Specify detail timeframe for backtesting (`1m`, `5m`, `30m`, `1h`, `1d`).',
+    ),
     "position_stacking": Arg(
         '--eps', '--enable-position-stacking',
         help='Allow buying the same pair multiple times (position stacking).',
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 4dd5b7203..1d95dfb03 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -242,6 +242,9 @@ class Configuration:
             except ValueError:
                 pass
 
+        self._args_to_config(config, argname='detail_timeframe',
+                             logstring='Parameter --detail-timeframe detected, '
+                             'using {} for intra-candle backtesting')
         self._args_to_config(config, argname='stake_amount',
                              logstring='Parameter --stake-amount detected, '
                              'overriding stake_amount to: {} ...')
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index eecc7af54..2106f76c6 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -86,6 +86,16 @@ class Backtesting:
                                        "configuration or as cli argument `--timeframe 5m`")
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
+        # Load detail timeframe if specified
+        self.timeframe_detail = str(self.config.get('detail_timeframe', ''))
+        if self.timeframe_detail:
+            self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
+            if self.timeframe_min <= self.timeframe_detail_min:
+                raise OperationalException(
+                    "Detail timeframe must be smaller than strategy timeframe.")
+
+        else:
+            self.timeframe_detail_min = 0
 
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
@@ -158,7 +168,7 @@ class Backtesting:
                 conf['protections'] = strategy.protections
             self.protections = ProtectionManager(self.config, strategy.protections)
 
-    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
+    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange, Dict[str, DataFrame]]:
         """
         Loads backtest data and returns the data combined with the timerange
         as tuple.
@@ -174,6 +184,18 @@ class Backtesting:
             fail_without_data=True,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
         )
+        if self.timeframe_detail:
+            detail_data = history.load_data(
+                datadir=self.config['datadir'],
+                pairs=self.pairlists.whitelist,
+                timeframe=self.timeframe_detail,
+                timerange=self.timerange,
+                startup_candles=0,
+                fail_without_data=True,
+                data_format=self.config.get('dataformat_ohlcv', 'json'),
+            )
+        else:
+            detail_data = None
 
         min_date, max_date = history.get_timerange(data)
 
@@ -186,7 +208,7 @@ class Backtesting:
                                                  self.required_startup, min_date)
 
         self.progress.set_new_value(1)
-        return data, self.timerange
+        return data, self.timerange, detail_data
 
     def prepare_backtest(self, enable_protections):
         """
@@ -318,7 +340,8 @@ class Backtesting:
         else:
             return sell_row[OPEN_IDX]
 
-    def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
+    def _get_sell_trade_entry_for_candle(self, trade: LocalTrade,
+                                         sell_row: Tuple) -> Optional[LocalTrade]:
         sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
         sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
                                          sell_candle_time, sell_row[BUY_IDX],
@@ -346,6 +369,29 @@ class Backtesting:
 
         return None
 
+    def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
+        if self.timeframe_detail:
+            sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
+            sell_candle_end = sell_candle_time + timedelta(minutes=self.timeframe_min)
+
+            detail_data = self.detail_data[trade.pair]
+            detail_data = detail_data.loc[
+                (detail_data['date'] >= sell_candle_time) &
+                (detail_data['date'] < sell_candle_end)
+             ]
+            detail_data['buy'] = sell_row[BUY_IDX]
+            detail_data['sell'] = sell_row[SELL_IDX]
+            headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
+            for det_row in detail_data[headers].values.tolist():
+                res = self._get_sell_trade_entry_for_candle(trade, det_row)
+                if res:
+                    return res
+
+            return None
+
+        else:
+            return self._get_sell_trade_entry_for_candle(trade, sell_row)
+
     def _enter_trade(self, pair: str, row: List) -> Optional[LocalTrade]:
         try:
             stake_amount = self.wallets.get_trade_stake_amount(pair, None)
@@ -591,7 +637,7 @@ class Backtesting:
         """
         data: Dict[str, Any] = {}
 
-        data, timerange = self.load_bt_data()
+        data, timerange, self.detail_data = self.load_bt_data()
         logger.info("Dataload complete. Calculating indicators")
 
         for strat in self.strategylist:

From 8405ccc15eff2de0eb9183dd8d5243e60552559c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 15:34:43 +0200
Subject: [PATCH 1064/1386] Seperate detail data loading from regular
 backest-data loading

---
 freqtrade/commands/arguments.py          |  2 +-
 freqtrade/commands/cli_options.py        |  2 +-
 freqtrade/configuration/configuration.py |  4 +--
 freqtrade/optimize/backtesting.py        | 39 ++++++++++++++----------
 freqtrade/optimize/optimize_reports.py   |  1 +
 freqtrade/rpc/api_server/api_backtest.py |  3 ++
 freqtrade/rpc/api_server/api_schemas.py  |  1 +
 7 files changed, 32 insertions(+), 20 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index a10ea5568..899998310 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -22,7 +22,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee", "pairs"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
-                                        "enable_protections", "dry_run_wallet", "detail_timeframe",
+                                        "enable_protections", "dry_run_wallet", "timeframe_detail",
                                         "strategy_list", "export", "exportfilename"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index a168a44cf..8f10bbd0a 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -135,7 +135,7 @@ AVAILABLE_CLI_OPTIONS = {
         help='Override the value of the `stake_amount` configuration setting.',
     ),
     # Backtesting
-    "detail_timeframe": Arg(
+    "timeframe_detail": Arg(
         '--timeframe-detail',
         help='Specify detail timeframe for backtesting (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 1d95dfb03..b3dfebe86 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -242,9 +242,9 @@ class Configuration:
             except ValueError:
                 pass
 
-        self._args_to_config(config, argname='detail_timeframe',
+        self._args_to_config(config, argname='timeframe_detail',
                              logstring='Parameter --detail-timeframe detected, '
-                             'using {} for intra-candle backtesting')
+                             'using {} for intra-candle backtesting ...')
         self._args_to_config(config, argname='stake_amount',
                              logstring='Parameter --stake-amount detected, '
                              'overriding stake_amount to: {} ...')
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 2106f76c6..156ff48be 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -87,7 +87,7 @@ class Backtesting:
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
         # Load detail timeframe if specified
-        self.timeframe_detail = str(self.config.get('detail_timeframe', ''))
+        self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
         if self.timeframe_detail:
             self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
             if self.timeframe_min <= self.timeframe_detail_min:
@@ -96,6 +96,7 @@ class Backtesting:
 
         else:
             self.timeframe_detail_min = 0
+        self.detail_data: Dict[str, DataFrame] = {}
 
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
@@ -168,7 +169,7 @@ class Backtesting:
                 conf['protections'] = strategy.protections
             self.protections = ProtectionManager(self.config, strategy.protections)
 
-    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange, Dict[str, DataFrame]]:
+    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
         """
         Loads backtest data and returns the data combined with the timerange
         as tuple.
@@ -184,18 +185,6 @@ class Backtesting:
             fail_without_data=True,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
         )
-        if self.timeframe_detail:
-            detail_data = history.load_data(
-                datadir=self.config['datadir'],
-                pairs=self.pairlists.whitelist,
-                timeframe=self.timeframe_detail,
-                timerange=self.timerange,
-                startup_candles=0,
-                fail_without_data=True,
-                data_format=self.config.get('dataformat_ohlcv', 'json'),
-            )
-        else:
-            detail_data = None
 
         min_date, max_date = history.get_timerange(data)
 
@@ -208,7 +197,24 @@ class Backtesting:
                                                  self.required_startup, min_date)
 
         self.progress.set_new_value(1)
-        return data, self.timerange, detail_data
+        return data, self.timerange
+
+    def load_bt_data_detail(self) -> None:
+        """
+        Loads backtest detail data (smaller timeframe) if necessary.
+        """
+        if self.timeframe_detail:
+            self.detail_data = history.load_data(
+                datadir=self.config['datadir'],
+                pairs=self.pairlists.whitelist,
+                timeframe=self.timeframe_detail,
+                timerange=self.timerange,
+                startup_candles=0,
+                fail_without_data=True,
+                data_format=self.config.get('dataformat_ohlcv', 'json'),
+            )
+        else:
+            self.detail_data = {}
 
     def prepare_backtest(self, enable_protections):
         """
@@ -637,7 +643,8 @@ class Backtesting:
         """
         data: Dict[str, Any] = {}
 
-        data, timerange, self.detail_data = self.load_bt_data()
+        data, timerange = self.load_bt_data()
+        self.load_bt_data_detail()
         logger.info("Dataload complete. Calculating indicators")
 
         for strat in self.strategylist:
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 7bb60228a..8bde48670 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -368,6 +368,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'max_open_trades_setting': (config['max_open_trades']
                                     if config['max_open_trades'] != float('inf') else -1),
         'timeframe': config['timeframe'],
+        'timeframe_detail': config.get('timeframe_detail', ''),
         'timerange': config.get('timerange', ''),
         'enable_protections': config.get('enable_protections', False),
         'strategy_name': strategy,
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 2fa66645b..4623c187e 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -46,11 +46,14 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
             if (
                 not ApiServer._bt
                 or lastconfig.get('timeframe') != strat.timeframe
+                or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
                 or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
                 or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
+                if ApiServer._bt.timeframe_detail:
+                    ApiServer._bt.load_bt_data_detail()
 
             # Only reload data if timeframe changed.
             if (
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 318762136..3adbebc16 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -324,6 +324,7 @@ class PairHistory(BaseModel):
 class BacktestRequest(BaseModel):
     strategy: str
     timeframe: Optional[str]
+    timeframe_detail: Optional[str]
     timerange: Optional[str]
     max_open_trades: Optional[int]
     stake_amount: Optional[Union[float, str]]

From 3406b889b62fbf39ee4dd3b334ae669e0ebd8d1b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 16:56:49 +0200
Subject: [PATCH 1065/1386] First test

---
 freqtrade/configuration/configuration.py |   2 +-
 tests/optimize/test_backtesting.py       | 108 +++++++++++++++++++++++
 2 files changed, 109 insertions(+), 1 deletion(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index b3dfebe86..94b108f2b 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -243,7 +243,7 @@ class Configuration:
                 pass
 
         self._args_to_config(config, argname='timeframe_detail',
-                             logstring='Parameter --detail-timeframe detected, '
+                             logstring='Parameter --timeframe-detail detected, '
                              'using {} for intra-candle backtesting ...')
         self._args_to_config(config, argname='stake_amount',
                              logstring='Parameter --stake-amount detected, '
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 998b2d837..1b3fede72 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -441,6 +441,15 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
     with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
         Backtesting(default_conf)
 
+    default_conf.update({
+        'pairlists': [{"method": "StaticPairList"}],
+        'timeframe_detail': '1d',
+    })
+
+    with pytest.raises(OperationalException,
+                       match='Detail timeframe must be smaller than strategy timeframe.'):
+        Backtesting(default_conf)
+
 
 def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@@ -1042,3 +1051,102 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     assert 'LEFT OPEN TRADES REPORT' in captured.out
     assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out
+
+
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
+                                                  caplog, testdatadir, capsys):
+    # Tests detail-data loading
+    default_conf.update({
+        "use_sell_signal": True,
+        "sell_profit_only": False,
+        "sell_profit_offset": 0.0,
+        "ignore_roi_if_buy_signal": False,
+    })
+    patch_exchange(mocker)
+    result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
+                            'profit_ratio': [0.0, 0.0],
+                            'profit_abs': [0.0, 0.0],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00', ], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00', ], utc=True),
+                            'trade_duration': [235, 40],
+                            'is_open': [False, False],
+                            'stake_amount': [0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485],
+                            'close_rate': [0.104969, 0.103541],
+                            'sell_reason': [SellType.ROI, SellType.ROI]
+                            })
+    result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
+                            'profit_ratio': [0.03, 0.01, 0.1],
+                            'profit_abs': [0.01, 0.02, 0.2],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00',
+                                                         '2018-01-30 05:30:00'], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00',
+                                                          '2018-01-30 08:30:00'], utc=True),
+                            'trade_duration': [47, 40, 20],
+                            'is_open': [False, False, False],
+                            'stake_amount': [0.01, 0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485, 0.122541],
+                            'close_rate': [0.104969, 0.103541, 0.123541],
+                            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+                            })
+    backtestmock = MagicMock(side_effect=[
+        {
+            'results': result1,
+            'config': default_conf,
+            'locks': [],
+            'rejected_signals': 20,
+            'final_balance': 1000,
+        },
+        {
+            'results': result2,
+            'config': default_conf,
+            'locks': [],
+            'rejected_signals': 20,
+            'final_balance': 1000,
+        }
+    ])
+    mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['XRP/ETH']))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        'backtesting',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
+        '--timeframe', '5m',
+        '--timeframe-detail', '1m',
+        '--strategy-list',
+        'DefaultStrategy'
+        ]
+    args = get_args(args)
+    start_backtesting(args)
+
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Parameter -i/--timeframe detected ... Using timeframe: 5m ...',
+        'Parameter --timeframe-detail detected, using 1m for intra-candle backtesting ...',
+        f'Using data directory: {testdatadir} ...',
+        'Loading data from 2019-10-11 00:00:00 '
+        'up to 2019-10-13 11:10:00 (2 days).',
+        'Backtesting with data from 2019-10-11 01:40:00 '
+        'up to 2019-10-13 11:10:00 (2 days).',
+        'Running backtesting for Strategy DefaultStrategy',
+    ]
+
+    for line in exists:
+        assert log_has(line, caplog)
+
+    captured = capsys.readouterr()
+    assert 'BACKTESTING REPORT' in captured.out
+    assert 'SELL REASON STATS' in captured.out
+    assert 'LEFT OPEN TRADES REPORT' in captured.out

From fa4ec9f83e337b4bd0bee1ca798a4e6c310758c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 17:36:02 +0200
Subject: [PATCH 1066/1386] Add explicit test for get_sell_trade_entry

---
 freqtrade/optimize/backtesting.py  |  5 +-
 tests/optimize/test_backtesting.py | 88 +++++++++++++++++++++++++++++-
 2 files changed, 89 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 156ff48be..4b52e104b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -376,7 +376,7 @@ class Backtesting:
         return None
 
     def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
-        if self.timeframe_detail:
+        if self.timeframe_detail and trade.pair in self.detail_data:
             sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
             sell_candle_end = sell_candle_time + timedelta(minutes=self.timeframe_min)
 
@@ -385,6 +385,9 @@ class Backtesting:
                 (detail_data['date'] >= sell_candle_time) &
                 (detail_data['date'] < sell_candle_end)
              ]
+            if len(detail_data) == 0:
+                # Fall back to "regular" data if no detail data was found for this candle
+                return self._get_sell_trade_entry_for_candle(trade, sell_row)
             detail_data['buy'] = sell_row[BUY_IDX]
             detail_data['sell'] = sell_row[SELL_IDX]
             headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 1b3fede72..1b4285339 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1,7 +1,7 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
 import random
-from datetime import timedelta
+from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 
@@ -500,7 +500,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     pair = 'UNITTEST/BTC'
     row = [
         pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
-        1,  # Sell
+        1,  # Buy
         0.001,  # Open
         0.0011,  # Close
         0,  # Sell
@@ -548,6 +548,88 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     backtesting.cleanup()
 
 
+def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
+    default_conf['use_sell_signal'] = False
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    patch_exchange(mocker)
+    default_conf['timeframe_detail'] = '1m'
+    default_conf['max_open_trades'] = 2
+    backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
+    pair = 'UNITTEST/BTC'
+    row = [
+        pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=timezone.utc),
+        1,  # Buy
+        200,  # Open
+        201,  # Close
+        0,  # Sell
+        195,  # Low
+        201.5,  # High
+        '',  # Buy Signal Name
+    ]
+
+    trade = backtesting._enter_trade(pair, row=row)
+    assert isinstance(trade, LocalTrade)
+
+    row_sell = [
+        pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
+        0,  # Buy
+        200,  # Open
+        201,  # Close
+        0,  # Sell
+        195,  # Low
+        210.5,  # High
+        '',  # Buy Signal Name
+    ]
+    row_detail = pd.DataFrame(
+        [
+            [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
+                1, 200, 199, 0, 197, 200.1, '',
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=1, tzinfo=timezone.utc),
+                0, 199, 199.5, 0, 199, 199.7, '',
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=2, tzinfo=timezone.utc),
+                0, 199.5, 200.5, 0, 199, 200.8, '',
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=3, tzinfo=timezone.utc),
+                0, 200.5, 210.5, 0, 193, 210.5, '',  # ROI sell (?)
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=4, tzinfo=timezone.utc),
+                0, 200, 199, 0, 193, 200.1, '',
+            ],
+        ], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"]
+    )
+
+    # No data available.
+    res = backtesting._get_sell_trade_entry(trade, row_sell)
+    assert res is not None
+    assert res.sell_reason == SellType.ROI.value
+    assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
+
+    # Enter new trade
+    trade = backtesting._enter_trade(pair, row=row)
+    assert isinstance(trade, LocalTrade)
+    # Assign empty ... no result.
+    backtesting.detail_data[pair] = pd.DataFrame(
+        [], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"])
+
+    res = backtesting._get_sell_trade_entry(trade, row)
+    assert res is None
+
+    # Assign backtest-detail data
+    backtesting.detail_data[pair] = row_detail
+
+    res = backtesting._get_sell_trade_entry(trade, row_sell)
+    assert res is not None
+    assert res.sell_reason == SellType.ROI.value
+    # Sell at minute 3 (not available above!)
+    assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc)
+    assert round(res.close_rate, 3) == round(209.0225, 3)
+
+
 def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
@@ -1127,7 +1209,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
         '--timeframe-detail', '1m',
         '--strategy-list',
         'DefaultStrategy'
-        ]
+    ]
     args = get_args(args)
     start_backtesting(args)
 

From 4f10a885290c5703e0f93e6880db8af757e20fca Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 15 Aug 2021 15:14:53 +0200
Subject: [PATCH 1067/1386] Reduce verbosity when incompatible pairs are
 detected

---
 freqtrade/plugins/pairlist/IPairList.py | 14 ++++++++------
 1 file changed, 8 insertions(+), 6 deletions(-)

diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index bfde2ace0..0155f918b 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -150,18 +150,20 @@ class IPairList(LoggingMixin, ABC):
         for pair in pairlist:
             # pair is not in the generated dynamic market or has the wrong stake currency
             if pair not in markets:
-                logger.warning(f"Pair {pair} is not compatible with exchange "
-                               f"{self._exchange.name}. Removing it from whitelist..")
+                self.log_once(f"Pair {pair} is not compatible with exchange "
+                              f"{self._exchange.name}. Removing it from whitelist..",
+                              logger.warning)
                 continue
 
             if not self._exchange.market_is_tradable(markets[pair]):
-                logger.warning(f"Pair {pair} is not tradable with Freqtrade."
-                               "Removing it from whitelist..")
+                self.log_once(f"Pair {pair} is not tradable with Freqtrade."
+                              "Removing it from whitelist..", logger.warning)
                 continue
 
             if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
-                logger.warning(f"Pair {pair} is not compatible with your stake currency "
-                               f"{self._config['stake_currency']}. Removing it from whitelist..")
+                self.log_once(f"Pair {pair} is not compatible with your stake currency "
+                              f"{self._config['stake_currency']}. Removing it from whitelist..",
+                              logger.warning)
                 continue
 
             # Check if market is active

From ed6776c5cdb8d2472cb0ef3669e3b4b4fe987021 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 15 Aug 2021 17:06:16 +0200
Subject: [PATCH 1068/1386] Fix disappearing pairlist bug

---
 freqtrade/plugins/pairlist/VolumePairList.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 901fde2d0..8d01aeee1 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -126,7 +126,7 @@ class VolumePairList(IPairList):
             pairlist = [s['symbol'] for s in filtered_tickers]
 
             pairlist = self.filter_pairlist(pairlist, tickers)
-            self._pair_cache['pairlist'] = pairlist
+            self._pair_cache['pairlist'] = pairlist.copy()
 
         return pairlist
 

From 322ea2481e7be80355199d803aab29bf5f52d827 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 15 Aug 2021 19:28:36 +0200
Subject: [PATCH 1069/1386] Add log-message for edge-case

---
 freqtrade/plugins/pairlist/rangestabilityfilter.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index ef7f2cbcb..3e5a002ff 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -120,5 +120,6 @@ class RangeStabilityFilter(IPairList):
                         logger.info)
                     result = False
             self._pair_cache[pair] = result
-
+        else:
+            self.log_once(f"Removed {pair} from whitelist, no candles found.", logger.info)
         return result

From dda82765893d4474e4a90d0b274dfab36939c382 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 15 Aug 2021 20:01:54 +0200
Subject: [PATCH 1070/1386] Update documentation for sell_profit_offset

As highlighed in #5393
---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index fd4806fe6..fab3004a5 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -105,7 +105,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ask_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
+| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
 | `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict

From 37d4545123cbfbf5e52cddf703396a38105f9157 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:06 +0000
Subject: [PATCH 1071/1386] Bump ccxt from 1.54.74 to 1.55.6

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.54.74 to 1.55.6.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.54.74...1.55.6)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 0e107d8e0..3880e3ced 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.54.74
+ccxt==1.55.6
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From e7b6a996dffbdffdfd9ab5a9de1ca87fdb5f91e5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:10 +0000
Subject: [PATCH 1072/1386] Bump mkdocs-material from 7.2.2 to 7.2.4

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.2 to 7.2.4.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.2...7.2.4)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 047821f2d..8fa7341c9 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.2
+mkdocs-material==7.2.4
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 7125793249cb1cb6b97b2206fe8580c07150d04d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:16 +0000
Subject: [PATCH 1073/1386] Bump uvicorn from 0.14.0 to 0.15.0

Bumps [uvicorn](https://github.com/encode/uvicorn) from 0.14.0 to 0.15.0.
- [Release notes](https://github.com/encode/uvicorn/releases)
- [Changelog](https://github.com/encode/uvicorn/blob/master/CHANGELOG.md)
- [Commits](https://github.com/encode/uvicorn/compare/0.14.0...0.15.0)

---
updated-dependencies:
- dependency-name: uvicorn
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 0e107d8e0..ae6b24eb5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -32,7 +32,7 @@ sdnotify==0.3.2
 
 # API Server
 fastapi==0.68.0
-uvicorn==0.14.0
+uvicorn==0.15.0
 pyjwt==2.1.0
 aiofiles==0.7.0
 

From d8607b2ce880163027f6736702934c94949257f4 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:18 +0000
Subject: [PATCH 1074/1386] Bump flake8-tidy-imports from 4.3.0 to 4.4.1

Bumps [flake8-tidy-imports](https://github.com/adamchainz/flake8-tidy-imports) from 4.3.0 to 4.4.1.
- [Release notes](https://github.com/adamchainz/flake8-tidy-imports/releases)
- [Changelog](https://github.com/adamchainz/flake8-tidy-imports/blob/main/HISTORY.rst)
- [Commits](https://github.com/adamchainz/flake8-tidy-imports/compare/4.3.0...4.4.1)

---
updated-dependencies:
- dependency-name: flake8-tidy-imports
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 9629bbea1..b20cb6693 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -6,7 +6,7 @@
 coveralls==3.2.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
-flake8-tidy-imports==4.3.0
+flake8-tidy-imports==4.4.1
 mypy==0.910
 pytest==6.2.4
 pytest-asyncio==0.15.1

From a10fd6690675d481f26df78d0fa3f9147684140e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:21 +0000
Subject: [PATCH 1075/1386] Bump plotly from 5.1.0 to 5.2.1

Bumps [plotly](https://github.com/plotly/plotly.py) from 5.1.0 to 5.2.1.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.1.0...v5.2.1)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index e03fd4d66..d835ed5d9 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.1.0
+plotly==5.2.1
 

From 3878e5186e19a3f5fbe3f14c1b6300320891496e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:34 +0000
Subject: [PATCH 1076/1386] Bump numpy from 1.21.1 to 1.21.2

Bumps [numpy](https://github.com/numpy/numpy) from 1.21.1 to 1.21.2.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.21.1...v1.21.2)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 0e107d8e0..1d0951e6d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.21.1
+numpy==1.21.2
 pandas==1.3.1
 
 ccxt==1.54.74

From 108a6cb897342e4f436d41f845dc9d0198e58770 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 04:28:42 +0000
Subject: [PATCH 1077/1386] Bump pandas from 1.3.1 to 1.3.2

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.1 to 1.3.2.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.3.1...v1.3.2)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 863475d86..e93e6211f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.2
-pandas==1.3.1
+pandas==1.3.2
 
 ccxt==1.55.6
 # Pin cryptography for now due to rust build errors with piwheels

From abddb3ef257e6046b65595b0da2d19145adebccc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 06:38:36 +0200
Subject: [PATCH 1078/1386] Add test for directory traversal

---
 tests/rpc/test_rpc_apiserver.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 1517b6fcc..edf5ce3c5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -109,6 +109,10 @@ def test_api_ui_fallback(botclient):
     rc = client_get(client, "/something")
     assert rc.status_code == 200
 
+    rc = client_get(client, '%2F%2F%2Fetc/passwd')
+    assert rc.status_code == 200
+    assert '`freqtrade install-ui`' in rc.text
+
 
 def test_api_ui_version(botclient, mocker):
     ftbot, client = botclient

From 6b2ef36a567a4aba47113fb56dfa9377f70797ad Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 06:45:43 +0200
Subject: [PATCH 1079/1386] Prevent directory traversal in UI Serving

Checking for directory base

closes #5427
---
 freqtrade/rpc/api_server/web_ui.py | 7 +++++--
 tests/rpc/test_rpc_apiserver.py    | 1 +
 2 files changed, 6 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index 76c8ed8f2..0168930cf 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -37,8 +37,11 @@ async def index_html(rest_of_path: str):
     if rest_of_path.startswith('api') or rest_of_path.startswith('.'):
         raise HTTPException(status_code=404, detail="Not Found")
     uibase = Path(__file__).parent / 'ui/installed/'
-    if (uibase / rest_of_path).is_file():
-        return FileResponse(str(uibase / rest_of_path))
+    filename = uibase / rest_of_path
+    # It's security relevant to check "relative_to".
+    # Without this, Directory-traversal is possible.
+    if filename.is_file() and filename.is_relative_to(uibase):
+        return FileResponse(str(filename))
 
     index_file = uibase / 'index.html'
     if not index_file.is_file():
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index edf5ce3c5..3d02e8188 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -109,6 +109,7 @@ def test_api_ui_fallback(botclient):
     rc = client_get(client, "/something")
     assert rc.status_code == 200
 
+    # Test directory traversal
     rc = client_get(client, '%2F%2F%2Fetc/passwd')
     assert rc.status_code == 200
     assert '`freqtrade install-ui`' in rc.text

From 4b65206e6b8e19ef7696a8f7daaad3a441aa352e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 07:08:50 +0200
Subject: [PATCH 1080/1386] Add compat code for is_relative_to

---
 freqtrade/rpc/api_server/web_ui.py | 11 ++++++++++-
 1 file changed, 10 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index 0168930cf..9aae0afae 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -29,6 +29,15 @@ async def ui_version():
     }
 
 
+def is_relative_to(path, base) -> bool:
+    # Helper function simulating behaviour of is_relative_to, which was only added in python 3.9
+    try:
+        path.relative_to(base)
+    except ValueError:
+        pass
+    return False
+
+
 @router_ui.get('/{rest_of_path:path}', include_in_schema=False)
 async def index_html(rest_of_path: str):
     """
@@ -40,7 +49,7 @@ async def index_html(rest_of_path: str):
     filename = uibase / rest_of_path
     # It's security relevant to check "relative_to".
     # Without this, Directory-traversal is possible.
-    if filename.is_file() and filename.is_relative_to(uibase):
+    if filename.is_file() and is_relative_to(filename, uibase):
         return FileResponse(str(filename))
 
     index_file = uibase / 'index.html'

From 4115121c249077ff123c2d15ac22df62ed375ed4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 07:26:58 +0200
Subject: [PATCH 1081/1386] Fix missing return statement in is_Relative_to

---
 freqtrade/rpc/api_server/web_ui.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index 9aae0afae..b04269c61 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -33,6 +33,7 @@ def is_relative_to(path, base) -> bool:
     # Helper function simulating behaviour of is_relative_to, which was only added in python 3.9
     try:
         path.relative_to(base)
+        return True
     except ValueError:
         pass
     return False

From f24a951ec5cbc5ee3804d5eddfbf692acff07aeb Mon Sep 17 00:00:00 2001
From: slowy07 <slowy.arfy@gmail.com>
Date: Mon, 16 Aug 2021 19:16:24 +0700
Subject: [PATCH 1082/1386] fix: typo spelling grammar

---
 docs/exchanges.md                 | 2 +-
 docs/strategy_analysis_example.md | 2 +-
 freqtrade/data/btanalysis.py      | 2 +-
 freqtrade/data/converter.py       | 4 ++--
 freqtrade/exchange/exchange.py    | 2 +-
 freqtrade/freqtradebot.py         | 2 +-
 freqtrade/plot/plotting.py        | 2 +-
 freqtrade/rpc/rpc.py              | 2 +-
 tests/data/test_converter.py      | 2 +-
 tests/data/test_dataprovider.py   | 2 +-
 tests/data/test_history.py        | 6 +++---
 tests/strategy/test_interface.py  | 2 +-
 12 files changed, 15 insertions(+), 15 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 29b9bb533..5f54a524e 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -105,7 +105,7 @@ To use subaccounts with FTX, you need to edit the configuration and add the foll
 
 ## Kucoin
 
-Kucoin requries a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
+Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
 
 ```json
 "exchange": {
diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 27192aa2f..dd7e07824 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -228,7 +228,7 @@ graph = generate_candlestick_graph(pair=pair,
 # Show graph inline
 # graph.show()
 
-# Render graph in a seperate window
+# Render graph in a separate window
 graph.show(renderer="browser")
 
 ```
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index d62712cbb..7d97661c4 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -19,7 +19,7 @@ logger = logging.getLogger(__name__)
 BT_DATA_COLUMNS_OLD = ["pair", "profit_percent", "open_date", "close_date", "index",
                        "trade_duration", "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
-# Mid-term format, crated by BacktestResult Named Tuple
+# Mid-term format, created by BacktestResult Named Tuple
 BT_DATA_COLUMNS_MID = ['pair', 'profit_percent', 'open_date', 'close_date', 'trade_duration',
                        'open_rate', 'close_rate', 'open_at_end', 'sell_reason', 'fee_open',
                        'fee_close', 'amount', 'profit_abs', 'profit_ratio']
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 040f58d62..ca6464965 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -242,7 +242,7 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
     :param config: Config dictionary
     :param convert_from: Source format
     :param convert_to: Target format
-    :param erase: Erase souce data (does not apply if source and target format are identical)
+    :param erase: Erase source data (does not apply if source and target format are identical)
     """
     from freqtrade.data.history.idatahandler import get_datahandler
     src = get_datahandler(config['datadir'], convert_from)
@@ -267,7 +267,7 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     :param config: Config dictionary
     :param convert_from: Source format
     :param convert_to: Target format
-    :param erase: Erase souce data (does not apply if source and target format are identical)
+    :param erase: Erase source data (does not apply if source and target format are identical)
     """
     from freqtrade.data.history.idatahandler import get_datahandler
     src = get_datahandler(config['datadir'], convert_from)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index cde643cff..9aa5b98a8 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1497,7 +1497,7 @@ class Exchange:
         :returns List of trade data
         """
         if not self.exchange_has("fetchTrades"):
-            raise OperationalException("This exchange does not suport downloading Trades.")
+            raise OperationalException("This exchange does not support downloading Trades.")
 
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_trade_history(pair=pair, since=since,
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 09aa06adf..fb15d6e5c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -977,7 +977,7 @@ class FreqtradeBot(LoggingMixin):
             # if trade is partially complete, edit the stake details for the trade
             # and close the order
             # cancel_order may not contain the full order dict, so we need to fallback
-            # to the order dict aquired before cancelling.
+            # to the order dict acquired before cancelling.
             # we need to fall back to the values from order if corder does not contain these keys.
             trade.amount = filled_amount
             trade.stake_amount = trade.amount * trade.open_rate
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 2fbf343ce..509c03e90 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -538,7 +538,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
     - Initializes plot-script
     - Get candle (OHLCV) data
     - Generate Dafaframes populated with indicators and signals based on configured strategy
-    - Load trades excecuted during the selected period
+    - Load trades executed during the selected period
     - Generate Plotly plot objects
     - Generate plot files
     :return: None
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 902975fde..0264003a5 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -776,7 +776,7 @@ class RPC:
         if has_content:
 
             dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].view(int64) // 1000 // 1000
-            # Move open to seperate column when signal for easy plotting
+            # Move open to separate column when signal for easy plotting
             if 'buy' in dataframe.columns:
                 buy_mask = (dataframe['buy'] == 1)
                 buy_signals = int(buy_mask.sum())
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 802fd4b12..6c95a9f18 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -119,7 +119,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     # 3rd candle has been filled
     row = data2.loc[2, :]
     assert row['volume'] == 0
-    # close shoult match close of previous candle
+    # close should match close of previous candle
     assert row['close'] == data.loc[1, 'close']
     assert row['open'] == row['close']
     assert row['high'] == row['close']
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index e43309743..0f42068c1 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -66,7 +66,7 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
     hdf5loadmock.assert_not_called()
     jsonloadmock.assert_called_once()
 
-    # Swiching to dataformat hdf5
+    # Switching to dataformat hdf5
     hdf5loadmock.reset_mock()
     jsonloadmock.reset_mock()
     default_conf["dataformat_ohlcv"] = "hdf5"
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 9cfe861ea..13d22ebb7 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -200,15 +200,15 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
     assert start_ts == test_data[0][0] - 1000
 
     # timeframe starts in the center of the cached data
-    # should return the chached data w/o the last item
+    # should return the cached data w/o the last item
     timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
     data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
 
     assert_frame_equal(data, test_data_df.iloc[:-1])
     assert test_data[-2][0] <= start_ts < test_data[-1][0]
 
-    # timeframe starts after the chached data
-    # should return the chached data w/o the last item
+    # timeframe starts after the cached data
+    # should return the cached data w/o the last item
     timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 100, 0)
     data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
     assert_frame_equal(data, test_data_df.iloc[:-1])
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index cb4b8bd63..eea6a85d2 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -630,7 +630,7 @@ def test_strategy_safe_wrapper_error(caplog, error):
     assert ret
 
     caplog.clear()
-    # Test supressing error
+    # Test suppressing error
     ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)()
     assert log_has_re(r'DeadBeef.*', caplog)
 

From 0264d77d8670e43304b58ad1ea2d39cff6550596 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 20:02:25 +0200
Subject: [PATCH 1083/1386] Fix test for fixed typo

---
 tests/exchange/test_exchange.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 9ac9f84e5..a5099a3ce 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2182,7 +2182,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
     pair = 'ETH/BTC'
 
     with pytest.raises(OperationalException,
-                       match="This exchange does not suport downloading Trades."):
+                       match="This exchange does not support downloading Trades."):
         exchange.get_historic_trades(pair, since=trades_history[0][0],
                                      until=trades_history[-1][0])
 

From 3ea4b2ba00a4d3cef42def46dc0b32a7ef7b7603 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Mon, 16 Aug 2021 15:18:57 -0400
Subject: [PATCH 1084/1386] add custom_price_max_distance_percent security to
 get_valid_price, update tests

---
 freqtrade/freqtradebot.py  | 17 ++++++++++++++---
 tests/test_freqtradebot.py | 14 +++++++++++++-
 2 files changed, 27 insertions(+), 4 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 9a1b2ab0c..13632bad1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1401,10 +1401,21 @@ class FreqtradeBot(LoggingMixin):
         """
         if custom_price:
             try:
-                valid_price = float(custom_price)
+                valid_custom_price = float(custom_price)
             except ValueError:
-                valid_price = proposed_price
+                valid_custom_price = proposed_price
         else:
-            valid_price = proposed_price
+            valid_custom_price = proposed_price
+
+        cust_p_max_dist_pct = self.config.get('custom_price_max_distance_percent', 2.0)
+        min_custom_price_allowed = proposed_price - ((proposed_price * cust_p_max_dist_pct) / 100)
+        max_custom_price_allowed = proposed_price + ((proposed_price * cust_p_max_dist_pct) / 100)
+
+        if valid_custom_price > max_custom_price_allowed:
+            valid_price = max_custom_price_allowed
+        elif valid_custom_price < min_custom_price_allowed:
+            valid_price = min_custom_price_allowed
+        else:
+            valid_price = valid_custom_price
 
         return valid_price
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a475ced48..80bcabdb6 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4594,19 +4594,25 @@ def test_get_valid_price(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
+    freqtrade.config['custom_price_max_distance_percent'] = 2.0
 
     custom_price_string = "10"
     custom_price_badstring = "10abc"
     custom_price_float = 10.0
     custom_price_int = 10
 
-    proposed_price = 12.2
+    custom_price_over_max_alwd = 11.0
+    custom_price_under_min_alwd = 9.0
+    proposed_price = 10.1
 
     valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
     valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
     valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
     valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
 
+    valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
+    valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
+
     assert isinstance(valid_price_from_string, float)
     assert isinstance(valid_price_from_badstring, float)
     assert isinstance(valid_price_from_int, float)
@@ -4616,3 +4622,9 @@ def test_get_valid_price(mocker, default_conf) -> None:
     assert valid_price_from_badstring == proposed_price
     assert valid_price_from_int == custom_price_int
     assert valid_price_from_float == custom_price_float
+
+    assert valid_price_at_max_alwd != custom_price_over_max_alwd
+    assert valid_price_at_max_alwd > proposed_price
+
+    assert valid_price_at_min_alwd != custom_price_under_min_alwd
+    assert valid_price_at_min_alwd < proposed_price

From faff40577a48acc161593e685c707664c5d9083d Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Mon, 16 Aug 2021 15:33:05 -0400
Subject: [PATCH 1085/1386] fix test_execute_buy In case of custom entry price

---
 tests/test_freqtradebot.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 80bcabdb6..5b5e3ce28 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -905,13 +905,14 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
         freqtrade.execute_buy(pair, stake_amount)
 
     # In case of custom entry price
+    mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
     limit_buy_order['status'] = 'open'
     limit_buy_order['id'] = '5566'
-    freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.77
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
     assert freqtrade.execute_buy(pair, stake_amount)
     trade = Trade.query.all()[6]
     assert trade
-    assert trade.open_rate_requested == 0.77
+    assert trade.open_rate_requested == 0.508
 
     # In case of custom entry price set to None
     limit_buy_order['status'] = 'open'

From 17daba321bfbc755443c5399c9ad3569f11fc38b Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Mon, 16 Aug 2021 23:09:30 -0400
Subject: [PATCH 1086/1386] add custom_price_max_distance_percent config option
 in constants

---
 freqtrade/constants.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index de4bc99b4..2f51f45f7 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -191,6 +191,9 @@ CONF_SCHEMA = {
             },
             'required': ['price_side']
         },
+        'custom_price_max_distance_percent': {
+           'type': 'number', 'minimum': 0.0
+        },
         'order_types': {
             'type': 'object',
             'properties': {

From f08d673a52f4034e367c26ca911911b793d6a734 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Mon, 16 Aug 2021 23:26:08 -0400
Subject: [PATCH 1087/1386] add details and exemple of
 custom_price_max_distance_percent usage in doc

---
 docs/strategy-advanced.md | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index e53f20693..babcc5e7b 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -398,7 +398,10 @@ class AwesomeStrategy(IStrategy):
 ```
 
 !!! Warning
-    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders.
+    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_percent` parameter.
+
+_Exemple_
+If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_percent` is set to 2%, The retained valid custom entry price will be 98.
 
 !!! Warning "No backtesting support"
     Custom entry-prices are currently not supported during backtesting.

From f47191582872279de090667cb5fc8f703125569c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 17 Aug 2021 06:41:13 +0200
Subject: [PATCH 1088/1386] Add test for refresh_latest_ohlcv caching

---
 tests/exchange/test_exchange.py | 13 ++++++++++---
 1 file changed, 10 insertions(+), 3 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index a5099a3ce..27eeed39b 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1564,13 +1564,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
     # empty dicts
     assert not exchange._klines
-    exchange.refresh_latest_ohlcv(pairs, cache=False)
+    res = exchange.refresh_latest_ohlcv(pairs, cache=False)
     # No caching
     assert not exchange._klines
+
+    assert len(res) == len(pairs)
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     exchange._api_async.fetch_ohlcv.reset_mock()
 
-    exchange.refresh_latest_ohlcv(pairs)
+    res = exchange.refresh_latest_ohlcv(pairs)
+    assert len(res) == len(pairs)
 
     assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
     assert exchange._klines
@@ -1587,12 +1590,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
         assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
 
     # test caching
-    exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
+    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
+    assert len(res) == len(pairs)
 
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
                    f"timeframe {pairs[0][1]} ...",
                    caplog)
+    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
+                                        cache=False)
+    assert len(res) == 3
 
 
 @pytest.mark.asyncio

From 9758bed250450eb54de455987de2c2c5b93ed6be Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 17 Aug 2021 06:44:20 +0200
Subject: [PATCH 1089/1386] Fix refresh_latest_ohlcv bug

---
 freqtrade/exchange/exchange.py               | 7 ++++++-
 freqtrade/plugins/pairlist/VolumePairList.py | 2 +-
 2 files changed, 7 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 9aa5b98a8..dbd72aca4 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1253,7 +1253,7 @@ class Exchange:
         logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
 
         input_coroutines = []
-
+        cached_pairs = []
         # Gather coroutines to run
         for pair, timeframe in set(pair_list):
             if (((pair, timeframe) not in self._klines)
@@ -1265,6 +1265,7 @@ class Exchange:
                     "Using cached candle (OHLCV) data for pair %s, timeframe %s ...",
                     pair, timeframe
                 )
+                cached_pairs.append((pair, timeframe))
 
         results = asyncio.get_event_loop().run_until_complete(
             asyncio.gather(*input_coroutines, return_exceptions=True))
@@ -1287,6 +1288,10 @@ class Exchange:
             results_df[(pair, timeframe)] = ohlcv_df
             if cache:
                 self._klines[(pair, timeframe)] = ohlcv_df
+        # Return cached klines
+        for pair, timeframe in cached_pairs:
+            results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False)
+
         return results_df
 
     def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 8d01aeee1..23291d39e 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -115,7 +115,7 @@ class VolumePairList(IPairList):
         pairlist = self._pair_cache.get('pairlist')
         if pairlist:
             # Item found - no refresh necessary
-            return pairlist
+            return pairlist.copy()
         else:
             # Use fresh pairlist
             # Check if pair quote currency equals to the stake currency.

From 37e3d20357943e18e0f0197a11e911aa4d2031e0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 17 Aug 2021 06:54:10 +0200
Subject: [PATCH 1090/1386] Fix no-event-loop available

closes #5433
---
 freqtrade/rpc/api_server/uvicorn_threaded.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/uvicorn_threaded.py b/freqtrade/rpc/api_server/uvicorn_threaded.py
index 2f72cb74c..b63999f51 100644
--- a/freqtrade/rpc/api_server/uvicorn_threaded.py
+++ b/freqtrade/rpc/api_server/uvicorn_threaded.py
@@ -32,8 +32,11 @@ class UvicornServer(uvicorn.Server):
             asyncio_setup()
         else:
             asyncio.set_event_loop(uvloop.new_event_loop())
-
-        loop = asyncio.get_event_loop()
+        try:
+            loop = asyncio.get_event_loop()
+        except RuntimeError:
+            # When running in a thread, we'll not have an eventloop yet.
+            loop = asyncio.new_event_loop()
         loop.run_until_complete(self.serve(sockets=sockets))
 
     @contextlib.contextmanager

From 4164f9385313f98bce671aaa2fc9182bd5ad72d5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 17 Aug 2021 20:41:08 +0200
Subject: [PATCH 1091/1386] Simplify fiat_convert and handle multi-mappings

---
 freqtrade/rpc/fiat_convert.py  | 40 ++++++++++++++++++++--------------
 tests/rpc/test_fiat_convert.py | 39 +++++++++++++++++++++------------
 2 files changed, 49 insertions(+), 30 deletions(-)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index cdc09b437..f4e82261e 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -5,7 +5,7 @@ e.g BTC to USD
 
 import datetime
 import logging
-from typing import Dict
+from typing import Dict, List
 
 from cachetools.ttl import TTLCache
 from pycoingecko import CoinGeckoAPI
@@ -25,8 +25,7 @@ class CryptoToFiatConverter:
     """
     __instance = None
     _coingekko: CoinGeckoAPI = None
-
-    _cryptomap: Dict = {}
+    _coinlistings: List[Dict] = []
     _backoff: float = 0.0
 
     def __new__(cls):
@@ -49,9 +48,8 @@ class CryptoToFiatConverter:
 
     def _load_cryptomap(self) -> None:
         try:
-            coinlistings = self._coingekko.get_coins_list()
-            # Create mapping table from symbol to coingekko_id
-            self._cryptomap = {x['symbol']: x['id'] for x in coinlistings}
+            # Use list-comprehension to ensure we get a list.
+            self._coinlistings = [x for x in self._coingekko.get_coins_list()]
         except RequestException as request_exception:
             if "429" in str(request_exception):
                 logger.warning(
@@ -69,6 +67,24 @@ class CryptoToFiatConverter:
             logger.error(
                 f"Could not load FIAT Cryptocurrency map for the following problem: {exception}")
 
+    def _get_gekko_id(self, crypto_symbol):
+        if not self._coinlistings:
+            if self._backoff <= datetime.datetime.now().timestamp():
+                self._load_cryptomap()
+                # Still not loaded.
+                if not self._coinlistings:
+                    return None
+            else:
+                return None
+        found = [x for x in self._coinlistings if x['symbol'] == crypto_symbol]
+        if len(found) == 1:
+            return found[0]['id']
+
+        if len(found) > 0:
+            # Wrong!
+            logger.warning(f"Found multiple mappings in goingekko for {crypto_symbol}.")
+            return None
+
     def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float:
         """
         Convert an amount of crypto-currency to fiat
@@ -143,22 +159,14 @@ class CryptoToFiatConverter:
         if crypto_symbol == fiat_symbol:
             return 1.0
 
-        if self._cryptomap == {}:
-            if self._backoff <= datetime.datetime.now().timestamp():
-                self._load_cryptomap()
-                # return 0.0 if we still don't have data to check, no reason to proceed
-                if self._cryptomap == {}:
-                    return 0.0
-            else:
-                return 0.0
+        _gekko_id = self._get_gekko_id(crypto_symbol)
 
-        if crypto_symbol not in self._cryptomap:
+        if not _gekko_id:
             # return 0 for unsupported stake currencies (fiat-convert should not break the bot)
             logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
             return 0.0
 
         try:
-            _gekko_id = self._cryptomap[crypto_symbol]
             return float(
                 self._coingekko.get_price(
                     ids=_gekko_id,
diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index 9fb1122f5..2fe5d4a56 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -22,7 +22,7 @@ def test_fiat_convert_is_supported(mocker):
 def test_fiat_convert_find_price(mocker):
     fiat_convert = CryptoToFiatConverter()
 
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = {}
     fiat_convert._backoff = 0
     mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._load_cryptomap',
                  return_value=None)
@@ -44,7 +44,7 @@ def test_fiat_convert_find_price(mocker):
 
 
 def test_fiat_convert_unsupported_crypto(mocker, caplog):
-    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._coinlistings', return_value=[])
     fiat_convert = CryptoToFiatConverter()
     assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
     assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog)
@@ -88,9 +88,9 @@ def test_fiat_convert_two_FIAT(mocker):
 def test_loadcryptomap(mocker):
 
     fiat_convert = CryptoToFiatConverter()
-    assert len(fiat_convert._cryptomap) == 2
+    assert len(fiat_convert._coinlistings) == 2
 
-    assert fiat_convert._cryptomap["btc"] == "bitcoin"
+    assert fiat_convert._get_gekko_id("btc") == "bitcoin"
 
 
 def test_fiat_init_network_exception(mocker):
@@ -102,11 +102,10 @@ def test_fiat_init_network_exception(mocker):
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = {}
     fiat_convert._load_cryptomap()
 
-    length_cryptomap = len(fiat_convert._cryptomap)
-    assert length_cryptomap == 0
+    assert len(fiat_convert._coinlistings) == 0
 
 
 def test_fiat_convert_without_network(mocker):
@@ -132,11 +131,10 @@ def test_fiat_too_many_requests_response(mocker, caplog):
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = {}
     fiat_convert._load_cryptomap()
 
-    length_cryptomap = len(fiat_convert._cryptomap)
-    assert length_cryptomap == 0
+    assert len(fiat_convert._coinlistings) == 0
     assert fiat_convert._backoff > datetime.datetime.now().timestamp()
     assert log_has(
         'Too many requests for Coingecko API, backing off and trying again later.',
@@ -144,20 +142,33 @@ def test_fiat_too_many_requests_response(mocker, caplog):
     )
 
 
+def test_fiat_multiple_coins(mocker, caplog):
+    fiat_convert = CryptoToFiatConverter()
+    fiat_convert._coinlistings = [
+        {'id': 'helium', 'symbol': 'hnt', 'name': 'Helium'},
+        {'id': 'hymnode', 'symbol': 'hnt', 'name': 'Hymnode'},
+        {'id': 'bitcoin', 'symbol': 'btc', 'name': 'Bitcoin'},
+    ]
+
+    assert fiat_convert._get_gekko_id('btc') == 'bitcoin'
+    assert fiat_convert._get_gekko_id('hnt') is None
+
+    assert log_has('Found multiple mappings in goingekko for hnt.', caplog)
+
+
 def test_fiat_invalid_response(mocker, caplog):
     # Because CryptoToFiatConverter is a Singleton we reset the listings
-    listmock = MagicMock(return_value="{'novalidjson':DEADBEEFf}")
+    listmock = MagicMock(return_value=None)
     mocker.patch.multiple(
         'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
         get_coins_list=listmock,
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = []
     fiat_convert._load_cryptomap()
 
-    length_cryptomap = len(fiat_convert._cryptomap)
-    assert length_cryptomap == 0
+    assert len(fiat_convert._coinlistings) == 0
     assert log_has_re('Could not load FIAT Cryptocurrency map for the following problem: .*',
                       caplog)
 

From 6e41add40e3d223f26d9acd9054571e1b7e947b7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 18 Aug 2021 06:25:30 +0200
Subject: [PATCH 1092/1386] Version bump ccxt

closes #5437
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3bd34fad8..0e00c289a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.6
+ccxt==1.55.13
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From acb00cd0728efe1e2bee29fa3ed2ae2b7173935b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 18 Aug 2021 06:25:52 +0200
Subject: [PATCH 1093/1386] Use realistic threshold for "get_fee" test

---
 tests/exchange/test_ccxt_compat.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index dce10da84..ffca9ec81 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -142,8 +142,8 @@ class TestCCXTExchange():
     def test_ccxt_get_fee(self, exchange):
         exchange, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
-
-        assert 0 < exchange.get_fee(pair, 'limit', 'buy') < 1
-        assert 0 < exchange.get_fee(pair, 'limit', 'sell') < 1
-        assert 0 < exchange.get_fee(pair, 'market', 'buy') < 1
-        assert 0 < exchange.get_fee(pair, 'market', 'sell') < 1
+        threshold = 0.01
+        assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold
+        assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold
+        assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold
+        assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold

From 2fb9f6e2f4d4621a9f87c27ee22588344901e29e Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 18 Aug 2021 05:07:37 -0400
Subject: [PATCH 1094/1386] rename custom price max distance option in config,
 update formula and test associated

---
 docs/strategy-advanced.md  | 4 ++--
 freqtrade/constants.py     | 2 +-
 freqtrade/freqtradebot.py  | 6 +++---
 tests/test_freqtradebot.py | 2 +-
 4 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index babcc5e7b..a0ae7201f 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -398,10 +398,10 @@ class AwesomeStrategy(IStrategy):
 ```
 
 !!! Warning
-    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_percent` parameter.
+    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
 
 _Exemple_
-If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_percent` is set to 2%, The retained valid custom entry price will be 98.
+If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
 
 !!! Warning "No backtesting support"
     Custom entry-prices are currently not supported during backtesting.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 2f51f45f7..cde276ac0 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -191,7 +191,7 @@ CONF_SCHEMA = {
             },
             'required': ['price_side']
         },
-        'custom_price_max_distance_percent': {
+        'custom_price_max_distance_ratio': {
            'type': 'number', 'minimum': 0.0
         },
         'order_types': {
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index bd62934c5..caf201451 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1407,9 +1407,9 @@ class FreqtradeBot(LoggingMixin):
         else:
             valid_custom_price = proposed_price
 
-        cust_p_max_dist_pct = self.config.get('custom_price_max_distance_percent', 2.0)
-        min_custom_price_allowed = proposed_price - ((proposed_price * cust_p_max_dist_pct) / 100)
-        max_custom_price_allowed = proposed_price + ((proposed_price * cust_p_max_dist_pct) / 100)
+        cust_p_max_dist_r = self.config.get('custom_price_max_distance_ratio', 0.02)
+        min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
+        max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
 
         if valid_custom_price > max_custom_price_allowed:
             valid_price = max_custom_price_allowed
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5b5e3ce28..21bad5c64 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4595,7 +4595,7 @@ def test_get_valid_price(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade.config['custom_price_max_distance_percent'] = 2.0
+    freqtrade.config['custom_price_max_distance_ratio'] = 0.02
 
     custom_price_string = "10"
     custom_price_badstring = "10abc"

From 9469c6dfa9bc78bd6c9ff6ae17f0156ada4d6b39 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 18 Aug 2021 05:10:29 -0400
Subject: [PATCH 1095/1386] small cosmetic changes in doc related to custom
 entry and exit exemple

---
 docs/strategy-advanced.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index a0ae7201f..f5f2d9197 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -400,8 +400,8 @@ class AwesomeStrategy(IStrategy):
 !!! Warning
     Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
 
-_Exemple_
-If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
+!!! Exemple
+    If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
 
 !!! Warning "No backtesting support"
     Custom entry-prices are currently not supported during backtesting.

From ffd60f392be7a83cf2bf786314322eba4e27bacf Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 18 Aug 2021 05:22:45 -0400
Subject: [PATCH 1096/1386] add custom price max distance ratio option in
 configuration.md

---
 docs/configuration.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/docs/configuration.md b/docs/configuration.md
index fab3004a5..09198e019 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -110,6 +110,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
+| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
 | `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> **Datatype:** Boolean
 | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String

From d97fc1e484ceb29a93f31e259556e9f74abda717 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 18 Aug 2021 19:55:11 +0200
Subject: [PATCH 1097/1386] Update docs/strategy-advanced.md

---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index f5f2d9197..b039f542f 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -400,7 +400,7 @@ class AwesomeStrategy(IStrategy):
 !!! Warning
     Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
 
-!!! Exemple
+!!! Example
     If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
 
 !!! Warning "No backtesting support"

From 9951f510795c241f516d6046b12699be885e84b6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 18 Aug 2021 20:20:11 +0200
Subject: [PATCH 1098/1386] Update test to ensure direction of movement is
 correct

---
 freqtrade/freqtradebot.py  | 12 ++++--------
 tests/test_freqtradebot.py |  4 ++--
 2 files changed, 6 insertions(+), 10 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index caf201451..e7a2a3784 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1411,11 +1411,7 @@ class FreqtradeBot(LoggingMixin):
         min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
         max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
 
-        if valid_custom_price > max_custom_price_allowed:
-            valid_price = max_custom_price_allowed
-        elif valid_custom_price < min_custom_price_allowed:
-            valid_price = min_custom_price_allowed
-        else:
-            valid_price = valid_custom_price
-
-        return valid_price
+        # Bracket between min_custom_price_allowed and max_custom_price_allowed
+        return max(
+            min(valid_custom_price, max_custom_price_allowed),
+            min_custom_price_allowed)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 21bad5c64..a2bb01a4b 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4624,8 +4624,8 @@ def test_get_valid_price(mocker, default_conf) -> None:
     assert valid_price_from_int == custom_price_int
     assert valid_price_from_float == custom_price_float
 
-    assert valid_price_at_max_alwd != custom_price_over_max_alwd
+    assert valid_price_at_max_alwd < custom_price_over_max_alwd
     assert valid_price_at_max_alwd > proposed_price
 
-    assert valid_price_at_min_alwd != custom_price_under_min_alwd
+    assert valid_price_at_min_alwd > custom_price_under_min_alwd
     assert valid_price_at_min_alwd < proposed_price

From dc0b4d07d48b78541701c5939ada74c31304c200 Mon Sep 17 00:00:00 2001
From: topscoder <86197446+topscoder@users.noreply.github.com>
Date: Wed, 18 Aug 2021 20:52:11 +0200
Subject: [PATCH 1099/1386] Fix typo

Reseting -> Resetting
---
 setup.sh | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/setup.sh b/setup.sh
index a85bd3104..feb0241f8 100755
--- a/setup.sh
+++ b/setup.sh
@@ -163,7 +163,7 @@ function update() {
 # Reset Develop or Stable branch
 function reset() {
     echo "----------------------------"
-    echo "Reseting branch and virtual env"
+    echo "Resetting branch and virtual env"
     echo "----------------------------"
 
     if [ "1" == $(git branch -vv |grep -cE "\* develop|\* stable") ]

From ba5abb20bd07211022b0db1a4cf47fa5ec7e9609 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 20 Aug 2021 06:30:27 +0200
Subject: [PATCH 1100/1386] Run compat ci for gate.io

---
 requirements.txt                   | 2 +-
 tests/exchange/test_ccxt_compat.py | 5 +++++
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 0e00c289a..09109baaf 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.13
+ccxt==1.55.20
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index ffca9ec81..3a32d108b 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -42,6 +42,11 @@ EXCHANGES = {
         'hasQuoteVolume': True,
         'timeframe': '5m',
     },
+    'gateio': {
+        'pair': 'BTC/USDT',
+        'hasQuoteVolume': True,
+        'timeframe': '5m',
+    },
 }
 
 

From 695a1e21bf0b622bffc78dfd56073367cd713cc7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 20 Aug 2021 06:51:04 +0200
Subject: [PATCH 1101/1386] Set gate.io download limit to 1000 candles

---
 freqtrade/exchange/__init__.py |  1 +
 freqtrade/exchange/gateio.py   | 23 +++++++++++++++++++++++
 2 files changed, 24 insertions(+)
 create mode 100644 freqtrade/exchange/gateio.py

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 015e0c869..b0c88a51a 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -15,6 +15,7 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
                                          timeframe_to_seconds, validate_exchange,
                                          validate_exchanges)
 from freqtrade.exchange.ftx import Ftx
+from freqtrade.exchange.gateio import Gateio
 from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.kraken import Kraken
 from freqtrade.exchange.kucoin import Kucoin
diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py
new file mode 100644
index 000000000..9c910a10d
--- /dev/null
+++ b/freqtrade/exchange/gateio.py
@@ -0,0 +1,23 @@
+""" Gate.io exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Gateio(Exchange):
+    """
+    Gate.io exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    _ft_has: Dict = {
+        "ohlcv_candle_limit": 1000,
+    }

From 40ad4510194e3eba6512fa1f2ca7d071ae38babd Mon Sep 17 00:00:00 2001
From: Masoud Azizi <mablue92@gmail.com>
Date: Thu, 19 Aug 2021 18:34:02 +0000
Subject: [PATCH 1102/1386] Download-data log process added

Download-data log process added

pytest assert solved
---
 freqtrade/data/history/history_utils.py | 33 ++++++++++++++-----------
 tests/data/test_history.py              | 10 +++++---
 2 files changed, 24 insertions(+), 19 deletions(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 1459dfd78..6f125aaa9 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -117,10 +117,11 @@ def refresh_data(datadir: Path,
     :param timerange: Limit data to be loaded to this timerange
     """
     data_handler = get_datahandler(datadir, data_format)
-    for pair in pairs:
-        _download_pair_history(pair=pair, timeframe=timeframe,
-                               datadir=datadir, timerange=timerange,
-                               exchange=exchange, data_handler=data_handler)
+    for idx, pair in enumerate(pairs):
+        process = f'{idx}/{len(pairs)}'
+        _download_pair_history(pair=pair, process=process,
+                               timeframe=timeframe, datadir=datadir,
+                               timerange=timerange, exchange=exchange, data_handler=data_handler)
 
 
 def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
@@ -153,13 +154,14 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
     return data, start_ms
 
 
-def _download_pair_history(datadir: Path,
+def _download_pair_history(pair: str, *,
+                           datadir: Path,
                            exchange: Exchange,
-                           pair: str, *,
-                           new_pairs_days: int = 30,
                            timeframe: str = '5m',
-                           timerange: Optional[TimeRange] = None,
-                           data_handler: IDataHandler = None) -> bool:
+                           process: str = '',
+                           new_pairs_days: int = 30,
+                           data_handler: IDataHandler = None,
+                           timerange: Optional[TimeRange] = None) -> bool:
     """
     Download latest candles from the exchange for the pair and timeframe passed in parameters
     The data is downloaded starting from the last correct data that
@@ -177,7 +179,7 @@ def _download_pair_history(datadir: Path,
 
     try:
         logger.info(
-            f'Download history data for pair: "{pair}", timeframe: {timeframe} '
+            f'Download history data for pair: "{pair}" ({process}), timeframe: {timeframe} '
             f'and store in {datadir}.'
         )
 
@@ -234,7 +236,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
     """
     pairs_not_available = []
     data_handler = get_datahandler(datadir, data_format)
-    for pair in pairs:
+    for idx, pair in enumerate(pairs, start=1):
         if pair not in exchange.markets:
             pairs_not_available.append(pair)
             logger.info(f"Skipping pair {pair}...")
@@ -247,10 +249,11 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
                         f'Deleting existing data for pair {pair}, interval {timeframe}.')
 
             logger.info(f'Downloading pair {pair}, interval {timeframe}.')
-            _download_pair_history(datadir=datadir, exchange=exchange,
-                                   pair=pair, timeframe=str(timeframe),
-                                   new_pairs_days=new_pairs_days,
-                                   timerange=timerange, data_handler=data_handler)
+            process = f'{idx}/{len(pairs)}'
+            _download_pair_history(pair=pair, process=process,
+                                   datadir=datadir, exchange=exchange,
+                                   timerange=timerange, data_handler=data_handler,
+                                   timeframe=str(timeframe), new_pairs_days=new_pairs_days)
     return pairs_not_available
 
 
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 13d22ebb7..bcc2bf052 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -133,8 +133,8 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
-        'Download history data for pair: "MEME/BTC", timeframe: 1m '
-        'and store in .*', caplog
+        'Download history data for pair: "MEME/BTC" (0/1), timeframe: 1m '
+        'and store in', caplog
     )
 
 
@@ -278,8 +278,10 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
         return_value=None)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
-    _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
-    _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
+    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
+                           timeframe='1m')
+    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
+                           timeframe='3m')
     assert json_dump_mock.call_count == 2
 
 

From 127f470bc3928b052fc5ac00d85f4422ae4e5f1f Mon Sep 17 00:00:00 2001
From: Masoud Azizi <mablue92@gmail.com>
Date: Fri, 20 Aug 2021 20:28:10 +0000
Subject: [PATCH 1103/1386] .* ADDED

---
 tests/data/test_history.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index bcc2bf052..e9d2c3638 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -133,8 +133,8 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
-        'Download history data for pair: "MEME/BTC" (0/1), timeframe: 1m '
-        'and store in', caplog
+        r'Download history data for pair: "MEME/BTC" \(0/1\), timeframe: 1m '
+        r'and store in .*', caplog
     )
 
 

From 56759cea7b8697f3e2f687e8e2f47bdbf001c593 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 22 Aug 2021 14:37:45 +0200
Subject: [PATCH 1104/1386] Add "high fee rate" blocker to fees from trades

part of #5415 (potentially fixing this)
---
 freqtrade/freqtradebot.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e7a2a3784..41d61f946 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1381,7 +1381,9 @@ class FreqtradeBot(LoggingMixin):
         if fee_currency:
             # fee_rate should use mean
             fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None
-            trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
+            if fee_rate is not None and fee_rate < 0.02:
+                # Only update if fee-rate is < 2%
+                trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
 
         if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
             logger.warning(f"Amount {amount} does not match amount {trade.amount}")

From 04b4deab588897d258ec8f44851875f86e99b3fa Mon Sep 17 00:00:00 2001
From: JoeSchr <JoeSchr@users.noreply.github.com>
Date: Sun, 22 Aug 2021 20:14:36 +0300
Subject: [PATCH 1105/1386] Update strategy-advanced.md

Add `` for consistency
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index b039f542f..4409af6ea 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -361,7 +361,7 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
 
-You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and custom_exit_price for exits.
+You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and `custom_exit_price()` for exits.
 
 !!! Note
     If your custom pricing function return None or an invalid value, price will fall back to `proposed_rate`, which is based on the regular pricing configuration.

From 3026583ed480cdaab0be78554fcc0d68cf85ed00 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 22 Aug 2021 19:40:09 +0200
Subject: [PATCH 1106/1386] Reduce verbosity of "is in blacklist" logging

---
 freqtrade/plugins/pairlist/VolumePairList.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 23291d39e..c70e4a904 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -4,6 +4,7 @@ Volume PairList provider
 Provides dynamic pair list based on trade volumes
 """
 import logging
+from functools import partial
 from typing import Any, Dict, List
 
 import arrow
@@ -203,7 +204,7 @@ class VolumePairList(IPairList):
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self.verify_blacklist(pairs, logger.info)
+        pairs = self.verify_blacklist(pairs, partial(self.log_once, logmethod=logger.info))
         # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 

From 4ee467f8575ae2d2f3488bad00ba4ee774b4e8bb Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 23 Aug 2021 03:01:26 +0000
Subject: [PATCH 1107/1386] Bump ccxt from 1.55.20 to 1.55.28

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.55.20 to 1.55.28.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.55.20...1.55.28)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 09109baaf..f7934c903 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.20
+ccxt==1.55.28
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 0f9bfcf8b0699b9935d96d7bf18e3091693d0245 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 23 Aug 2021 03:01:28 +0000
Subject: [PATCH 1108/1386] Bump types-cachetools from 0.1.10 to 4.2.0

Bumps [types-cachetools](https://github.com/python/typeshed) from 0.1.10 to 4.2.0.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index b20cb6693..67ee0035b 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -19,7 +19,7 @@ isort==5.9.3
 nbconvert==6.1.0
 
 # mypy types
-types-cachetools==0.1.10
+types-cachetools==4.2.0
 types-filelock==0.1.5
 types-requests==2.25.6
 types-tabulate==0.8.2

From 90f1845eafa03f9a6236904bc78a75190bad0065 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 23 Aug 2021 03:01:33 +0000
Subject: [PATCH 1109/1386] Bump prompt-toolkit from 3.0.19 to 3.0.20

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.19 to 3.0.20.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.19...3.0.20)

---
updated-dependencies:
- dependency-name: prompt-toolkit
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 09109baaf..11b48cbc3 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -40,4 +40,4 @@ aiofiles==0.7.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.10.0
-prompt-toolkit==3.0.19
+prompt-toolkit==3.0.20

From 345c7ab64b8a7422bdc555605c7c1cb1669c61d6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 23 Aug 2021 03:01:42 +0000
Subject: [PATCH 1110/1386] Bump sqlalchemy from 1.4.22 to 1.4.23

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.22 to 1.4.23.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 09109baaf..1a46fc828 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.55.20
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.22
+SQLAlchemy==1.4.23
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2

From 60b476611cae94d3134c6d6670b9c0c2cbae9474 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 24 Aug 2021 20:51:41 +0200
Subject: [PATCH 1111/1386] Simplify a number of tests by relying on default
 arguments

---
 tests/rpc/test_rpc.py           | 34 ++++++++++++------------
 tests/rpc/test_rpc_apiserver.py | 24 ++++++++---------
 tests/rpc/test_rpc_telegram.py  | 46 ++++++++++++++++-----------------
 tests/test_freqtradebot.py      |  4 +--
 4 files changed, 54 insertions(+), 54 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 136fa157c..0ba42c4ce 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -35,7 +35,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -192,7 +192,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     )
     del default_conf['fiat_display_currency']
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -239,7 +239,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -371,7 +371,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -459,7 +459,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -526,7 +526,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     with pytest.raises(RPCException, match="Error getting current tickers."):
@@ -567,7 +567,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     )
     default_conf['dry_run'] = False
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
 
@@ -612,7 +612,7 @@ def test_rpc_start(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.STOPPED
 
@@ -633,7 +633,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -655,7 +655,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -687,7 +687,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.STOPPED
@@ -805,7 +805,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     # Create some test data
@@ -838,7 +838,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     counts = rpc._rpc_count()
@@ -863,7 +863,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -889,7 +889,7 @@ 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
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -902,7 +902,7 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'trader is not running'):
@@ -913,7 +913,7 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 3d02e8188..68bd01911 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -447,7 +447,7 @@ def test_api_balance(botclient, mocker, rpc_balance):
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -509,7 +509,7 @@ def test_api_locks(botclient):
 
 def test_api_show_config(botclient, mocker):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
@@ -527,7 +527,7 @@ def test_api_show_config(botclient, mocker):
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -545,7 +545,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
 
 def test_api_trades(botclient, mocker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets)
@@ -573,7 +573,7 @@ def test_api_trades(botclient, mocker, fee, markets):
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -593,7 +593,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
 
 def test_api_delete_trade(botclient, mocker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -667,7 +667,7 @@ def test_api_logs(botclient):
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -683,7 +683,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -734,7 +734,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -762,7 +762,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
 
 def test_api_performance(botclient, fee):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
 
     trade = Trade(
         pair='LTC/ETH',
@@ -808,7 +808,7 @@ def test_api_performance(botclient, fee):
 
 def test_api_status(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -1051,7 +1051,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         markets=PropertyMock(return_value=markets),
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index b678c3363..8596c7c44 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -119,7 +119,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False, None))
+    patch_get_signal(bot)
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is True
     assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -139,7 +139,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False, None))
+    patch_get_signal(bot)
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is False
     assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -155,7 +155,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
     bot = FreqtradeBot(default_conf)
     rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
-    patch_get_signal(bot, (True, False, None))
+    patch_get_signal(bot)
 
     dummy.dummy_exception(update=update, context=MagicMock())
     assert dummy.state['called'] is False
@@ -229,7 +229,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.state = State.STOPPED
     # Status is also enabled when stopped
@@ -286,7 +286,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.state = State.STOPPED
     # Status table is also enabled when stopped
@@ -330,7 +330,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -401,7 +401,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Try invalid data
     msg_mock.reset_mock()
@@ -433,7 +433,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -488,7 +488,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._stats(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -514,7 +514,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
                  side_effect=lambda a, b: f"{a}/{b}")
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -537,7 +537,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.config['dry_run'] = False
     telegram._balance(update=update, context=MagicMock())
@@ -550,7 +550,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -579,7 +579,7 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._balance(update=update, context=MagicMock())
     assert msg_mock.call_count > 1
@@ -678,7 +678,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -737,7 +737,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -798,7 +798,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -839,7 +839,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
                  return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Trader is not running
     freqtradebot.state = State.STOPPED
@@ -877,7 +877,7 @@ def test_forcebuy_handle(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
 
     telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # /forcebuy ETH/BTC
     context = MagicMock()
@@ -906,7 +906,7 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     update.message.text = '/forcebuy ETH/Nonepair'
     telegram._forcebuy(update=update, context=MagicMock())
@@ -923,7 +923,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     context = MagicMock()
     context.args = []
@@ -951,7 +951,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -979,7 +979,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.state = State.STOPPED
     telegram._count(update=update, context=MagicMock())
@@ -1008,7 +1008,7 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     telegram._locks(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a2bb01a4b..a859787cb 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1954,7 +1954,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert nb_trades == 0
 
     # Buy is triggering, so buying ...
-    patch_get_signal(freqtrade, value=(True, False, None))
+    patch_get_signal(freqtrade)
     freqtrade.enter_positions()
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1999,7 +1999,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade, value=(True, False, None))
+    patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.enter_positions()

From 8a9407bac9ff906db1d6391e6ce1177b9af1fa79 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 07:13:09 +0200
Subject: [PATCH 1112/1386] Don't hard-fail when fetch_ticker doesn't return a
 value

closes #5477
---
 freqtrade/exchange/exchange.py  |  2 +-
 tests/exchange/test_exchange.py | 25 +++++++++++++++++++++++++
 2 files changed, 26 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index dbd72aca4..79ee94149 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1038,7 +1038,7 @@ class Exchange:
             logger.debug(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
             ticker_rate = ticker[conf_strategy['price_side']]
-            if ticker['last']:
+            if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
                     balance = conf_strategy['ask_last_balance']
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 27eeed39b..f6ac4c459 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1851,6 +1851,31 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
 
+@pytest.mark.parametrize("entry,side,ask,bid,last,last_ab,expected", [
+    ('buy', 'ask', None, 4, 4,  0, 4),  # ask not available
+    ('buy', 'ask', None, None, 4,  0, 4),  # ask not available
+    ('buy', 'bid', 6, None, 4,  0, 5),  # bid not available
+    ('buy', 'bid', None, None, 4,  0, 5),  # No rate available
+    ('sell', 'ask', None, 4, 4,  0, 4),  # ask not available
+    ('sell', 'ask', None, None, 4,  0, 4),  # ask not available
+    ('sell', 'bid', 6, None, 4,  0, 5),  # bid not available
+    ('sell', 'bid', None, None, 4,  0, 5),  # bid not available
+])
+def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, bid,
+                               last, last_ab, expected) -> None:
+    caplog.set_level(logging.DEBUG)
+    default_conf['bid_strategy']['ask_last_balance'] = last_ab
+    default_conf['bid_strategy']['price_side'] = side
+    default_conf['ask_strategy']['price_side'] = side
+    default_conf['ask_strategy']['ask_last_balance'] = last_ab
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': ask, 'last': last, 'bid': bid})
+
+    with pytest.raises(PricingError):
+        exchange.get_rate('ETH/BTC', refresh=True, side=entry)
+
+
 @pytest.mark.parametrize('side,expected', [
     ('bid', 0.043936),  # Value from order_book_l2 fiture - bids side
     ('ask', 0.043949),  # Value from order_book_l2 fiture - asks side

From 4b36276e4f0e5b451f2449f9afebc6e90ea143f9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 19:54:26 +0200
Subject: [PATCH 1113/1386] Improve has_space test

---
 tests/optimize/test_hyperopt_tools.py | 47 +++++++++++++++++++--------
 1 file changed, 33 insertions(+), 14 deletions(-)

diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index cbcb13384..e845b2a77 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -64,34 +64,53 @@ def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
 
 @pytest.mark.parametrize("spaces, expected_results", [
     (['buy'],
-     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
+     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['sell'],
-     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
+     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['roi'],
-     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['stoploss'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False,
+      'protection': False}),
     (['trailing'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True,
+      'protection': False}),
     (['buy', 'sell', 'roi', 'stoploss'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+      'protection': False}),
     (['buy', 'sell', 'roi', 'stoploss', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': False}),
     (['buy', 'roi'],
-     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['all'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': True}),
     (['default'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+      'protection': False}),
     (['default', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': False}),
     (['all', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': True}),
     (['default', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+      'protection': False}),
+    (['all'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': True}),
+    (['protection'],
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
+      'protection': True}),
 ])
 def test_has_space(hyperopt_conf, spaces, expected_results):
-    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection']:
         hyperopt_conf.update({'spaces': spaces})
         assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
 

From 23d21d8ace2e1e58b52e2c0d601cfc972f0031c4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 19:57:10 +0200
Subject: [PATCH 1114/1386] Fix wrong message if protection-space is missing

closes #5480
---
 freqtrade/optimize/hyperopt_auto.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 03f7dd21e..43e92d9c6 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -74,7 +74,7 @@ class HyperOptAuto(IHyperOpt):
         return self._get_indicator_space('sell', 'sell_indicator_space')
 
     def protection_space(self) -> List['Dimension']:
-        return self._get_indicator_space('protection', 'indicator_space')
+        return self._get_indicator_space('protection', 'protection_space')
 
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         return self._get_func('generate_roi_table')(params)

From 3745966c6c0b95b549790a8652c90236079846cb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 20:01:00 +0200
Subject: [PATCH 1115/1386] Update help-docstring for hyperopt

---
 docs/hyperopt.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 96f9ff177..a9f7425f4 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -48,7 +48,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--hyperopt-path PATH] [--eps] [--dmmp]
                           [--enable-protections]
                           [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
-                          [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
+                          [--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
                           [--random-state INT] [--min-trades INT]
                           [--hyperopt-loss NAME] [--disable-param-export]
@@ -92,7 +92,7 @@ optional arguments:
                         Starting balance, used for backtesting / hyperopt and
                         dry-runs.
   -e INT, --epochs INT  Specify number of epochs (default: 100).
-  --spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]
+  --spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]
                         Specify which parameters to hyperopt. Space-separated
                         list.
   --print-all           Print all results, not only the best ones.

From 68dd349094969d48343849134280d9c8ca2920b5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 20:04:10 +0200
Subject: [PATCH 1116/1386] Update hyperopt docs regarding protections

---
 docs/hyperopt.md | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index a9f7425f4..c5a52553b 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -576,7 +576,8 @@ Legal values are:
 * `roi`: just optimize the minimal profit table for your strategy
 * `stoploss`: search for the best stoploss value
 * `trailing`: search for the best trailing stop values
-* `default`: `all` except `trailing`
+* `protection`: search for the best protection parameters (read the [protections section](#optimizing-protections) on how to properly define these)
+* `default`: `all` except `trailing` and `protection`
 * space-separated list of any of the above values for example `--spaces roi stoploss`
 
 The default Hyperopt Search Space, used when no `--space` command line option is specified, does not include the `trailing` hyperspace. We recommend you to run optimization for the `trailing` hyperspace separately, when the best parameters for other hyperspaces were found, validated and pasted into your custom strategy.

From 7fb570cc58fb8157afde1df0e26cd72eabafcd6a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 20:28:55 +0200
Subject: [PATCH 1117/1386] hyperopt Fallback methods should not be used.

---
 freqtrade/optimize/hyperopt.py | 18 +++++++++++++++---
 1 file changed, 15 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 901900121..e0b35df32 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -107,13 +107,25 @@ class Hyperopt:
             # Populate "fallback" functions here
             # (hasattr is slow so should not be run during "regular" operations)
             if hasattr(self.custom_hyperopt, 'populate_indicators'):
-                self.backtesting.strategy.advise_indicators = (  # type: ignore
+                logger.warning(
+                    "DEPRECATED: Using `populate_indicators()` in the hyperopt file is deprecated. "
+                    "Please move these methods to your strategy."
+                    )
+                self.backtesting.strategy.populate_indicators = (  # type: ignore
                     self.custom_hyperopt.populate_indicators)  # type: ignore
             if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-                self.backtesting.strategy.advise_buy = (  # type: ignore
+                logger.warning(
+                    "DEPRECATED: Using `populate_buy_trend()` in the hyperopt file is deprecated. "
+                    "Please move these methods to your strategy."
+                )
+                self.backtesting.strategy.populate_buy_trend = (  # type: ignore
                     self.custom_hyperopt.populate_buy_trend)  # type: ignore
             if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-                self.backtesting.strategy.advise_sell = (  # type: ignore
+                logger.warning(
+                    "DEPRECATED: Using `populate_sell_trend()` in the hyperopt file is deprecated. "
+                    "Please move these methods to your strategy."
+                )
+                self.backtesting.strategy.populate_sell_trend = (  # type: ignore
                     self.custom_hyperopt.populate_sell_trend)  # type: ignore
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set

From 63844d39f62957cc0c89ab6d1f9dfdd9c194f9e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 06:48:26 +0200
Subject: [PATCH 1118/1386] Rename execute_buy to execute_entry

---
 freqtrade/freqtradebot.py  |  8 ++++----
 freqtrade/rpc/rpc.py       |  2 +-
 tests/test_freqtradebot.py | 42 +++++++++++++++++++-------------------
 tests/test_wallets.py      |  4 ++--
 4 files changed, 28 insertions(+), 28 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 41d61f946..d92156ef7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -433,11 +433,11 @@ class FreqtradeBot(LoggingMixin):
             if ((bid_check_dom.get('enabled', False)) and
                     (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, buy_tag=buy_tag)
+                    return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
                 else:
                     return False
 
-            return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
+            return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
         else:
             return False
 
@@ -465,8 +465,8 @@ class FreqtradeBot(LoggingMixin):
             logger.info(f"Bids to asks delta for {pair} does not satisfy condition.")
             return False
 
-    def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                    forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
+    def execute_entry(self, pair: str, stake_amount: float, price: Optional[float] = None,
+                      forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 0264003a5..51bf0ab3a 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -613,7 +613,7 @@ class RPC:
         stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
 
         # execute buy
-        if self._freqtrade.execute_buy(pair, stakeamount, price, forcebuy=True):
+        if self._freqtrade.execute_entry(pair, stakeamount, price, forcebuy=True):
             Trade.commit()
             trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
             return trade
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a859787cb..9a5a537ef 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -185,7 +185,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
             limit_buy_order_open['id'] = str(i)
             result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
             assert pytest.approx(result) == expected[i]
-            freqtrade.execute_buy('ETH/BTC', result)
+            freqtrade.execute_entry('ETH/BTC', result)
         else:
             with pytest.raises(DependencyException):
                 freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
@@ -584,8 +584,8 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
     patch_get_signal(freqtrade)
 
     # Create 2 existing trades
-    freqtrade.execute_buy('ETH/BTC', default_conf['stake_amount'])
-    freqtrade.execute_buy('NEO/BTC', default_conf['stake_amount'])
+    freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount'])
+    freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount'])
 
     assert len(Trade.get_open_trades()) == 2
     # Change order_id for new orders
@@ -776,7 +776,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
@@ -799,7 +799,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     )
     pair = 'ETH/BTC'
 
-    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert not freqtrade.execute_entry(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
     assert buy_mm.call_count == 0
     assert freqtrade.strategy.confirm_trade_entry.call_count == 1
@@ -807,7 +807,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
 
     limit_buy_order_open['id'] = '22'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
     assert buy_mm.call_count == 1
     call_args = buy_mm.call_args_list[0][1]
@@ -826,7 +826,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     # Test calling with price
     limit_buy_order_open['id'] = '33'
     fix_price = 0.06
-    assert freqtrade.execute_buy(pair, stake_amount, fix_price)
+    assert freqtrade.execute_entry(pair, stake_amount, fix_price)
     # Make sure get_rate wasn't called again
     assert buy_rate_mock.call_count == 0
 
@@ -844,7 +844,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
 
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order))
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[2]
     assert trade
     assert trade.open_order_id is None
@@ -861,7 +861,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['id'] = '555'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order))
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[3]
     assert trade
     assert trade.open_order_id == '555'
@@ -873,7 +873,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['id'] = '556'
 
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[4]
     assert trade
     assert trade.stake_amount == 150
@@ -881,7 +881,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     # Exception case
     limit_buy_order['id'] = '557'
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[5]
     assert trade
     assert trade.stake_amount == 2.0
@@ -896,20 +896,20 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['id'] = '66'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order))
-    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert not freqtrade.execute_entry(pair, stake_amount)
 
     # Fail to get price...
     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)
+        freqtrade.execute_entry(pair, stake_amount)
 
     # In case of custom entry price
     mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
     limit_buy_order['status'] = 'open'
     limit_buy_order['id'] = '5566'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[6]
     assert trade
     assert trade.open_rate_requested == 0.508
@@ -924,7 +924,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
         get_rate=MagicMock(return_value=10),
     )
 
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[7]
     assert trade
     assert trade.open_rate_requested == 10
@@ -933,13 +933,13 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['status'] = 'open'
     limit_buy_order['id'] = '5568'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[8]
     assert trade
     assert trade.open_rate_requested == 10
 
 
-def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
+def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -957,18 +957,18 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
     pair = 'ETH/BTC'
 
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
 
     limit_buy_order['id'] = '222'
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
 
     limit_buy_order['id'] = '2223'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
 
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
-    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert not freqtrade.execute_entry(pair, stake_amount)
 
 
 def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 9f58cb71d..53e3b758e 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -157,13 +157,13 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     assert result == result1
 
     # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
-    freqtrade.execute_buy('ETH/USDT', result)
+    freqtrade.execute_entry('ETH/USDT', result)
 
     result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
     assert result == result1
 
     # create 2 trades, order amount should be None
-    freqtrade.execute_buy('LTC/BTC', result)
+    freqtrade.execute_entry('LTC/BTC', result)
 
     result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
     assert result == 0

From c4be52d1c3100bdb5525510c1a8ff7c5f9bb2c37 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 06:53:42 +0200
Subject: [PATCH 1119/1386] rename execute_sell to execute_trade_exit

---
 freqtrade/freqtradebot.py  |  8 ++---
 freqtrade/rpc/rpc.py       |  2 +-
 tests/test_freqtradebot.py | 72 ++++++++++++++++++++------------------
 tests/test_integration.py  |  2 +-
 4 files changed, 43 insertions(+), 41 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d92156ef7..a7451d632 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -745,7 +745,7 @@ class FreqtradeBot(LoggingMixin):
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Selling the trade forcefully')
-            self.execute_sell(trade, trade.stop_loss, sell_reason=SellCheckTuple(
+            self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple(
                 sell_type=SellType.EMERGENCY_SELL))
 
         except ExchangeError:
@@ -863,7 +863,7 @@ class FreqtradeBot(LoggingMixin):
 
         if should_sell.sell_flag:
             logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
-            self.execute_sell(trade, sell_rate, should_sell)
+            self.execute_trade_exit(trade, sell_rate, should_sell)
             return True
         return False
 
@@ -1064,9 +1064,9 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
 
-    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
+    def execute_trade_exit(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
         """
-        Executes a limit sell for the given trade and limit
+        Executes a trade exit for the given trade and limit
         :param trade: Trade instance
         :param limit: limit rate for the sell order
         :param sell_reason: Reason the sell was triggered
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 51bf0ab3a..95a37452b 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -557,7 +557,7 @@ class RPC:
                 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)
+                self._freqtrade.execute_trade_exit(trade, current_rate, sell_reason)
         # ---- EOF def _exec_forcesell ----
 
         if self._freqtrade.state != State.RUNNING:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 9a5a537ef..75b67e59c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2007,7 +2007,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     trade = Trade.query.first()
     trade.is_open = True
 
-    # FIX: sniffing logs, suggest handle_trade should not execute_sell
+    # FIX: sniffing logs, suggest handle_trade should not execute_trade_exit
     #      instead that responsibility should be moved out of handle_trade(),
     #      we might just want to check if we are in a sell condition without
     #      executing
@@ -2633,7 +2633,7 @@ def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
     assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order'
 
 
-def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2661,16 +2661,16 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         fetch_ticker=ticker_sell_up
     )
     # Prevented sell ...
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert rpc_mock.call_count == 0
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
     # Repatch with true
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
     assert rpc_mock.call_count == 1
@@ -2697,7 +2697,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     } == last_msg
 
 
-def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2722,8 +2722,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         fetch_ticker=ticker_sell_down
     )
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2749,7 +2749,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     } == last_msg
 
 
-def test_execute_sell_custom_exit_price(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up,
+                                              mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2782,8 +2783,8 @@ def test_execute_sell_custom_exit_price(default_conf, ticker, fee, ticker_sell_u
     # Set a custom exit price
     freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
 
     # Sell price must be different to default bid price
 
@@ -2813,8 +2814,8 @@ def test_execute_sell_custom_exit_price(default_conf, ticker, fee, ticker_sell_u
     } == last_msg
 
 
-def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
-                                                        ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
+                                                              ticker_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2844,8 +2845,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     # Setting trade stoploss to 0.01
 
     trade.stop_loss = 0.00001099 * 0.99
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2872,7 +2873,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     } == last_msg
 
 
-def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None:
+def test_execute_trade_exit_sloe_cancel_exception(
+        mocker, default_conf, ticker, fee, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
@@ -2899,14 +2901,14 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     freqtrade.config['dry_run'] = False
     trade.stoploss_order_id = "abcd"
 
-    freqtrade.execute_sell(trade=trade, limit=1234,
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=1234,
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
-def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
-                                                mocker) -> None:
+def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
+                                                      mocker) -> None:
 
     default_conf['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
@@ -2950,8 +2952,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         fetch_ticker=ticker_sell_up
     )
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     trade = Trade.query.first()
     assert trade
@@ -2959,8 +2961,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     assert rpc_mock.call_count == 3
 
 
-def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
-                                                         mocker) -> None:
+def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
+                                                               mocker) -> None:
     default_conf['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3031,8 +3033,8 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
 
 
-def test_execute_sell_market_order(default_conf, ticker, fee,
-                                   ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_market_order(default_conf, ticker, fee,
+                                         ticker_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3058,8 +3060,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     )
     freqtrade.config['order_types']['sell'] = 'market'
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
     assert trade.close_profit == 0.0620716
@@ -3089,8 +3091,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     } == last_msg
 
 
-def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
-                                               ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
+                                                     ticker_sell_up, mocker) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
     mocker.patch.multiple(
@@ -3117,8 +3119,8 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
     )
 
     sell_reason = SellCheckTuple(sell_type=SellType.ROI)
-    assert not freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                                      sell_reason=sell_reason)
+    assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                            sell_reason=sell_reason)
     assert mock_insuf.call_count == 1
 
 
@@ -3374,8 +3376,8 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
         fetch_ticker=ticker_sell_down
     )
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     trade.close(ticker_sell_down()['bid'])
     assert freqtrade.strategy.is_pair_locked(trade.pair)
 
diff --git a/tests/test_integration.py b/tests/test_integration.py
index b12959a03..215927098 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -9,7 +9,7 @@ from freqtrade.strategy.interface import SellCheckTuple
 from tests.conftest import get_patched_freqtradebot, patch_get_signal
 
 
-def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
+def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
                                                      limit_buy_order, mocker) -> None:
     """
     Tests workflow of selling stoploss_on_exchange.

From 1f3ccc2587d8e8c8d4726906a483cb7ad6f456cb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:00:15 +0200
Subject: [PATCH 1120/1386] DefaultStrategy does not need to be limited

---
 config_examples/config_full.example.json |  2 +-
 docs/backtesting.md                      |  2 +-
 freqtrade/commands/cli_options.py        |  2 +-
 freqtrade/commands/deploy_commands.py    |  2 --
 tests/commands/test_commands.py          | 11 -----------
 5 files changed, 3 insertions(+), 16 deletions(-)

diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index 3ca413281..d0f3f0df6 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -174,7 +174,7 @@
         "heartbeat_interval": 60
     },
     "disable_dataframe_checks": false,
-    "strategy": "DefaultStrategy",
+    "strategy": "SampleStrategy",
     "strategy_path": "user_data/strategies/",
     "dataformat_ohlcv": "json",
     "dataformat_trades": "jsongz"
diff --git a/docs/backtesting.md b/docs/backtesting.md
index 89980c670..f750e0c4c 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -62,7 +62,7 @@ optional arguments:
                         this together with `--export trades`, the strategy-
                         name is injected into the filename (so `backtest-
                         data.json` becomes `backtest-data-
-                        DefaultStrategy.json`
+                        SampleStrategy.json`
   --export {none,trades}
                         Export backtest results (default: trades).
   --export-filename PATH
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 215ed3f6e..42be5abd6 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -162,7 +162,7 @@ AVAILABLE_CLI_OPTIONS = {
         'Please note that ticker-interval needs to be set either in config '
         'or via command line. When using this together with `--export trades`, '
         'the strategy-name is injected into the filename '
-        '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
+        '(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',
         nargs='+',
     ),
     "export": Arg(
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index eb65579e2..ec558e7b1 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -74,8 +74,6 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if "strategy" in args and args["strategy"]:
-        if args["strategy"] == "DefaultStrategy":
-            raise OperationalException("DefaultStrategy is not allowed as name.")
 
         new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index fc5101979..df2eb2c10 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -510,17 +510,6 @@ def test_start_new_strategy(mocker, caplog):
         start_new_strategy(get_args(args))
 
 
-def test_start_new_strategy_DefaultStrat(mocker, caplog):
-    args = [
-        "new-strategy",
-        "--strategy",
-        "DefaultStrategy"
-    ]
-    with pytest.raises(OperationalException,
-                       match=r"DefaultStrategy is not allowed as name\."):
-        start_new_strategy(get_args(args))
-
-
 def test_start_new_strategy_no_arg(mocker, caplog):
     args = [
         "new-strategy",

From fbf8eb4526601e90f8878985a42a77ba1a46227f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:04:33 +0200
Subject: [PATCH 1121/1386] Rename test-legacy strategy

---
 tests/commands/test_commands.py           |  4 ++--
 tests/optimize/test_backtesting.py        | 10 +++++-----
 tests/rpc/test_rpc_apiserver.py           |  2 +-
 tests/strategy/strats/failing_strategy.py |  2 +-
 tests/strategy/strats/legacy_strategy.py  |  2 +-
 tests/strategy/test_interface.py          |  2 +-
 tests/strategy/test_strategy_loading.py   |  4 ++--
 7 files changed, 13 insertions(+), 13 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index df2eb2c10..0f34f6e10 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -816,7 +816,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     # pargs['config'] = None
     start_list_strategies(pargs)
     captured = capsys.readouterr()
-    assert "TestStrategyLegacy" in captured.out
+    assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy.py" not in captured.out
     assert "DefaultStrategy" in captured.out
 
@@ -831,7 +831,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     # pargs['config'] = None
     start_list_strategies(pargs)
     captured = capsys.readouterr()
-    assert "TestStrategyLegacy" in captured.out
+    assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy.py" in captured.out
     assert "DefaultStrategy" in captured.out
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 998b2d837..80f7aa2d6 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -473,7 +473,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     Backtesting(default_conf)
 
     # Multiple strategies
-    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
+    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacyV1']
     with pytest.raises(OperationalException,
                        match='PrecisionFilter not allowed for backtesting multiple strategies.'):
         Backtesting(default_conf)
@@ -909,7 +909,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         '--disable-max-market-positions',
         '--strategy-list',
         'DefaultStrategy',
-        'TestStrategyLegacy',
+        'TestStrategyLegacyV1',
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -932,7 +932,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
-        'Running backtesting for Strategy TestStrategyLegacy',
+        'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
     for line in exists:
@@ -1013,7 +1013,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--disable-max-market-positions',
         '--strategy-list',
         'DefaultStrategy',
-        'TestStrategyLegacy',
+        'TestStrategyLegacyV1',
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -1030,7 +1030,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
-        'Running backtesting for Strategy TestStrategyLegacy',
+        'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
     for line in exists:
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 68bd01911..9a20256cd 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1219,7 +1219,7 @@ def test_api_strategies(botclient):
     assert rc.json() == {'strategies': [
         'DefaultStrategy',
         'HyperoptableStrategy',
-        'TestStrategyLegacy'
+        'TestStrategyLegacyV1'
     ]}
 
 
diff --git a/tests/strategy/strats/failing_strategy.py b/tests/strategy/strats/failing_strategy.py
index f8eaac3c3..a65a0ddc2 100644
--- a/tests/strategy/strats/failing_strategy.py
+++ b/tests/strategy/strats/failing_strategy.py
@@ -5,5 +5,5 @@ import nonexiting_module  # noqa
 from freqtrade.strategy.interface import IStrategy
 
 
-class TestStrategyLegacy(IStrategy):
+class TestStrategyLegacyV1(IStrategy):
     pass
diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy.py
index 9ef00b110..ebfce632b 100644
--- a/tests/strategy/strats/legacy_strategy.py
+++ b/tests/strategy/strats/legacy_strategy.py
@@ -10,7 +10,7 @@ from freqtrade.strategy.interface import IStrategy
 # --------------------------------
 
 # This class is a sample. Feel free to customize it.
-class TestStrategyLegacy(IStrategy):
+class TestStrategyLegacyV1(IStrategy):
     """
     This is a test strategy using the legacy function headers, which will be
     removed in a future update.
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index eea6a85d2..d03c7d2c1 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -603,7 +603,7 @@ def test_is_pair_locked(default_conf):
 
 
 def test_is_informative_pairs_callback(default_conf):
-    default_conf.update({'strategy': 'TestStrategyLegacy'})
+    default_conf.update({'strategy': 'TestStrategyLegacyV1'})
     strategy = StrategyResolver.load_strategy(default_conf)
     # Should return empty
     # Uses fallback to base implementation
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 115a2fbde..b173a562b 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -330,7 +330,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_deprecate_populate_indicators(result, default_conf):
     default_location = Path(__file__).parent / "strats"
-    default_conf.update({'strategy': 'TestStrategyLegacy',
+    default_conf.update({'strategy': 'TestStrategyLegacyV1',
                          'strategy_path': default_location})
     strategy = StrategyResolver.load_strategy(default_conf)
     with warnings.catch_warnings(record=True) as w:
@@ -365,7 +365,7 @@ def test_deprecate_populate_indicators(result, default_conf):
 def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
     default_location = Path(__file__).parent / "strats"
     del default_conf['timeframe']
-    default_conf.update({'strategy': 'TestStrategyLegacy',
+    default_conf.update({'strategy': 'TestStrategyLegacyV1',
                          'strategy_path': default_location})
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}

From 58ecb34a668528da2ed74c4a799a63a12b6e761b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:13:18 +0200
Subject: [PATCH 1122/1386] Allow DefaultHyperopts as hyperopt name

---
 freqtrade/commands/deploy_commands.py |  2 --
 tests/commands/test_commands.py       | 11 -----------
 2 files changed, 13 deletions(-)

diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index ec558e7b1..c98335e0b 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -126,8 +126,6 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if 'hyperopt' in args and args['hyperopt']:
-        if args['hyperopt'] == 'DefaultHyperopt':
-            raise OperationalException("DefaultHyperopt is not allowed as name.")
 
         new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 0f34f6e10..a2ab37e61 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -541,17 +541,6 @@ def test_start_new_hyperopt(mocker, caplog):
         start_new_hyperopt(get_args(args))
 
 
-def test_start_new_hyperopt_DefaultHyperopt(mocker, caplog):
-    args = [
-        "new-hyperopt",
-        "--hyperopt",
-        "DefaultHyperopt"
-    ]
-    with pytest.raises(OperationalException,
-                       match=r"DefaultHyperopt is not allowed as name\."):
-        start_new_hyperopt(get_args(args))
-
-
 def test_start_new_hyperopt_no_arg(mocker):
     args = [
         "new-hyperopt",

From 0d8e105a339dcd96ac883dbfd23ca210bbd8b3eb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:14:49 +0200
Subject: [PATCH 1123/1386] Rename legacystrategy file

---
 tests/commands/test_commands.py                               | 4 ++--
 .../strats/{legacy_strategy.py => legacy_strategy_v1.py}      | 0
 2 files changed, 2 insertions(+), 2 deletions(-)
 rename tests/strategy/strats/{legacy_strategy.py => legacy_strategy_v1.py} (100%)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index a2ab37e61..9f21e93d7 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -806,7 +806,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     start_list_strategies(pargs)
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
-    assert "legacy_strategy.py" not in captured.out
+    assert "legacy_strategy_v1.py" not in captured.out
     assert "DefaultStrategy" in captured.out
 
     # Test regular output
@@ -821,7 +821,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     start_list_strategies(pargs)
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
-    assert "legacy_strategy.py" in captured.out
+    assert "legacy_strategy_v1.py" in captured.out
     assert "DefaultStrategy" in captured.out
 
 
diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy_v1.py
similarity index 100%
rename from tests/strategy/strats/legacy_strategy.py
rename to tests/strategy/strats/legacy_strategy_v1.py

From df1c0540abffd71269a13c0dc4cea925f1b95597 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:18:26 +0200
Subject: [PATCH 1124/1386] Rename Hyperopt Test Class

---
 tests/commands/test_commands.py               |  4 ++--
 tests/optimize/conftest.py                    |  2 +-
 ..._hyperopt.py => hyperopt_test_sep_file.py} |  2 +-
 tests/optimize/test_hyperopt.py               | 20 +++++++++----------
 4 files changed, 14 insertions(+), 14 deletions(-)
 rename tests/optimize/hyperopts/{default_hyperopt.py => hyperopt_test_sep_file.py} (99%)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 9f21e93d7..5a177267c 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -839,7 +839,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestHyperoptLegacy" not in captured.out
     assert "legacy_hyperopt.py" not in captured.out
-    assert "DefaultHyperOpt" in captured.out
+    assert "HyperoptTestSepFile" in captured.out
     assert "test_hyperopt.py" not in captured.out
 
     # Test regular output
@@ -854,7 +854,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestHyperoptLegacy" not in captured.out
     assert "legacy_hyperopt.py" not in captured.out
-    assert "DefaultHyperOpt" in captured.out
+    assert "HyperoptTestSepFile" in captured.out
 
 
 def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index a7fd238d1..95c9fef97 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -16,7 +16,7 @@ def hyperopt_conf(default_conf):
     hyperconf.update({
         'datadir': Path(default_conf['datadir']),
         'runmode': RunMode.HYPEROPT,
-        'hyperopt': 'DefaultHyperOpt',
+        'hyperopt': 'HyperoptTestSepFile',
         'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
                          'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
                          'epochs': 1,
diff --git a/tests/optimize/hyperopts/default_hyperopt.py b/tests/optimize/hyperopts/hyperopt_test_sep_file.py
similarity index 99%
rename from tests/optimize/hyperopts/default_hyperopt.py
rename to tests/optimize/hyperopts/hyperopt_test_sep_file.py
index 2e2bca3d0..0fa1e1959 100644
--- a/tests/optimize/hyperopts/default_hyperopt.py
+++ b/tests/optimize/hyperopts/hyperopt_test_sep_file.py
@@ -11,7 +11,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 
-class DefaultHyperOpt(IHyperOpt):
+class HyperoptTestSepFile(IHyperOpt):
     """
     Default hyperopt provided by the Freqtrade bot.
     You can override it with your own Hyperopt
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 0ca79d268..94f4abc7a 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -22,7 +22,7 @@ from freqtrade.strategy.hyper import IntParameter
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
-from .hyperopts.default_hyperopt import DefaultHyperOpt
+from .hyperopts.hyperopt_test_sep_file import HyperoptTestSepFile
 
 
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
@@ -31,7 +31,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
@@ -63,7 +63,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--timerange', ':100',
@@ -115,7 +115,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--stake-amount', '1',
         '--starting-balance', '2'
     ]
@@ -136,7 +136,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
 def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
-    hyperopt = DefaultHyperOpt
+    hyperopt = HyperoptTestSepFile
     delattr(hyperopt, 'populate_indicators')
     delattr(hyperopt, 'populate_buy_trend')
     delattr(hyperopt, 'populate_sell_trend')
@@ -144,7 +144,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
         'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver.load_object',
         MagicMock(return_value=hyperopt(default_conf))
     )
-    default_conf.update({'hyperopt': 'DefaultHyperOpt'})
+    default_conf.update({'hyperopt': 'HyperoptTestSepFile'})
     x = HyperOptResolver.load_hyperopt(default_conf)
     assert not hasattr(x, 'populate_indicators')
     assert not hasattr(x, 'populate_buy_trend')
@@ -184,7 +184,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-path',
         str(Path(__file__).parent / "hyperopts"),
         '--epochs', '5',
@@ -205,7 +205,7 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
@@ -229,7 +229,7 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
@@ -247,7 +247,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]

From 6d96b1127989fc40a5f0027ec5067d11645bee5b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:25:53 +0200
Subject: [PATCH 1125/1386] Rename DefaultStrategy

---
 build_helpers/publish_docker_arm64.sh         |  2 +-
 build_helpers/publish_docker_multi.sh         |  2 +-
 tests/commands/test_commands.py               |  4 +-
 tests/conftest.py                             |  2 +-
 tests/conftest_trades.py                      |  8 ++--
 tests/data/test_btanalysis.py                 |  6 +--
 tests/data/test_history.py                    |  6 +--
 tests/optimize/test_backtesting.py            | 26 ++++++------
 tests/optimize/test_edge_cli.py               |  6 +--
 tests/optimize/test_hyperopt.py               |  2 +-
 tests/optimize/test_hyperopt_tools.py         | 16 +++----
 tests/optimize/test_optimize_reports.py       |  2 +-
 tests/rpc/test_rpc_apiserver.py               | 28 ++++++-------
 tests/rpc/test_rpc_telegram.py                |  4 +-
 tests/strategy/strats/default_strategy.py     |  4 +-
 tests/strategy/test_default_strategy.py       | 16 +++----
 tests/strategy/test_interface.py              | 26 ++++++------
 tests/strategy/test_strategy_loading.py       | 42 +++++++++----------
 tests/test_arguments.py                       |  2 +-
 tests/test_configuration.py                   |  6 +--
 tests/test_plotting.py                        |  3 --
 .../testdata/backtest-result_multistrat.json  |  2 +-
 tests/testdata/backtest-result_new.json       |  2 +-
 23 files changed, 107 insertions(+), 110 deletions(-)

diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index e7b69b2dc..1ad8074d4 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_I
 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
+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 StrategyTestV2
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index 4010eed45..dd6ac841e 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -53,7 +53,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE
 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 
 # Run backtest
-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
+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 StrategyTestV2
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 5a177267c..1da9e5100 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -807,7 +807,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy_v1.py" not in captured.out
-    assert "DefaultStrategy" in captured.out
+    assert "StrategyTestV2" in captured.out
 
     # Test regular output
     args = [
@@ -822,7 +822,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy_v1.py" in captured.out
-    assert "DefaultStrategy" in captured.out
+    assert "StrategyTestV2" in captured.out
 
 
 def test_start_list_hyperopts(mocker, caplog, capsys):
diff --git a/tests/conftest.py b/tests/conftest.py
index 0c9a96e2b..5e08e7097 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -323,7 +323,7 @@ def get_default_conf(testdatadir):
         "user_data_dir": Path("user_data"),
         "verbosity": 3,
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
-        "strategy": "DefaultStrategy",
+        "strategy": "StrategyTestV2",
         "disableparamexport": True,
         "internals": {},
         "export": "none",
diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py
index b92b51144..024803be0 100644
--- a/tests/conftest_trades.py
+++ b/tests/conftest_trades.py
@@ -33,7 +33,7 @@ def mock_trade_1(fee):
         open_rate=0.123,
         exchange='binance',
         open_order_id='dry_run_buy_12345',
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
@@ -87,7 +87,7 @@ def mock_trade_2(fee):
         exchange='binance',
         is_open=False,
         open_order_id='dry_run_sell_12345',
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
         sell_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -146,7 +146,7 @@ def mock_trade_3(fee):
         close_profit_abs=0.000155,
         exchange='binance',
         is_open=False,
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
         sell_reason='roi',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -189,7 +189,7 @@ def mock_trade_4(fee):
         open_rate=0.123,
         exchange='binance',
         open_order_id='prod_buy_12345',
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 6bde60926..1dcd04a80 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -93,7 +93,7 @@ def test_load_backtest_data_new_format(testdatadir):
 def test_load_backtest_data_multi(testdatadir):
 
     filename = testdatadir / "backtest-result_multistrat.json"
-    for strategy in ('DefaultStrategy', 'TestStrategy'):
+    for strategy in ('StrategyTestV2', 'TestStrategy'):
         bt_data = load_backtest_data(filename, strategy=strategy)
         assert isinstance(bt_data, DataFrame)
         assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
@@ -128,7 +128,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
     for col in BT_DATA_COLUMNS:
         if col not in ['index', 'open_at_end']:
             assert col in trades.columns
-    trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='DefaultStrategy')
+    trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='StrategyTestV2')
     assert len(trades) == 4
     trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
     assert len(trades) == 0
@@ -186,7 +186,7 @@ def test_load_trades(default_conf, mocker):
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
                 no_trades=False,
-                strategy="DefaultStrategy",
+                strategy="StrategyTestV2",
                 )
 
     assert db_mock.call_count == 1
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index e9d2c3638..575a590e7 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -380,7 +380,7 @@ def test_file_dump_json_tofile(testdatadir) -> None:
 def test_get_timerange(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     data = strategy.advise_all_indicators(
@@ -398,7 +398,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
 def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     data = strategy.advise_all_indicators(
@@ -422,7 +422,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
 def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange('index', 'index', 200, 250)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 80f7aa2d6..6442f6cb7 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -155,7 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--export', 'none'
     ]
 
@@ -190,7 +190,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--enable-position-stacking',
@@ -240,7 +240,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--stake-amount', '1',
         '--starting-balance', '2'
     ]
@@ -251,7 +251,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--stake-amount', '1',
         '--starting-balance', '0.5'
     ]
@@ -269,7 +269,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
     pargs = get_args(args)
     start_backtesting(pargs)
@@ -302,7 +302,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
 def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     del default_conf['timeframe']
-    default_conf['strategy_list'] = ['DefaultStrategy',
+    default_conf['strategy_list'] = ['StrategyTestV2',
                                      'SampleStrategy']
 
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
@@ -340,7 +340,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     assert len(processed['UNITTEST/BTC']) == 102
 
     # Load strategy to compare the result between Backtesting function and strategy are the same
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     processed2 = strategy.advise_all_indicators(data)
@@ -473,7 +473,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     Backtesting(default_conf)
 
     # Multiple strategies
-    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacyV1']
+    default_conf['strategy_list'] = ['StrategyTestV2', 'TestStrategyLegacyV1']
     with pytest.raises(OperationalException,
                        match='PrecisionFilter not allowed for backtesting multiple strategies.'):
         Backtesting(default_conf)
@@ -837,7 +837,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', str(testdatadir),
         '--timeframe', '1m',
         '--timerange', '1510694220-1510700340',
@@ -908,7 +908,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'TestStrategyLegacyV1',
     ]
     args = get_args(args)
@@ -931,7 +931,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'Backtesting with data from 2017-11-14 21:17:00 '
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
-        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy StrategyTestV2',
         'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
@@ -1012,7 +1012,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'TestStrategyLegacyV1',
     ]
     args = get_args(args)
@@ -1029,7 +1029,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         'Backtesting with data from 2017-11-14 21:17:00 '
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
-        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy StrategyTestV2',
         'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py
index 6818a573b..18d5f1c76 100644
--- a/tests/optimize/test_edge_cli.py
+++ b/tests/optimize/test_edge_cli.py
@@ -16,7 +16,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
@@ -46,7 +46,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--timerange', ':100',
@@ -80,7 +80,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
     pargs = get_args(args)
     start_edge(pargs)
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 94f4abc7a..565d6077a 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -125,7 +125,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--stake-amount', '1',
         '--starting-balance', '0.5'
     ]
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index e845b2a77..9f917c2a7 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -167,7 +167,7 @@ def test__pprint_dict():
 
 def test_get_strategy_filename(default_conf):
 
-    x = HyperoptTools.get_strategy_filename(default_conf, 'DefaultStrategy')
+    x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
     assert isinstance(x, Path)
     assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
 
@@ -177,7 +177,7 @@ def test_get_strategy_filename(default_conf):
 
 def test_export_params(tmpdir):
 
-    filename = Path(tmpdir) / "DefaultStrategy.json"
+    filename = Path(tmpdir) / "StrategyTestV2.json"
     assert not filename.is_file()
     params = {
         "params_details": {
@@ -205,12 +205,12 @@ def test_export_params(tmpdir):
         }
 
     }
-    HyperoptTools.export_params(params, "DefaultStrategy", filename)
+    HyperoptTools.export_params(params, "StrategyTestV2", filename)
 
     assert filename.is_file()
 
     content = rapidjson.load(filename.open('r'))
-    assert content['strategy_name'] == 'DefaultStrategy'
+    assert content['strategy_name'] == 'StrategyTestV2'
     assert 'params' in content
     assert "buy" in content["params"]
     assert "sell" in content["params"]
@@ -223,7 +223,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
     default_conf['disableparamexport'] = False
     export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
 
-    filename = Path(tmpdir) / "DefaultStrategy.json"
+    filename = Path(tmpdir) / "StrategyTestV2.json"
     assert not filename.is_file()
     params = {
         "params_details": {
@@ -252,16 +252,16 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
         FTHYPT_FILEVERSION: 2,
 
     }
-    HyperoptTools.try_export_params(default_conf, "DefaultStrategy22", params)
+    HyperoptTools.try_export_params(default_conf, "StrategyTestV222", params)
 
     assert log_has("Strategy not found, not exporting parameter file.", caplog)
     assert export_mock.call_count == 0
     caplog.clear()
 
-    HyperoptTools.try_export_params(default_conf, "DefaultStrategy", params)
+    HyperoptTools.try_export_params(default_conf, "StrategyTestV2", params)
 
     assert export_mock.call_count == 1
-    assert export_mock.call_args_list[0][0][1] == 'DefaultStrategy'
+    assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
     assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
 
 
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 3f31efb95..83caefd2d 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -52,7 +52,7 @@ def test_text_table_bt_results():
 
 
 def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     StrategyResolver.load_strategy(default_conf)
 
     results = {'DefStrat': {
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 9a20256cd..0256fb632 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -879,7 +879,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'open_trade_value': 15.1668225,
         'sell_reason': None,
         'sell_order_status': None,
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
@@ -984,7 +984,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         close_rate=0.265441,
         id=22,
         timeframe=5,
-        strategy="DefaultStrategy"
+        strategy="StrategyTestV2"
     ))
     mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
 
@@ -1034,7 +1034,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'open_trade_value': 0.24605460,
         'sell_reason': None,
         'sell_order_status': None,
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
@@ -1101,7 +1101,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
                     f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
     assert_response(rc)
     assert 'strategy' in rc.json()
-    assert rc.json()['strategy'] == 'DefaultStrategy'
+    assert rc.json()['strategy'] == 'StrategyTestV2'
     assert 'columns' in rc.json()
     assert 'data_start_ts' in rc.json()
     assert 'data_start' in rc.json()
@@ -1139,19 +1139,19 @@ def test_api_pair_history(botclient, ohlcv_history):
     # No pair
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?timeframe={timeframe}"
-                    "&timerange=20180111-20180112&strategy=DefaultStrategy")
+                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
     assert_response(rc, 422)
 
     # No Timeframe
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
-                    "&timerange=20180111-20180112&strategy=DefaultStrategy")
+                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
     assert_response(rc, 422)
 
     # No timerange
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&strategy=DefaultStrategy")
+                    "&strategy=StrategyTestV2")
     assert_response(rc, 422)
 
     # No strategy
@@ -1163,14 +1163,14 @@ def test_api_pair_history(botclient, ohlcv_history):
     # Working
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&timerange=20180111-20180112&strategy=DefaultStrategy")
+                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
     assert_response(rc, 200)
     assert rc.json()['length'] == 289
     assert len(rc.json()['data']) == rc.json()['length']
     assert 'columns' in rc.json()
     assert 'data' in rc.json()
     assert rc.json()['pair'] == 'UNITTEST/BTC'
-    assert rc.json()['strategy'] == 'DefaultStrategy'
+    assert rc.json()['strategy'] == 'StrategyTestV2'
     assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
     assert rc.json()['data_start_ts'] == 1515628800000
     assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
@@ -1179,7 +1179,7 @@ def test_api_pair_history(botclient, ohlcv_history):
     # No data found
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&timerange=20200111-20200112&strategy=DefaultStrategy")
+                    "&timerange=20200111-20200112&strategy=StrategyTestV2")
     assert_response(rc, 502)
     assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
                                   "No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
@@ -1217,7 +1217,7 @@ def test_api_strategies(botclient):
 
     assert_response(rc)
     assert rc.json() == {'strategies': [
-        'DefaultStrategy',
+        'StrategyTestV2',
         'HyperoptableStrategy',
         'TestStrategyLegacyV1'
     ]}
@@ -1226,10 +1226,10 @@ def test_api_strategies(botclient):
 def test_api_strategy(botclient):
     ftbot, client = botclient
 
-    rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
+    rc = client_get(client, f"{BASE_URI}/strategy/StrategyTestV2")
 
     assert_response(rc)
-    assert rc.json()['strategy'] == 'DefaultStrategy'
+    assert rc.json()['strategy'] == 'StrategyTestV2'
 
     data = (Path(__file__).parents[1] / "strategy/strats/default_strategy.py").read_text()
     assert rc.json()['code'] == data
@@ -1288,7 +1288,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
 
     # start backtesting
     data = {
-        "strategy": "DefaultStrategy",
+        "strategy": "StrategyTestV2",
         "timeframe": "5m",
         "timerange": "20180110-20180111",
         "max_open_trades": 3,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 8596c7c44..2013dad7d 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1236,7 +1236,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
     assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
-    assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+    assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
     assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
     msg_mock.reset_mock()
@@ -1245,7 +1245,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
     assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
-    assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+    assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
     assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
 
diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/default_strategy.py
index 7171b93ae..53e39526f 100644
--- a/tests/strategy/strats/default_strategy.py
+++ b/tests/strategy/strats/default_strategy.py
@@ -7,9 +7,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.strategy.interface import IStrategy
 
 
-class DefaultStrategy(IStrategy):
+class StrategyTestV2(IStrategy):
     """
-    Default Strategy provided by freqtrade bot.
+    Strategy used by tests freqtrade bot.
     Please do not modify this strategy, it's  intended for internal use only.
     Please look at the SampleStrategy in the user_data/strategy directory
     or strategy repository https://github.com/freqtrade/freqtrade-strategies
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index 92ac9f63a..2566c8478 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -4,20 +4,20 @@ from pandas import DataFrame
 
 from freqtrade.persistence.models import Trade
 
-from .strats.default_strategy import DefaultStrategy
+from .strats.default_strategy import StrategyTestV2
 
 
 def test_default_strategy_structure():
-    assert hasattr(DefaultStrategy, 'minimal_roi')
-    assert hasattr(DefaultStrategy, 'stoploss')
-    assert hasattr(DefaultStrategy, 'timeframe')
-    assert hasattr(DefaultStrategy, 'populate_indicators')
-    assert hasattr(DefaultStrategy, 'populate_buy_trend')
-    assert hasattr(DefaultStrategy, 'populate_sell_trend')
+    assert hasattr(StrategyTestV2, 'minimal_roi')
+    assert hasattr(StrategyTestV2, 'stoploss')
+    assert hasattr(StrategyTestV2, 'timeframe')
+    assert hasattr(StrategyTestV2, 'populate_indicators')
+    assert hasattr(StrategyTestV2, 'populate_buy_trend')
+    assert hasattr(StrategyTestV2, 'populate_sell_trend')
 
 
 def test_default_strategy(result, fee):
-    strategy = DefaultStrategy({})
+    strategy = StrategyTestV2({})
 
     metadata = {'pair': 'ETH/BTC'}
     assert type(strategy.minimal_roi) is dict
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index d03c7d2c1..9023f7981 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -22,11 +22,11 @@ from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
 
-from .strats.default_strategy import DefaultStrategy
+from .strats.default_strategy import StrategyTestV2
 
 
 # Avoid to reinit the same object again and again
-_STRATEGY = DefaultStrategy(config={})
+_STRATEGY = StrategyTestV2(config={})
 _STRATEGY.dp = DataProvider({}, None, None)
 
 
@@ -148,7 +148,7 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_ignore_expired_candle(default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     strategy.ignore_buying_expired_candle_after = 60
 
@@ -229,7 +229,7 @@ def test_assert_df(ohlcv_history, caplog):
 
 
 def test_advise_all_indicators(default_conf, testdatadir) -> None:
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
@@ -240,7 +240,7 @@ def test_advise_all_indicators(default_conf, testdatadir) -> None:
 
 
 def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
@@ -258,7 +258,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
     min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
                     {0: 0.1, 20: 0.05, 55: 0.01}]
     for roi in min_roi_list:
-        default_conf.update({'strategy': 'DefaultStrategy'})
+        default_conf.update({'strategy': 'StrategyTestV2'})
         strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
@@ -297,7 +297,7 @@ def test_min_roi_reached2(default_conf, fee) -> None:
                      },
                     ]
     for roi in min_roi_list:
-        default_conf.update({'strategy': 'DefaultStrategy'})
+        default_conf.update({'strategy': 'StrategyTestV2'})
         strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
@@ -332,7 +332,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
                30: 0.05,
                55: 0.30,
                }
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     strategy.minimal_roi = min_roi
     trade = Trade(
@@ -385,7 +385,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
 def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
                            profit2, adjusted2, expected2, custom_stop) -> None:
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     trade = Trade(
@@ -433,7 +433,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
 
 def test_custom_sell(default_conf, fee, caplog) -> None:
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     trade = Trade(
@@ -487,7 +487,7 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
         advise_sell=sell_mock,
 
     )
-    strategy = DefaultStrategy({})
+    strategy = StrategyTestV2({})
     strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
     assert ind_mock.call_count == 1
     assert buy_mock.call_count == 1
@@ -518,7 +518,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
         advise_sell=sell_mock,
 
     )
-    strategy = DefaultStrategy({})
+    strategy = StrategyTestV2({})
     strategy.dp = DataProvider({}, None, None)
     strategy.process_only_new_candles = True
 
@@ -550,7 +550,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
 
 @pytest.mark.usefixtures("init_persistence")
 def test_is_pair_locked(default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     PairLocks.timeframe = default_conf['timeframe']
     PairLocks.use_db = True
     strategy = StrategyResolver.load_strategy(default_conf)
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index b173a562b..2cbc9d0c6 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -18,7 +18,7 @@ def test_search_strategy():
 
     s, _ = StrategyResolver._search_object(
         directory=default_location,
-        object_name='DefaultStrategy',
+        object_name='StrategyTestV2',
         add_source=True,
     )
     assert issubclass(s, IStrategy)
@@ -74,10 +74,10 @@ def test_load_strategy_base64(result, caplog, default_conf):
 
 
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
-    default_conf['strategy'] = 'DefaultStrategy'
+    default_conf['strategy'] = 'StrategyTestV2'
     extra_dir = Path.cwd() / 'some/path'
     with pytest.raises(OperationalException):
-        StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
+        StrategyResolver._load_strategy('StrategyTestV2', config=default_conf,
                                         extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
@@ -100,7 +100,7 @@ def test_load_strategy_noname(default_conf):
 
 
 def test_strategy(result, default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
@@ -127,7 +127,7 @@ def test_strategy(result, default_conf):
 def test_strategy_override_minimal_roi(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'minimal_roi': {
             "20": 0.1,
             "0": 0.5
@@ -144,7 +144,7 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
 def test_strategy_override_stoploss(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'stoploss': -0.5
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -156,7 +156,7 @@ def test_strategy_override_stoploss(caplog, default_conf):
 def test_strategy_override_trailing_stop(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'trailing_stop': True
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -169,7 +169,7 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
 def test_strategy_override_trailing_stop_positive(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'trailing_stop_positive': -0.1,
         'trailing_stop_positive_offset': -0.2
 
@@ -189,7 +189,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'timeframe': 60,
         'stake_currency': 'ETH'
     })
@@ -205,7 +205,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'process_only_new_candles': True
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
         'stoploss_on_exchange': True,
     }
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_types': order_types
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -239,12 +239,12 @@ def test_strategy_override_order_types(caplog, default_conf):
                    " 'stoploss_on_exchange': True}.", caplog)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_types': {'buy': 'market'}
     })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
-                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
+                       match=r"Impossible to load Strategy 'StrategyTestV2'. "
                              r"Order-types mapping is incomplete."):
         StrategyResolver.load_strategy(default_conf)
 
@@ -258,7 +258,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
     }
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_time_in_force': order_time_in_force
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -271,12 +271,12 @@ def test_strategy_override_order_tif(caplog, default_conf):
                    " {'buy': 'fok', 'sell': 'gtc'}.", caplog)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_time_in_force': {'buy': 'fok'}
     })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
-                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
+                       match=r"Impossible to load Strategy 'StrategyTestV2'. "
                              r"Order-time-in-force mapping is incomplete."):
         StrategyResolver.load_strategy(default_conf)
 
@@ -284,7 +284,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
 def test_strategy_override_use_sell_signal(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
     })
     strategy = StrategyResolver.load_strategy(default_conf)
     assert strategy.use_sell_signal
@@ -294,7 +294,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
     assert default_conf['use_sell_signal']
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'use_sell_signal': False,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -307,7 +307,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
 def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
     })
     strategy = StrategyResolver.load_strategy(default_conf)
     assert not strategy.sell_profit_only
@@ -317,7 +317,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     assert not default_conf['sell_profit_only']
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'sell_profit_only': True,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -395,7 +395,7 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
 
 
 def test_strategy_interface_versioning(result, monkeypatch, default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
 
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 5374881fa..fca5c6ab9 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -123,7 +123,7 @@ def test_parse_args_backtesting_custom() -> None:
         '-c', 'test_conf.json',
         '--ticker-interval', '1m',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'SampleStrategy'
     ]
     call_args = Arguments(args).get_parsed_arg()
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 7c555a39e..9aea4fa11 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -404,7 +404,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     arglist = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
 
     args = Arguments(arglist).get_parsed_arg()
@@ -441,7 +441,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     arglist = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--userdir', "/tmp/freqtrade",
         '--ticker-interval', '1m',
@@ -498,7 +498,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
         '--ticker-interval', '1m',
         '--export', 'trades',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'TestStrategy'
     ]
 
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index ecadc3f8b..51301a464 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -70,7 +70,6 @@ def test_add_indicators(default_conf, testdatadir, caplog):
     indicators1 = {"ema10": {}}
     indicators2 = {"macd": {"color": "red"}}
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # Generate buy/sell signals and indicators
@@ -112,7 +111,6 @@ def test_add_areas(default_conf, testdatadir, caplog):
                              "fill_to": "macdhist"}}
 
     ind_plain = {"macd": {"fill_to": "macdhist"}}
-    default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # Generate buy/sell signals and indicators
@@ -239,7 +237,6 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
     data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # Generate buy/sell signals and indicators
diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json
index 6999050b6..553783dfa 100644
--- a/tests/testdata/backtest-result_multistrat.json
+++ b/tests/testdata/backtest-result_multistrat.json
@@ -1 +1 @@
-{"strategy": {"DefaultStrategy": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2102.6072329688814, "profit_abs": 0.00399999999999999}, {"pair": "XLM/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:35:00+00:00", "trade_duration": 10, "open_rate": 3.339e-05, "close_rate": 3.489631578947368e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2994.908655286014, "profit_abs": 0.0040000000000000036}, {"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:40:00+00:00", "trade_duration": 15, "open_rate": 9.696e-05, "close_rate": 0.00010133413533834584, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1031.3531353135315, "profit_abs": 0.00399999999999999}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 07:35:00+00:00", "close_date": "2018-01-10 08:35:00+00:00", "trade_duration": 60, "open_rate": 0.0943, "close_rate": 0.09477268170426063, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.0604453870625663, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 07:40:00+00:00", "close_date": "2018-01-10 08:10:00+00:00", "trade_duration": 30, "open_rate": 0.02719607, "close_rate": 0.02760503345864661, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.677001860930642, "profit_abs": 0.0010000000000000009}, {"pair": "ZEC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 08:15:00+00:00", "close_date": "2018-01-10 09:55:00+00:00", "trade_duration": 100, "open_rate": 0.04634952, "close_rate": 0.046581848421052625, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.1575196463739, "profit_abs": 0.0}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 14:45:00+00:00", "close_date": "2018-01-10 15:50:00+00:00", "trade_duration": 65, "open_rate": 3.066e-05, "close_rate": 3.081368421052631e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3261.5786040443577, "profit_abs": -1.3877787807814457e-17}, {"pair": "LTC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 16:35:00+00:00", "close_date": "2018-01-10 17:15:00+00:00", "trade_duration": 40, "open_rate": 0.0168999, "close_rate": 0.016984611278195488, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 5.917194776300452, "profit_abs": 1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 16:40:00+00:00", "close_date": "2018-01-10 17:20:00+00:00", "trade_duration": 40, "open_rate": 0.09132568, "close_rate": 0.0917834528320802, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.0949822656672252, "profit_abs": 0.0}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 18:50:00+00:00", "close_date": "2018-01-10 19:45:00+00:00", "trade_duration": 55, "open_rate": 0.08898003, "close_rate": 0.08942604518796991, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1238476768326557, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 22:15:00+00:00", "close_date": "2018-01-10 23:00:00+00:00", "trade_duration": 45, "open_rate": 0.08560008, "close_rate": 0.08602915308270676, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1682232072680307, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 22:50:00+00:00", "close_date": "2018-01-10 23:20:00+00:00", "trade_duration": 30, "open_rate": 0.00249083, "close_rate": 0.0025282860902255634, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 40.147260150231055, "profit_abs": 0.000999999999999987}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 23:15:00+00:00", "close_date": "2018-01-11 00:15:00+00:00", "trade_duration": 60, "open_rate": 3.022e-05, "close_rate": 3.037147869674185e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3309.0668431502318, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-10 23:40:00+00:00", "close_date": "2018-01-11 00:05:00+00:00", "trade_duration": 25, "open_rate": 0.002437, "close_rate": 0.0024980776942355883, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 41.03405826836274, "profit_abs": 0.001999999999999974}, {"pair": "ZEC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 00:00:00+00:00", "close_date": "2018-01-11 00:35:00+00:00", "trade_duration": 35, "open_rate": 0.04771803, "close_rate": 0.04843559436090225, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.0956439316543456, "profit_abs": 0.0010000000000000009}, {"pair": "XLM/BTC", "profit_percent": -0.10448878, "open_date": "2018-01-11 03:40:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 45, "open_rate": 3.651e-05, "close_rate": 3.2859000000000005e-05, "open_at_end": false, "sell_reason": "stop_loss", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2738.9756231169545, "profit_abs": -0.01047499999999997}, {"pair": "ETH/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 03:55:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 30, "open_rate": 0.08824105, "close_rate": 0.08956798308270676, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1332594070446804, "profit_abs": 0.0010000000000000009}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 04:00:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 50, "open_rate": 0.00243, "close_rate": 0.002442180451127819, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 41.1522633744856, "profit_abs": -1.3877787807814457e-17}, {"pair": "ZEC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:55:00+00:00", "trade_duration": 25, "open_rate": 0.04545064, "close_rate": 0.046589753784461146, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.200189040242338, "profit_abs": 0.001999999999999988}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 20, "open_rate": 3.372e-05, "close_rate": 3.456511278195488e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2965.599051008304, "profit_abs": 0.001999999999999988}, {"pair": "XMR/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:55:00+00:00", "close_date": "2018-01-11 05:15:00+00:00", "trade_duration": 20, "open_rate": 0.02644, "close_rate": 0.02710265664160401, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.7821482602118004, "profit_abs": 0.001999999999999988}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:20:00+00:00", "close_date": "2018-01-11 12:00:00+00:00", "trade_duration": 40, "open_rate": 0.08812, "close_rate": 0.08856170426065162, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1348161597821154, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:35:00+00:00", "close_date": "2018-01-11 12:15:00+00:00", "trade_duration": 40, "open_rate": 0.02683577, "close_rate": 0.026970285137844607, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.7263696923919087, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 14:00:00+00:00", "close_date": "2018-01-11 14:25:00+00:00", "trade_duration": 25, "open_rate": 4.919e-05, "close_rate": 5.04228320802005e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2032.9335230737956, "profit_abs": 0.0020000000000000018}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 19:25:00+00:00", "close_date": "2018-01-11 20:35:00+00:00", "trade_duration": 70, "open_rate": 0.08784896, "close_rate": 0.08828930566416039, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1383174029607181, "profit_abs": -1.3877787807814457e-17}, {"pair": "ADA/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 22:35:00+00:00", "close_date": "2018-01-11 23:30:00+00:00", "trade_duration": 55, "open_rate": 5.105e-05, "close_rate": 5.130588972431077e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1958.8638589618022, "profit_abs": -1.3877787807814457e-17}, {"pair": "XLM/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 22:55:00+00:00", "close_date": "2018-01-11 23:25:00+00:00", "trade_duration": 30, "open_rate": 3.96e-05, "close_rate": 4.019548872180451e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2525.252525252525, "profit_abs": 0.0010000000000000148}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 22:55:00+00:00", "close_date": "2018-01-11 23:35:00+00:00", "trade_duration": 40, "open_rate": 2.885e-05, "close_rate": 2.899461152882205e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3466.204506065858, "profit_abs": -1.3877787807814457e-17}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 23:30:00+00:00", "close_date": "2018-01-12 00:05:00+00:00", "trade_duration": 35, "open_rate": 0.02645, "close_rate": 0.026847744360902256, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.780718336483932, "profit_abs": 0.0010000000000000148}, {"pair": "ZEC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 23:55:00+00:00", "close_date": "2018-01-12 01:15:00+00:00", "trade_duration": 80, "open_rate": 0.048, "close_rate": 0.04824060150375939, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.0833333333333335, "profit_abs": -1.3877787807814457e-17}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-12 21:15:00+00:00", "close_date": "2018-01-12 21:40:00+00:00", "trade_duration": 25, "open_rate": 4.692e-05, "close_rate": 4.809593984962405e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2131.287297527707, "profit_abs": 0.001999999999999974}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-13 00:55:00+00:00", "close_date": "2018-01-13 06:20:00+00:00", "trade_duration": 325, "open_rate": 0.00256966, "close_rate": 0.0025825405012531327, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 38.91565421106294, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": 0.0, "open_date": "2018-01-13 10:55:00+00:00", "close_date": "2018-01-13 11:35:00+00:00", "trade_duration": 40, "open_rate": 6.262e-05, "close_rate": 6.293388471177944e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1596.933886937081, "profit_abs": 0.0}, {"pair": "XLM/BTC", "profit_percent": 0.0, "open_date": "2018-01-13 13:05:00+00:00", "close_date": "2018-01-15 14:10:00+00:00", "trade_duration": 2945, "open_rate": 4.73e-05, "close_rate": 4.753709273182957e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2114.1649048625795, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": -0.0, "open_date": "2018-01-13 13:30:00+00:00", "close_date": "2018-01-13 14:45:00+00:00", "trade_duration": 75, "open_rate": 6.063e-05, "close_rate": 6.0933909774436085e-05, "open_at_end": 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diff --git a/tests/testdata/backtest-result_new.json b/tests/testdata/backtest-result_new.json
index 5334bf80e..84f3806ea 100644
--- a/tests/testdata/backtest-result_new.json
+++ b/tests/testdata/backtest-result_new.json
@@ -1 +1 @@
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"open_rate": 0.0410697, "close_rate": 0.03928809, "open_at_end": true, "sell_reason": "force_sell", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.4348850855983852, "profit_abs": -0.004827170578309559}, {"pair": "XMR/BTC", "profit_percent": -0.0, "open_date": "2018-01-27 11:45:00+00:00", "close_date": "2018-01-27 12:30:00+00:00", "trade_duration": 45, "open_rate": 0.0285, "close_rate": 0.02864285714285714, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.5087719298245617, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": -0.0, "open_date": "2018-01-27 12:35:00+00:00", "close_date": "2018-01-27 15:25:00+00:00", "trade_duration": 170, "open_rate": 0.02866372, "close_rate": 0.02880739779448621, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.4887307020861216, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-27 15:50:00+00:00", "close_date": "2018-01-27 16:50:00+00:00", "trade_duration": 60, "open_rate": 0.095381, "close_rate": 0.09585910025062656, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.0484268355332824, "profit_abs": 1.3877787807814457e-17}, {"pair": "DASH/BTC", "profit_percent": -0.0, "open_date": "2018-01-27 17:05:00+00:00", "close_date": "2018-01-27 17:45:00+00:00", "trade_duration": 40, "open_rate": 0.06759092, "close_rate": 0.06792972160401002, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.4794886650455417, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-27 23:40:00+00:00", "close_date": "2018-01-28 01:05:00+00:00", "trade_duration": 85, "open_rate": 0.00258501, "close_rate": 0.002597967443609022, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 38.684569885609726, "profit_abs": -1.3877787807814457e-17}, {"pair": "DASH/BTC", "profit_percent": -0.0, "open_date": "2018-01-28 02:25:00+00:00", "close_date": "2018-01-28 08:10:00+00:00", "trade_duration": 345, "open_rate": 0.06698502, "close_rate": 0.0673207845112782, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.4928710926711672, "profit_abs": 0.0}, {"pair": "DASH/BTC", "profit_percent": -0.0, "open_date": "2018-01-28 10:25:00+00:00", "close_date": "2018-01-28 16:30:00+00:00", "trade_duration": 365, "open_rate": 0.0677177, "close_rate": 0.06805713709273183, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.4767187899175547, "profit_abs": -1.3877787807814457e-17}, {"pair": "XLM/BTC", "profit_percent": 0.0, "open_date": "2018-01-28 20:35:00+00:00", "close_date": "2018-01-28 21:35:00+00:00", "trade_duration": 60, "open_rate": 5.215e-05, "close_rate": 5.2411403508771925e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1917.5455417066157, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-28 22:00:00+00:00", "close_date": "2018-01-28 22:30:00+00:00", "trade_duration": 30, "open_rate": 0.00273809, "close_rate": 0.002779264285714285, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 36.5218089982433, "profit_abs": 0.0010000000000000009}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-29 00:00:00+00:00", "close_date": "2018-01-29 00:30:00+00:00", "trade_duration": 30, "open_rate": 0.00274632, "close_rate": 0.002787618045112782, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 36.412362725392526, "profit_abs": 0.0010000000000000148}, {"pair": "LTC/BTC", "profit_percent": 0.0, "open_date": "2018-01-29 02:15:00+00:00", "close_date": "2018-01-29 03:00:00+00:00", "trade_duration": 45, "open_rate": 0.01622478, "close_rate": 0.016306107218045113, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 6.163411768911504, "profit_abs": 0.0}, {"pair": "DASH/BTC", "profit_percent": -0.0, "open_date": "2018-01-29 03:05:00+00:00", "close_date": "2018-01-29 03:45:00+00:00", "trade_duration": 40, "open_rate": 0.069, "close_rate": 0.06934586466165413, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.4492753623188406, "profit_abs": -1.3877787807814457e-17}, {"pair": "TRX/BTC", "profit_percent": -0.0, "open_date": "2018-01-29 05:20:00+00:00", "close_date": "2018-01-29 06:55:00+00:00", "trade_duration": 95, "open_rate": 8.755e-05, "close_rate": 8.798884711779448e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1142.204454597373, "profit_abs": 0.0}, {"pair": "DASH/BTC", "profit_percent": -0.0, "open_date": "2018-01-29 07:00:00+00:00", "close_date": "2018-01-29 19:25:00+00:00", "trade_duration": 745, "open_rate": 0.06825763, "close_rate": 0.06859977350877192, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.4650376815016872, "profit_abs": 0.0}, {"pair": "DASH/BTC", "profit_percent": -0.0, "open_date": "2018-01-29 19:45:00+00:00", "close_date": "2018-01-29 20:25:00+00:00", "trade_duration": 40, "open_rate": 0.06713892, "close_rate": 0.06747545593984962, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.4894490408841845, "profit_abs": -1.3877787807814457e-17}, {"pair": "TRX/BTC", "profit_percent": -0.0199116, "open_date": "2018-01-29 23:30:00+00:00", "close_date": "2018-01-30 04:45:00+00:00", "trade_duration": 315, "open_rate": 8.934e-05, "close_rate": 8.8e-05, "open_at_end": true, "sell_reason": "force_sell", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1119.3194537721067, "profit_abs": -0.0019961383478844796}], "results_per_pair": [{"key": "TRX/BTC", "trades": 15, "profit_mean": 0.0023467073333333323, "profit_mean_pct": 0.23467073333333321, "profit_sum": 0.035200609999999986, "profit_sum_pct": 3.5200609999999988, "profit_total_abs": 0.0035288616521155086, "profit_total_pct": 1.1733536666666662, "duration_avg": "2:28:00", "wins": 9, "draws": 2, "losses": 4}, {"key": "ADA/BTC", "trades": 29, "profit_mean": -0.0011598141379310352, "profit_mean_pct": -0.11598141379310352, "profit_sum": -0.03363461000000002, "profit_sum_pct": -3.3634610000000023, "profit_total_abs": -0.0033718682505400333, "profit_total_pct": -1.1211536666666675, "duration_avg": "5:35:00", "wins": 9, "draws": 11, "losses": 9}, {"key": "XLM/BTC", "trades": 21, "profit_mean": 0.0026243899999999994, "profit_mean_pct": 0.2624389999999999, "profit_sum": 0.05511218999999999, "profit_sum_pct": 5.511218999999999, "profit_total_abs": 0.005525000000000002, "profit_total_pct": 1.8370729999999995, "duration_avg": "3:21:00", "wins": 12, "draws": 3, "losses": 6}, {"key": "ETH/BTC", "trades": 21, "profit_mean": 0.0009500057142857142, "profit_mean_pct": 0.09500057142857142, "profit_sum": 0.01995012, "profit_sum_pct": 1.9950119999999998, "profit_total_abs": 0.0019999999999999463, "profit_total_pct": 0.6650039999999999, "duration_avg": "2:17:00", "wins": 5, "draws": 10, "losses": 6}, {"key": "XMR/BTC", "trades": 16, "profit_mean": -0.0027899012500000007, "profit_mean_pct": -0.2789901250000001, "profit_sum": -0.04463842000000001, "profit_sum_pct": -4.463842000000001, "profit_total_abs": -0.0044750000000000345, "profit_total_pct": -1.4879473333333337, "duration_avg": "8:41:00", "wins": 6, "draws": 5, "losses": 5}, {"key": "ZEC/BTC", "trades": 21, "profit_mean": -0.00039290904761904774, "profit_mean_pct": -0.03929090476190478, "profit_sum": -0.008251090000000003, "profit_sum_pct": -0.8251090000000003, "profit_total_abs": -0.000827170578309569, "profit_total_pct": -0.27503633333333344, "duration_avg": "4:17:00", "wins": 8, "draws": 7, "losses": 6}, {"key": "NXT/BTC", "trades": 12, "profit_mean": -0.0012261025000000006, "profit_mean_pct": -0.12261025000000006, "profit_sum": -0.014713230000000008, "profit_sum_pct": -1.4713230000000008, "profit_total_abs": -0.0014750000000000874, "profit_total_pct": -0.4904410000000003, "duration_avg": "0:57:00", "wins": 4, "draws": 3, "losses": 5}, {"key": "LTC/BTC", "trades": 8, "profit_mean": 0.00748129625, "profit_mean_pct": 0.748129625, "profit_sum": 0.05985037, "profit_sum_pct": 5.985037, "profit_total_abs": 0.006000000000000019, "profit_total_pct": 1.9950123333333334, "duration_avg": "1:59:00", "wins": 5, "draws": 2, "losses": 1}, {"key": "ETC/BTC", "trades": 20, "profit_mean": 0.0022568569999999997, "profit_mean_pct": 0.22568569999999996, "profit_sum": 0.04513713999999999, "profit_sum_pct": 4.513713999999999, "profit_total_abs": 0.004525000000000001, "profit_total_pct": 1.504571333333333, "duration_avg": "1:45:00", "wins": 11, "draws": 4, "losses": 5}, {"key": "DASH/BTC", "trades": 16, "profit_mean": 0.0018703237499999997, "profit_mean_pct": 0.18703237499999997, "profit_sum": 0.029925179999999996, "profit_sum_pct": 2.9925179999999996, "profit_total_abs": 0.002999999999999961, "profit_total_pct": 0.9975059999999999, "duration_avg": "3:03:00", "wins": 4, "draws": 7, "losses": 5}, {"key": "TOTAL", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}], "sell_reason_summary": [{"sell_reason": "roi", "trades": 170, "wins": 73, "draws": 54, "losses": 43, "profit_mean": 0.005398268352941177, "profit_mean_pct": 0.54, "profit_sum": 0.91770562, "profit_sum_pct": 91.77, "profit_total_abs": 0.09199999999999964, "profit_pct_total": 30.59}, {"sell_reason": "stop_loss", "trades": 6, "wins": 0, "draws": 0, "losses": 6, "profit_mean": -0.10448878000000002, "profit_mean_pct": -10.45, "profit_sum": -0.6269326800000001, "profit_sum_pct": -62.69, "profit_total_abs": -0.06284999999999992, "profit_pct_total": -20.9}, {"sell_reason": "force_sell", "trades": 3, "wins": 0, "draws": 0, "losses": 3, "profit_mean": -0.04894489333333333, "profit_mean_pct": -4.89, "profit_sum": -0.14683468, "profit_sum_pct": -14.68, "profit_total_abs": -0.014720177176734003, "profit_pct_total": -4.89}], "left_open_trades": [{"key": "TRX/BTC", "trades": 1, "profit_mean": -0.0199116, "profit_mean_pct": -1.9911600000000003, "profit_sum": -0.0199116, "profit_sum_pct": -1.9911600000000003, "profit_total_abs": -0.0019961383478844796, "profit_total_pct": -0.6637200000000001, "duration_avg": "5:15:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "ADA/BTC", "trades": 1, "profit_mean": -0.07877175, "profit_mean_pct": -7.877175, "profit_sum": -0.07877175, "profit_sum_pct": -7.877175, "profit_total_abs": -0.007896868250539965, "profit_total_pct": -2.625725, "duration_avg": "3 days, 4:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "ZEC/BTC", "trades": 1, "profit_mean": -0.04815133, "profit_mean_pct": -4.815133, "profit_sum": -0.04815133, "profit_sum_pct": -4.815133, "profit_total_abs": -0.004827170578309559, "profit_total_pct": -1.6050443333333335, "duration_avg": "2 days, 19:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "TOTAL", "trades": 3, "profit_mean": -0.04894489333333333, "profit_mean_pct": -4.894489333333333, "profit_sum": -0.14683468, "profit_sum_pct": -14.683468, "profit_total_abs": -0.014720177176734003, "profit_total_pct": -4.8944893333333335, "duration_avg": "2 days, 1:25:00", "wins": 0, "draws": 0, "losses": 3}], "total_trades": 179, "backtest_start": "2018-01-30 04:45:00+00:00", "backtest_start_ts": 1517287500, "backtest_end": "2018-01-30 04:45:00+00:00", "backtest_end_ts": 1517287500, "backtest_days": 0, "trades_per_day": null, "market_change": 0.25, "stake_amount": 0.1, "max_drawdown": 0.21142322000000008, "drawdown_start": "2018-01-24 14:25:00+00:00", "drawdown_start_ts": 1516803900.0, "drawdown_end": "2018-01-30 04:45:00+00:00", "drawdown_end_ts": 1517287500.0, "pairlist": ["TRX/BTC", "ADA/BTC", "XLM/BTC", "ETH/BTC", "XMR/BTC", "ZEC/BTC","NXT/BTC", "LTC/BTC", "ETC/BTC", "DASH/BTC"]}}, "strategy_comparison": [{"key": "StrategyTestV2", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}]}

From 07d71f014f766a419f1264f1bbac3dec3980b7c4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 19:38:41 +0200
Subject: [PATCH 1126/1386] Rename defaultStrategy file

---
 tests/optimize/test_backtesting.py                          | 4 ++--
 tests/optimize/test_hyperopt_tools.py                       | 4 ++--
 tests/rpc/test_rpc_apiserver.py                             | 4 ++--
 .../strats/{default_strategy.py => strategy_test_v2.py}     | 0
 tests/strategy/test_default_strategy.py                     | 6 +++---
 tests/strategy/test_interface.py                            | 2 +-
 6 files changed, 10 insertions(+), 10 deletions(-)
 rename tests/strategy/strats/{default_strategy.py => strategy_test_v2.py} (100%)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 6442f6cb7..0bbd110b6 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -694,7 +694,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
 
 
 def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
-    # Override the default buy trend function in our default_strategy
+    # Override the default buy trend function in our StrategyTestV2
     def fun(dataframe=None, pair=None):
         buy_value = 1
         sell_value = 1
@@ -710,7 +710,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
 
 
 def test_backtest_only_sell(mocker, default_conf, testdatadir):
-    # Override the default buy trend function in our default_strategy
+    # Override the default buy trend function in our StrategyTestV2
     def fun(dataframe=None, pair=None):
         buy_value = 0
         sell_value = 1
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index 9f917c2a7..9c2b2e8fc 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -169,7 +169,7 @@ def test_get_strategy_filename(default_conf):
 
     x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
     assert isinstance(x, Path)
-    assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
+    assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v2.py'
 
     x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
     assert x is None
@@ -262,7 +262,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
 
     assert export_mock.call_count == 1
     assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
-    assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
+    assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v2.json'
 
 
 def test_params_print(capsys):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 0256fb632..2852486ed 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1217,8 +1217,8 @@ def test_api_strategies(botclient):
 
     assert_response(rc)
     assert rc.json() == {'strategies': [
-        'StrategyTestV2',
         'HyperoptableStrategy',
+        'StrategyTestV2',
         'TestStrategyLegacyV1'
     ]}
 
@@ -1231,7 +1231,7 @@ def test_api_strategy(botclient):
     assert_response(rc)
     assert rc.json()['strategy'] == 'StrategyTestV2'
 
-    data = (Path(__file__).parents[1] / "strategy/strats/default_strategy.py").read_text()
+    data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v2.py").read_text()
     assert rc.json()['code'] == data
 
     rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/strategy_test_v2.py
similarity index 100%
rename from tests/strategy/strats/default_strategy.py
rename to tests/strategy/strats/strategy_test_v2.py
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index 2566c8478..6426ebe5f 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -4,10 +4,10 @@ from pandas import DataFrame
 
 from freqtrade.persistence.models import Trade
 
-from .strats.default_strategy import StrategyTestV2
+from .strats.strategy_test_v2 import StrategyTestV2
 
 
-def test_default_strategy_structure():
+def test_strategy_test_v2_structure():
     assert hasattr(StrategyTestV2, 'minimal_roi')
     assert hasattr(StrategyTestV2, 'stoploss')
     assert hasattr(StrategyTestV2, 'timeframe')
@@ -16,7 +16,7 @@ def test_default_strategy_structure():
     assert hasattr(StrategyTestV2, 'populate_sell_trend')
 
 
-def test_default_strategy(result, fee):
+def test_strategy_test_v2(result, fee):
     strategy = StrategyTestV2({})
 
     metadata = {'pair': 'ETH/BTC'}
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 9023f7981..128599668 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -22,7 +22,7 @@ from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
 
-from .strats.default_strategy import StrategyTestV2
+from .strats.strategy_test_v2 import StrategyTestV2
 
 
 # Avoid to reinit the same object again and again

From 2ce458810b9764aa3c39845faade7ad9589708aa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 19:39:57 +0200
Subject: [PATCH 1127/1386] rename default_hyperopt_loss file

---
 ...efault_hyperopt_loss.py => hyperopt_loss_short_trade_dur.py} | 0
 tests/optimize/test_hyperoptloss.py                             | 2 +-
 2 files changed, 1 insertion(+), 1 deletion(-)
 rename freqtrade/optimize/{default_hyperopt_loss.py => hyperopt_loss_short_trade_dur.py} (100%)

diff --git a/freqtrade/optimize/default_hyperopt_loss.py b/freqtrade/optimize/hyperopt_loss_short_trade_dur.py
similarity index 100%
rename from freqtrade/optimize/default_hyperopt_loss.py
rename to freqtrade/optimize/hyperopt_loss_short_trade_dur.py
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index ea0caac04..0082bcc34 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.default_hyperopt_loss import ShortTradeDurHyperOptLoss
+from freqtrade.optimize.hyperopt_loss_short_trade_dur import ShortTradeDurHyperOptLoss
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
 
 

From b3a4b0fbde824cbd48e8c2439f3e239de78c0333 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 27 Aug 2021 07:10:13 +0200
Subject: [PATCH 1128/1386] Version bump to 2021.8

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 34e1bfc5d..8b85ca56e 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.7'
+__version__ = '2021.8'
 
 if __version__ == 'develop':
 

From ef9c1addcfac2700d14012aa5734a66ec35da8e3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 27 Aug 2021 19:54:53 +0200
Subject: [PATCH 1129/1386] Add expired to list of canceled statuses

---
 freqtrade/constants.py          | 2 ++
 freqtrade/exchange/exchange.py  | 5 +++--
 freqtrade/freqtradebot.py       | 6 +++---
 freqtrade/persistence/models.py | 4 ++--
 4 files changed, 10 insertions(+), 7 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index cde276ac0..efcd1aaca 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -49,6 +49,8 @@ USERPATH_NOTEBOOKS = 'notebooks'
 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
 ENV_VAR_PREFIX = 'FREQTRADE__'
 
+NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
+
 
 # Define decimals per coin for outputs
 # Only used for outputs.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 79ee94149..26f034e41 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -19,7 +19,8 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRU
                                             decimal_to_precision)
 from pandas import DataFrame
 
-from freqtrade.constants import DEFAULT_AMOUNT_RESERVE_PERCENT, ListPairsWithTimeframes
+from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
+                                 ListPairsWithTimeframes)
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
@@ -804,7 +805,7 @@ class Exchange:
         :param order: Order dict as returned from fetch_order()
         :return: True if order has been cancelled without being filled, False otherwise.
         """
-        return (order.get('status') in ('closed', 'canceled', 'cancelled')
+        return (order.get('status') in NON_OPEN_EXCHANGE_STATES
                 and order.get('filled') == 0.0)
 
     @retrier
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a7451d632..259270483 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -945,7 +945,7 @@ class FreqtradeBot(LoggingMixin):
         was_trade_fully_canceled = False
 
         # Cancelled orders may have the status of 'canceled' or 'closed'
-        if order['status'] not in ('cancelled', 'canceled', 'closed'):
+        if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
             filled_val = order.get('filled', 0.0) or 0.0
             filled_stake = filled_val * trade.open_rate
             minstake = self.exchange.get_min_pair_stake_amount(
@@ -961,7 +961,7 @@ class FreqtradeBot(LoggingMixin):
             # Avoid race condition where the order could not be cancelled coz its already filled.
             # Simply bailing here is the only safe way - as this order will then be
             # handled in the next iteration.
-            if corder.get('status') not in ('cancelled', 'canceled', 'closed'):
+            if corder.get('status') not in constants.NON_OPEN_EXCHANGE_STATES:
                 logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
                 return False
         else:
@@ -1142,7 +1142,7 @@ class FreqtradeBot(LoggingMixin):
         trade.close_rate_requested = limit
         trade.sell_reason = sell_reason.sell_reason
         # In case of market sell orders the order can be closed immediately
-        if order.get('status', 'unknown') == 'closed':
+        if order.get('status', 'unknown') in ('closed', 'expired'):
             self.update_trade_state(trade, trade.open_order_id, order)
         Trade.commit()
 
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 5eaca7966..8c8c1e0a9 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -13,7 +13,7 @@ from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session
 from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES
 from freqtrade.enums import SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.misc import safe_value_fallback
@@ -159,7 +159,7 @@ class Order(_DECL_BASE):
             self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
 
         self.ft_is_open = True
-        if self.status in ('closed', 'canceled', 'cancelled'):
+        if self.status in NON_OPEN_EXCHANGE_STATES:
             self.ft_is_open = False
             if (order.get('filled', 0.0) or 0.0) > 0:
                 self.order_filled_date = datetime.now(timezone.utc)

From ac0dada962ea23cc2bd10337280f27da91405b65 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 28 Aug 2021 10:43:49 +0200
Subject: [PATCH 1130/1386] Update Version to develop again

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 8b85ca56e..e96e7f530 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.8'
+__version__ = 'develop'
 
 if __version__ == 'develop':
 

From 482e65453f84c7fa7c3aed9bac37e78664078edd Mon Sep 17 00:00:00 2001
From: Pan Long <aga.panlong@gmail.com>
Date: Sat, 28 Aug 2021 21:57:54 +0800
Subject: [PATCH 1131/1386] Remove extra comma after the last element in
 binance pair_blacklist.

---
 freqtrade/templates/subtemplates/exchange_binance.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 03aa0560c..38ba4fa5c 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -36,6 +36,6 @@
         "BNB/TUSD",
         "BNB/USDC",
         "BNB/USDS",
-        "BNB/USDT",
+        "BNB/USDT"
     ]
 }

From f79b30e886771e4bfefdd465ff129d79173b8d12 Mon Sep 17 00:00:00 2001
From: LoveIsGrief <loveisgrief@tuta.io>
Date: Sat, 28 Aug 2021 18:51:43 +0200
Subject: [PATCH 1132/1386] Docs: Minor fixes

---
 docs/advanced-hyperopt.md | 2 +-
 docs/hyperopt.md          | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 5e71df67c..8f233438b 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -335,7 +335,7 @@ Once the optimized parameters and conditions have been implemented into your str
 
 To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
 
-Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Should results not match, please double-check to make sure you transferred all conditions correctly.
 Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
 You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).
 
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index c5a52553b..7377a63c0 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -827,8 +827,8 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
 
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
 
-To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
+To achieve same the results (number of trades, their durations, profit, etc.) as during Hyperopt, please use the same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
 
-Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Should results not match, please double-check to make sure you transferred all conditions correctly.
 Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
 You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).

From 89581ad25cd7b81d418dc15d835c5b48591a3aba Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 29 Aug 2021 08:24:31 +0200
Subject: [PATCH 1133/1386] Fix typo in protections hyperopt doc

closes #5499
---
 docs/hyperopt.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 7377a63c0..1eb90f1bc 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -456,7 +456,7 @@ class MyAwesomeStrategy(IStrategy):
                 "only_per_pair": False
             })
 
-        return protection
+        return prot
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         # ...

From 1895230afe642a12150857a254935632a2d9ee09 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 29 Aug 2021 09:18:46 +0200
Subject: [PATCH 1134/1386] Clarify exception on load when markets could not be
 loaded

closes #5498
---
 freqtrade/exchange/exchange.py  |  7 +++++++
 tests/exchange/test_exchange.py | 11 +++++++++--
 2 files changed, 16 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 26f034e41..ecf3302d8 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -352,9 +352,16 @@ class Exchange:
     def validate_stakecurrency(self, stake_currency: str) -> None:
         """
         Checks stake-currency against available currencies on the exchange.
+        Only runs on startup. If markets have not been loaded, there's been a problem with
+        the connection to the exchange.
         :param stake_currency: Stake-currency to validate
         :raise: OperationalException if stake-currency is not available.
         """
+        if not self._markets:
+            raise OperationalException(
+                'Could not load markets, therefore cannot start. '
+                'Please investigate the above error for more details.'
+                )
         quote_currencies = self.get_quote_currencies()
         if stake_currency not in quote_currencies:
             raise OperationalException(
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index f6ac4c459..42da5dddc 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -557,7 +557,7 @@ def test_reload_markets_exception(default_conf, mocker, caplog):
 
 
 @pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT'])
-def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
+def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
     default_conf['stake_currency'] = stake_currency
     api_mock = MagicMock()
     type(api_mock).load_markets = MagicMock(return_value={
@@ -571,7 +571,7 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
     Exchange(default_conf)
 
 
-def test_validate_stake_currency_error(default_conf, mocker, caplog):
+def test_validate_stakecurrency_error(default_conf, mocker, caplog):
     default_conf['stake_currency'] = 'XRP'
     api_mock = MagicMock()
     type(api_mock).load_markets = MagicMock(return_value={
@@ -587,6 +587,13 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
                        'Available currencies are: BTC, ETH, USDT'):
         Exchange(default_conf)
 
+    type(api_mock).load_markets = MagicMock(side_effect=ccxt.NetworkError('No connection.'))
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+
+    with pytest.raises(OperationalException,
+                       match=r'Could not load markets, therefore cannot start\. Please.*'):
+        Exchange(default_conf)
+
 
 def test_get_quote_currencies(default_conf, mocker):
     ex = get_patched_exchange(mocker, default_conf)

From c14d8ea8277a4112bed80d072c9e3517c07f249c Mon Sep 17 00:00:00 2001
From: Pan Long <aga.panlong@gmail.com>
Date: Sun, 29 Aug 2021 16:34:01 +0800
Subject: [PATCH 1135/1386] Export HDF5 and CBLOSC paths.

This is needed if homebrew isn't installed in the standard path, say,
/usr/local/.
---
 setup.sh | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/setup.sh b/setup.sh
index feb0241f8..e5f81578d 100755
--- a/setup.sh
+++ b/setup.sh
@@ -119,6 +119,7 @@ function install_mac_newer_python_dependencies() {
         echo "-------------------------"
         brew install hdf5
     fi
+    export HDF5_DIR=$(brew --prefix)
 
     if [ ! $(brew --prefix --installed c-blosc 2>/dev/null) ]
     then
@@ -127,6 +128,7 @@ function install_mac_newer_python_dependencies() {
         echo "-------------------------"
         brew install c-blosc
     fi    
+    export CBLOSC_DIR=$(brew --prefix)
 }
 
 # Install bot MacOS

From 20878290a0a34de24328c74dbed31323e2455ff0 Mon Sep 17 00:00:00 2001
From: Pan Long <aga.panlong@gmail.com>
Date: Mon, 30 Aug 2021 01:02:48 +0800
Subject: [PATCH 1136/1386] Surround "unlimited" by double quotes in build
 config.

---
 freqtrade/commands/build_config_commands.py | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 852cab92e..7e3534921 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -66,16 +66,22 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "stake_amount",
-            "message": "Please insert your stake amount:",
+            "message": f"Please insert your stake amount (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "0.01",
             "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
+            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+            if val == UNLIMITED_STAKE_AMOUNT
+            else val
         },
         {
             "type": "text",
             "name": "max_open_trades",
             "message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "3",
-            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val)
+            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val),
+            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+            if val == UNLIMITED_STAKE_AMOUNT
+            else val
         },
         {
             "type": "text",

From c17595b314fb1e6dcfff38695c51e5c07f2b38fe Mon Sep 17 00:00:00 2001
From: LoveIsGrief <loveisgrief@tuta.io>
Date: Sat, 28 Aug 2021 19:39:50 +0200
Subject: [PATCH 1137/1386] Docs: Mention Performance Warning for strategies

Related to #5408
---
 docs/strategy-customization.md | 29 +++++++++++++++++++++++++++++
 1 file changed, 29 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index cfea60d22..194517b2b 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -781,6 +781,8 @@ Printing more than a few rows is also possible (simply use  `print(dataframe)` i
 
 ## Common mistakes when developing strategies
 
+### Peeking into the future while backtesting
+
 Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future.
 This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions.
 
@@ -791,6 +793,33 @@ The following lists some common patterns which should be avoided to prevent frus
 - don't use `dataframe['volume'].mean()`. This uses the full DataFrame for backtesting, including data from the future. Use `dataframe['volume'].rolling(<window>).mean()` instead
 - don't use `.resample('1h')`. This uses the left border of the interval, so moves data from an hour to the start of the hour. Use `.resample('1h', label='right')` instead.
 
+### Performance warning
+
+When executing a strategy, one can sometimes be greeted by the following in the logs
+
+> PerformanceWarning: DataFrame is highly fragmented.
+
+This is a warning from [`pandas`](https://github.com/pandas-dev/pandas) and as the warning continues to say:
+ use `pd.concat(axis=1)`. For example
+
+```python
+for i in range(100):
+   dataframe[i] = ta.indicator(dataframe, param=i)
+```
+
+should be rewritten to
+
+```python
+frames = [dataframe]
+for i in range(100):
+    frames.append({
+        str(i): ta.indicator(dataframe, param=i)
+    })
+
+# Append columns to existing dataframe
+merged_frame = pd.concat(frames, axis=1)
+```
+
 ## Further strategy ideas
 
 To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.

From c64ebeb6e28e274ced0d8fef9f2ad1bce3b7c56c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:05 +0000
Subject: [PATCH 1138/1386] Bump cryptography from 3.4.7 to 3.4.8

Bumps [cryptography](https://github.com/pyca/cryptography) from 3.4.7 to 3.4.8.
- [Release notes](https://github.com/pyca/cryptography/releases)
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/3.4.7...3.4.8)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1bccbd725..8305a83f7 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -3,7 +3,7 @@ pandas==1.3.2
 
 ccxt==1.55.28
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.4.7
+cryptography==3.4.8
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.23
 python-telegram-bot==13.7

From d0504c47ef5a67242947bd26e8ad80bc4dab6dc6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:09 +0000
Subject: [PATCH 1139/1386] Bump plotly from 5.2.1 to 5.3.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 5.2.1 to 5.3.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.2.1...v5.3.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index d835ed5d9..62836a729 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.2.1
+plotly==5.3.0
 

From 26451e8c0119f92c9f2db1e068ebfb5d64d83d51 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:14 +0000
Subject: [PATCH 1140/1386] Bump ccxt from 1.55.28 to 1.55.56

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.55.28 to 1.55.56.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.55.28...1.55.56)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1bccbd725..f6c1a984d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.28
+ccxt==1.55.56
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 9e0ab9c2ca03a0cced009c1c13ecbe922c1b15af Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:19 +0000
Subject: [PATCH 1141/1386] Bump fastapi from 0.68.0 to 0.68.1

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.68.0 to 0.68.1.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.68.0...0.68.1)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1bccbd725..0d89322c4 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.68.0
+fastapi==0.68.1
 uvicorn==0.15.0
 pyjwt==2.1.0
 aiofiles==0.7.0

From 45c6f906919a11029585c3810719c11e84c4cace Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:24 +0000
Subject: [PATCH 1142/1386] Bump mkdocs-material from 7.2.4 to 7.2.5

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.4 to 7.2.5.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.4...7.2.5)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 8fa7341c9..d820c9412 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.4
+mkdocs-material==7.2.5
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 2a0c95a2e7b2a75929cd1b017ce69d44805bab6c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 30 Aug 2021 20:00:52 +0200
Subject: [PATCH 1143/1386] Update freqtrade/commands/build_config_commands.py

---
 freqtrade/commands/build_config_commands.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 7e3534921..1fe90e83a 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -66,7 +66,7 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "stake_amount",
-            "message": f"Please insert your stake amount (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
+            "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "0.01",
             "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
             "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'

From 4cc1f2b4a4f5ce0f94fed3bef8374cf9eb4501ba Mon Sep 17 00:00:00 2001
From: Yehya <69044426+yehya-dev@users.noreply.github.com>
Date: Tue, 31 Aug 2021 10:48:09 +0530
Subject: [PATCH 1144/1386] Update bot-basics.md

Term usage mistake (The first in the pair is the base and second is the quote)
---
 docs/bot-basics.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index e7ff27040..80443a0bf 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -7,7 +7,7 @@ This page provides you some basic concepts on how Freqtrade works and operates.
 * **Strategy**: Your trading strategy, telling the bot what to do.
 * **Trade**: Open position.
 * **Open Order**: Order which is currently placed on the exchange, and is not yet complete.
-* **Pair**: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
+* **Pair**: Tradable pair, usually in the format of Base/Quote (e.g. XRP/USDT).
 * **Timeframe**: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
 * **Indicators**: Technical indicators (SMA, EMA, RSI, ...).
 * **Limit order**: Limit orders which execute at the defined limit price or better.

From da5f8c87aee1bef44ca905908ebd951d067e43c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 31 Aug 2021 07:18:32 +0200
Subject: [PATCH 1145/1386] Add stake_currency to strategy interface

allows type-completion in editors
---
 freqtrade/strategy/interface.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index c51860011..91963f223 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -120,6 +120,8 @@ class IStrategy(ABC, HyperStrategyMixin):
     # and wallets - access to the current balance.
     dp: Optional[DataProvider] = None
     wallets: Optional[Wallets] = None
+    # Filled from configuration
+    stake_currency: str
     # container variable for strategy source code
     __source__: str = ''
 

From 1cbe303434bed66ddf20496caa4cf3014a46d0b0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 31 Aug 2021 19:58:08 +0200
Subject: [PATCH 1146/1386] Add documentation for --detail-timeframe

---
 docs/backtesting.md | 37 +++++++++++++++++++++++++++++++++----
 1 file changed, 33 insertions(+), 4 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 89980c670..3e3bfc9fe 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -18,6 +18,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [-p PAIRS [PAIRS ...]] [--eps] [--dmmp]
                              [--enable-protections]
                              [--dry-run-wallet DRY_RUN_WALLET]
+                             [--timeframe-detail TIMEFRAME_DETAIL]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export {none,trades}] [--export-filename PATH]
 
@@ -55,6 +56,9 @@ optional arguments:
   --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
                         Starting balance, used for backtesting / hyperopt and
                         dry-runs.
+  --timeframe-detail TIMEFRAME_DETAIL
+                        Specify detail timeframe for backtesting (`1m`, `5m`,
+                        `30m`, `1h`, `1d`).
   --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                         Provide a space-separated list of strategies to
                         backtest. Please note that ticker-interval needs to be
@@ -425,7 +429,12 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
 - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
 
-### Assumptions made by backtesting
+### Further backtest-result analysis
+
+To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
+You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
+
+## Assumptions made by backtesting
 
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
@@ -456,10 +465,30 @@ Also, keep in mind that past results don't guarantee future success.
 
 In addition to the above assumptions, strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) section, to avoid using data in backtesting which is not available in real market conditions.
 
-### Further backtest-result analysis
+### Improved backtest accuracy
 
-To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
-You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
+One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
+So assuming you run backtesting with a 1h timeframe, there will be 4 prices for that candle (Open, High, Low, Close).
+
+While backtesting does take some assumptions (read above) about this - this can never be perfect, and will always be biased in one way or the other.
+To mitigate this, freqtrade can use a lower (faster) timeframe to simulate intra-candle movements.
+
+To utilize this, you can append `--timeframe-detail 5m` to your regular backtesting command.
+
+``` bash
+freqtrade backtesting --strategy AwesomeStrategy --timeframe 1h --timeframe-detail 5m
+```
+
+This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe - and for every "open trade candle" (candles where a trade is open) the 5m data will be used to simulate intra-candle movements.
+All callback functions (`custom_sell()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe).
+
+`--timeframe-detail` must be smaller than the original timeframe, otherwise backtesting will fail to start.
+
+Obviously this will require more memory (5m data is bigger than 1h data), and will also impact runtime (depending on the amount of trades and trade durations).
+Also, data must be available / downloaded already.
+
+!!! Tip
+    You can use this function as the last part of strategy development, to ensure your strategy is not exploiting one of the [backtesting assumptions](#assumptions-made-by-backtesting). Strategies that perform similarly well with this mode have a good chance to perform well in dry/live modes too (although only forward-testing (dry-mode) can really confirm a strategy).
 
 ## Backtesting multiple strategies
 

From 87fa49d52981d214d2e9854f0c9e097dd5ca6920 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Wed, 1 Sep 2021 03:01:49 +0000
Subject: [PATCH 1147/1386] Bump python from 3.9.6-slim-buster to
 3.9.7-slim-buster

Bumps python from 3.9.6-slim-buster to 3.9.7-slim-buster.

---
updated-dependencies:
- dependency-name: python
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index 804b1086b..4c4722452 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.9.6-slim-buster as base
+FROM python:3.9.7-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 93c1dff71bbae773b922794f956013e0d0b9c908 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 2 Sep 2021 20:43:07 +0200
Subject: [PATCH 1148/1386] Allow adding new additional headers

---
 freqtrade/exchange/exchange.py  | 9 ++++++++-
 tests/exchange/test_exchange.py | 7 +++++++
 2 files changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ecf3302d8..3dc295563 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -54,6 +54,9 @@ class Exchange:
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
+    # Additional headers - added to the ccxt object
+    _headers: Dict = {}
+
     # Dict to specify which options each exchange implements
     # This defines defaults, which can be selectively overridden by subclasses using _ft_has
     # or by specifying them in the configuration.
@@ -169,7 +172,7 @@ class Exchange:
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
     def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
-                   ccxt_kwargs: dict = None) -> ccxt.Exchange:
+                   ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
         ccxt instance.
@@ -188,6 +191,10 @@ class Exchange:
         }
         if ccxt_kwargs:
             logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
+        if self._headers:
+            # Inject static headers after the above output to not confuse users.
+            ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
+        if ccxt_kwargs:
             ex_config.update(ccxt_kwargs)
         try:
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 42da5dddc..144063c07 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -108,6 +108,13 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     assert hasattr(ex._api_async, 'TestKWARG')
     assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
     assert log_has(asynclogmsg, caplog)
+    # Test additional headers case
+    Exchange._headers = {'hello': 'world'}
+    ex = Exchange(conf)
+
+    assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
+    assert ex._api.headers == {'hello': 'world'}
+    Exchange._headers = {}
 
 
 def test_destroy(default_conf, mocker, caplog):

From 19ad1654836992365af7536189095662205d768a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 08:48:53 +0200
Subject: [PATCH 1149/1386] Add time_in_force for kucoin

---
 docs/configuration.md          | 4 ++--
 docs/exchanges.md              | 5 +++++
 freqtrade/exchange/binance.py  | 1 +
 freqtrade/exchange/exchange.py | 4 +++-
 freqtrade/exchange/kucoin.py   | 2 ++
 5 files changed, 13 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 09198e019..6ccea4c73 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -444,8 +444,8 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 ```
 
 !!! Warning
-    This is ongoing work. For now, it is supported only for binance.
-    Please don't change the default value unless you know what you are doing and have researched the impact of using different values.
+    This is ongoing work. For now, it is supported only for binance and kucoin.
+    Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
 
 ### Exchange configuration
 
diff --git a/docs/exchanges.md b/docs/exchanges.md
index 5f54a524e..81ad670a3 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -4,6 +4,9 @@ This page combines common gotchas and informations which are exchange-specific a
 
 ## Binance
 
+Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
+
+
 !!! Tip "Stoploss on Exchange"
     Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
 
@@ -115,6 +118,8 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th
     "password": "your_exchange_api_key_password",
 ```
 
+Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
+
 ### Kucoin Blacklists
 
 For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 0c470cb24..189f5f481 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -18,6 +18,7 @@ class Binance(Exchange):
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
         "order_time_in_force": ['gtc', 'fok', 'ioc'],
+        "time_in_force_parameter": "timeInForce",
         "ohlcv_candle_limit": 1000,
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3dc295563..80f20b17e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -63,6 +63,7 @@ class Exchange:
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["gtc"],
+        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_partial_candle": True,
@@ -723,7 +724,8 @@ class Exchange:
 
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
-            params.update({'timeInForce': time_in_force})
+            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({param: time_in_force})
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
diff --git a/freqtrade/exchange/kucoin.py b/freqtrade/exchange/kucoin.py
index 22886a1d8..5d818f6a2 100644
--- a/freqtrade/exchange/kucoin.py
+++ b/freqtrade/exchange/kucoin.py
@@ -21,4 +21,6 @@ class Kucoin(Exchange):
     _ft_has: Dict = {
         "l2_limit_range": [20, 100],
         "l2_limit_range_required": False,
+        "order_time_in_force": ['gtc', 'fok', 'ioc'],
+        "time_in_force_parameter": "timeInForce",
     }

From e64ccd8fc111e6d5eeeb193509317f0be00f1d80 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 08:54:15 +0200
Subject: [PATCH 1150/1386] Add new_config section for kucoin

---
 freqtrade/commands/build_config_commands.py    |  8 ++++++++
 .../templates/subtemplates/exchange_kucoin.j2  | 18 ++++++++++++++++++
 2 files changed, 26 insertions(+)
 create mode 100644 freqtrade/templates/subtemplates/exchange_kucoin.j2

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 1fe90e83a..780ad4161 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -105,6 +105,8 @@ def ask_user_config() -> Dict[str, Any]:
                 "bittrex",
                 "kraken",
                 "ftx",
+                "kucoin",
+                "gateio",
                 Separator(),
                 "other",
             ],
@@ -128,6 +130,12 @@ def ask_user_config() -> Dict[str, Any]:
             "message": "Insert Exchange Secret",
             "when": lambda x: not x['dry_run']
         },
+        {
+            "type": "password",
+            "name": "exchange_key_password",
+            "message": "Insert Exchange API Key password",
+            "when": lambda x: not x['dry_run'] and x['exchange_name'] == 'kucoin'
+        },
         {
             "type": "confirm",
             "name": "telegram",
diff --git a/freqtrade/templates/subtemplates/exchange_kucoin.j2 b/freqtrade/templates/subtemplates/exchange_kucoin.j2
new file mode 100644
index 000000000..f9dfff663
--- /dev/null
+++ b/freqtrade/templates/subtemplates/exchange_kucoin.j2
@@ -0,0 +1,18 @@
+"exchange": {
+    "name": "{{ exchange_name | lower }}",
+    "key": "{{ exchange_key }}",
+    "secret": "{{ exchange_secret }}",
+    "password": "{{ exchange_key_password }}",
+    "ccxt_config": {
+        "enableRateLimit": true
+        "rateLimit": 200
+    },
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 200
+    },
+    "pair_whitelist": [
+    ],
+    "pair_blacklist": [
+    ]
+}

From 68f13173bcaf4d88c2835abc66f9d0b92bf7ce7e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 08:59:08 +0200
Subject: [PATCH 1151/1386] Update new-config templates to use USDT by default

---
 freqtrade/commands/build_config_commands.py   |  4 ++--
 .../subtemplates/exchange_binance.j2          | 15 -------------
 .../subtemplates/exchange_bittrex.j2          | 10 ---------
 .../templates/subtemplates/exchange_kraken.j2 | 22 ++-----------------
 4 files changed, 4 insertions(+), 47 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 780ad4161..faa8a98f4 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -61,13 +61,13 @@ def ask_user_config() -> Dict[str, Any]:
             "type": "text",
             "name": "stake_currency",
             "message": "Please insert your stake currency:",
-            "default": 'BTC',
+            "default": 'USDT',
         },
         {
             "type": "text",
             "name": "stake_amount",
             "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
-            "default": "0.01",
+            "default": "100",
             "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
             "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
             if val == UNLIMITED_STAKE_AMOUNT
diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 38ba4fa5c..217002a7c 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -8,21 +8,6 @@
         "rateLimit": 200
     },
     "pair_whitelist": [
-        "ALGO/BTC",
-        "ATOM/BTC",
-        "BAT/BTC",
-        "BCH/BTC",
-        "BRD/BTC",
-        "EOS/BTC",
-        "ETH/BTC",
-        "IOTA/BTC",
-        "LINK/BTC",
-        "LTC/BTC",
-        "NEO/BTC",
-        "NXS/BTC",
-        "XMR/BTC",
-        "XRP/BTC",
-        "XTZ/BTC"
     ],
     "pair_blacklist": [
         "BNB/BTC",
diff --git a/freqtrade/templates/subtemplates/exchange_bittrex.j2 b/freqtrade/templates/subtemplates/exchange_bittrex.j2
index 7b27318ca..0394790ce 100644
--- a/freqtrade/templates/subtemplates/exchange_bittrex.j2
+++ b/freqtrade/templates/subtemplates/exchange_bittrex.j2
@@ -15,16 +15,6 @@
         "rateLimit": 500
     },
     "pair_whitelist": [
-        "ETH/BTC",
-        "LTC/BTC",
-        "ETC/BTC",
-        "DASH/BTC",
-        "ZEC/BTC",
-        "XLM/BTC",
-        "XRP/BTC",
-        "TRX/BTC",
-        "ADA/BTC",
-        "XMR/BTC"
     ],
     "pair_blacklist": [
     ]
diff --git a/freqtrade/templates/subtemplates/exchange_kraken.j2 b/freqtrade/templates/subtemplates/exchange_kraken.j2
index 7139a0830..4d0e4c1ff 100644
--- a/freqtrade/templates/subtemplates/exchange_kraken.j2
+++ b/freqtrade/templates/subtemplates/exchange_kraken.j2
@@ -7,28 +7,10 @@
     "ccxt_async_config": {
         "enableRateLimit": true,
         "rateLimit": 1000
+        // Enable the below for downoading data.
+        //"rateLimit": 3100
     },
     "pair_whitelist": [
-        "ADA/EUR",
-        "ATOM/EUR",
-        "BAT/EUR",
-        "BCH/EUR",
-        "BTC/EUR",
-        "DAI/EUR",
-        "DASH/EUR",
-        "EOS/EUR",
-        "ETC/EUR",
-        "ETH/EUR",
-        "LINK/EUR",
-        "LTC/EUR",
-        "QTUM/EUR",
-        "REP/EUR",
-        "WAVES/EUR",
-        "XLM/EUR",
-        "XMR/EUR",
-        "XRP/EUR",
-        "XTZ/EUR",
-        "ZEC/EUR"
     ],
     "pair_blacklist": [
 

From c489e6825c3cc0affeb46e2a2f1f78d119e933f5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 09:18:15 +0200
Subject: [PATCH 1152/1386] Simplify binance blacklist

---
 .../templates/subtemplates/exchange_binance.j2      | 13 +------------
 1 file changed, 1 insertion(+), 12 deletions(-)

diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 217002a7c..3022464c7 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -10,17 +10,6 @@
     "pair_whitelist": [
     ],
     "pair_blacklist": [
-        "BNB/BTC",
-        "BNB/BUSD",
-        "BNB/ETH",
-        "BNB/EUR",
-        "BNB/NGN",
-        "BNB/PAX",
-        "BNB/RUB",
-        "BNB/TRY",
-        "BNB/TUSD",
-        "BNB/USDC",
-        "BNB/USDS",
-        "BNB/USDT"
+        "BNB/.*",
     ]
 }

From b4130dfabbdd0a68119080f33c990b34d4116d77 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 09:23:26 +0200
Subject: [PATCH 1153/1386] Use volumePairlist instead of staticPairlist in
 generated config

---
 freqtrade/templates/base_config.json.j2              | 9 ++++++++-
 freqtrade/templates/subtemplates/exchange_binance.j2 | 2 +-
 2 files changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index a5782f7cd..68eebdbd4 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -1,3 +1,10 @@
+{%set volume_pairlist = '{
+            "method": "VolumePairList",
+            "number_assets": 20,
+            "sort_key": "quoteVolume",
+            "min_value": 0,
+            "refresh_period": 1800
+        }' %}
 {
     "max_open_trades": {{ max_open_trades }},
     "stake_currency": "{{ stake_currency }}",
@@ -29,7 +36,7 @@
     },
     {{ exchange | indent(4) }},
     "pairlists": [
-        {"method": "StaticPairList"}
+        {{ '{"method": "StaticPairList"}' if exchange_name == 'bittrex' else  volume_pairlist }}
     ],
     "edge": {
         "enabled": false,
diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 3022464c7..de58b6f72 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -10,6 +10,6 @@
     "pair_whitelist": [
     ],
     "pair_blacklist": [
-        "BNB/.*",
+        "BNB/.*"
     ]
 }

From 2f92838c39639e4770b95258ca0357d4e69c7d40 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 16:18:47 +0200
Subject: [PATCH 1154/1386] Properly close parenteses in exchange doc

---
 docs/exchanges.md | 5 ++++-
 mkdocs.yml        | 2 +-
 2 files changed, 5 insertions(+), 2 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 81ad670a3..42a850acd 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -6,7 +6,6 @@ This page combines common gotchas and informations which are exchange-specific a
 
 Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
 
-
 !!! Tip "Stoploss on Exchange"
     Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
 
@@ -116,6 +115,8 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th
     "key": "your_exchange_key",
     "secret": "your_exchange_secret",
     "password": "your_exchange_api_key_password",
+    // ...
+}
 ```
 
 Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
@@ -163,6 +164,8 @@ For example, to test the order type `FOK` with Kraken, and modify candle limit t
         "order_time_in_force": ["gtc", "fok"],
         "ohlcv_candle_limit": 200
         }
+    //...
+}
 ```
 
 !!! Warning
diff --git a/mkdocs.yml b/mkdocs.yml
index 854939ca0..05156168f 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -23,10 +23,10 @@ nav:
     - Hyperopt: hyperopt.md
     - Utility Sub-commands: utils.md
     - Plotting: plotting.md
+    - Exchange-specific Notes: exchanges.md
     - Data Analysis:
         - Jupyter Notebooks: data-analysis.md
         - Strategy analysis: strategy_analysis_example.md
-    - Exchange-specific Notes: exchanges.md
     - Advanced Topics:
         - Advanced Post-installation Tasks: advanced-setup.md
         - Edge Positioning: edge.md

From 103a8e827ea7e280b93d806d355ca1157ed55692 Mon Sep 17 00:00:00 2001
From: Rikj000 <rik_helsen@hotmail.com>
Date: Fri, 3 Sep 2021 16:37:36 +0200
Subject: [PATCH 1155/1386] =?UTF-8?q?=E2=9A=A1=20`setup.sh`=20-=20Use=20`b?=
 =?UTF-8?q?uild=5Fhelpers/install=5Fta-lib.sh`=20for=20TA-Lib=20installati?=
 =?UTF-8?q?on?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 build_helpers/install_ta-lib.sh |  2 +-
 setup.sh                        | 14 +-------------
 2 files changed, 2 insertions(+), 14 deletions(-)

diff --git a/build_helpers/install_ta-lib.sh b/build_helpers/install_ta-lib.sh
index dd87cf105..590b7d961 100755
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@@ -13,7 +13,7 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   && ./configure --prefix=${INSTALL_LOC}/ \
   && make -j$(nproc) \
   && which sudo && sudo make install || make install \
-  && cd ..
+  && cd .. && rm -rf ./ta-lib/
 else
   echo "TA-lib already installed, skipping installation"
 fi
diff --git a/setup.sh b/setup.sh
index e5f81578d..217500569 100755
--- a/setup.sh
+++ b/setup.sh
@@ -95,19 +95,7 @@ function install_talib() {
         return
     fi
 
-    cd build_helpers
-    tar zxvf ta-lib-0.4.0-src.tar.gz
-    cd ta-lib
-    sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
-    ./configure --prefix=/usr/local
-    make
-    sudo make install
-    if [ -x "$(command -v apt-get)" ]; then
-        echo "Updating library path using ldconfig"
-        sudo ldconfig
-    fi
-    cd .. && rm -rf ./ta-lib/
-    cd ..
+    cd build_helpers && ./install_ta-lib.sh && cd ..
 }
 
 function install_mac_newer_python_dependencies() {    

From 493fb3507316296f90f6c6384a1e84d366b82efa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 22:05:40 +0200
Subject: [PATCH 1156/1386] Fix uvicorn not working properly on windows

---
 freqtrade/rpc/api_server/uvicorn_threaded.py | 16 +++++++++++++++-
 1 file changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/uvicorn_threaded.py b/freqtrade/rpc/api_server/uvicorn_threaded.py
index b63999f51..79af659c7 100644
--- a/freqtrade/rpc/api_server/uvicorn_threaded.py
+++ b/freqtrade/rpc/api_server/uvicorn_threaded.py
@@ -5,6 +5,20 @@ import time
 import uvicorn
 
 
+def asyncio_setup() -> None:  # pragma: no cover
+    # Set eventloop for win32 setups
+    # Reverts a change done in uvicorn 0.15.0 - which now sets the eventloop
+    # via policy.
+    import sys
+
+    if sys.version_info >= (3, 8) and sys.platform == "win32":
+        import asyncio
+        import selectors
+        selector = selectors.SelectSelector()
+        loop = asyncio.SelectorEventLoop(selector)
+        asyncio.set_event_loop(loop)
+
+
 class UvicornServer(uvicorn.Server):
     """
     Multithreaded server - as found in https://github.com/encode/uvicorn/issues/742
@@ -28,7 +42,7 @@ class UvicornServer(uvicorn.Server):
         try:
             import uvloop  # noqa
         except ImportError:  # pragma: no cover
-            from uvicorn.loops.asyncio import asyncio_setup
+
             asyncio_setup()
         else:
             asyncio.set_event_loop(uvloop.new_event_loop())

From eb0362c29ef7f125db4fda5590485c4c9f002f7b Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Fri, 3 Sep 2021 23:52:40 +0200
Subject: [PATCH 1157/1386] =?UTF-8?q?=E2=9A=A1=EF=B8=8F=20=EF=B8=8F`instal?=
 =?UTF-8?q?l=5Fta-lib.sh`=20-=20Run=20`ldconfig`=20after=20`make=20install?=
 =?UTF-8?q?`?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 build_helpers/install_ta-lib.sh | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/build_helpers/install_ta-lib.sh b/build_helpers/install_ta-lib.sh
index 590b7d961..d12b16364 100755
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@@ -12,9 +12,12 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
   && ./configure --prefix=${INSTALL_LOC}/ \
   && make -j$(nproc) \
-  && which sudo && sudo make install || make install \
-  && cd .. && rm -rf ./ta-lib/
+  && which sudo && sudo make install || make install
+  if [ -x "$(command -v apt-get)" ]; then
+    echo "Updating library path using ldconfig"
+    sudo ldconfig
+  fi
+  cd .. && rm -rf ./ta-lib/
 else
   echo "TA-lib already installed, skipping installation"
 fi
-#  && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \

From 4e049f65f227c7e2bf103db5cd9f97988c7a2250 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 5 Sep 2021 09:14:44 +0200
Subject: [PATCH 1158/1386] Exclude some parts from coverage that can't really
 be tested

---
 freqtrade/__init__.py | 2 +-
 freqtrade/loggers.py  | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index e96e7f530..2747efc96 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -22,7 +22,7 @@ if __version__ == 'develop':
         #  subprocess.check_output(
         #     ['git', 'log', '--format="%h"', '-n 1'],
         #     stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
-    except Exception:
+    except Exception:  # pragma: no cover
         # git not available, ignore
         try:
             # Try Fallback to freqtrade_commit file (created by CI while building docker image)
diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py
index fbb05d879..5c5831695 100644
--- a/freqtrade/loggers.py
+++ b/freqtrade/loggers.py
@@ -87,7 +87,7 @@ def setup_logging(config: Dict[str, Any]) -> None:
             # syslog config. The messages should be equal for this.
             handler_sl.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
             logging.root.addHandler(handler_sl)
-        elif s[0] == 'journald':
+        elif s[0] == 'journald':  # pragma: no cover
             try:
                 from systemd.journal import JournaldLogHandler
             except ImportError:

From 2173ff0133db834cbda72a2d35fa6a07e5d574b9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 5 Sep 2021 09:16:19 +0200
Subject: [PATCH 1159/1386] Update PR template to not link to issues in
 changelog

---
 .github/PULL_REQUEST_TEMPLATE.md | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/.github/PULL_REQUEST_TEMPLATE.md b/.github/PULL_REQUEST_TEMPLATE.md
index 20ef27f0f..7c0655b20 100644
--- a/.github/PULL_REQUEST_TEMPLATE.md
+++ b/.github/PULL_REQUEST_TEMPLATE.md
@@ -2,14 +2,16 @@ Thank you for sending your pull request. But first, have you included
 unit tests, and is your code PEP8 conformant? [More details](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
 
 ## Summary
+
 Explain in one sentence the goal of this PR
 
 Solve the issue: #___
 
 ## Quick changelog
 
-- <change log #1>
-- <change log #2>
+- <change log 1>
+- <change log 1>
 
 ## What's new?
+
 *Explain in details what this PR solve or improve. You can include visuals.* 

From a8f28ffb11a48ce1a8bbb26b209bfd9fa34705d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 5 Sep 2021 15:34:57 +0200
Subject: [PATCH 1160/1386] Increase test coverage

---
 tests/strategy/test_interface.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 128599668..250dcf63d 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -735,11 +735,16 @@ def test_auto_hyperopt_interface(default_conf):
     PairLocks.timeframe = default_conf['timeframe']
     strategy = StrategyResolver.load_strategy(default_conf)
 
+    with pytest.raises(OperationalException):
+        next(strategy.enumerate_parameters('deadBeef'))
+
     assert strategy.buy_rsi.value == strategy.buy_params['buy_rsi']
     # PlusDI is NOT in the buy-params, so default should be used
     assert strategy.buy_plusdi.value == 0.5
     assert strategy.sell_rsi.value == strategy.sell_params['sell_rsi']
 
+    assert repr(strategy.sell_rsi) == 'IntParameter(74)'
+
     # Parameter is disabled - so value from sell_param dict will NOT be used.
     assert strategy.sell_minusdi.value == 0.5
     all_params = strategy.detect_all_parameters()

From c519ecf8df2fae0e8d789c5abacb6662620d73e7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 5 Sep 2021 15:40:21 +0200
Subject: [PATCH 1161/1386] Exclude more untestable sections from coverage

---
 freqtrade/main.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/main.py b/freqtrade/main.py
index 2fd3d32bb..6593fbcb6 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -9,7 +9,7 @@ from typing import Any, List
 
 
 # check min. python version
-if sys.version_info < (3, 7):
+if sys.version_info < (3, 7):  # pragma: no cover
     sys.exit("Freqtrade requires Python version >= 3.7")
 
 from freqtrade.commands import Arguments
@@ -46,7 +46,7 @@ def main(sysargv: List[str] = None) -> None:
                 "`freqtrade --help` or `freqtrade <command> --help`."
             )
 
-    except SystemExit as e:
+    except SystemExit as e:  # pragma: no cover
         return_code = e
     except KeyboardInterrupt:
         logger.info('SIGINT received, aborting ...')
@@ -60,5 +60,5 @@ def main(sysargv: List[str] = None) -> None:
         sys.exit(return_code)
 
 
-if __name__ == '__main__':
+if __name__ == '__main__':  # pragma: no cover
     main()

From 1d24d3d5ee68624f2706e2a45ea939c87fa0b3ab Mon Sep 17 00:00:00 2001
From: lenik terenin <lenik@lazydroid.com>
Date: Sun, 5 Sep 2021 22:41:58 +0900
Subject: [PATCH 1162/1386] case insensitive blacklist

Allow "btc/usdt" pairs in blacklist to match to "BTC/USDT" pairs that come from the exchange.
---
 freqtrade/plugins/pairlist/pairlist_helpers.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/pairlist_helpers.py b/freqtrade/plugins/pairlist/pairlist_helpers.py
index 924bfb293..1de27fcbd 100644
--- a/freqtrade/plugins/pairlist/pairlist_helpers.py
+++ b/freqtrade/plugins/pairlist/pairlist_helpers.py
@@ -17,7 +17,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
     if keep_invalid:
         for pair_wc in wildcardpl:
             try:
-                comp = re.compile(pair_wc)
+                comp = re.compile(pair_wc, re.IGNORECASE)
                 result_partial = [
                     pair for pair in available_pairs if re.fullmatch(comp, pair)
                 ]
@@ -33,7 +33,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
     else:
         for pair_wc in wildcardpl:
             try:
-                comp = re.compile(pair_wc)
+                comp = re.compile(pair_wc, re.IGNORECASE)
                 result += [
                     pair for pair in available_pairs if re.fullmatch(comp, pair)
                 ]

From 4daa4b9e63960da073e8e2d5f7e00906d4117cf5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 6 Sep 2021 03:01:10 +0000
Subject: [PATCH 1163/1386] Bump pytest from 6.2.4 to 6.2.5

Bumps [pytest](https://github.com/pytest-dev/pytest) from 6.2.4 to 6.2.5.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/6.2.4...6.2.5)

---
updated-dependencies:
- dependency-name: pytest
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 67ee0035b..34d5607f3 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.4.1
 mypy==0.910
-pytest==6.2.4
+pytest==6.2.5
 pytest-asyncio==0.15.1
 pytest-cov==2.12.1
 pytest-mock==3.6.1

From 771193cbe47b0bd812e87662bdc141b911e316a7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 6 Sep 2021 03:01:19 +0000
Subject: [PATCH 1164/1386] Bump plotly from 5.3.0 to 5.3.1

Bumps [plotly](https://github.com/plotly/plotly.py) from 5.3.0 to 5.3.1.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.3.0...v5.3.1)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 62836a729..8e17232b0 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.3.0
+plotly==5.3.1
 

From 44f8d7abf2ba21c3eb0e1c0f5804d8bafb9d2e31 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 6 Sep 2021 03:01:23 +0000
Subject: [PATCH 1165/1386] Bump ccxt from 1.55.56 to 1.55.83

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.55.56 to 1.55.83.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.55.56...1.55.83)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index f77edddfe..e2bed0f9e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.56
+ccxt==1.55.83
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From 765e72715bf739504e53140cd29eb24ef40dda44 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 6 Sep 2021 03:01:28 +0000
Subject: [PATCH 1166/1386] Bump mkdocs-material from 7.2.5 to 7.2.6

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.5 to 7.2.6.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.5...7.2.6)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index d820c9412..9927740c2 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.5
+mkdocs-material==7.2.6
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From a04875eb55beab2f9d86534434daf2465b9f0d78 Mon Sep 17 00:00:00 2001
From: EnzovdWetering <36194995+EnzovdWetering@users.noreply.github.com>
Date: Mon, 6 Sep 2021 17:53:44 +0200
Subject: [PATCH 1167/1386] Update edge.md

Typo fix
---
 docs/edge.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/edge.md b/docs/edge.md
index 237ff36f6..4402d767f 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -3,7 +3,7 @@
 The `Edge Positioning` module uses probability to calculate your win rate and risk reward ratio. It will use these statistics to control your strategy trade entry points, position size and, stoploss.
 
 !!! Warning
-    WHen using `Edge positioning` with a dynamic whitelist (VolumePairList), make sure to also use `AgeFilter` and set it to at least `calculate_since_number_of_days` to avoid problems with missing data.
+    When using `Edge positioning` with a dynamic whitelist (VolumePairList), make sure to also use `AgeFilter` and set it to at least `calculate_since_number_of_days` to avoid problems with missing data.
 
 !!! Note
     `Edge Positioning` only considers *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.

From 6bd495a32a58b6da236f53da2d166f683a21cfff Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 6 Sep 2021 19:53:32 +0200
Subject: [PATCH 1168/1386] Fix 0Exception error

happens when wrong stake-currency is selected and /profit
is called
---
 freqtrade/rpc/rpc.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 95a37452b..ca2e84e48 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -403,8 +403,11 @@ class RPC:
         # 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_closed_ratio_fromstart = 0
+        profit_all_ratio_fromstart = 0
+        if 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,

From 10d0987f49b8179f840895882bccebb732098192 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 6 Sep 2021 19:54:34 +0200
Subject: [PATCH 1169/1386] Fix docs for custom hyperopt space

---
 docs/advanced-hyperopt.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 8f233438b..4a2bafd2e 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -80,7 +80,7 @@ To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_sp
 class MyAwesomeStrategy(IStrategy):
     class HyperOpt:
         # Define a custom stoploss space.
-        def stoploss_space(self):
+        def stoploss_space():
             return [SKDecimal(-0.05, -0.01, decimals=3, name='stoploss')]
 ```
 

From 880474594e5357eea9b47b8d1c8449a968bce4c3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 7 Sep 2021 06:51:31 +0200
Subject: [PATCH 1170/1386] have ftuser use `/bin/bash` in dockerfile

---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index 4c4722452..f7e26efe3 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -13,7 +13,7 @@ RUN mkdir /freqtrade \
   && apt-get update \
   && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
   && apt-get clean \
-  && useradd -u 1000 -G sudo -U -m ftuser \
+  && useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \
   && chown ftuser:ftuser /freqtrade \
   # Allow sudoers
   && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers

From 71ff214adfe844a1ff57624094169f48dbd202e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 7 Sep 2021 07:14:40 +0200
Subject: [PATCH 1171/1386] Support "initial_call" for download-data of new
 pairs

---
 freqtrade/data/history/history_utils.py |  3 ++-
 freqtrade/exchange/binance.py           |  1 +
 freqtrade/exchange/exchange.py          | 17 ++++++++++++-----
 3 files changed, 15 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 6f125aaa9..e6b8db322 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -197,7 +197,8 @@ def _download_pair_history(pair: str, *,
                                                timeframe=timeframe,
                                                since_ms=since_ms if since_ms else
                                                arrow.utcnow().shift(
-                                                   days=-new_pairs_days).int_timestamp * 1000
+                                                   days=-new_pairs_days).int_timestamp * 1000,
+                                               is_new_pair=data.empty
                                                )
         # TODO: Maybe move parsing to exchange class (?)
         new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 189f5f481..7a3111f85 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -20,6 +20,7 @@ class Binance(Exchange):
         "order_time_in_force": ['gtc', 'fok', 'ioc'],
         "time_in_force_parameter": "timeInForce",
         "ohlcv_candle_limit": 1000,
+        "ohlcv_initial_call": True,
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 80f20b17e..425b89f88 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1194,7 +1194,7 @@ class Exchange:
     # Historic data
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
-                           since_ms: int) -> List:
+                           since_ms: int, is_new_pair: bool = False) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1206,7 +1206,7 @@ class Exchange:
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms))
+                                           since_ms=since_ms, is_new_pair=is_new_pair))
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1221,9 +1221,9 @@ class Exchange:
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
-    async def _async_get_historic_ohlcv(self, pair: str,
-                                        timeframe: str,
-                                        since_ms: int) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
+                                        since_ms: int, is_new_pair: bool
+                                        ) -> List:
         """
         Download historic ohlcv
         """
@@ -1234,6 +1234,13 @@ class Exchange:
             one_call,
             arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
         )
+        if self._ft_has.get('ohlcv_initial_call', False) and is_new_pair:
+            x = await self._async_get_candle_history(pair, timeframe, 0)
+            if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
+                # Set starting date to first available candle.
+                since_ms = x[2][0][0]
+                logger.info(f"Candle-data available starting with {since_ms}.")
+
         input_coroutines = [self._async_get_candle_history(
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]

From 8c83c258a52c9ea4d91ed8f0d1a87e084109f828 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 7 Sep 2021 19:29:10 +0200
Subject: [PATCH 1172/1386] Move "first-pair_getting" to binance subclass

---
 freqtrade/exchange/binance.py  | 21 +++++++++++++++++++--
 freqtrade/exchange/exchange.py |  8 +-------
 2 files changed, 20 insertions(+), 9 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 7a3111f85..284f9cdad 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -1,7 +1,8 @@
 """ Binance exchange subclass """
 import logging
-from typing import Dict
+from typing import Dict, List
 
+import arrow
 import ccxt
 
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
@@ -20,7 +21,6 @@ class Binance(Exchange):
         "order_time_in_force": ['gtc', 'fok', 'ioc'],
         "time_in_force_parameter": "timeInForce",
         "ohlcv_candle_limit": 1000,
-        "ohlcv_initial_call": True,
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
@@ -91,3 +91,20 @@ class Binance(Exchange):
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
+
+    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
+                                        since_ms: int, is_new_pair: bool
+                                        ) -> List:
+        """
+        Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
+        Does not work for other exchanges, which don't return the earliest data when called with "0"
+        """
+        if is_new_pair:
+            x = await self._async_get_candle_history(pair, timeframe, 0)
+            if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
+                # Set starting date to first available candle.
+                since_ms = x[2][0][0]
+                logger.info(f"Candle-data available starting with "
+                            f"{arrow.get(since_ms // 1000).isoformat()}.")
+        return await super()._async_get_historic_ohlcv(
+            pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 425b89f88..79fd33dfe 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1226,6 +1226,7 @@ class Exchange:
                                         ) -> List:
         """
         Download historic ohlcv
+        :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
         """
 
         one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1234,13 +1235,6 @@ class Exchange:
             one_call,
             arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
         )
-        if self._ft_has.get('ohlcv_initial_call', False) and is_new_pair:
-            x = await self._async_get_candle_history(pair, timeframe, 0)
-            if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
-                # Set starting date to first available candle.
-                since_ms = x[2][0][0]
-                logger.info(f"Candle-data available starting with {since_ms}.")
-
         input_coroutines = [self._async_get_candle_history(
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]

From 2d66987ac7ed38961c2110680b03893693f86231 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 7 Sep 2021 19:51:07 +0200
Subject: [PATCH 1173/1386] Add test for "pair-startdate" detection

---
 freqtrade/exchange/binance.py  |  2 +-
 tests/exchange/test_binance.py | 35 +++++++++++++++++++++++++++++++++-
 2 files changed, 35 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 284f9cdad..8dced3894 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -104,7 +104,7 @@ class Binance(Exchange):
             if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
                 # Set starting date to first available candle.
                 since_ms = x[2][0][0]
-                logger.info(f"Candle-data available starting with "
+                logger.info(f"Candle-data for {pair} available starting with "
                             f"{arrow.get(since_ms // 1000).isoformat()}.")
         return await super()._async_get_historic_ohlcv(
             pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index f2b508761..dd85c3abe 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -1,3 +1,4 @@
+from datetime import datetime, timezone
 from random import randint
 from unittest.mock import MagicMock
 
@@ -5,7 +6,7 @@ import ccxt
 import pytest
 
 from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
-from tests.conftest import get_patched_exchange
+from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
@@ -105,3 +106,35 @@ def test_stoploss_adjust_binance(mocker, default_conf):
     # Test with invalid order case
     order['type'] = 'stop_loss'
     assert not exchange.stoploss_adjust(1501, order)
+
+
+@pytest.mark.asyncio
+async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
+    ohlcv = [
+        [
+            int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+
+    exchange = get_patched_exchange(mocker, default_conf, id='binance')
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
+
+    pair = 'ETH/BTC'
+    res = await exchange._async_get_historic_ohlcv(pair, "5m",
+                                                   1500000000000, is_new_pair=False)
+    # Call with very old timestamp - causes tons of requests
+    assert exchange._api_async.fetch_ohlcv.call_count > 400
+    # assert res == ohlcv
+    exchange._api_async.fetch_ohlcv.reset_mock()
+    res = await exchange._async_get_historic_ohlcv(pair, "5m", 1500000000000, is_new_pair=True)
+
+    # Called twice - one "init" call - and one to get the actual data.
+    assert exchange._api_async.fetch_ohlcv.call_count == 2
+    assert res == ohlcv
+    assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)

From 79ca6135a2cb599de9fa4fde397226d63dda2832 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Tue, 7 Sep 2021 21:53:38 -0600
Subject: [PATCH 1174/1386] added caplog clears to freqtradebot tests

---
 tests/test_freqtradebot.py | 53 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 53 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 75b67e59c..ddd031f77 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -107,6 +107,7 @@ def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
     freqtrade = FreqtradeBot(conf)
     assert not freqtrade.strategy.order_types['stoploss_on_exchange']
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
+    caplog.clear()
 
 
 def test_order_dict_live(default_conf, mocker, caplog) -> None:
@@ -140,6 +141,7 @@ def test_order_dict_live(default_conf, mocker, caplog) -> None:
     freqtrade = FreqtradeBot(conf)
     assert not freqtrade.strategy.order_types['stoploss_on_exchange']
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
+    caplog.clear()
 
 
 def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
@@ -415,6 +417,7 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
 
     assert freqtrade.create_trade('ETH/BTC')
     assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
+    caplog.clear()
 
 
 def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
@@ -478,6 +481,7 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
+    caplog.clear()
 
 
 def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
@@ -518,11 +522,13 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order,
     # 0 trades, but it's not because of pairlock.
     assert n == 0
     assert not log_has_re(message, caplog)
+    caplog.clear()
 
     PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=20).datetime, 'Just because')
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(message, caplog)
+    caplog.clear()
 
 
 def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
@@ -1086,6 +1092,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog)
     assert trade.stoploss_order_id is None
     assert trade.is_open is False
+    caplog.clear()
 
     mocker.patch(
         'freqtrade.exchange.Binance.stoploss',
@@ -1115,6 +1122,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert stoploss.call_count == 0
+    caplog.clear()
 
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
@@ -1154,6 +1162,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog)
     assert trade.stoploss_order_id is None
     assert trade.is_open is True
+    caplog.clear()
 
 
 def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
@@ -1202,6 +1211,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert rpc_mock.call_count == 2
     assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value
     assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
+    caplog.clear()
 
 
 def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
@@ -1428,6 +1438,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
+    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -1662,6 +1673,7 @@ def test_enter_positions(mocker, default_conf, caplog) -> None:
     assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
     # create_trade should be called once for every pair in the whitelist.
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
+    caplog.clear()
 
 
 def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
@@ -1701,6 +1713,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     # test amount modified by fee-logic
     n = freqtrade.exit_positions(trades)
     assert n == 0
+    caplog.clear()
 
 
 def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1721,6 +1734,7 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     n = freqtrade.exit_positions(trades)
     assert n == 0
     assert log_has('Unable to sell trade ETH/BTC: ', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1743,10 +1757,12 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     )
     assert not freqtrade.update_trade_state(trade, None)
     assert log_has_re(r'Orderid for trade .* is empty.', caplog)
+    caplog.clear()
     # Add datetime explicitly since sqlalchemy defaults apply only once written to database
     freqtrade.update_trade_state(trade, '123')
     # Test amount not modified by fee-logic
     assert not log_has_re(r'Applying fee to .*', caplog)
+    caplog.clear()
     assert trade.open_order_id is None
     assert trade.amount == limit_buy_order['amount']
 
@@ -1764,6 +1780,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     freqtrade.update_trade_state(trade, '123')
 
     assert log_has_re('Found open order for.*', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
@@ -1814,6 +1831,7 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
     assert trade.amount != amount
     assert trade.amount == limit_buy_order['amount']
     assert log_has_re(r'Applying fee on amount for .*', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state_exception(mocker, default_conf,
@@ -1832,6 +1850,7 @@ def test_update_trade_state_exception(mocker, default_conf,
     )
     freqtrade.update_trade_state(trade, trade.open_order_id)
     assert log_has('Could not update trade amount: ', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
@@ -1848,6 +1867,7 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
     freqtrade.update_trade_state(trade, trade.open_order_id)
     assert grm_mock.call_count == 0
     assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open,
@@ -2016,6 +2036,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
+    caplog.clear()
 
 
 def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
@@ -2048,6 +2069,7 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
+    caplog.clear()
 
 
 def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order,
@@ -2088,6 +2110,7 @@ def test_bot_loop_start_called_once(mocker, default_conf, caplog):
     assert log_has_re(r'Strategy caused the following exception.*', caplog)
     assert ftbot.strategy.bot_loop_start.call_count == 1
     assert ftbot.strategy.analyze.call_count == 1
+    caplog.clear()
 
 
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2202,6 +2225,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     nb_trades = len(trades)
     assert nb_trades == 0
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
+    caplog.clear()
 
 
 def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2336,6 +2360,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     assert rpc_mock.call_count == 1
     assert open_trade.is_open is True
     assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
+    caplog.clear()
 
 
 def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
@@ -2404,6 +2429,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     assert trades[0].open_order_id is None
     assert trades[0].fee_updated('buy')
     assert pytest.approx(trades[0].fee_open) == 0.001
+    caplog.clear()
 
 
 def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
@@ -2444,6 +2470,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
                                 limit_buy_order_old_partial['remaining'])
     assert trades[0].open_order_id is None
     assert trades[0].fee_open == fee()
+    caplog.clear()
 
 
 def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
@@ -2472,6 +2499,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
                       f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
                       r"\) due to Traceback \(most recent call last\):\n*",
                       caplog)
+    caplog.clear()
 
 
 def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
@@ -2515,6 +2543,7 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
     assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
+    caplog.clear()
 
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
@@ -2536,6 +2565,7 @@ def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
     assert cancel_order_mock.call_count == 0
     assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
     assert nofiy_mock.call_count == 1
+    caplog.clear()
 
 
 @pytest.mark.parametrize('cancelorder', [
@@ -2905,6 +2935,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
+    caplog.clear()
 
 
 def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
@@ -3300,6 +3331,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     assert freqtrade.handle_trade(trade) is True
     assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert trade.amount != amnt
+    caplog.clear()
 
 
 def test__safe_sell_amount(default_conf, fee, caplog, mocker):
@@ -3330,6 +3362,7 @@ def test__safe_sell_amount(default_conf, fee, caplog, mocker):
     assert freqtrade._safe_sell_amount(trade.pair, amount_wallet) == amount_wallet
     assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert wallet_update.call_count == 1
+    caplog.clear()
 
 
 def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
@@ -3386,6 +3419,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     freqtrade.enter_positions()
 
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
+    caplog.clear()
 
 
 def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3477,6 +3511,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
                    "initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
+    caplog.clear()
 
 
 def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3524,6 +3559,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
     assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
     assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
+    caplog.clear()
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
@@ -3537,6 +3573,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
         f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
+    caplog.clear()
 
 
 def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3584,6 +3621,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
     assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
     assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
+    caplog.clear()
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
@@ -3598,6 +3636,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
+    caplog.clear()
 
 
 def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3648,6 +3687,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
 
     assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000098910
+    caplog.clear()
 
     # price rises above the offset (rises 12% when the offset is 5.5%)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3661,6 +3701,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
     assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000117705
+    caplog.clear()
 
 
 def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3722,6 +3763,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
                    caplog)
+    caplog.clear()
 
 
 def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
@@ -3747,6 +3789,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe
     assert walletmock.call_count == 1
     assert log_has_re(r'Fee amount for Trade.* was in base currency '
                       '- Eating Fee 0.008 into dust', caplog)
+    caplog.clear()
 
 
 def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
@@ -3769,6 +3812,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
                    caplog)
+    caplog.clear()
 
 
 def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
@@ -3862,6 +3906,7 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
+    caplog.clear()
 
 
 def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee, caplog, fee,
@@ -3897,6 +3942,7 @@ def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee,
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
+    caplog.clear()
 
 
 def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
@@ -3925,6 +3971,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
                    caplog)
+    caplog.clear()
 
 
 def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
@@ -4168,6 +4215,7 @@ def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None
     with pytest.raises(PricingError):
         freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
     assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
+    caplog.clear()
 
 
 def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
@@ -4238,6 +4286,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
         freqtrade.handle_trade(trade)
     assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*',
                       caplog)
+    caplog.clear()
 
 
 def test_startup_state(default_conf, mocker):
@@ -4296,6 +4345,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
                       caplog)
+    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -4339,6 +4389,7 @@ def test_update_open_orders(mocker, default_conf, fee, caplog):
 
     freqtrade.update_open_orders()
     assert not log_has_re(r"Error updating Order .*", caplog)
+    caplog.clear()
 
     freqtrade.config['dry_run'] = False
     freqtrade.update_open_orders()
@@ -4454,6 +4505,7 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
     assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
     assert mock_uts.call_count == 0
     assert not log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
+    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -4591,6 +4643,7 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
 
     freqtrade.refind_lost_order(trades[4])
     assert log_has(f"Error updating {order['id']}.", caplog)
+    caplog.clear()
 
 
 def test_get_valid_price(mocker, default_conf) -> None:

From aac05029e1d13936f89c10f0ed8ccdaec3561ed7 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 01:20:52 -0600
Subject: [PATCH 1175/1386] safe_sell_amount -> safe_exit_amount

---
 freqtrade/freqtradebot.py  |  4 ++--
 tests/test_freqtradebot.py | 10 +++++-----
 2 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 259270483..0fc40cf45 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1039,7 +1039,7 @@ class FreqtradeBot(LoggingMixin):
         )
         return reason
 
-    def _safe_sell_amount(self, pair: str, amount: float) -> float:
+    def _safe_exit_amount(self, pair: str, amount: float) -> float:
         """
         Get sellable amount.
         Should be trade.amount - but will fall back to the available amount if necessary.
@@ -1111,7 +1111,7 @@ class FreqtradeBot(LoggingMixin):
             # but we allow this value to be changed)
             order_type = self.strategy.order_types.get("forcesell", order_type)
 
-        amount = self._safe_sell_amount(trade.pair, trade.amount)
+        amount = self._safe_exit_amount(trade.pair, trade.amount)
         time_in_force = self.strategy.order_time_in_force['sell']
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 75b67e59c..109cb01c2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3302,7 +3302,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     assert trade.amount != amnt
 
 
-def test__safe_sell_amount(default_conf, fee, caplog, mocker):
+def test__safe_exit_amount(default_conf, fee, caplog, mocker):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
@@ -3322,17 +3322,17 @@ def test__safe_sell_amount(default_conf, fee, caplog, mocker):
     patch_get_signal(freqtrade)
 
     wallet_update.reset_mock()
-    assert freqtrade._safe_sell_amount(trade.pair, trade.amount) == amount_wallet
+    assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
     assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert wallet_update.call_count == 1
     caplog.clear()
     wallet_update.reset_mock()
-    assert freqtrade._safe_sell_amount(trade.pair, amount_wallet) == amount_wallet
+    assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
     assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert wallet_update.call_count == 1
 
 
-def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
+def test__safe_exit_amount_error(default_conf, fee, caplog, mocker):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
@@ -3350,7 +3350,7 @@ def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
-        assert freqtrade._safe_sell_amount(trade.pair, trade.amount)
+        assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
 
 
 def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:

From be93c75e44fcaa1df2094b1d6200b0c884abf596 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 01:14:16 -0600
Subject: [PATCH 1176/1386] reupdate_buy_order_fees ->
 reupdate_enter_order_fees

---
 freqtrade/freqtradebot.py  | 4 ++--
 tests/test_freqtradebot.py | 8 ++++----
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0fc40cf45..0f16162cd 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -296,9 +296,9 @@ class FreqtradeBot(LoggingMixin):
         if sell_order:
             self.refind_lost_order(trade)
         else:
-            self.reupdate_buy_order_fees(trade)
+            self.reupdate_enter_order_fees(trade)
 
-    def reupdate_buy_order_fees(self, trade: Trade):
+    def reupdate_enter_order_fees(self, trade: Trade):
         """
         Get buy order from database, and try to reupdate.
         Handles trades where the initial fee-update did not work.
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 109cb01c2..88ed11558 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4420,14 +4420,14 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
+def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
 
     create_mock_trades(fee)
     trades = Trade.get_trades().all()
 
-    freqtrade.reupdate_buy_order_fees(trades[0])
+    freqtrade.reupdate_enter_order_fees(trades[0])
     assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
     assert mock_uts.call_count == 1
     assert mock_uts.call_args_list[0][0][0] == trades[0]
@@ -4450,7 +4450,7 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
     )
     Trade.query.session.add(trade)
 
-    freqtrade.reupdate_buy_order_fees(trade)
+    freqtrade.reupdate_enter_order_fees(trade)
     assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
     assert mock_uts.call_count == 0
     assert not log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
@@ -4460,7 +4460,7 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
 def test_handle_insufficient_funds(mocker, default_conf, fee):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order')
-    mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_buy_order_fees')
+    mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_enter_order_fees')
     create_mock_trades(fee)
     trades = Trade.get_trades().all()
 

From e0092a85e9769eeb7e73bbb6f6018dbd494ea1a0 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 00:53:09 -0600
Subject: [PATCH 1177/1386] handle_cancel_buy/sell -> handle_cancel_enter/exit

---
 freqtrade/freqtradebot.py  | 12 +++++------
 freqtrade/rpc/rpc.py       |  4 ++--
 tests/test_freqtradebot.py | 44 +++++++++++++++++++-------------------
 3 files changed, 30 insertions(+), 30 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0f16162cd..bf07ac0bc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -906,7 +906,7 @@ class FreqtradeBot(LoggingMixin):
                                              default_retval=False)(pair=trade.pair,
                                                                    trade=trade,
                                                                    order=order))):
-                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
+                self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
             elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
                   fully_cancelled
@@ -915,7 +915,7 @@ class FreqtradeBot(LoggingMixin):
                                            default_retval=False)(pair=trade.pair,
                                                                  trade=trade,
                                                                  order=order))):
-                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
+                self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
     def cancel_all_open_orders(self) -> None:
         """
@@ -931,13 +931,13 @@ class FreqtradeBot(LoggingMixin):
                 continue
 
             if order['side'] == 'buy':
-                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+                self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
 
             elif order['side'] == 'sell':
-                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+                self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
         Trade.commit()
 
-    def handle_cancel_buy(self, trade: Trade, order: Dict, reason: str) -> bool:
+    def handle_cancel_enter(self, trade: Trade, order: Dict, reason: str) -> bool:
         """
         Buy cancel - cancel order
         :return: True if order was fully cancelled
@@ -998,7 +998,7 @@ class FreqtradeBot(LoggingMixin):
                                 reason=reason)
         return was_trade_fully_canceled
 
-    def handle_cancel_sell(self, trade: Trade, order: Dict, reason: str) -> str:
+    def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str:
         """
         Sell cancel - cancel order and update trade
         :return: Reason for cancel
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index ca2e84e48..caf7345a2 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -548,12 +548,12 @@ class RPC:
                 order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
 
                 if order['side'] == 'buy':
-                    fully_canceled = self._freqtrade.handle_cancel_buy(
+                    fully_canceled = self._freqtrade.handle_cancel_enter(
                         trade, order, CANCEL_REASON['FORCE_SELL'])
 
                 if order['side'] == 'sell':
                     # Cancel order - so it is placed anew with a fresh price.
-                    self._freqtrade.handle_cancel_sell(trade, order, CANCEL_REASON['FORCE_SELL'])
+                    self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_SELL'])
 
             if not fully_canceled:
                 # Get current rate and execute sell
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 88ed11558..1b5381264 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2453,8 +2453,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
 
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
-        handle_cancel_buy=MagicMock(),
-        handle_cancel_sell=MagicMock(),
+        handle_cancel_enter=MagicMock(),
+        handle_cancel_exit=MagicMock(),
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -2474,7 +2474,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
                       caplog)
 
 
-def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
+def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_buy_order = deepcopy(limit_buy_order)
@@ -2493,34 +2493,34 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     limit_buy_order['filled'] = 0.0
     limit_buy_order['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
     cancel_order_mock.reset_mock()
     caplog.clear()
     limit_buy_order['filled'] = 0.01
-    assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 0
     assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unsellable.*", caplog)
 
     caplog.clear()
     cancel_order_mock.reset_mock()
     limit_buy_order['filled'] = 2
-    assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
     # Order remained open for some reason (cancel failed)
     cancel_buy_order['status'] = 'open'
     cancel_order_mock = MagicMock(return_value=cancel_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
-    assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
 
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
                          indirect=['limit_buy_order_canceled_empty'])
-def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
-                                     limit_buy_order_canceled_empty) -> None:
+def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
+                                       limit_buy_order_canceled_empty) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = mocker.patch(
@@ -2532,7 +2532,7 @@ def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
     reason = CANCEL_REASON['TIMEOUT']
     trade = MagicMock()
     trade.pair = 'LTC/ETH'
-    assert freqtrade.handle_cancel_buy(trade, limit_buy_order_canceled_empty, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
     assert cancel_order_mock.call_count == 0
     assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
     assert nofiy_mock.call_count == 1
@@ -2544,8 +2544,8 @@ def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
     'String Return value',
     123
 ])
-def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
-                                        cancelorder) -> None:
+def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
+                                          cancelorder) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock(return_value=cancelorder)
@@ -2563,16 +2563,16 @@ def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
     limit_buy_order['filled'] = 0.0
     limit_buy_order['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
     cancel_order_mock.reset_mock()
     limit_buy_order['filled'] = 1.0
-    assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
 
-def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
+def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
     send_msg_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2598,26 +2598,26 @@ def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
              'amount': 1,
              'status': "open"}
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_sell(trade, order, reason)
+    assert freqtrade.handle_cancel_exit(trade, order, reason)
     assert cancel_order_mock.call_count == 1
     assert send_msg_mock.call_count == 1
 
     send_msg_mock.reset_mock()
 
     order['amount'] = 2
-    assert freqtrade.handle_cancel_sell(trade, order, reason
+    assert freqtrade.handle_cancel_exit(trade, order, reason
                                         ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
     # Assert cancel_order was not called (callcount remains unchanged)
     assert cancel_order_mock.call_count == 1
     assert send_msg_mock.call_count == 1
-    assert freqtrade.handle_cancel_sell(trade, order, reason
+    assert freqtrade.handle_cancel_exit(trade, order, reason
                                         ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
     # Message should not be iterated again
     assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
     assert send_msg_mock.call_count == 1
 
 
-def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
+def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch(
@@ -2630,7 +2630,7 @@ def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
     order = {'remaining': 1,
              'amount': 1,
              'status': "open"}
-    assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order'
+    assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
 
 
 def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
@@ -4304,8 +4304,8 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[
                      ExchangeError(), limit_sell_order, limit_buy_order, limit_sell_order])
-    buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
-    sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
+    buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
+    sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     create_mock_trades(fee)

From e1f846f22f28a9f76df1e8c47a79225ca2bc6e89 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 00:49:04 -0600
Subject: [PATCH 1178/1386] sell_lock -> exit_lock

---
 freqtrade/freqtradebot.py | 6 +++---
 freqtrade/rpc/rpc.py      | 4 ++--
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index bf07ac0bc..0a0b20f0c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -99,7 +99,7 @@ class FreqtradeBot(LoggingMixin):
         self.state = State[initial_state.upper()] if initial_state else State.STOPPED
 
         # Protect sell-logic from forcesell and vice versa
-        self._sell_lock = Lock()
+        self._exit_lock = Lock()
         LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
 
     def notify_status(self, msg: str) -> None:
@@ -166,14 +166,14 @@ class FreqtradeBot(LoggingMixin):
 
         self.strategy.analyze(self.active_pair_whitelist)
 
-        with self._sell_lock:
+        with self._exit_lock:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
 
         # Protect from collisions with forcesell.
         # Without this, freqtrade my try to recreate stoploss_on_exchange orders
         # while selling is in process, since telegram messages arrive in an different thread.
-        with self._sell_lock:
+        with self._exit_lock:
             trades = Trade.get_open_trades()
             # First process current opened trades (positions)
             self.exit_positions(trades)
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index caf7345a2..b7b1fe603 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -566,7 +566,7 @@ class RPC:
         if self._freqtrade.state != State.RUNNING:
             raise RPCException('trader is not running')
 
-        with self._freqtrade._sell_lock:
+        with self._freqtrade._exit_lock:
             if trade_id == 'all':
                 # Execute sell for all open orders
                 for trade in Trade.get_open_trades():
@@ -628,7 +628,7 @@ class RPC:
         Handler for delete <id>.
         Delete the given trade and close eventually existing open orders.
         """
-        with self._freqtrade._sell_lock:
+        with self._freqtrade._exit_lock:
             c_count = 0
             trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
             if not trade:

From 362dc20406c0419246cbe459518636337567cf9b Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 00:45:55 -0600
Subject: [PATCH 1179/1386] notify_buy -> notify_enter, notify_sell ->
 notify_exit

---
 freqtrade/freqtradebot.py  | 26 +++++++++++++-------------
 tests/test_freqtradebot.py |  6 +++---
 tests/test_integration.py  |  4 ++--
 3 files changed, 18 insertions(+), 18 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0a0b20f0c..b67ae9f00 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -590,11 +590,11 @@ class FreqtradeBot(LoggingMixin):
         # Updating wallets
         self.wallets.update()
 
-        self._notify_buy(trade, order_type)
+        self._notify_enter(trade, order_type)
 
         return True
 
-    def _notify_buy(self, trade: Trade, order_type: str) -> None:
+    def _notify_enter(self, trade: Trade, order_type: str) -> None:
         """
         Sends rpc notification when a buy occurred.
         """
@@ -617,7 +617,7 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_buy_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
+    def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
         """
         Sends rpc notification when a buy cancel occurred.
         """
@@ -643,7 +643,7 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_buy_fill(self, trade: Trade) -> None:
+    def _notify_enter_fill(self, trade: Trade) -> None:
         msg = {
             'trade_id': trade.id,
             'type': RPCMessageType.BUY_FILL,
@@ -782,7 +782,7 @@ class FreqtradeBot(LoggingMixin):
             # Lock pair for one candle to prevent immediate rebuys
             self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                     reason='Auto lock')
-            self._notify_sell(trade, "stoploss")
+            self._notify_exit(trade, "stoploss")
             return True
 
         if trade.open_order_id or not trade.is_open:
@@ -994,8 +994,8 @@ class FreqtradeBot(LoggingMixin):
             reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}"
 
         self.wallets.update()
-        self._notify_buy_cancel(trade, order_type=self.strategy.order_types['buy'],
-                                reason=reason)
+        self._notify_enter_cancel(trade, order_type=self.strategy.order_types['buy'],
+                                  reason=reason)
         return was_trade_fully_canceled
 
     def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str:
@@ -1032,7 +1032,7 @@ class FreqtradeBot(LoggingMixin):
             reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
 
         self.wallets.update()
-        self._notify_sell_cancel(
+        self._notify_exit_cancel(
             trade,
             order_type=self.strategy.order_types['sell'],
             reason=reason
@@ -1150,11 +1150,11 @@ class FreqtradeBot(LoggingMixin):
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                 reason='Auto lock')
 
-        self._notify_sell(trade, order_type)
+        self._notify_exit(trade, order_type)
 
         return True
 
-    def _notify_sell(self, trade: Trade, order_type: str, fill: bool = False) -> None:
+    def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False) -> None:
         """
         Sends rpc notification when a sell occurred.
         """
@@ -1196,7 +1196,7 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_sell_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
+    def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
         """
         Sends rpc notification when a sell cancel occurred.
         """
@@ -1291,13 +1291,13 @@ class FreqtradeBot(LoggingMixin):
         # Updating wallets when order is closed
         if not trade.is_open:
             if not stoploss_order and not trade.open_order_id:
-                self._notify_sell(trade, '', True)
+                self._notify_exit(trade, '', True)
             self.protections.stop_per_pair(trade.pair)
             self.protections.global_stop()
             self.wallets.update()
         elif not trade.open_order_id:
             # Buy fill
-            self._notify_buy_fill(trade)
+            self._notify_enter_fill(trade)
 
         return False
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 1b5381264..26d06d53a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2485,7 +2485,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> N
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
 
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade._notify_buy_cancel = MagicMock()
+    freqtrade._notify_enter_cancel = MagicMock()
 
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
@@ -2526,7 +2526,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
     cancel_order_mock = mocker.patch(
         'freqtrade.exchange.Exchange.cancel_order_with_result',
         return_value=limit_buy_order_canceled_empty)
-    nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_buy_cancel')
+    nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel')
     freqtrade = FreqtradeBot(default_conf)
 
     reason = CANCEL_REASON['TIMEOUT']
@@ -2555,7 +2555,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
     )
 
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade._notify_buy_cancel = MagicMock()
+    freqtrade._notify_enter_cancel = MagicMock()
 
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 215927098..a3484d438 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -70,7 +70,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
         create_stoploss_order=MagicMock(return_value=True),
-        _notify_sell=MagicMock(),
+        _notify_exit=MagicMock(),
     )
     mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
     wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
@@ -154,7 +154,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
         create_stoploss_order=MagicMock(return_value=True),
-        _notify_sell=MagicMock(),
+        _notify_exit=MagicMock(),
     )
     should_sell_mock = MagicMock(side_effect=[
         SellCheckTuple(sell_type=SellType.NONE),

From a1c9a4d619f3dfe5f123e928487f5dcdf1d351fc Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 01:40:22 -0600
Subject: [PATCH 1180/1386] freqtradebot local name changes

---
 freqtrade/freqtradebot.py | 48 +++++++++++++++++++--------------------
 1 file changed, 24 insertions(+), 24 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index b67ae9f00..5800befba 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -476,21 +476,21 @@ class FreqtradeBot(LoggingMixin):
         time_in_force = self.strategy.order_time_in_force['buy']
 
         if price:
-            buy_limit_requested = price
+            enter_limit_requested = price
         else:
             # Calculate price
-            proposed_buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
+            proposed_enter_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                       default_retval=proposed_buy_rate)(
+                                                       default_retval=proposed_enter_rate)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                proposed_rate=proposed_buy_rate)
+                proposed_rate=proposed_enter_rate)
 
-            buy_limit_requested = self.get_valid_price(custom_entry_price, proposed_buy_rate)
+            enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
 
-        if not buy_limit_requested:
+        if not enter_limit_requested:
             raise PricingError('Could not determine buy price.')
 
-        min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, buy_limit_requested,
+        min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, enter_limit_requested,
                                                                    self.strategy.stoploss)
 
         if not self.edge:
@@ -498,7 +498,7 @@ class FreqtradeBot(LoggingMixin):
             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,
+                current_rate=enter_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)
 
@@ -508,27 +508,27 @@ class FreqtradeBot(LoggingMixin):
         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
+        amount = stake_amount / enter_limit_requested
         order_type = self.strategy.order_types['buy']
         if forcebuy:
             # Forcebuy can define a different ordertype
             order_type = self.strategy.order_types.get('forcebuy', order_type)
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
-                pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
+                pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
                 time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
             logger.info(f"User requested abortion of buying {pair}")
             return False
         amount = self.exchange.amount_to_precision(pair, amount)
         order = self.exchange.create_order(pair=pair, ordertype=order_type, side="buy",
-                                           amount=amount, rate=buy_limit_requested,
+                                           amount=amount, rate=enter_limit_requested,
                                            time_in_force=time_in_force)
         order_obj = Order.parse_from_ccxt_object(order, pair, 'buy')
         order_id = order['id']
         order_status = order.get('status', None)
 
         # we assume the order is executed at the price requested
-        buy_limit_filled_price = buy_limit_requested
+        enter_limit_filled_price = enter_limit_requested
         amount_requested = amount
 
         if order_status == 'expired' or order_status == 'rejected':
@@ -551,13 +551,13 @@ class FreqtradeBot(LoggingMixin):
                                )
                 stake_amount = order['cost']
                 amount = safe_value_fallback(order, 'filled', 'amount')
-                buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
+                enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
 
         # in case of FOK the order may be filled immediately and fully
         elif order_status == 'closed':
             stake_amount = order['cost']
             amount = safe_value_fallback(order, 'filled', 'amount')
-            buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
+            enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
 
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
         fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
@@ -569,8 +569,8 @@ class FreqtradeBot(LoggingMixin):
             amount_requested=amount_requested,
             fee_open=fee,
             fee_close=fee,
-            open_rate=buy_limit_filled_price,
-            open_rate_requested=buy_limit_requested,
+            open_rate=enter_limit_filled_price,
+            open_rate_requested=enter_limit_requested,
             open_date=datetime.utcnow(),
             exchange=self.exchange.id,
             open_order_id=order_id,
@@ -713,8 +713,8 @@ class FreqtradeBot(LoggingMixin):
             )
 
         logger.debug('checking sell')
-        sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
-        if self._check_and_execute_sell(trade, sell_rate, buy, sell):
+        exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
+        if self._check_and_execute_exit(trade, exit_rate, buy, sell):
             return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -744,7 +744,7 @@ class FreqtradeBot(LoggingMixin):
         except InvalidOrderException as e:
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
-            logger.warning('Selling the trade forcefully')
+            logger.warning('Exiting the trade forcefully')
             self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple(
                 sell_type=SellType.EMERGENCY_SELL))
 
@@ -851,19 +851,19 @@ class FreqtradeBot(LoggingMixin):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
-    def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
-                                buy: bool, sell: bool) -> bool:
+    def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
+                                enter: bool, exit_: bool) -> bool:
         """
-        Check and execute sell
+        Check and execute exit
         """
         should_sell = self.strategy.should_sell(
-            trade, sell_rate, datetime.now(timezone.utc), buy, sell,
+            trade, exit_rate, datetime.now(timezone.utc), buy, sell,
             force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
         if should_sell.sell_flag:
             logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
-            self.execute_trade_exit(trade, sell_rate, should_sell)
+            self.execute_trade_exit(trade, exit_rate, should_sell)
             return True
         return False
 

From b2f289e4040ae676830987c3436ba85f8b29667d Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 02:16:25 -0600
Subject: [PATCH 1181/1386] Fixed freqtradebot failing tests

---
 freqtrade/freqtradebot.py  | 2 +-
 tests/test_freqtradebot.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5800befba..7f668273c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -852,7 +852,7 @@ class FreqtradeBot(LoggingMixin):
                                    f"for pair {trade.pair}.")
 
     def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
-                                enter: bool, exit_: bool) -> bool:
+                                buy: bool, sell: bool) -> bool:
         """
         Check and execute exit
         """
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 26d06d53a..3c5a8cfae 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1190,7 +1190,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert trade.stoploss_order_id is None
     assert trade.sell_reason == SellType.EMERGENCY_SELL.value
     assert log_has("Unable to place a stoploss order on exchange. ", caplog)
-    assert log_has("Selling the trade forcefully", caplog)
+    assert log_has("Exiting the trade forcefully", caplog)
 
     # Should call a market sell
     assert create_order_mock.call_count == 2

From 366247dff3bdd360b5b5fdc43c36e1396c902d91 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Thu, 9 Sep 2021 02:16:24 -0600
Subject: [PATCH 1182/1386] removed caplog.clears at end of functions in
 test_freqtradebot

---
 tests/test_freqtradebot.py | 45 --------------------------------------
 1 file changed, 45 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index ddd031f77..a9760978e 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -107,7 +107,6 @@ def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
     freqtrade = FreqtradeBot(conf)
     assert not freqtrade.strategy.order_types['stoploss_on_exchange']
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
-    caplog.clear()
 
 
 def test_order_dict_live(default_conf, mocker, caplog) -> None:
@@ -141,7 +140,6 @@ def test_order_dict_live(default_conf, mocker, caplog) -> None:
     freqtrade = FreqtradeBot(conf)
     assert not freqtrade.strategy.order_types['stoploss_on_exchange']
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
-    caplog.clear()
 
 
 def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
@@ -417,7 +415,6 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
 
     assert freqtrade.create_trade('ETH/BTC')
     assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
-    caplog.clear()
 
 
 def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
@@ -481,7 +478,6 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
-    caplog.clear()
 
 
 def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
@@ -528,7 +524,6 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order,
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(message, caplog)
-    caplog.clear()
 
 
 def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
@@ -1122,7 +1117,6 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert stoploss.call_count == 0
-    caplog.clear()
 
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
@@ -1162,7 +1156,6 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog)
     assert trade.stoploss_order_id is None
     assert trade.is_open is True
-    caplog.clear()
 
 
 def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
@@ -1211,7 +1204,6 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert rpc_mock.call_count == 2
     assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value
     assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
-    caplog.clear()
 
 
 def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
@@ -1438,7 +1430,6 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
-    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -1673,7 +1664,6 @@ def test_enter_positions(mocker, default_conf, caplog) -> None:
     assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
     # create_trade should be called once for every pair in the whitelist.
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
-    caplog.clear()
 
 
 def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
@@ -1713,7 +1703,6 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     # test amount modified by fee-logic
     n = freqtrade.exit_positions(trades)
     assert n == 0
-    caplog.clear()
 
 
 def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1734,7 +1723,6 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     n = freqtrade.exit_positions(trades)
     assert n == 0
     assert log_has('Unable to sell trade ETH/BTC: ', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1780,7 +1768,6 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     freqtrade.update_trade_state(trade, '123')
 
     assert log_has_re('Found open order for.*', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
@@ -1831,7 +1818,6 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
     assert trade.amount != amount
     assert trade.amount == limit_buy_order['amount']
     assert log_has_re(r'Applying fee on amount for .*', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state_exception(mocker, default_conf,
@@ -1850,7 +1836,6 @@ def test_update_trade_state_exception(mocker, default_conf,
     )
     freqtrade.update_trade_state(trade, trade.open_order_id)
     assert log_has('Could not update trade amount: ', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
@@ -1867,7 +1852,6 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
     freqtrade.update_trade_state(trade, trade.open_order_id)
     assert grm_mock.call_count == 0
     assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open,
@@ -2036,7 +2020,6 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
-    caplog.clear()
 
 
 def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
@@ -2069,7 +2052,6 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
-    caplog.clear()
 
 
 def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order,
@@ -2110,7 +2092,6 @@ def test_bot_loop_start_called_once(mocker, default_conf, caplog):
     assert log_has_re(r'Strategy caused the following exception.*', caplog)
     assert ftbot.strategy.bot_loop_start.call_count == 1
     assert ftbot.strategy.analyze.call_count == 1
-    caplog.clear()
 
 
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2225,7 +2206,6 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     nb_trades = len(trades)
     assert nb_trades == 0
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
-    caplog.clear()
 
 
 def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2360,7 +2340,6 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     assert rpc_mock.call_count == 1
     assert open_trade.is_open is True
     assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
-    caplog.clear()
 
 
 def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
@@ -2429,7 +2408,6 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     assert trades[0].open_order_id is None
     assert trades[0].fee_updated('buy')
     assert pytest.approx(trades[0].fee_open) == 0.001
-    caplog.clear()
 
 
 def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
@@ -2470,7 +2448,6 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
                                 limit_buy_order_old_partial['remaining'])
     assert trades[0].open_order_id is None
     assert trades[0].fee_open == fee()
-    caplog.clear()
 
 
 def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
@@ -2499,7 +2476,6 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
                       f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
                       r"\) due to Traceback \(most recent call last\):\n*",
                       caplog)
-    caplog.clear()
 
 
 def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
@@ -2543,7 +2519,6 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
     assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
-    caplog.clear()
 
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
@@ -2565,7 +2540,6 @@ def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
     assert cancel_order_mock.call_count == 0
     assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
     assert nofiy_mock.call_count == 1
-    caplog.clear()
 
 
 @pytest.mark.parametrize('cancelorder', [
@@ -2935,7 +2909,6 @@ def test_execute_trade_exit_sloe_cancel_exception(
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
-    caplog.clear()
 
 
 def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
@@ -3331,7 +3304,6 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     assert freqtrade.handle_trade(trade) is True
     assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert trade.amount != amnt
-    caplog.clear()
 
 
 def test__safe_sell_amount(default_conf, fee, caplog, mocker):
@@ -3362,7 +3334,6 @@ def test__safe_sell_amount(default_conf, fee, caplog, mocker):
     assert freqtrade._safe_sell_amount(trade.pair, amount_wallet) == amount_wallet
     assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert wallet_update.call_count == 1
-    caplog.clear()
 
 
 def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
@@ -3419,7 +3390,6 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     freqtrade.enter_positions()
 
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
-    caplog.clear()
 
 
 def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3511,7 +3481,6 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
                    "initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
-    caplog.clear()
 
 
 def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3573,7 +3542,6 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
         f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
-    caplog.clear()
 
 
 def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3636,7 +3604,6 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
-    caplog.clear()
 
 
 def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3701,7 +3668,6 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
     assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000117705
-    caplog.clear()
 
 
 def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3763,7 +3729,6 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
                    caplog)
-    caplog.clear()
 
 
 def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
@@ -3789,7 +3754,6 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe
     assert walletmock.call_count == 1
     assert log_has_re(r'Fee amount for Trade.* was in base currency '
                       '- Eating Fee 0.008 into dust', caplog)
-    caplog.clear()
 
 
 def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
@@ -3812,7 +3776,6 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
                    caplog)
-    caplog.clear()
 
 
 def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
@@ -3906,7 +3869,6 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
-    caplog.clear()
 
 
 def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee, caplog, fee,
@@ -3942,7 +3904,6 @@ def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee,
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
-    caplog.clear()
 
 
 def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
@@ -3971,7 +3932,6 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
                    caplog)
-    caplog.clear()
 
 
 def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
@@ -4215,7 +4175,6 @@ def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None
     with pytest.raises(PricingError):
         freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
     assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
-    caplog.clear()
 
 
 def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
@@ -4286,7 +4245,6 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
         freqtrade.handle_trade(trade)
     assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*',
                       caplog)
-    caplog.clear()
 
 
 def test_startup_state(default_conf, mocker):
@@ -4345,7 +4303,6 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
                       caplog)
-    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -4505,7 +4462,6 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
     assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
     assert mock_uts.call_count == 0
     assert not log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
-    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -4643,7 +4599,6 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
 
     freqtrade.refind_lost_order(trades[4])
     assert log_has(f"Error updating {order['id']}.", caplog)
-    caplog.clear()
 
 
 def test_get_valid_price(mocker, default_conf) -> None:

From 982534ddc70b7db43c598d7a48a2ff63c81aaedf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 2 Sep 2021 20:56:46 +0200
Subject: [PATCH 1183/1386] Add gate.io to list of supported exchanges

---
 README.md                    | 1 +
 docs/index.md                | 1 +
 freqtrade/exchange/gateio.py | 2 ++
 3 files changed, 4 insertions(+)

diff --git a/README.md b/README.md
index 309fab94b..2c164135f 100644
--- a/README.md
+++ b/README.md
@@ -30,6 +30,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [Kraken](https://kraken.com/)
 - [X] [FTX](https://ftx.com)
+- [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ### Community tested
diff --git a/docs/index.md b/docs/index.md
index fd3b8f224..7735117e2 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -40,6 +40,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [FTX](https://ftx.com)
 - [X] [Kraken](https://kraken.com/)
+- [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [ ] [potentially many others through <img alt="ccxt" width="30px" src="assets/ccxt-logo.svg" />](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ### Community tested
diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py
index 9c910a10d..e6ee01c8a 100644
--- a/freqtrade/exchange/gateio.py
+++ b/freqtrade/exchange/gateio.py
@@ -21,3 +21,5 @@ class Gateio(Exchange):
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
     }
+
+    _headers = {'X-Gate-Channel-Id': 'freqtrade'}

From a19c33ba54ff051dfa20aae864510ac2a8bb6626 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 10 Sep 2021 05:52:48 +0000
Subject: [PATCH 1184/1386] Don't blindly create coroutines, but fire them off
 in batches

---
 freqtrade/exchange/exchange.py | 25 +++++++++++++------------
 1 file changed, 13 insertions(+), 12 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 79fd33dfe..48c3caa50 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -28,7 +28,7 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
                                        EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
                                        retrier_async)
-from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
+from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
 
@@ -1238,19 +1238,20 @@ class Exchange:
         input_coroutines = [self._async_get_candle_history(
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
-
-        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
-
         # Combine gathered results
+
         data: List = []
-        for res in results:
-            if isinstance(res, Exception):
-                logger.warning("Async code raised an exception: %s", res.__class__.__name__)
-                continue
-            # Deconstruct tuple if it's not an exception
-            p, _, new_data = res
-            if p == pair:
-                data.extend(new_data)
+        for input_coro in chunks(input_coroutines, 100):
+
+            results = await asyncio.gather(*input_coro, return_exceptions=True)
+            for res in results:
+                if isinstance(res, Exception):
+                    logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                    continue
+                # Deconstruct tuple if it's not an exception
+                p, _, new_data = res
+                if p == pair:
+                    data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
         logger.info("Downloaded data for %s with length %s.", pair, len(data))

From 8c9159f5969f593aa36754af9f19e4667223ba0a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 10 Sep 2021 19:46:38 +0200
Subject: [PATCH 1185/1386] Improve comments

---
 freqtrade/exchange/exchange.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 48c3caa50..e79d53e80 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1238,9 +1238,9 @@ class Exchange:
         input_coroutines = [self._async_get_candle_history(
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
-        # Combine gathered results
 
         data: List = []
+        # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
         for input_coro in chunks(input_coroutines, 100):
 
             results = await asyncio.gather(*input_coro, return_exceptions=True)

From 4c4604f837d05d1d3c391031f24e8b63cef2da48 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 10 Sep 2021 19:47:56 +0200
Subject: [PATCH 1186/1386] Add explicit test for get_historic_ohlcv

---
 tests/exchange/test_exchange.py | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 144063c07..45c2e627c 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1551,6 +1551,32 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
     assert 'high' in ret.columns
 
 
+@pytest.mark.asyncio
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
+    ohlcv = [
+        [
+            int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
+
+    pair = 'ETH/BTC'
+    res = await exchange._async_get_historic_ohlcv(pair, "5m",
+                                                   1500000000000, is_new_pair=False)
+    # Call with very old timestamp - causes tons of requests
+    assert exchange._api_async.fetch_ohlcv.call_count > 200
+    assert res[0] == ohlcv[0]
+    assert log_has_re(r'Downloaded data for .* with length .*\.', caplog)
+
+
 def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     ohlcv = [
         [

From a5f90a409cb5c78373bf2c477ac5dc62958cbf70 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 08:18:32 +0200
Subject: [PATCH 1187/1386] Small updates to async_history_fetch

---
 freqtrade/exchange/exchange.py  | 2 +-
 tests/exchange/test_exchange.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e79d53e80..11de5411f 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1254,7 +1254,7 @@ class Exchange:
                     data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info("Downloaded data for %s with length %s.", pair, len(data))
+        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
         return data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 45c2e627c..90e19782e 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1568,7 +1568,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
     # Monkey-patch async function
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
-    pair = 'ETH/BTC'
+    pair = 'ETH/USDT'
     res = await exchange._async_get_historic_ohlcv(pair, "5m",
                                                    1500000000000, is_new_pair=False)
     # Call with very old timestamp - causes tons of requests

From 432c3df17e7672ab33554d161a4f7fb3e1f218ac Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Sep 2021 08:04:22 +0200
Subject: [PATCH 1188/1386] Add documentation for Bittex/Gemini with
 VolumePairlist

closes #5565
---
 docs/exchanges.md                            |  6 ++++++
 docs/includes/pairlists.md                   | 20 ++++++++++++++++++++
 freqtrade/plugins/pairlist/VolumePairList.py |  2 +-
 3 files changed, 27 insertions(+), 1 deletion(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 42a850acd..c0fbdc694 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -58,6 +58,12 @@ Bittrex does not support market orders. If you have a message at the bot startup
 Bittrex also does not support `VolumePairlist` due to limited / split API constellation at the moment.
 Please use `StaticPairlist`. Other pairlists (other than `VolumePairlist`) should not be affected.
 
+### Volume pairlist
+
+Bittrex does not support the direct usage of VolumePairList. This can however be worked around by using the advanced mode with `lookback_days: 1` (or more), which will emulate 24h volume.
+
+Read more in the [pairlist documentation](plugins.md#volumepairlist-advanced-mode).
+
 ### Restricted markets
 
 Bittrex split its exchange into US and International versions.
diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 6e23c9003..69e12d5dc 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -82,6 +82,8 @@ Filtering instances (not the first position in the list) will not apply any cach
 
 You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange.
 
+### VolumePairList Advanced mode
+
 `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:
@@ -105,6 +107,24 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
 !!! 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.
 
+??? Tip "Unsupported exchanges (Bittrex, Gemini)"
+    On some exchanges (like Bittrex and Gemini), regular VolumePairList does not work as the api does not natively provide 24h volume. This can be worked around by using candle data to build the volume.
+    To roughly simulate 24h volume, you can use the following configuration.
+    Please note that These pairlists will only refresh once per day.
+
+    ```json
+    "pairlists": [
+        {
+            "method": "VolumePairList",
+            "number_assets": 20,
+            "sort_key": "quoteVolume",
+            "min_value": 0,
+            "refresh_period": 86400,
+            "lookback_days": 1
+        }
+    ],
+    ```
+
 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
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index c70e4a904..0ffc8a8c8 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -123,7 +123,7 @@ class VolumePairList(IPairList):
             filtered_tickers = [
                 v for k, v in tickers.items()
                 if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
-                    and v[self._sort_key] is not None)]
+                    and (self._use_range or v[self._sort_key] is not None))]
             pairlist = [s['symbol'] for s in filtered_tickers]
 
             pairlist = self.filter_pairlist(pairlist, tickers)

From ebb0b8aa3fd03100d96e8feef4a4f9919fab60fe Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 08:36:57 +0200
Subject: [PATCH 1189/1386] Remove new-hyperopt command

---
 docs/utils.md                                 |  35 -----
 freqtrade/commands/__init__.py                |   2 +-
 freqtrade/commands/arguments.py               |  17 +--
 freqtrade/commands/deploy_commands.py         |  52 +------
 freqtrade/templates/base_hyperopt.py.j2       | 137 ------------------
 .../subtemplates/hyperopt_buy_guards_full.j2  |   8 -
 .../hyperopt_buy_guards_minimal.j2            |   2 -
 .../subtemplates/hyperopt_buy_space_full.j2   |   9 --
 .../hyperopt_buy_space_minimal.j2             |   3 -
 .../subtemplates/hyperopt_sell_guards_full.j2 |   8 -
 .../hyperopt_sell_guards_minimal.j2           |   2 -
 .../subtemplates/hyperopt_sell_space_full.j2  |  11 --
 .../hyperopt_sell_space_minimal.j2            |   5 -
 tests/commands/test_commands.py               |  33 +----
 14 files changed, 7 insertions(+), 317 deletions(-)
 delete mode 100644 freqtrade/templates/base_hyperopt.py.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2

diff --git a/docs/utils.md b/docs/utils.md
index 6395fb6f9..a1e219d6a 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -111,41 +111,6 @@ Using the advanced template (populates all optional functions and methods)
 freqtrade new-strategy --strategy AwesomeStrategy --template advanced
 ```
 
-## Create new hyperopt
-
-Creates a new hyperopt from a template similar to SampleHyperopt.
-The file will be named inline with your class name, and will not overwrite existing files.
-
-Results will be located in `user_data/hyperopts/<classname>.py`.
-
-``` output
-usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME]
-                              [--template {full,minimal,advanced}]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-  --hyperopt NAME       Specify hyperopt class name which will be used by the
-                        bot.
-  --template {full,minimal,advanced}
-                        Use a template which is either `minimal`, `full`
-                        (containing multiple sample indicators) or `advanced`.
-                        Default: `full`.
-```
-
-### Sample usage of new-hyperopt
-
-```bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
-With custom user directory
-
-```bash
-freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
-```
-
 ## List Strategies and List Hyperopts
 
 Use the `list-strategies` subcommand to see all strategies in one particular directory and the `list-hyperopts` subcommand to list custom Hyperopts.
diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 04e46ee23..49b184a80 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -11,7 +11,7 @@ from freqtrade.commands.build_config_commands import start_new_config
 from freqtrade.commands.data_commands import (start_convert_data, start_download_data,
                                               start_list_data)
 from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
-                                                start_new_hyperopt, start_new_strategy)
+                                                start_new_strategy)
 from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
 from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts,
                                               start_list_markets, start_list_strategies,
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 899998310..9c6ce543f 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -55,8 +55,6 @@ ARGS_BUILD_CONFIG = ["config"]
 
 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
-ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
-
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
@@ -95,7 +93,7 @@ NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list
                     "list-hyperopts", "hyperopt-list", "hyperopt-show",
                     "plot-dataframe", "plot-profit", "show-trades"]
 
-NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
+NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 
 
 class Arguments:
@@ -176,10 +174,9 @@ class Arguments:
                                         start_hyperopt_list, start_hyperopt_show, start_install_ui,
                                         start_list_data, start_list_exchanges, start_list_hyperopts,
                                         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_webserver)
+                                        start_list_timeframes, start_new_config, start_new_strategy,
+                                        start_plot_dataframe, start_plot_profit, 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
@@ -206,12 +203,6 @@ class Arguments:
         build_config_cmd.set_defaults(func=start_new_config)
         self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
 
-        # add new-hyperopt subcommand
-        build_hyperopt_cmd = subparsers.add_parser('new-hyperopt',
-                                                   help="Create new hyperopt")
-        build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
-        self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
-
         # add new-strategy subcommand
         build_strategy_cmd = subparsers.add_parser('new-strategy',
                                                    help="Create new strategy")
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index c98335e0b..4f9e5bbad 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -7,7 +7,7 @@ import requests
 
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
-from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
+from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import render_template, render_template_with_fallback
@@ -87,56 +87,6 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         raise OperationalException("`new-strategy` requires --strategy to be set.")
 
 
-def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: str) -> None:
-    """
-    Deploys a new hyperopt template to hyperopt_path
-    """
-    fallback = 'full'
-    buy_guards = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_buy_guards_{fallback}.j2",
-    )
-    sell_guards = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_sell_guards_{fallback}.j2",
-    )
-    buy_space = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_buy_space_{fallback}.j2",
-    )
-    sell_space = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_sell_space_{fallback}.j2",
-    )
-
-    strategy_text = render_template(templatefile='base_hyperopt.py.j2',
-                                    arguments={"hyperopt": hyperopt_name,
-                                               "buy_guards": buy_guards,
-                                               "sell_guards": sell_guards,
-                                               "buy_space": buy_space,
-                                               "sell_space": sell_space,
-                                               })
-
-    logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
-    hyperopt_path.write_text(strategy_text)
-
-
-def start_new_hyperopt(args: Dict[str, Any]) -> None:
-
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    if 'hyperopt' in args and args['hyperopt']:
-
-        new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
-
-        if new_path.exists():
-            raise OperationalException(f"`{new_path}` already exists. "
-                                       "Please choose another Hyperopt Name.")
-        deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
-    else:
-        raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
-
-
 def clean_ui_subdir(directory: Path):
     if directory.is_dir():
         logger.info("Removing UI directory content.")
diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2
deleted file mode 100644
index f6ca1477a..000000000
--- a/freqtrade/templates/base_hyperopt.py.j2
+++ /dev/null
@@ -1,137 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-
-# --- Do not remove these libs ---
-from functools import reduce
-from typing import Any, Callable, Dict, List
-
-import numpy as np  # noqa
-import pandas as pd  # noqa
-from pandas import DataFrame
-from skopt.space import Categorical, Dimension, Integer, Real  # noqa
-
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
-
-# --------------------------------
-# Add your lib to import here
-import talib.abstract as ta  # noqa
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-
-class {{ hyperopt }}(IHyperOpt):
-    """
-    This is a Hyperopt template to get you started.
-
-    More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
-
-    You should:
-    - Add any lib you need to build your hyperopt.
-
-    You must keep:
-    - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
-
-    The methods roi_space, generate_roi_table and stoploss_space are not required
-    and are provided by default.
-    However, you may override them if you need 'roi' and 'stoploss' spaces that
-    differ from the defaults offered by Freqtrade.
-    Sample implementation of these methods will be copied to `user_data/hyperopts` when
-    creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
-    or is available online under the following URL:
-    https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
-    """
-
-    @staticmethod
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching buy strategy parameters.
-        """
-        return [
-            {{ buy_space | indent(12) }}
-        ]
-
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Buy strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            {{ buy_guards | indent(12) }}
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-                if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
-                    ))
-
-            # Check that the candle had volume
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-
-    @staticmethod
-    def sell_indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching sell strategy parameters.
-        """
-        return [
-            {{ sell_space | indent(12) }}
-        ]
-
-    @staticmethod
-    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the sell strategy parameters to be used by Hyperopt.
-        """
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Sell strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            {{ sell_guards | indent(12) }}
-
-            # TRIGGERS
-            if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
-                if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
-                    ))
-                if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
-                    ))
-
-            # Check that the candle had volume
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'sell'] = 1
-
-            return dataframe
-
-        return populate_sell_trend
-
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2
deleted file mode 100644
index 5b967f4ed..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2
+++ /dev/null
@@ -1,8 +0,0 @@
-if params.get('mfi-enabled'):
-    conditions.append(dataframe['mfi'] < params['mfi-value'])
-if params.get('fastd-enabled'):
-    conditions.append(dataframe['fastd'] < params['fastd-value'])
-if params.get('adx-enabled'):
-    conditions.append(dataframe['adx'] > params['adx-value'])
-if params.get('rsi-enabled'):
-    conditions.append(dataframe['rsi'] < params['rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2
deleted file mode 100644
index 5e1022f59..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2
+++ /dev/null
@@ -1,2 +0,0 @@
-if params.get('rsi-enabled'):
-    conditions.append(dataframe['rsi'] < params['rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2
deleted file mode 100644
index 29bafbd93..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2
+++ /dev/null
@@ -1,9 +0,0 @@
-Integer(10, 25, name='mfi-value'),
-Integer(15, 45, name='fastd-value'),
-Integer(20, 50, name='adx-value'),
-Integer(20, 40, name='rsi-value'),
-Categorical([True, False], name='mfi-enabled'),
-Categorical([True, False], name='fastd-enabled'),
-Categorical([True, False], name='adx-enabled'),
-Categorical([True, False], name='rsi-enabled'),
-Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2
deleted file mode 100644
index 5ddf537fb..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2
+++ /dev/null
@@ -1,3 +0,0 @@
-Integer(20, 40, name='rsi-value'),
-Categorical([True, False], name='rsi-enabled'),
-Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2
deleted file mode 100644
index bd7b499f4..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2
+++ /dev/null
@@ -1,8 +0,0 @@
-if params.get('sell-mfi-enabled'):
-    conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
-if params.get('sell-fastd-enabled'):
-    conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
-if params.get('sell-adx-enabled'):
-    conditions.append(dataframe['adx'] < params['sell-adx-value'])
-if params.get('sell-rsi-enabled'):
-    conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2
deleted file mode 100644
index 8b4adebf6..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2
+++ /dev/null
@@ -1,2 +0,0 @@
-if params.get('sell-rsi-enabled'):
-    conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2
deleted file mode 100644
index 46469d532..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2
+++ /dev/null
@@ -1,11 +0,0 @@
-Integer(75, 100, name='sell-mfi-value'),
-Integer(50, 100, name='sell-fastd-value'),
-Integer(50, 100, name='sell-adx-value'),
-Integer(60, 100, name='sell-rsi-value'),
-Categorical([True, False], name='sell-mfi-enabled'),
-Categorical([True, False], name='sell-fastd-enabled'),
-Categorical([True, False], name='sell-adx-enabled'),
-Categorical([True, False], name='sell-rsi-enabled'),
-Categorical(['sell-bb_upper',
-             'sell-macd_cross_signal',
-             'sell-sar_reversal'], name='sell-trigger')
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2
deleted file mode 100644
index dfb110543..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2
+++ /dev/null
@@ -1,5 +0,0 @@
-Integer(60, 100, name='sell-rsi-value'),
-Categorical([True, False], name='sell-rsi-enabled'),
-Categorical(['sell-bb_upper',
-             'sell-macd_cross_signal',
-             'sell-sar_reversal'], name='sell-trigger')
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 1da9e5100..8db2020b5 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -12,7 +12,7 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
                                 start_hyperopt_list, start_hyperopt_show, start_install_ui,
                                 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_new_strategy, start_show_trades,
                                 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)
@@ -519,37 +519,6 @@ def test_start_new_strategy_no_arg(mocker, caplog):
         start_new_strategy(get_args(args))
 
 
-def test_start_new_hyperopt(mocker, caplog):
-    wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
-    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
-
-    args = [
-        "new-hyperopt",
-        "--hyperopt",
-        "CoolNewhyperopt"
-    ]
-    start_new_hyperopt(get_args(args))
-
-    assert wt_mock.call_count == 1
-    assert "CoolNewhyperopt" in wt_mock.call_args_list[0][0][0]
-    assert log_has_re("Writing hyperopt to .*", caplog)
-
-    mocker.patch('freqtrade.commands.deploy_commands.setup_utils_configuration')
-    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
-    with pytest.raises(OperationalException,
-                       match=r".* already exists. Please choose another Hyperopt Name\."):
-        start_new_hyperopt(get_args(args))
-
-
-def test_start_new_hyperopt_no_arg(mocker):
-    args = [
-        "new-hyperopt",
-    ]
-    with pytest.raises(OperationalException,
-                       match="`new-hyperopt` requires --hyperopt to be set."):
-        start_new_hyperopt(get_args(args))
-
-
 def test_start_install_ui(mocker):
     clean_mock = mocker.patch('freqtrade.commands.deploy_commands.clean_ui_subdir')
     get_url_mock = mocker.patch('freqtrade.commands.deploy_commands.get_ui_download_url',

From dad4a49e81c3a01eb98166b6db20fb08bb1a3a9a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 09:06:57 +0200
Subject: [PATCH 1190/1386] Remove legacy hyperopt interface from hyperopt.py

---
 freqtrade/commands/cli_options.py             |   2 +-
 freqtrade/optimize/hyperopt.py                |  64 ++---
 freqtrade/optimize/hyperopt_auto.py           |  21 +-
 freqtrade/optimize/hyperopt_interface.py      |  14 +-
 freqtrade/resolvers/hyperopt_resolver.py      |  38 ---
 freqtrade/templates/sample_hyperopt.py        | 174 -----------
 .../templates/sample_hyperopt_advanced.py     | 269 ------------------
 7 files changed, 25 insertions(+), 557 deletions(-)
 delete mode 100644 freqtrade/templates/sample_hyperopt.py
 delete mode 100644 freqtrade/templates/sample_hyperopt_advanced.py

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index cf7cb804c..a1790cb9a 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -209,7 +209,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "hyperopt_path": Arg(
         '--hyperopt-path',
-        help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
+        help='Specify additional lookup path for Hyperopt Loss functions.',
         metavar='PATH',
     ),
     "epochs": Arg(
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index e0b35df32..d37c68769 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -22,6 +22,7 @@ from pandas import DataFrame
 from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.history import get_timerange
+from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
@@ -30,7 +31,7 @@ from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
-from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
+from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
 
 
 # Suppress scikit-learn FutureWarnings from skopt
@@ -80,8 +81,9 @@ class Hyperopt:
             self.custom_hyperopt = HyperOptAuto(self.config)
             self.auto_hyperopt = True
         else:
-            self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
-            self.auto_hyperopt = False
+            raise OperationalException(
+                "Using seperate Hyperopt files has been removed in 2021.9. Please convert "
+                "your existing Hyperopt file to the new Hyperoptable strategy interface")
 
         self.backtesting._set_strategy(self.backtesting.strategylist[0])
         self.custom_hyperopt.strategy = self.backtesting.strategy
@@ -103,31 +105,6 @@ class Hyperopt:
         self.num_epochs_saved = 0
         self.current_best_epoch: Optional[Dict[str, Any]] = None
 
-        if not self.auto_hyperopt:
-            # Populate "fallback" functions here
-            # (hasattr is slow so should not be run during "regular" operations)
-            if hasattr(self.custom_hyperopt, 'populate_indicators'):
-                logger.warning(
-                    "DEPRECATED: Using `populate_indicators()` in the hyperopt file is deprecated. "
-                    "Please move these methods to your strategy."
-                    )
-                self.backtesting.strategy.populate_indicators = (  # type: ignore
-                    self.custom_hyperopt.populate_indicators)  # type: ignore
-            if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-                logger.warning(
-                    "DEPRECATED: Using `populate_buy_trend()` in the hyperopt file is deprecated. "
-                    "Please move these methods to your strategy."
-                )
-                self.backtesting.strategy.populate_buy_trend = (  # type: ignore
-                    self.custom_hyperopt.populate_buy_trend)  # type: ignore
-            if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-                logger.warning(
-                    "DEPRECATED: Using `populate_sell_trend()` in the hyperopt file is deprecated. "
-                    "Please move these methods to your strategy."
-                )
-                self.backtesting.strategy.populate_sell_trend = (  # type: ignore
-                    self.custom_hyperopt.populate_sell_trend)  # type: ignore
-
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
             self.max_open_trades = self.config['max_open_trades']
@@ -256,7 +233,7 @@ class Hyperopt:
         """
         Assign the dimensions in the hyperoptimization space.
         """
-        if self.auto_hyperopt and HyperoptTools.has_space(self.config, 'protection'):
+        if HyperoptTools.has_space(self.config, 'protection'):
             # Protections can only be optimized when using the Parameter interface
             logger.debug("Hyperopt has 'protection' space")
             # Enable Protections if protection space is selected.
@@ -285,6 +262,15 @@ class Hyperopt:
         self.dimensions = (self.buy_space + self.sell_space + self.protection_space
                            + self.roi_space + self.stoploss_space + self.trailing_space)
 
+    def assign_params(self, params_dict: Dict, category: str) -> None:
+        """
+        Assign hyperoptable parameters
+        """
+        for attr_name, attr in self.backtesting.strategy.enumerate_parameters(category):
+            if attr.optimize:
+                # noinspection PyProtectedMember
+                attr.value = params_dict[attr_name]
+
     def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
         """
         Used Optimize function.
@@ -296,18 +282,13 @@ class Hyperopt:
 
         # Apply parameters
         if HyperoptTools.has_space(self.config, 'buy'):
-            self.backtesting.strategy.advise_buy = (  # type: ignore
-                self.custom_hyperopt.buy_strategy_generator(params_dict))
+            self.assign_params(params_dict, 'buy')
 
         if HyperoptTools.has_space(self.config, 'sell'):
-            self.backtesting.strategy.advise_sell = (  # type: ignore
-                self.custom_hyperopt.sell_strategy_generator(params_dict))
+            self.assign_params(params_dict, 'sell')
 
         if HyperoptTools.has_space(self.config, 'protection'):
-            for attr_name, attr in self.backtesting.strategy.enumerate_parameters('protection'):
-                if attr.optimize:
-                    # noinspection PyProtectedMember
-                    attr.value = params_dict[attr_name]
+            self.assign_params(params_dict, 'protection')
 
         if HyperoptTools.has_space(self.config, 'roi'):
             self.backtesting.strategy.minimal_roi = (  # type: ignore
@@ -517,11 +498,10 @@ class Hyperopt:
                     f"saved to '{self.results_file}'.")
 
         if self.current_best_epoch:
-            if self.auto_hyperopt:
-                HyperoptTools.try_export_params(
-                    self.config,
-                    self.backtesting.strategy.get_strategy_name(),
-                    self.current_best_epoch)
+            HyperoptTools.try_export_params(
+                self.config,
+                self.backtesting.strategy.get_strategy_name(),
+                self.current_best_epoch)
 
             HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
                                              self.print_json)
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 43e92d9c6..022f04a84 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -22,26 +22,6 @@ class HyperOptAuto(IHyperOpt):
      sell_indicator_space methods, but other hyperopt methods can be overridden as well.
     """
 
-    def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict):
-            for attr_name, attr in self.strategy.enumerate_parameters('buy'):
-                if attr.optimize:
-                    # noinspection PyProtectedMember
-                    attr.value = params[attr_name]
-            return self.strategy.populate_buy_trend(dataframe, metadata)
-
-        return populate_buy_trend
-
-    def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict):
-            for attr_name, attr in self.strategy.enumerate_parameters('sell'):
-                if attr.optimize:
-                    # noinspection PyProtectedMember
-                    attr.value = params[attr_name]
-            return self.strategy.populate_sell_trend(dataframe, metadata)
-
-        return populate_sell_trend
-
     def _get_func(self, name) -> Callable:
         """
         Return a function defined in Strategy.HyperOpt class, or one defined in super() class.
@@ -61,6 +41,7 @@ class HyperOptAuto(IHyperOpt):
                 yield attr.get_space(attr_name)
 
     def _get_indicator_space(self, category, fallback_method_name):
+        # TODO: is this necessary, or can we call "generate_space" directly?
         indicator_space = list(self._generate_indicator_space(category))
         if len(indicator_space) > 0:
             return indicator_space
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 500798627..814260f5e 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -5,7 +5,7 @@ This module defines the interface to apply for hyperopt
 import logging
 import math
 from abc import ABC
-from typing import Any, Callable, Dict, List
+from typing import Dict, List
 
 from skopt.space import Categorical, Dimension, Integer
 
@@ -45,18 +45,6 @@ class IHyperOpt(ABC):
         IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
-    def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        """
-        Create a buy strategy generator.
-        """
-        raise OperationalException(_format_exception_message('buy_strategy_generator', 'buy'))
-
-    def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        """
-        Create a sell strategy generator.
-        """
-        raise OperationalException(_format_exception_message('sell_strategy_generator', 'sell'))
-
     def protection_space(self) -> List[Dimension]:
         """
         Create a protection space.
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index 8327a4d13..6f0263e93 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -9,7 +9,6 @@ from typing import Dict
 
 from freqtrade.constants import HYPEROPT_LOSS_BUILTIN, USERPATH_HYPEROPTS
 from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
 
@@ -17,43 +16,6 @@ from freqtrade.resolvers import IResolver
 logger = logging.getLogger(__name__)
 
 
-class HyperOptResolver(IResolver):
-    """
-    This class contains all the logic to load custom hyperopt class
-    """
-    object_type = IHyperOpt
-    object_type_str = "Hyperopt"
-    user_subdir = USERPATH_HYPEROPTS
-    initial_search_path = None
-
-    @staticmethod
-    def load_hyperopt(config: Dict) -> IHyperOpt:
-        """
-        Load the custom hyperopt class from config parameter
-        :param config: configuration dictionary
-        """
-        if not config.get('hyperopt'):
-            raise OperationalException("No Hyperopt set. Please use `--hyperopt` to specify "
-                                       "the Hyperopt class to use.")
-
-        hyperopt_name = config['hyperopt']
-
-        hyperopt = HyperOptResolver.load_object(hyperopt_name, config,
-                                                kwargs={'config': config},
-                                                extra_dir=config.get('hyperopt_path'))
-
-        if not hasattr(hyperopt, 'populate_indicators'):
-            logger.info("Hyperopt class does not provide populate_indicators() method. "
-                        "Using populate_indicators from the strategy.")
-        if not hasattr(hyperopt, 'populate_buy_trend'):
-            logger.info("Hyperopt class does not provide populate_buy_trend() method. "
-                        "Using populate_buy_trend from the strategy.")
-        if not hasattr(hyperopt, 'populate_sell_trend'):
-            logger.info("Hyperopt class does not provide populate_sell_trend() method. "
-                        "Using populate_sell_trend from the strategy.")
-        return hyperopt
-
-
 class HyperOptLossResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt loss class
diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py
deleted file mode 100644
index ed1af7718..000000000
--- a/freqtrade/templates/sample_hyperopt.py
+++ /dev/null
@@ -1,174 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-# isort: skip_file
-
-# --- Do not remove these libs ---
-from functools import reduce
-from typing import Any, Callable, Dict, List
-
-import numpy as np  # noqa
-import pandas as pd  # noqa
-from pandas import DataFrame
-from skopt.space import Categorical, Dimension, Integer, Real  # noqa
-
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
-
-# --------------------------------
-# Add your lib to import here
-import talib.abstract as ta  # noqa
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-
-class SampleHyperOpt(IHyperOpt):
-    """
-    This is a sample Hyperopt to inspire you.
-
-    More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
-
-    You should:
-    - Rename the class name to some unique name.
-    - Add any methods you want to build your hyperopt.
-    - Add any lib you need to build your hyperopt.
-
-    An easier way to get a new hyperopt file is by using
-    `freqtrade new-hyperopt --hyperopt MyCoolHyperopt`.
-
-    You must keep:
-    - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
-
-    The methods roi_space, generate_roi_table and stoploss_space are not required
-    and are provided by default.
-    However, you may override them if you need 'roi' and 'stoploss' spaces that
-    differ from the defaults offered by Freqtrade.
-    Sample implementation of these methods will be copied to `user_data/hyperopts` when
-    creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
-    or is available online under the following URL:
-    https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
-    """
-
-    @staticmethod
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching buy strategy parameters.
-        """
-        return [
-            Integer(10, 25, name='mfi-value'),
-            Integer(15, 45, name='fastd-value'),
-            Integer(20, 50, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='mfi-enabled'),
-            Categorical([True, False], name='fastd-enabled'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
-        ]
-
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Buy strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            if 'mfi-enabled' in params and params['mfi-enabled']:
-                conditions.append(dataframe['mfi'] < params['mfi-value'])
-            if 'fastd-enabled' in params and params['fastd-enabled']:
-                conditions.append(dataframe['fastd'] < params['fastd-value'])
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-                if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-
-    @staticmethod
-    def sell_indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching sell strategy parameters.
-        """
-        return [
-            Integer(75, 100, name='sell-mfi-value'),
-            Integer(50, 100, name='sell-fastd-value'),
-            Integer(50, 100, name='sell-adx-value'),
-            Integer(60, 100, name='sell-rsi-value'),
-            Categorical([True, False], name='sell-mfi-enabled'),
-            Categorical([True, False], name='sell-fastd-enabled'),
-            Categorical([True, False], name='sell-adx-enabled'),
-            Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
-                         'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
-        ]
-
-    @staticmethod
-    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the sell strategy parameters to be used by Hyperopt.
-        """
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Sell strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
-                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
-            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
-                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
-            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
-                conditions.append(dataframe['adx'] < params['sell-adx-value'])
-            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
-                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
-
-            # TRIGGERS
-            if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
-                if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
-                    ))
-                if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'sell'] = 1
-
-            return dataframe
-
-        return populate_sell_trend
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
deleted file mode 100644
index cc13b6ba3..000000000
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ /dev/null
@@ -1,269 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-# isort: skip_file
-# --- Do not remove these libs ---
-from functools import reduce
-from typing import Any, Callable, Dict, List
-
-import numpy as np  # noqa
-import pandas as pd  # noqa
-from pandas import DataFrame
-from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal, Real  # noqa
-
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
-
-# --------------------------------
-# Add your lib to import here
-import talib.abstract as ta  # noqa
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-
-class AdvancedSampleHyperOpt(IHyperOpt):
-    """
-    This is a sample hyperopt to inspire you.
-    Feel free to customize it.
-
-    More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
-
-    You should:
-    - Rename the class name to some unique name.
-    - Add any methods you want to build your hyperopt.
-    - Add any lib you need to build your hyperopt.
-
-    You must keep:
-    - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
-
-    The methods roi_space, generate_roi_table and stoploss_space are not required
-    and are provided by default.
-    However, you may override them if you need the
-    'roi' and the 'stoploss' spaces that differ from the defaults offered by Freqtrade.
-
-    This sample illustrates how to override these methods.
-    """
-    @staticmethod
-    def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        This method can also be loaded from the strategy, if it doesn't exist in the hyperopt class.
-        """
-        dataframe['adx'] = ta.ADX(dataframe)
-        macd = ta.MACD(dataframe)
-        dataframe['macd'] = macd['macd']
-        dataframe['macdsignal'] = macd['macdsignal']
-        dataframe['mfi'] = ta.MFI(dataframe)
-        dataframe['rsi'] = ta.RSI(dataframe)
-        stoch_fast = ta.STOCHF(dataframe)
-        dataframe['fastd'] = stoch_fast['fastd']
-        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-        # Bollinger bands
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-        dataframe['bb_lowerband'] = bollinger['lower']
-        dataframe['bb_upperband'] = bollinger['upper']
-        dataframe['sar'] = ta.SAR(dataframe)
-        return dataframe
-
-    @staticmethod
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching buy strategy parameters.
-        """
-        return [
-            Integer(10, 25, name='mfi-value'),
-            Integer(15, 45, name='fastd-value'),
-            Integer(20, 50, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='mfi-enabled'),
-            Categorical([True, False], name='fastd-enabled'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
-        ]
-
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by hyperopt
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Buy strategy Hyperopt will build and use
-            """
-            conditions = []
-            # GUARDS AND TRENDS
-            if 'mfi-enabled' in params and params['mfi-enabled']:
-                conditions.append(dataframe['mfi'] < params['mfi-value'])
-            if 'fastd-enabled' in params and params['fastd-enabled']:
-                conditions.append(dataframe['fastd'] < params['fastd-value'])
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-                if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-
-    @staticmethod
-    def sell_indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching sell strategy parameters.
-        """
-        return [
-            Integer(75, 100, name='sell-mfi-value'),
-            Integer(50, 100, name='sell-fastd-value'),
-            Integer(50, 100, name='sell-adx-value'),
-            Integer(60, 100, name='sell-rsi-value'),
-            Categorical([True, False], name='sell-mfi-enabled'),
-            Categorical([True, False], name='sell-fastd-enabled'),
-            Categorical([True, False], name='sell-adx-enabled'),
-            Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
-                         'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
-        ]
-
-    @staticmethod
-    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the sell strategy parameters to be used by hyperopt
-        """
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Sell strategy Hyperopt will build and use
-            """
-            # print(params)
-            conditions = []
-            # GUARDS AND TRENDS
-            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
-                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
-            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
-                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
-            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
-                conditions.append(dataframe['adx'] < params['sell-adx-value'])
-            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
-                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
-
-            # TRIGGERS
-            if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
-                if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
-                    ))
-                if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'sell'] = 1
-
-            return dataframe
-
-        return populate_sell_trend
-
-    @staticmethod
-    def generate_roi_table(params: Dict) -> Dict[int, float]:
-        """
-        Generate the ROI table that will be used by Hyperopt
-
-        This implementation generates the default legacy Freqtrade ROI tables.
-
-        Change it if you need different number of steps in the generated
-        ROI tables or other structure of the ROI tables.
-
-        Please keep it aligned with parameters in the 'roi' optimization
-        hyperspace defined by the roi_space method.
-        """
-        roi_table = {}
-        roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
-        roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
-        roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
-        roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
-
-        return roi_table
-
-    @staticmethod
-    def roi_space() -> List[Dimension]:
-        """
-        Values to search for each ROI steps
-
-        Override it if you need some different ranges for the parameters in the
-        'roi' optimization hyperspace.
-
-        Please keep it aligned with the implementation of the
-        generate_roi_table method.
-        """
-        return [
-            Integer(10, 120, name='roi_t1'),
-            Integer(10, 60, name='roi_t2'),
-            Integer(10, 40, name='roi_t3'),
-            SKDecimal(0.01, 0.04, decimals=3, name='roi_p1'),
-            SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
-            SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
-        ]
-
-    @staticmethod
-    def stoploss_space() -> List[Dimension]:
-        """
-        Stoploss Value to search
-
-        Override it if you need some different range for the parameter in the
-        'stoploss' optimization hyperspace.
-        """
-        return [
-            SKDecimal(-0.35, -0.02, decimals=3, name='stoploss'),
-        ]
-
-    @staticmethod
-    def trailing_space() -> List[Dimension]:
-        """
-        Create a trailing stoploss space.
-
-        You may override it in your custom Hyperopt class.
-        """
-        return [
-            # It was decided to always set trailing_stop is to True if the 'trailing' hyperspace
-            # is used. Otherwise hyperopt will vary other parameters that won't have effect if
-            # trailing_stop is set False.
-            # This parameter is included into the hyperspace dimensions rather than assigning
-            # it explicitly in the code in order to have it printed in the results along with
-            # other 'trailing' hyperspace parameters.
-            Categorical([True], name='trailing_stop'),
-
-            SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
-
-            # 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
-            # so this intermediate parameter is used as the value of the difference between
-            # them. The value of the 'trailing_stop_positive_offset' is constructed in the
-            # generate_trailing_params() method.
-            # This is similar to the hyperspace dimensions used for constructing the ROI tables.
-            SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
-
-            Categorical([True, False], name='trailing_only_offset_is_reached'),
-        ]

From fd6bf591f8abb888e3ad340bcc9c368096ae92c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 17:11:02 +0200
Subject: [PATCH 1191/1386] Update some tests to remove explicit hyperopt
 interface

---
 freqtrade/optimize/hyperopt.py           |   3 +-
 freqtrade/optimize/hyperopt_auto.py      |  22 ++-
 freqtrade/optimize/hyperopt_interface.py |  27 ---
 tests/commands/test_commands.py          |  43 ++---
 tests/optimize/conftest.py               |   2 +-
 tests/optimize/test_hyperopt.py          | 203 ++++-------------------
 6 files changed, 63 insertions(+), 237 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d37c68769..14b155546 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -79,10 +79,9 @@ class Hyperopt:
 
         if not self.config.get('hyperopt'):
             self.custom_hyperopt = HyperOptAuto(self.config)
-            self.auto_hyperopt = True
         else:
             raise OperationalException(
-                "Using seperate Hyperopt files has been removed in 2021.9. Please convert "
+                "Using separate Hyperopt files has been removed in 2021.9. Please convert "
                 "your existing Hyperopt file to the new Hyperoptable strategy interface")
 
         self.backtesting._set_strategy(self.backtesting.strategylist[0])
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 022f04a84..1f11cec80 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -4,9 +4,9 @@ This module implements a convenience auto-hyperopt class, which can be used toge
  that implement IHyperStrategy interface.
 """
 from contextlib import suppress
-from typing import Any, Callable, Dict, List
+from typing import Callable, Dict, List
 
-from pandas import DataFrame
+from freqtrade.exceptions import OperationalException
 
 
 with suppress(ImportError):
@@ -15,6 +15,14 @@ with suppress(ImportError):
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 
+def _format_exception_message(space: str) -> str:
+    raise OperationalException(
+        f"The '{space}' space is included into the hyperoptimization "
+        f"but no parameter for this space was not found in your Strategy. "
+        f"Please make sure to have parameters for this space enabled for optimization "
+        f"or remove the '{space}' space from hyperoptimization.")
+
+
 class HyperOptAuto(IHyperOpt):
     """
     This class delegates functionality to Strategy(IHyperStrategy) and Strategy.HyperOpt classes.
@@ -40,22 +48,22 @@ class HyperOptAuto(IHyperOpt):
             if attr.optimize:
                 yield attr.get_space(attr_name)
 
-    def _get_indicator_space(self, category, fallback_method_name):
+    def _get_indicator_space(self, category):
         # TODO: is this necessary, or can we call "generate_space" directly?
         indicator_space = list(self._generate_indicator_space(category))
         if len(indicator_space) > 0:
             return indicator_space
         else:
-            return self._get_func(fallback_method_name)()
+            _format_exception_message(category)
 
     def indicator_space(self) -> List['Dimension']:
-        return self._get_indicator_space('buy', 'indicator_space')
+        return self._get_indicator_space('buy')
 
     def sell_indicator_space(self) -> List['Dimension']:
-        return self._get_indicator_space('sell', 'sell_indicator_space')
+        return self._get_indicator_space('sell')
 
     def protection_space(self) -> List['Dimension']:
-        return self._get_indicator_space('protection', 'protection_space')
+        return self._get_indicator_space('protection')
 
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         return self._get_func('generate_roi_table')(params)
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 814260f5e..8fb40f557 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -9,7 +9,6 @@ from typing import Dict, List
 
 from skopt.space import Categorical, Dimension, Integer
 
-from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import round_dict
 from freqtrade.optimize.space import SKDecimal
@@ -19,13 +18,6 @@ from freqtrade.strategy import IStrategy
 logger = logging.getLogger(__name__)
 
 
-def _format_exception_message(method: str, space: str) -> str:
-    return (f"The '{space}' space is included into the hyperoptimization "
-            f"but {method}() method is not found in your "
-            f"custom Hyperopt class. You should either implement this "
-            f"method or remove the '{space}' space from hyperoptimization.")
-
-
 class IHyperOpt(ABC):
     """
     Interface for freqtrade hyperopt
@@ -45,25 +37,6 @@ class IHyperOpt(ABC):
         IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
-    def protection_space(self) -> List[Dimension]:
-        """
-        Create a protection space.
-        Only supported by the Parameter interface.
-        """
-        raise OperationalException(_format_exception_message('indicator_space', 'protection'))
-
-    def indicator_space(self) -> List[Dimension]:
-        """
-        Create an indicator space.
-        """
-        raise OperationalException(_format_exception_message('indicator_space', 'buy'))
-
-    def sell_indicator_space(self) -> List[Dimension]:
-        """
-        Create a sell indicator space.
-        """
-        raise OperationalException(_format_exception_message('sell_indicator_space', 'sell'))
-
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         """
         Create a ROI table.
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 8db2020b5..a6a87d245 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -10,10 +10,10 @@ import pytest
 
 from freqtrade.commands import (start_convert_data, start_create_userdir, start_download_data,
                                 start_hyperopt_list, start_hyperopt_show, start_install_ui,
-                                start_list_data, start_list_exchanges, start_list_hyperopts,
-                                start_list_markets, start_list_strategies, start_list_timeframes,
-                                start_new_strategy, start_show_trades,
-                                start_test_pairlist, start_trading, start_webserver)
+                                start_list_data, start_list_exchanges, start_list_markets,
+                                start_list_strategies, start_list_timeframes, start_new_strategy,
+                                start_show_trades, 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
@@ -793,37 +793,20 @@ def test_start_list_strategies(mocker, caplog, capsys):
     assert "legacy_strategy_v1.py" in captured.out
     assert "StrategyTestV2" in captured.out
 
-
-def test_start_list_hyperopts(mocker, caplog, capsys):
-
+    # Test color output
     args = [
-        "list-hyperopts",
-        "--hyperopt-path",
-        str(Path(__file__).parent.parent / "optimize" / "hyperopts"),
-        "-1"
+        "list-strategies",
+        "--strategy-path",
+        str(Path(__file__).parent.parent / "strategy" / "strats"),
     ]
     pargs = get_args(args)
     # pargs['config'] = None
-    start_list_hyperopts(pargs)
+    start_list_strategies(pargs)
     captured = capsys.readouterr()
-    assert "TestHyperoptLegacy" not in captured.out
-    assert "legacy_hyperopt.py" not in captured.out
-    assert "HyperoptTestSepFile" in captured.out
-    assert "test_hyperopt.py" not in captured.out
-
-    # Test regular output
-    args = [
-        "list-hyperopts",
-        "--hyperopt-path",
-        str(Path(__file__).parent.parent / "optimize" / "hyperopts"),
-    ]
-    pargs = get_args(args)
-    # pargs['config'] = None
-    start_list_hyperopts(pargs)
-    captured = capsys.readouterr()
-    assert "TestHyperoptLegacy" not in captured.out
-    assert "legacy_hyperopt.py" not in captured.out
-    assert "HyperoptTestSepFile" in captured.out
+    assert "TestStrategyLegacyV1" in captured.out
+    assert "legacy_strategy_v1.py" in captured.out
+    assert "StrategyTestV2" in captured.out
+    assert "LOAD FAILED" in captured.out
 
 
 def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 95c9fef97..5c5171c3a 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -16,7 +16,7 @@ def hyperopt_conf(default_conf):
     hyperconf.update({
         'datadir': Path(default_conf['datadir']),
         'runmode': RunMode.HYPEROPT,
-        'hyperopt': 'HyperoptTestSepFile',
+        'strategy': 'HyperoptableStrategy',
         'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
                          'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
                          'epochs': 1,
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 565d6077a..498b6e588 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -17,7 +17,6 @@ from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.optimize.space import SKDecimal
-from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.strategy.hyper import IntParameter
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
@@ -133,47 +132,6 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
         setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
 
 
-def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
-    patched_configuration_load_config_file(mocker, default_conf)
-
-    hyperopt = HyperoptTestSepFile
-    delattr(hyperopt, 'populate_indicators')
-    delattr(hyperopt, 'populate_buy_trend')
-    delattr(hyperopt, 'populate_sell_trend')
-    mocker.patch(
-        'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver.load_object',
-        MagicMock(return_value=hyperopt(default_conf))
-    )
-    default_conf.update({'hyperopt': 'HyperoptTestSepFile'})
-    x = HyperOptResolver.load_hyperopt(default_conf)
-    assert not hasattr(x, 'populate_indicators')
-    assert not hasattr(x, 'populate_buy_trend')
-    assert not hasattr(x, 'populate_sell_trend')
-    assert log_has("Hyperopt class does not provide populate_indicators() method. "
-                   "Using populate_indicators from the strategy.", caplog)
-    assert log_has("Hyperopt class does not provide populate_sell_trend() method. "
-                   "Using populate_sell_trend from the strategy.", caplog)
-    assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
-                   "Using populate_buy_trend from the strategy.", caplog)
-    assert hasattr(x, "ticker_interval")  # DEPRECATED
-    assert hasattr(x, "timeframe")
-
-
-def test_hyperoptresolver_wrongname(default_conf) -> None:
-    default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
-
-    with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
-        HyperOptResolver.load_hyperopt(default_conf)
-
-
-def test_hyperoptresolver_noname(default_conf):
-    default_conf['hyperopt'] = ''
-    with pytest.raises(OperationalException,
-                       match="No Hyperopt set. Please use `--hyperopt` to specify "
-                             "the Hyperopt class to use."):
-        HyperOptResolver.load_hyperopt(default_conf)
-
-
 def test_start_not_installed(mocker, default_conf, import_fails) -> None:
     start_mock = MagicMock()
     patched_configuration_load_config_file(mocker, default_conf)
@@ -196,7 +154,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
         start_hyperopt(pargs)
 
 
-def test_start(mocker, hyperopt_conf, caplog) -> None:
+def test_start_no_hyperopt_allowed(mocker, hyperopt_conf, caplog) -> None:
     start_mock = MagicMock()
     patched_configuration_load_config_file(mocker, hyperopt_conf)
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
@@ -210,10 +168,8 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
         '--epochs', '5'
     ]
     pargs = get_args(args)
-    start_hyperopt(pargs)
-
-    assert log_has('Starting freqtrade in Hyperopt mode', caplog)
-    assert start_mock.call_count == 1
+    with pytest.raises(OperationalException, match=r"Using separate Hyperopt files has been.*"):
+        start_hyperopt(pargs)
 
 
 def test_start_no_data(mocker, hyperopt_conf) -> None:
@@ -225,11 +181,11 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
     )
 
     patch_exchange(mocker)
-
+    # TODO: migrate to strategy-based hyperopt
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
@@ -427,66 +383,14 @@ def test_hyperopt_format_results(hyperopt):
 def test_populate_indicators(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
     dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
-    dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
-                                                             {'pair': 'UNITTEST/BTC'})
+    dataframe = dataframes['UNITTEST/BTC']
 
     # Check if some indicators are generated. We will not test all of them
     assert 'adx' in dataframe
-    assert 'mfi' in dataframe
+    assert 'macd' in dataframe
     assert 'rsi' in dataframe
 
 
-def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
-    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
-    dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
-                                                             {'pair': 'UNITTEST/BTC'})
-
-    populate_buy_trend = hyperopt.custom_hyperopt.buy_strategy_generator(
-        {
-            'adx-value': 20,
-            'fastd-value': 20,
-            'mfi-value': 20,
-            'rsi-value': 20,
-            'adx-enabled': True,
-            'fastd-enabled': True,
-            'mfi-enabled': True,
-            'rsi-enabled': True,
-            'trigger': 'bb_lower'
-        }
-    )
-    result = populate_buy_trend(dataframe, {'pair': 'UNITTEST/BTC'})
-    # Check if some indicators are generated. We will not test all of them
-    assert 'buy' in result
-    assert 1 in result['buy']
-
-
-def test_sell_strategy_generator(hyperopt, testdatadir) -> None:
-    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
-    dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
-                                                             {'pair': 'UNITTEST/BTC'})
-
-    populate_sell_trend = hyperopt.custom_hyperopt.sell_strategy_generator(
-        {
-            'sell-adx-value': 20,
-            'sell-fastd-value': 75,
-            'sell-mfi-value': 80,
-            'sell-rsi-value': 20,
-            'sell-adx-enabled': True,
-            'sell-fastd-enabled': True,
-            'sell-mfi-enabled': True,
-            'sell-rsi-enabled': True,
-            'sell-trigger': 'sell-bb_upper'
-        }
-    )
-    result = populate_sell_trend(dataframe, {'pair': 'UNITTEST/BTC'})
-    # Check if some indicators are generated. We will not test all of them
-    print(result)
-    assert 'sell' in result
-    assert 1 in result['sell']
-
-
 def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     hyperopt_conf.update({'spaces': 'all',
                           'hyperopt_min_trades': 1,
@@ -527,24 +431,12 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.load', return_value={'XRP/BTC': None})
 
     optimizer_param = {
-        'adx-value': 0,
-        'fastd-value': 35,
-        'mfi-value': 0,
-        'rsi-value': 0,
-        'adx-enabled': False,
-        'fastd-enabled': True,
-        'mfi-enabled': False,
-        'rsi-enabled': False,
-        'trigger': 'macd_cross_signal',
-        'sell-adx-value': 0,
-        'sell-fastd-value': 75,
-        'sell-mfi-value': 0,
-        'sell-rsi-value': 0,
-        'sell-adx-enabled': False,
-        'sell-fastd-enabled': True,
-        'sell-mfi-enabled': False,
-        'sell-rsi-enabled': False,
-        'sell-trigger': 'macd_cross_signal',
+        'buy_plusdi': 0.02,
+        'buy_rsi': 35,
+        'sell_minusdi': 0.02,
+        'sell_rsi': 75,
+        'protection_cooldown_lookback': 20,
+        'protection_enabled': True,
         'roi_t1': 60.0,
         'roi_t2': 30.0,
         'roi_t3': 20.0,
@@ -564,29 +456,19 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                 '0.00003100 BTC (   0.00%). '
                                 'Avg duration 0:50:00 min.'
                                 ),
-        'params_details': {'buy': {'adx-enabled': False,
-                                   'adx-value': 0,
-                                   'fastd-enabled': True,
-                                   'fastd-value': 35,
-                                   'mfi-enabled': False,
-                                   'mfi-value': 0,
-                                   'rsi-enabled': False,
-                                   'rsi-value': 0,
-                                   'trigger': 'macd_cross_signal'},
+        'params_details': {'buy': {'buy_plusdi': 0.02,
+                                   'buy_rsi': 35,
+                                   },
                            'roi': {"0": 0.12000000000000001,
                                    "20.0": 0.02,
                                    "50.0": 0.01,
                                    "110.0": 0},
-                           'protection': {},
-                           'sell': {'sell-adx-enabled': False,
-                                    'sell-adx-value': 0,
-                                    'sell-fastd-enabled': True,
-                                    'sell-fastd-value': 75,
-                                    'sell-mfi-enabled': False,
-                                    'sell-mfi-value': 0,
-                                    'sell-rsi-enabled': False,
-                                    'sell-rsi-value': 0,
-                                    'sell-trigger': 'macd_cross_signal'},
+                           'protection': {'protection_cooldown_lookback': 20,
+                                          'protection_enabled': True,
+                                          },
+                           'sell': {'sell_minusdi': 0.02,
+                                    'sell_rsi': 75,
+                                    },
                            'stoploss': {'stoploss': -0.4},
                            'trailing': {'trailing_only_offset_is_reached': False,
                                         'trailing_stop': True,
@@ -808,11 +690,6 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.sell_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.indicator_space
-    del hyperopt.custom_hyperopt.__class__.sell_indicator_space
-
     hyperopt.start()
 
     parallel.assert_called_once()
@@ -843,16 +720,14 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
 
     hyperopt_conf.update({'spaces': 'all', })
 
+    mocker.patch('freqtrade.optimize.hyperopt_auto.HyperOptAuto._generate_indicator_space',
+                 return_value=[])
+
     hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.sell_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.indicator_space
-    del hyperopt.custom_hyperopt.__class__.sell_indicator_space
-
-    with pytest.raises(OperationalException, match=r"The 'buy' space is included into *"):
+    with pytest.raises(OperationalException, match=r"The 'protection' space is included into *"):
         hyperopt.start()
 
 
@@ -889,11 +764,6 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    # TODO: sell_strategy_generator() is actually not called because
-    # run_optimizer_parallel() is mocked
-    del hyperopt.custom_hyperopt.__class__.sell_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.sell_indicator_space
-
     hyperopt.start()
 
     parallel.assert_called_once()
@@ -943,11 +813,6 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    # TODO: buy_strategy_generator() is actually not called because
-    # run_optimizer_parallel() is mocked
-    del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.indicator_space
-
     hyperopt.start()
 
     parallel.assert_called_once()
@@ -964,13 +829,12 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     assert hasattr(hyperopt, "position_stacking")
 
 
-@pytest.mark.parametrize("method,space", [
-    ('buy_strategy_generator', 'buy'),
-    ('indicator_space', 'buy'),
-    ('sell_strategy_generator', 'sell'),
-    ('sell_indicator_space', 'sell'),
+@pytest.mark.parametrize("space", [
+    ('buy'),
+    ('sell'),
+    ('protection'),
 ])
-def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> None:
+def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
@@ -979,6 +843,8 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
         'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
+    mocker.patch('freqtrade.optimize.hyperopt_auto.HyperOptAuto._generate_indicator_space',
+                 return_value=[])
 
     patch_exchange(mocker)
 
@@ -988,8 +854,6 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    delattr(hyperopt.custom_hyperopt.__class__, method)
-
     with pytest.raises(OperationalException, match=f"The '{space}' space is included into *"):
         hyperopt.start()
 
@@ -999,7 +863,6 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
     # No hyperopt needed
-    del hyperopt_conf['hyperopt']
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
         'user_data_dir': Path(tmpdir),

From 3675df83448ceaaed1c92ec4c8b7d3273e1ef461 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 17:52:47 +0200
Subject: [PATCH 1192/1386] Update documentation regarding Legacy Hyperopt

---
 README.md                                     |   8 +-
 docs/advanced-hyperopt.md                     | 298 +-----------------
 docs/bot-usage.md                             |   8 +-
 docs/deprecated.md                            |   5 +
 docs/faq.md                                   |   2 +-
 docs/hyperopt.md                              |  21 +-
 docs/utils.md                                 |   2 -
 freqtrade/commands/arguments.py               |   2 +-
 freqtrade/commands/cli_options.py             |   4 +-
 freqtrade/constants.py                        |   2 -
 tests/exchange/test_exchange.py               |   4 +-
 .../hyperopts/hyperopt_test_sep_file.py       | 202 ------------
 tests/optimize/test_hyperopt.py               |  14 +-
 tests/plugins/test_pairlocks.py               |   2 +-
 tests/test_directory_operations.py            |   8 +-
 15 files changed, 55 insertions(+), 527 deletions(-)
 delete mode 100644 tests/optimize/hyperopts/hyperopt_test_sep_file.py

diff --git a/README.md b/README.md
index 2c164135f..01effd7bc 100644
--- a/README.md
+++ b/README.md
@@ -79,22 +79,22 @@ For any other type of installation please refer to [Installation doc](https://ww
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+                 {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+  {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config
-    new-hyperopt        Create new hyperopt
     new-strategy        Create new strategy
     download-data       Download backtesting data.
     convert-data        Convert candle (OHLCV) data from one format to
                         another.
     convert-trade-data  Convert trade data from one format to another.
+    list-data           List downloaded data.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
@@ -108,8 +108,10 @@ positional arguments:
     list-timeframes     Print available timeframes for the exchange.
     show-trades         Show trades.
     test-pairlist       Test your pairlist configuration.
+    install-ui          Install FreqUI
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
+    webserver           Webserver module.
 
 optional arguments:
   -h, --help            show this help message and exit
diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 4a2bafd2e..f2f52b7dd 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -67,10 +67,10 @@ Currently, the arguments are:
 This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
 
 !!! Note
-    This function is called once per iteration - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
+    This function is called once per epoch - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
 
-!!! Note
-    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface later.
+!!! Note "`*args` and `**kwargs`"
+    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface in the future.
 
 ## Overriding pre-defined spaces
 
@@ -82,8 +82,22 @@ class MyAwesomeStrategy(IStrategy):
         # Define a custom stoploss space.
         def stoploss_space():
             return [SKDecimal(-0.05, -0.01, decimals=3, name='stoploss')]
+
+        # Define custom ROI space
+        def roi_space() -> List[Dimension]:
+            return [
+                Integer(10, 120, name='roi_t1'),
+                Integer(10, 60, name='roi_t2'),
+                Integer(10, 40, name='roi_t3'),
+                SKDecimal(0.01, 0.04, decimals=3, name='roi_p1'),
+                SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
+                SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
+            ]
 ```
 
+!!! Note
+    All overrides are optional and can be mixed/matched as necessary.
+
 ## Space options
 
 For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:
@@ -105,281 +119,3 @@ from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal,
     Assuming the definition of a rather small space (`SKDecimal(0.10, 0.15, decimals=2, name='xxx')`) - SKDecimal will have 5 possibilities (`[0.10, 0.11, 0.12, 0.13, 0.14, 0.15]`).
 
     A corresponding real space `Real(0.10, 0.15 name='xxx')`  on the other hand has an almost unlimited number of possibilities (`[0.10, 0.010000000001, 0.010000000002, ... 0.014999999999, 0.01500000000]`).
-
----
-
-## Legacy Hyperopt
-
-This Section explains the configuration of an explicit Hyperopt file (separate to the strategy).
-
-!!! Warning "Deprecated / legacy mode"
-    Since the 2021.4 release you no longer have to write a separate hyperopt class, but all strategies can be hyperopted.
-    Please read the [main hyperopt page](hyperopt.md) for more details.
-
-### Prepare hyperopt file
-
-Configuring an explicit hyperopt file is similar to writing your own strategy, and many tasks will be similar.
-
-!!! Tip "About this page"
-    For this page, we will be using a fictional strategy called `AwesomeStrategy` - which will be optimized using the `AwesomeHyperopt` class.
-
-#### Create a Custom Hyperopt File
-
-The simplest way to get started is to use the following command, which will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
-
-Let assume you want a hyperopt file `AwesomeHyperopt.py`:
-
-``` bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
-#### Legacy Hyperopt checklist
-
-Checklist on all tasks / possibilities in hyperopt
-
-Depending on the space you want to optimize, only some of the below are required:
-
-* fill `buy_strategy_generator` - for buy signal optimization
-* fill `indicator_space` - for buy signal optimization
-* fill `sell_strategy_generator` - for sell signal optimization
-* fill `sell_indicator_space` - for sell signal optimization
-
-!!! Note
-    `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
-
-Optional in hyperopt - can also be loaded from a strategy (recommended):
-
-* `populate_indicators` - fallback to create indicators
-* `populate_buy_trend` - fallback if not optimizing for buy space. should come from strategy
-* `populate_sell_trend` - fallback if not optimizing for sell space. should come from strategy
-
-!!! Note
-    You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods.
-    Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead.
-
-Rarely you may also need to override:
-
-* `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
-* `generate_roi_table` - for custom ROI optimization (if you need the ranges for the values in the ROI table that differ from default or the number of entries (steps) in the ROI table which differs from the default 4 steps)
-* `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
-* `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
-
-#### Defining a buy signal optimization
-
-Let's say you are curious: should you use MACD crossings or lower Bollinger
-Bands to trigger your buys. And you also wonder should you use RSI or ADX to
-help with those buy decisions. If you decide to use RSI or ADX, which values
-should I use for them? So let's use hyperparameter optimization to solve this
-mystery.
-
-We will start by defining a search space:
-
-```python
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching strategy parameters
-        """
-        return [
-            Integer(20, 40, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal'], name='trigger')
-        ]
-```
-
-Above definition says: I have five parameters I want you to randomly combine
-to find the best combination. Two of them are integer values (`adx-value` and `rsi-value`) and I want you test in the range of values 20 to 40.  
-Then we have three category variables. First two are either `True` or `False`.
-We use these to either enable or disable the ADX and RSI guards.
-The last one we call `trigger` and use it to decide which buy trigger we want to use.
-
-So let's write the buy strategy generator using these values:
-
-```python
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            conditions = []
-            # GUARDS AND TRENDS
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-```
-
-Hyperopt will now call `populate_buy_trend()` many times (`epochs`) with different value combinations.  
-It will use the given historical data and make buys based on the buy signals generated with the above function.  
-Based on the results, hyperopt will tell you which parameter combination produced the best results (based on the configured [loss function](#loss-functions)).
-
-!!! Note
-    The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
-    When you want to test an indicator that isn't used by the bot currently, remember to
-    add it to the `populate_indicators()` method in your strategy or hyperopt file.
-
-#### Sell optimization
-
-Similar to the buy-signal above, sell-signals can also be optimized.
-Place the corresponding settings into the following methods
-
-* Inside `sell_indicator_space()` - the parameters hyperopt shall be optimizing.
-* Within `sell_strategy_generator()` - populate the nested method `populate_sell_trend()` to apply the parameters.
-
-The configuration and rules are the same than for buy signals.
-To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
-
-### Execute Hyperopt
-
-Once you have updated your hyperopt configuration you can run it.
-Because hyperopt tries a lot of combinations to find the best parameters it will take time to get a good result. More time usually results in better results.
-
-We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
-
-```bash
-freqtrade hyperopt --config config.json --hyperopt <hyperoptname> --hyperopt-loss <hyperoptlossname> --strategy <strategyname> -e 500 --spaces all
-```
-
-Use `<hyperoptname>` as the name of the custom hyperopt used.
-
-The `-e` option will set how many evaluations hyperopt will do. Since hyperopt uses Bayesian search, running too many epochs at once may not produce greater results. Experience has shown that best results are usually not improving much after 500-1000 epochs.  
-Doing multiple runs (executions) with a few 1000 epochs and different random state will most likely produce different results.
-
-The `--spaces all` option determines that all possible parameters should be optimized. Possibilities are listed below.
-
-!!! Note
-    Hyperopt will store hyperopt results with the timestamp of the hyperopt start time.
-    Reading commands (`hyperopt-list`, `hyperopt-show`) can use `--hyperopt-filename <filename>` to read and display older hyperopt results.
-    You can find a list of filenames with `ls -l user_data/hyperopt_results/`.
-
-#### Running Hyperopt using methods from a strategy
-
-Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
-
-```bash
-freqtrade hyperopt --hyperopt AwesomeHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy AwesomeStrategy
-```
-
-### Understand the Hyperopt Result
-
-Once Hyperopt is completed you can use the result to create a new strategy.
-Given the following result from hyperopt:
-
-```
-Best result:
-
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
-
-Buy hyperspace params:
-{    'adx-value': 44,
-     'rsi-value': 29,
-     'adx-enabled': False,
-     'rsi-enabled': True,
-     'trigger': 'bb_lower'}
-```
-
-You should understand this result like:
-
-* The buy trigger that worked best was `bb_lower`.
-* You should not use ADX because `adx-enabled: False`)
-* You should **consider** using the RSI indicator (`rsi-enabled: True` and the best value is `29.0` (`rsi-value: 29.0`)
-
-You have to look inside your strategy file into `buy_strategy_generator()`
-method, what those values match to.
-
-So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that translates to the following code block:
-
-```python
-(dataframe['rsi'] < 29.0)
-```
-
-Translating your whole hyperopt result as the new buy-signal would then look like:
-
-```python
-def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
-    dataframe.loc[
-        (
-            (dataframe['rsi'] < 29.0) &  # rsi-value
-            dataframe['close'] < dataframe['bb_lowerband']  # trigger
-        ),
-        'buy'] = 1
-    return dataframe
-```
-
-### Validate backtesting results
-
-Once the optimized parameters and conditions have been implemented into your strategy, you should backtest the strategy to make sure everything is working as expected.
-
-To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
-
-Should results not match, please double-check to make sure you transferred all conditions correctly.
-Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
-You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).
-
-### Sharing methods with your strategy
-
-Hyperopt classes provide access to the Strategy via the `strategy` class attribute.
-This can be a great way to reduce code duplication if used correctly, but will also complicate usage for inexperienced users.
-
-``` python
-from pandas import DataFrame
-from freqtrade.strategy.interface import IStrategy
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-class MyAwesomeStrategy(IStrategy):
-
-    buy_params = {
-        'rsi-value': 30,
-        'adx-value': 35,
-    }
-
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        return self.buy_strategy_generator(self.buy_params, dataframe, metadata)
-
-    @staticmethod
-    def buy_strategy_generator(params, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        dataframe.loc[
-            (
-                qtpylib.crossed_above(dataframe['rsi'], params['rsi-value']) &
-                dataframe['adx'] > params['adx-value']) &
-                dataframe['volume'] > 0
-            )
-            , 'buy'] = 1
-        return dataframe
-
-class MyAwesomeHyperOpt(IHyperOpt):
-    ...
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            # Call strategy's buy strategy generator
-            return self.StrategyClass.buy_strategy_generator(params, dataframe, metadata)
-
-        return populate_buy_trend
-```
diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index b65220722..c6a7f6103 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -12,22 +12,22 @@ This page explains the different parameters of the bot and how to run it.
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+                 {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+  {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config
-    new-hyperopt        Create new hyperopt
     new-strategy        Create new strategy
     download-data       Download backtesting data.
     convert-data        Convert candle (OHLCV) data from one format to
                         another.
     convert-trade-data  Convert trade data from one format to another.
+    list-data           List downloaded data.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
@@ -41,8 +41,10 @@ positional arguments:
     list-timeframes     Print available timeframes for the exchange.
     show-trades         Show trades.
     test-pairlist       Test your pairlist configuration.
+    install-ui          Install FreqUI
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
+    webserver           Webserver module.
 
 optional arguments:
   -h, --help            show this help message and exit
diff --git a/docs/deprecated.md b/docs/deprecated.md
index b7ad847e6..d86a7ac7a 100644
--- a/docs/deprecated.md
+++ b/docs/deprecated.md
@@ -38,3 +38,8 @@ Since only quoteVolume can be compared between assets, the other options (bidVol
 
 Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early.
 As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.7.
+
+### Legacy Hyperopt mode
+
+Using separate hyperopt files was deprecated in 2021.4 and was removed in 2021.9.
+Please switch to the new [Parametrized Strategies](hyperopt.md) to benefit from the new hyperopt interface.
diff --git a/docs/faq.md b/docs/faq.md
index b8a3a44d8..285625491 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -167,7 +167,7 @@ Since hyperopt uses Bayesian search, running for too many epochs may not produce
 It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10.000 epochs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going.
 
 ```bash
-freqtrade hyperopt --hyperopt SampleHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy SampleStrategy -e 1000
+freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy SampleStrategy -e 1000
 ```
 
 ### Why does it take a long time to run hyperopt?
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 1eb90f1bc..e69b761c4 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -44,9 +44,8 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--data-format-ohlcv {json,jsongz,hdf5}]
                           [--max-open-trades INT]
                           [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                          [-p PAIRS [PAIRS ...]] [--hyperopt NAME]
-                          [--hyperopt-path PATH] [--eps] [--dmmp]
-                          [--enable-protections]
+                          [-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
+                          [--eps] [--dmmp] [--enable-protections]
                           [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
                           [--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
@@ -73,10 +72,8 @@ optional arguments:
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                         Limit command to these pairs. Pairs are space-
                         separated.
-  --hyperopt NAME       Specify hyperopt class name which will be used by the
-                        bot.
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-                        Hyperopt Loss functions.
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt Loss
+                        functions.
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
                         stacking).
@@ -558,7 +555,7 @@ For example, to use one month of data, pass `--timerange 20210101-20210201` (fro
 Full command:
 
 ```bash
-freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timerange 20210101-20210201
+freqtrade hyperopt --strategy <strategyname> --timerange 20210101-20210201
 ```
 
 ### Running Hyperopt with Smaller Search Space
@@ -684,7 +681,7 @@ If you have the `generate_roi_table()` and `roi_space()` methods in your custom
 
 Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
 
-A sample for these methods can be found in [sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+A sample for these methods can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
 
 !!! Note "Reduced search space"
     To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
@@ -726,7 +723,7 @@ If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimiza
 
 If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.
 
-Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
 
 !!! Note "Reduced search space"
     To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
@@ -764,10 +761,10 @@ As stated in the comment, you can also use it as the values of the corresponding
 
 If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
 
-Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
 
 !!! Note "Reduced search space"
-    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#overriding-pre-defined-spaces) to change this to your needs.
 
 ### Reproducible results
 
diff --git a/docs/utils.md b/docs/utils.md
index a1e219d6a..ade2f4047 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -26,9 +26,7 @@ optional arguments:
 ├── data
 ├── hyperopt_results
 ├── hyperopts
-│   ├── sample_hyperopt_advanced.py
 │   ├── sample_hyperopt_loss.py
-│   └── sample_hyperopt.py
 ├── notebooks
 │   └── strategy_analysis_example.ipynb
 ├── plot
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 9c6ce543f..3574dc485 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -90,7 +90,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
-                    "list-hyperopts", "hyperopt-list", "hyperopt-show",
+                    "hyperopt-list", "hyperopt-show",
                     "plot-dataframe", "plot-profit", "show-trades"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index a1790cb9a..e3c7fe464 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -1,7 +1,7 @@
 """
 Definition of cli arguments used in arguments.py
 """
-from argparse import ArgumentTypeError
+from argparse import SUPPRESS, ArgumentTypeError
 
 from freqtrade import __version__, constants
 from freqtrade.constants import HYPEROPT_LOSS_BUILTIN
@@ -203,7 +203,7 @@ AVAILABLE_CLI_OPTIONS = {
     # Hyperopt
     "hyperopt": Arg(
         '--hyperopt',
-        help='Specify hyperopt class name which will be used by the bot.',
+        help=SUPPRESS,
         metavar='NAME',
         required=False,
     ),
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index efcd1aaca..9ca43d459 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -69,9 +69,7 @@ DUST_PER_COIN = {
 # Source files with destination directories within user-directory
 USER_DATA_FILES = {
     'sample_strategy.py': USERPATH_STRATEGIES,
-    'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
     'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
-    'sample_hyperopt.py': USERPATH_HYPEROPTS,
     'strategy_analysis_example.ipynb': USERPATH_NOTEBOOKS,
 }
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 90e19782e..42a10e8d7 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -185,7 +185,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
 
 def test_validate_order_time_in_force(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
-    # explicitly test bittrex, exchanges implementing other policies need seperate tests
+    # explicitly test bittrex, exchanges implementing other policies need separate tests
     ex = get_patched_exchange(mocker, default_conf, id="bittrex")
     tif = {
         "buy": "gtc",
@@ -2464,7 +2464,7 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
-    # Don't test FTX here - that needs a seperate test
+    # Don't test FTX here - that needs a separate test
     if exchange_name == 'ftx':
         return
     default_conf['dry_run'] = True
diff --git a/tests/optimize/hyperopts/hyperopt_test_sep_file.py b/tests/optimize/hyperopts/hyperopt_test_sep_file.py
deleted file mode 100644
index 0fa1e1959..000000000
--- a/tests/optimize/hyperopts/hyperopt_test_sep_file.py
+++ /dev/null
@@ -1,202 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-
-from functools import reduce
-from typing import Any, Callable, Dict, List
-
-import talib.abstract as ta
-from pandas import DataFrame
-from skopt.space import Categorical, Dimension, Integer
-
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
-
-
-class HyperoptTestSepFile(IHyperOpt):
-    """
-    Default hyperopt provided by the Freqtrade bot.
-    You can override it with your own Hyperopt
-    """
-    @staticmethod
-    def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Add several indicators needed for buy and sell strategies defined below.
-        """
-        # ADX
-        dataframe['adx'] = ta.ADX(dataframe)
-        # MACD
-        macd = ta.MACD(dataframe)
-        dataframe['macd'] = macd['macd']
-        dataframe['macdsignal'] = macd['macdsignal']
-        # MFI
-        dataframe['mfi'] = ta.MFI(dataframe)
-        # RSI
-        dataframe['rsi'] = ta.RSI(dataframe)
-        # Stochastic Fast
-        stoch_fast = ta.STOCHF(dataframe)
-        dataframe['fastd'] = stoch_fast['fastd']
-        # Minus-DI
-        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-        # Bollinger bands
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-        dataframe['bb_lowerband'] = bollinger['lower']
-        dataframe['bb_upperband'] = bollinger['upper']
-        # SAR
-        dataframe['sar'] = ta.SAR(dataframe)
-
-        return dataframe
-
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Buy strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            if 'mfi-enabled' in params and params['mfi-enabled']:
-                conditions.append(dataframe['mfi'] < params['mfi-value'])
-            if 'fastd-enabled' in params and params['fastd-enabled']:
-                conditions.append(dataframe['fastd'] < params['fastd-value'])
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-                if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
-                    ))
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-
-    @staticmethod
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching buy strategy parameters.
-        """
-        return [
-            Integer(10, 25, name='mfi-value'),
-            Integer(15, 45, name='fastd-value'),
-            Integer(20, 50, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='mfi-enabled'),
-            Categorical([True, False], name='fastd-enabled'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
-        ]
-
-    @staticmethod
-    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the sell strategy parameters to be used by Hyperopt.
-        """
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Sell strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
-                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
-            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
-                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
-            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
-                conditions.append(dataframe['adx'] < params['sell-adx-value'])
-            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
-                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
-
-            # TRIGGERS
-            if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
-                if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
-                    ))
-                if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
-                    ))
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'sell'] = 1
-
-            return dataframe
-
-        return populate_sell_trend
-
-    @staticmethod
-    def sell_indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching sell strategy parameters.
-        """
-        return [
-            Integer(75, 100, name='sell-mfi-value'),
-            Integer(50, 100, name='sell-fastd-value'),
-            Integer(50, 100, name='sell-adx-value'),
-            Integer(60, 100, name='sell-rsi-value'),
-            Categorical([True, False], name='sell-mfi-enabled'),
-            Categorical([True, False], name='sell-fastd-enabled'),
-            Categorical([True, False], name='sell-adx-enabled'),
-            Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
-                         'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
-        ]
-
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Based on TA indicators. Should be a copy of same method from strategy.
-        Must align to populate_indicators in this file.
-        Only used when --spaces does not include buy space.
-        """
-        dataframe.loc[
-            (
-                (dataframe['close'] < dataframe['bb_lowerband']) &
-                (dataframe['mfi'] < 16) &
-                (dataframe['adx'] > 25) &
-                (dataframe['rsi'] < 21)
-            ),
-            'buy'] = 1
-
-        return dataframe
-
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Based on TA indicators. Should be a copy of same method from strategy.
-        Must align to populate_indicators in this file.
-        Only used when --spaces does not include sell space.
-        """
-        dataframe.loc[
-            (
-                (qtpylib.crossed_above(
-                    dataframe['macdsignal'], dataframe['macd']
-                )) &
-                (dataframe['fastd'] > 54)
-            ),
-            'sell'] = 1
-
-        return dataframe
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 498b6e588..b34c3a916 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -21,8 +21,6 @@ from freqtrade.strategy.hyper import IntParameter
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
-from .hyperopts.hyperopt_test_sep_file import HyperoptTestSepFile
-
 
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
@@ -30,7 +28,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
@@ -62,7 +60,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--timerange', ':100',
@@ -114,7 +112,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
         '--stake-amount', '1',
         '--starting-balance', '2'
     ]
@@ -142,9 +140,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
-        '--hyperopt-path',
-        str(Path(__file__).parent / "hyperopts"),
+        '--strategy', 'HyperoptableStrategy',
         '--epochs', '5',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
     ]
@@ -203,7 +199,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
diff --git a/tests/plugins/test_pairlocks.py b/tests/plugins/test_pairlocks.py
index fce3a8cd1..c694fd7c1 100644
--- a/tests/plugins/test_pairlocks.py
+++ b/tests/plugins/test_pairlocks.py
@@ -68,7 +68,7 @@ def test_PairLocks(use_db):
     # Global lock
     PairLocks.lock_pair('*', lock_time)
     assert PairLocks.is_global_lock(lock_time + timedelta(minutes=-50))
-    # Global lock also locks every pair seperately
+    # Global lock also locks every pair separately
     assert PairLocks.is_pair_locked(pair, lock_time + timedelta(minutes=-50))
     assert PairLocks.is_pair_locked('XRP/USDT', lock_time + timedelta(minutes=-50))
 
diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
index a11200526..905b078f9 100644
--- a/tests/test_directory_operations.py
+++ b/tests/test_directory_operations.py
@@ -74,16 +74,12 @@ def test_copy_sample_files(mocker, default_conf, caplog) -> None:
     copymock = mocker.patch('shutil.copy', MagicMock())
 
     copy_sample_files(Path('/tmp/bar'))
-    assert copymock.call_count == 5
+    assert copymock.call_count == 3
     assert copymock.call_args_list[0][0][1] == str(
         Path('/tmp/bar') / 'strategies/sample_strategy.py')
     assert copymock.call_args_list[1][0][1] == str(
-        Path('/tmp/bar') / 'hyperopts/sample_hyperopt_advanced.py')
-    assert copymock.call_args_list[2][0][1] == str(
         Path('/tmp/bar') / 'hyperopts/sample_hyperopt_loss.py')
-    assert copymock.call_args_list[3][0][1] == str(
-        Path('/tmp/bar') / 'hyperopts/sample_hyperopt.py')
-    assert copymock.call_args_list[4][0][1] == str(
+    assert copymock.call_args_list[2][0][1] == str(
         Path('/tmp/bar') / 'notebooks/strategy_analysis_example.ipynb')
 
 

From 0017b3438efcf10fad1ac0224db6c7d4c6d25a0a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 17:56:41 +0200
Subject: [PATCH 1193/1386] Remove list-hyperopts

---
 docs/utils.md                       | 46 ++++-------------------------
 freqtrade/commands/__init__.py      |  6 ++--
 freqtrade/commands/arguments.py     | 19 ++++--------
 freqtrade/commands/list_commands.py | 21 +------------
 4 files changed, 14 insertions(+), 78 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index ade2f4047..d8fbcacb7 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -109,11 +109,11 @@ Using the advanced template (populates all optional functions and methods)
 freqtrade new-strategy --strategy AwesomeStrategy --template advanced
 ```
 
-## List Strategies and List Hyperopts
+## List Strategies
 
-Use the `list-strategies` subcommand to see all strategies in one particular directory and the `list-hyperopts` subcommand to list custom Hyperopts.
+Use the `list-strategies` subcommand to see all strategies in one particular directory.
 
-These subcommands are useful for finding problems in your environment with loading strategies or hyperopt classes: modules with strategies or hyperopt classes that contain errors and failed to load are printed in red (LOAD FAILED), while strategies or hyperopt classes with duplicate names are printed in yellow (DUPLICATE NAME).
+This subcommand is useful for finding problems in your environment with loading strategies: modules with strategies that contain errors and failed to load are printed in red (LOAD FAILED), while strategies with duplicate names are printed in yellow (DUPLICATE NAME).
 
 ```
 usage: freqtrade list-strategies [-h] [-v] [--logfile FILE] [-V] [-c PATH]
@@ -127,34 +127,6 @@ optional arguments:
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
 
-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: `config.json`).
-                        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.
-```
-```
-usage: freqtrade list-hyperopts [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                                [-d PATH] [--userdir PATH]
-                                [--hyperopt-path PATH] [-1] [--no-color]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-                        Hyperopt Loss functions.
-  -1, --one-column      Print output in one column.
-  --no-color            Disable colorization of hyperopt results. May be
-                        useful if you are redirecting output to a file.
-
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   --logfile FILE        Log to the file specified. Special values are:
@@ -174,18 +146,16 @@ Common arguments:
 !!! Warning
     Using these commands will try to load all python files from a directory. This can be a security risk if untrusted files reside in this directory, since all module-level code is executed.
 
-Example: Search default strategies and hyperopts directories (within the default userdir).
+Example: Search default strategies directories (within the default userdir).
 
 ``` bash
 freqtrade list-strategies
-freqtrade list-hyperopts
 ```
 
-Example: Search strategies and hyperopts directory within the userdir.
+Example: Search strategies  directory within the userdir.
 
 ``` bash
 freqtrade list-strategies --userdir ~/.freqtrade/
-freqtrade list-hyperopts --userdir ~/.freqtrade/
 ```
 
 Example: Search dedicated strategy path.
@@ -194,12 +164,6 @@ Example: Search dedicated strategy path.
 freqtrade list-strategies --strategy-path ~/.freqtrade/strategies/
 ```
 
-Example: Search dedicated hyperopt path.
-
-``` bash
-freqtrade list-hyperopt --hyperopt-path ~/.freqtrade/hyperopts/
-```
-
 ## List Exchanges
 
 Use the `list-exchanges` subcommand to see the exchanges available for the bot.
diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 49b184a80..a6f14cff7 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -13,9 +13,9 @@ from freqtrade.commands.data_commands import (start_convert_data, start_download
 from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
                                                 start_new_strategy)
 from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
-from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts,
-                                              start_list_markets, start_list_strategies,
-                                              start_list_timeframes, start_show_trades)
+from freqtrade.commands.list_commands import (start_list_exchanges, start_list_markets,
+                                              start_list_strategies, start_list_timeframes,
+                                              start_show_trades)
 from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 3574dc485..d424f3ce7 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -172,11 +172,11 @@ class Arguments:
         from freqtrade.commands import (start_backtesting, start_convert_data, start_create_userdir,
                                         start_download_data, start_edge, start_hyperopt,
                                         start_hyperopt_list, start_hyperopt_show, start_install_ui,
-                                        start_list_data, start_list_exchanges, start_list_hyperopts,
-                                        start_list_markets, start_list_strategies,
-                                        start_list_timeframes, start_new_config, start_new_strategy,
-                                        start_plot_dataframe, start_plot_profit, start_show_trades,
-                                        start_test_pairlist, start_trading, start_webserver)
+                                        start_list_data, start_list_exchanges, start_list_markets,
+                                        start_list_strategies, start_list_timeframes,
+                                        start_new_config, start_new_strategy, start_plot_dataframe,
+                                        start_plot_profit, 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
@@ -291,15 +291,6 @@ class Arguments:
         list_exchanges_cmd.set_defaults(func=start_list_exchanges)
         self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
 
-        # Add list-hyperopts subcommand
-        list_hyperopts_cmd = subparsers.add_parser(
-            'list-hyperopts',
-            help='Print available hyperopt classes.',
-            parents=[_common_parser],
-        )
-        list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
-        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
-
         # Add list-markets subcommand
         list_markets_cmd = subparsers.add_parser(
             'list-markets',
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 410b9b72b..38fb098a0 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -10,7 +10,7 @@ from colorama import init as colorama_init
 from tabulate import tabulate
 
 from freqtrade.configuration import setup_utils_configuration
-from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
+from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import market_is_active, validate_exchanges
@@ -92,25 +92,6 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
         _print_objs_tabular(strategy_objs, config.get('print_colorized', False))
 
 
-def start_list_hyperopts(args: Dict[str, Any]) -> None:
-    """
-    Print files with HyperOpt custom classes available in the directory
-    """
-    from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
-
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    directory = Path(config.get('hyperopt_path', config['user_data_dir'] / USERPATH_HYPEROPTS))
-    hyperopt_objs = HyperOptResolver.search_all_objects(directory, not args['print_one_column'])
-    # Sort alphabetically
-    hyperopt_objs = sorted(hyperopt_objs, key=lambda x: x['name'])
-
-    if args['print_one_column']:
-        print('\n'.join([s['name'] for s in hyperopt_objs]))
-    else:
-        _print_objs_tabular(hyperopt_objs, config.get('print_colorized', False))
-
-
 def start_list_timeframes(args: Dict[str, Any]) -> None:
     """
     Print timeframes available on Exchange

From 236dc4800075a30a4c7ed1e52ef45be0d785ef76 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Sep 2021 07:46:17 +0200
Subject: [PATCH 1194/1386] Update CI to use new hyperopt interface

---
 .github/workflows/ci.yml | 6 +++---
 .travis.yml              | 2 +-
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index eb767efb1..228a60389 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -87,7 +87,7 @@ jobs:
       run: |
         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
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
     - name: Flake8
       run: |
@@ -180,7 +180,7 @@ jobs:
       run: |
         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
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
     - name: Flake8
       run: |
@@ -247,7 +247,7 @@ jobs:
       run: |
         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
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
     - name: Flake8
       run: |
diff --git a/.travis.yml b/.travis.yml
index f2a6d508d..15c174bfe 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -33,7 +33,7 @@ jobs:
     - script:
       - 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
+      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily
       name: hyperopt
     - script: flake8
       name: flake8

From d8f48cf0e3b7376ec8047a0a22e525175cb5fc98 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 13 Sep 2021 03:01:14 +0000
Subject: [PATCH 1195/1386] Bump pandas from 1.3.2 to 1.3.3

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.2 to 1.3.3.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.3.2...v1.3.3)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e2bed0f9e..9e4ec97d6 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.2
-pandas==1.3.2
+pandas==1.3.3
 
 ccxt==1.55.83
 # Pin cryptography for now due to rust build errors with piwheels

From 81039fce28dbae0fcea77a4ab952fb91a847d5aa Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 13 Sep 2021 03:01:24 +0000
Subject: [PATCH 1196/1386] Bump progressbar2 from 3.53.1 to 3.53.2

Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.53.1 to 3.53.2.
- [Release notes](https://github.com/WoLpH/python-progressbar/releases)
- [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst)
- [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.53.1...v3.53.2)

---
updated-dependencies:
- dependency-name: progressbar2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index d7f22634b..7dc55a9fc 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -8,4 +8,4 @@ scikit-optimize==0.8.1
 filelock==3.0.12
 joblib==1.0.1
 psutil==5.8.0
-progressbar2==3.53.1
+progressbar2==3.53.2

From b13bd87625d122278644f8210d07b8cad13cd352 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 13 Sep 2021 04:31:52 +0000
Subject: [PATCH 1197/1386] Bump ccxt from 1.55.83 to 1.56.30

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.55.83 to 1.56.30.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.55.83...1.56.30)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 9e4ec97d6..aa729dd9f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.3
 
-ccxt==1.55.83
+ccxt==1.56.30
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From 3cdd06f5627b7baee7b5ec3ead09e036080e9b66 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 13 Sep 2021 19:32:51 +0200
Subject: [PATCH 1198/1386] Add PeriodicCache

---
 freqtrade/configuration/PeriodicCache.py | 19 +++++++++++++++
 freqtrade/configuration/__init__.py      |  1 +
 requirements-dev.txt                     |  2 ++
 tests/test_periodiccache.py              | 31 ++++++++++++++++++++++++
 4 files changed, 53 insertions(+)
 create mode 100644 freqtrade/configuration/PeriodicCache.py
 create mode 100644 tests/test_periodiccache.py

diff --git a/freqtrade/configuration/PeriodicCache.py b/freqtrade/configuration/PeriodicCache.py
new file mode 100644
index 000000000..25c0c47f3
--- /dev/null
+++ b/freqtrade/configuration/PeriodicCache.py
@@ -0,0 +1,19 @@
+from datetime import datetime, timezone
+
+from cachetools.ttl import TTLCache
+
+
+class PeriodicCache(TTLCache):
+    """
+    Special cache that expires at "straight" times
+    A timer with ttl of 3600 (1h) will expire at every full hour (:00).
+    """
+
+    def __init__(self, maxsize, ttl, getsizeof=None):
+        def local_timer():
+            ts = datetime.now(timezone.utc).timestamp()
+            offset = (ts % ttl)
+            return ts - offset
+
+        # Init with smlight offset
+        super().__init__(maxsize=maxsize, ttl=ttl-1e-5, timer=local_timer, getsizeof=getsizeof)
diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index 607f9cdef..b1b268092 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -1,5 +1,6 @@
 # flake8: noqa: F401
 
+from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
diff --git a/requirements-dev.txt b/requirements-dev.txt
index 34d5607f3..4859e1cc6 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -14,6 +14,8 @@ pytest-cov==2.12.1
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
 isort==5.9.3
+# For datetime mocking
+time-machine==2.4.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.1.0
diff --git a/tests/test_periodiccache.py b/tests/test_periodiccache.py
new file mode 100644
index 000000000..ff9b53684
--- /dev/null
+++ b/tests/test_periodiccache.py
@@ -0,0 +1,31 @@
+from freqtrade.configuration import PeriodicCache
+import time_machine
+
+
+def test_ttl_cache():
+
+    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
+
+        cache = PeriodicCache(5, ttl=60)
+        cache1h = PeriodicCache(5, ttl=3600)
+
+        assert cache.timer() == 1630472400.0
+        cache['a'] = 1235
+        cache1h['a'] = 555123
+        assert 'a' in cache
+        assert 'a' in cache1h
+
+        t.move_to("2021-09-01 05:00:59 +00:00")
+        assert 'a' in cache
+        assert 'a' in cache1h
+
+        # Cache expired
+        t.move_to("2021-09-01 05:01:00 +00:00")
+        assert 'a' not in cache
+        assert 'a' in cache1h
+
+        t.move_to("2021-09-01 05:59:59 +00:00")
+        assert 'a' in cache1h
+
+        t.move_to("2021-09-01 06:00:00 +00:00")
+        assert 'a' not in cache1h

From 8afb3c4b70c3458772953c8be23976bd90a264ba Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 13 Sep 2021 19:33:28 +0200
Subject: [PATCH 1199/1386] Move AgeFilter cache to instance level

---
 freqtrade/plugins/pairlist/AgeFilter.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index dc5cab31e..32fef5fb0 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -18,14 +18,14 @@ logger = logging.getLogger(__name__)
 
 class AgeFilter(IPairList):
 
-    # Checked symbols cache (dictionary of ticker symbol => timestamp)
-    _symbolsChecked: Dict[str, int] = {}
-
     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)
 
+        # Checked symbols cache (dictionary of ticker symbol => timestamp)
+        self._symbolsChecked: Dict[str, int] = {}
+
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
         self._max_days_listed = pairlistconfig.get('max_days_listed', None)
 

From a12c3ecc9b2c7fa005f4104f22cde5cba23829b6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 13 Sep 2021 20:00:22 +0200
Subject: [PATCH 1200/1386] Remove credentials whenever dry-run is set from
 within the exchange

---
 freqtrade/configuration/__init__.py       |  2 +-
 freqtrade/configuration/check_exchange.py | 13 -------------
 freqtrade/configuration/config_setup.py   |  5 ++---
 freqtrade/exchange/__init__.py            |  2 +-
 freqtrade/exchange/common.py              | 13 +++++++++++++
 freqtrade/exchange/exchange.py            |  5 +++--
 freqtrade/optimize/backtesting.py         |  5 ++---
 freqtrade/optimize/edge_cli.py            |  6 +++---
 tests/commands/test_commands.py           |  2 --
 tests/exchange/test_ccxt_compat.py        |  2 +-
 tests/exchange/test_exchange.py           | 19 ++++++++++++++++++-
 tests/test_configuration.py               | 15 +--------------
 12 files changed, 45 insertions(+), 44 deletions(-)

diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index 607f9cdef..730a4e47f 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -1,6 +1,6 @@
 # flake8: noqa: F401
 
-from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
+from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.configuration.configuration import Configuration
diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py
index c4f038103..fa1f47f9b 100644
--- a/freqtrade/configuration/check_exchange.py
+++ b/freqtrade/configuration/check_exchange.py
@@ -10,19 +10,6 @@ from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
 logger = logging.getLogger(__name__)
 
 
-def remove_credentials(config: Dict[str, Any]) -> None:
-    """
-    Removes exchange keys from the configuration and specifies dry-run
-    Used for backtesting / hyperopt / edge and utils.
-    Modifies the input dict!
-    """
-    config['exchange']['key'] = ''
-    config['exchange']['secret'] = ''
-    config['exchange']['password'] = ''
-    config['exchange']['uid'] = ''
-    config['dry_run'] = True
-
-
 def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
     """
     Check if the exchange name in the config file is supported by Freqtrade
diff --git a/freqtrade/configuration/config_setup.py b/freqtrade/configuration/config_setup.py
index 22836ab19..02f2d4089 100644
--- a/freqtrade/configuration/config_setup.py
+++ b/freqtrade/configuration/config_setup.py
@@ -3,7 +3,6 @@ from typing import Any, Dict
 
 from freqtrade.enums import RunMode
 
-from .check_exchange import remove_credentials
 from .config_validation import validate_config_consistency
 from .configuration import Configuration
 
@@ -21,8 +20,8 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
     configuration = Configuration(args, method)
     config = configuration.get_config()
 
-    # Ensure we do not use Exchange credentials
-    remove_credentials(config)
+    # Ensure these modes are using Dry-run
+    config['dry_run'] = True
     validate_config_consistency(config)
 
     return config
diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index b0c88a51a..b08213d28 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -1,6 +1,6 @@
 # flake8: noqa: F401
 # isort: off
-from freqtrade.exchange.common import MAP_EXCHANGE_CHILDCLASS
+from freqtrade.exchange.common import remove_credentials, MAP_EXCHANGE_CHILDCLASS
 from freqtrade.exchange.exchange import Exchange
 # isort: on
 from freqtrade.exchange.bibox import Bibox
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 694aa3aa2..7b89adf06 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -51,6 +51,19 @@ EXCHANGE_HAS_OPTIONAL = [
 ]
 
 
+def remove_credentials(config) -> None:
+    """
+    Removes exchange keys from the configuration and specifies dry-run
+    Used for backtesting / hyperopt / edge and utils.
+    Modifies the input dict!
+    """
+    if config.get('dry_run', False):
+        config['exchange']['key'] = ''
+        config['exchange']['secret'] = ''
+        config['exchange']['password'] = ''
+        config['exchange']['uid'] = ''
+
+
 def calculate_backoff(retrycount, max_retries):
     """
     Calculate backoff
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 11de5411f..2b9b08d70 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -26,8 +26,8 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
-                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
-                                       retrier_async)
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
+                                       remove_credentials, retrier, retrier_async)
 from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
@@ -104,6 +104,7 @@ class Exchange:
 
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: Dict[str, Any] = {}
+        remove_credentials(config)
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 4b52e104b..3e06bfa1b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -11,7 +11,7 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame
 
-from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
+from freqtrade.configuration import TimeRange, validate_config_consistency
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data import history
 from freqtrade.data.btanalysis import trade_list_to_dataframe
@@ -61,8 +61,7 @@ class Backtesting:
         self.config = config
         self.results: Optional[Dict[str, Any]] = None
 
-        # Reset keys for backtesting
-        remove_credentials(self.config)
+        config['dry_run'] = True
         self.strategylist: List[IStrategy] = []
         self.all_results: Dict[str, Dict] = {}
 
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index aab7def05..417faa685 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -7,7 +7,7 @@ import logging
 from typing import Any, Dict
 
 from freqtrade import constants
-from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
+from freqtrade.configuration import TimeRange, validate_config_consistency
 from freqtrade.edge import Edge
 from freqtrade.optimize.optimize_reports import generate_edge_table
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -28,8 +28,8 @@ class EdgeCli:
     def __init__(self, config: Dict[str, Any]) -> None:
         self.config = config
 
-        # Reset keys for edge
-        remove_credentials(self.config)
+        # Ensure using dry-run
+        self.config['dry_run'] = True
         self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
         self.strategy = StrategyResolver.load_strategy(self.config)
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 1da9e5100..87040bfd5 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -32,8 +32,6 @@ def test_setup_utils_configuration():
     config = setup_utils_configuration(get_args(args), RunMode.OTHER)
     assert "exchange" in config
     assert config['dry_run'] is True
-    assert config['exchange']['key'] == ''
-    assert config['exchange']['secret'] == ''
 
 
 def test_start_trading_fail(mocker, caplog):
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 3a32d108b..0f7963e36 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -54,7 +54,7 @@ EXCHANGES = {
 def exchange_conf():
     config = get_default_conf((Path(__file__).parent / "testdata").resolve())
     config['exchange']['pair_whitelist'] = []
-    config['dry_run'] = False
+    # config['dry_run'] = False
     return config
 
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 90e19782e..baf1f081a 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1,5 +1,6 @@
 import copy
 import logging
+from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from math import isclose
 from random import randint
@@ -14,7 +15,7 @@ from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOr
                                   OperationalException, PricingError, TemporaryError)
 from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
-                                       calculate_backoff)
+                                       calculate_backoff, remove_credentials)
 from freqtrade.exchange.exchange import (market_is_active, timeframe_to_minutes, timeframe_to_msecs,
                                          timeframe_to_next_date, timeframe_to_prev_date,
                                          timeframe_to_seconds)
@@ -78,6 +79,22 @@ def test_init(default_conf, mocker, caplog):
     assert log_has('Instance is running with dry_run enabled', caplog)
 
 
+def test_remove_credentials(default_conf, caplog) -> None:
+    conf = deepcopy(default_conf)
+    conf['dry_run'] = False
+    remove_credentials(conf)
+
+    assert conf['exchange']['key'] != ''
+    assert conf['exchange']['secret'] != ''
+
+    conf['dry_run'] = True
+    remove_credentials(conf)
+    assert conf['exchange']['key'] == ''
+    assert conf['exchange']['secret'] == ''
+    assert conf['exchange']['password'] == ''
+    assert conf['exchange']['uid'] == ''
+
+
 def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 9aea4fa11..1ce45e4d5 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -11,8 +11,7 @@ import pytest
 from jsonschema import ValidationError
 
 from freqtrade.commands import Arguments
-from freqtrade.configuration import (Configuration, check_exchange, remove_credentials,
-                                     validate_config_consistency)
+from freqtrade.configuration import Configuration, check_exchange, validate_config_consistency
 from freqtrade.configuration.config_validation import validate_config_schema
 from freqtrade.configuration.deprecated_settings import (check_conflicting_settings,
                                                          process_deprecated_setting,
@@ -617,18 +616,6 @@ def test_check_exchange(default_conf, caplog) -> None:
         check_exchange(default_conf)
 
 
-def test_remove_credentials(default_conf, caplog) -> None:
-    conf = deepcopy(default_conf)
-    conf['dry_run'] = False
-    remove_credentials(conf)
-
-    assert conf['dry_run'] is True
-    assert conf['exchange']['key'] == ''
-    assert conf['exchange']['secret'] == ''
-    assert conf['exchange']['password'] == ''
-    assert conf['exchange']['uid'] == ''
-
-
 def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 

From c9ba52d7321b2cae17776c66723c837a75c3bfdf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Sep 2021 06:30:18 +0200
Subject: [PATCH 1201/1386] Expire cached pairs in age-filter once per day

---
 freqtrade/plugins/pairlist/AgeFilter.py | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 32fef5fb0..1fba00123 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -11,6 +11,7 @@ from pandas import DataFrame
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
+from freqtrade.configuration import PeriodicCache
 
 
 logger = logging.getLogger(__name__)
@@ -25,6 +26,7 @@ class AgeFilter(IPairList):
 
         # Checked symbols cache (dictionary of ticker symbol => timestamp)
         self._symbolsChecked: Dict[str, int] = {}
+        self._too_young_pairs = PeriodicCache(maxsize=1000, ttl=86_400)
 
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
         self._max_days_listed = pairlistconfig.get('max_days_listed', None)
@@ -69,10 +71,12 @@ class AgeFilter(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new allowlist
         """
-        needed_pairs = [(p, '1d') for p in pairlist if p not in self._symbolsChecked]
+        needed_pairs = [
+            (p, '1d') for p in pairlist
+            if p not in self._symbolsChecked and p not in self._too_young_pairs]
         if not needed_pairs:
             return pairlist
-
+        logger.info(f"needed pairs {needed_pairs}")
         since_days = -(
             self._max_days_listed if self._max_days_listed else self._min_days_listed
         ) - 1
@@ -118,5 +122,6 @@ class AgeFilter(IPairList):
                     " or more than "
                     f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
                 ) if self._max_days_listed else ''), logger.info)
+                self._too_young_pairs[pair] = arrow.utcnow().int_timestamp * 1000
                 return False
         return False

From 3ce5197e8d07471e75be14df435c3d291b3b69c4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Sep 2021 06:45:26 +0200
Subject: [PATCH 1202/1386] Add Tests for AgeFilter caching

closes #5552
---
 freqtrade/configuration/__init__.py     |  2 +-
 freqtrade/plugins/pairlist/AgeFilter.py | 11 ++--
 tests/plugins/test_pairlist.py          | 69 ++++++++++++++++---------
 tests/test_periodiccache.py             |  3 +-
 4 files changed, 54 insertions(+), 31 deletions(-)

diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index b1b268092..dccbb14b3 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -1,8 +1,8 @@
 # flake8: noqa: F401
 
-from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.configuration.configuration import Configuration
+from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.configuration.timerange import TimeRange
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 1fba00123..c43bd0c4c 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -8,10 +8,10 @@ from typing import Any, Dict, List, Optional
 import arrow
 from pandas import DataFrame
 
+from freqtrade.configuration import PeriodicCache
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
-from freqtrade.configuration import PeriodicCache
 
 
 logger = logging.getLogger(__name__)
@@ -26,7 +26,7 @@ class AgeFilter(IPairList):
 
         # Checked symbols cache (dictionary of ticker symbol => timestamp)
         self._symbolsChecked: Dict[str, int] = {}
-        self._too_young_pairs = PeriodicCache(maxsize=1000, ttl=86_400)
+        self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)
 
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
         self._max_days_listed = pairlistconfig.get('max_days_listed', None)
@@ -73,9 +73,10 @@ class AgeFilter(IPairList):
         """
         needed_pairs = [
             (p, '1d') for p in pairlist
-            if p not in self._symbolsChecked and p not in self._too_young_pairs]
+            if p not in self._symbolsChecked and p not in self._symbolsCheckFailed]
         if not needed_pairs:
-            return pairlist
+            # Remove pairs that have been removed before
+            return [p for p in pairlist if p not in self._symbolsCheckFailed]
         logger.info(f"needed pairs {needed_pairs}")
         since_days = -(
             self._max_days_listed if self._max_days_listed else self._min_days_listed
@@ -122,6 +123,6 @@ class AgeFilter(IPairList):
                     " or more than "
                     f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
                 ) if self._max_days_listed else ''), logger.info)
-                self._too_young_pairs[pair] = arrow.utcnow().int_timestamp * 1000
+                self._symbolsCheckFailed[pair] = arrow.utcnow().int_timestamp * 1000
                 return False
         return False
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 5f0701a22..3cdf6d341 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -4,6 +4,7 @@ import time
 from unittest.mock import MagicMock, PropertyMock
 
 import pytest
+import time_machine
 
 from freqtrade.constants import AVAILABLE_PAIRLISTS
 from freqtrade.exceptions import OperationalException
@@ -815,32 +816,52 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
 
 
 def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, ohlcv_history):
-    ohlcv_data = {
-        ('ETH/BTC', '1d'): ohlcv_history,
-        ('TKN/BTC', '1d'): ohlcv_history,
-        ('LTC/BTC', '1d'): ohlcv_history,
-    }
-    mocker.patch.multiple('freqtrade.exchange.Exchange',
-                          markets=PropertyMock(return_value=markets),
-                          exchange_has=MagicMock(return_value=True),
-                          get_tickers=tickers
-                          )
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
-    )
+    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
+        ohlcv_data = {
+            ('ETH/BTC', '1d'): ohlcv_history,
+            ('TKN/BTC', '1d'): ohlcv_history,
+            ('LTC/BTC', '1d'): ohlcv_history,
+            ('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
+        }
+        mocker.patch.multiple(
+            'freqtrade.exchange.Exchange',
+            markets=PropertyMock(return_value=markets),
+            exchange_has=MagicMock(return_value=True),
+            get_tickers=tickers,
+            refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
+        )
 
-    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_agefilter)
-    assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 0
-    freqtrade.pairlists.refresh_pairlist()
-    assert len(freqtrade.pairlists.whitelist) == 3
-    assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
+        freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_agefilter)
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 0
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
 
-    previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
-    freqtrade.pairlists.refresh_pairlist()
-    assert len(freqtrade.pairlists.whitelist) == 3
-    # Called once for XRP/BTC
-    assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
+        previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        # Call to XRP/BTC cached
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count
+        # Move to next day
+        t.move_to("2021-09-02 01:00:00 +00:00")
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
+
+        # Move another day with fresh mocks (now the pair is old enough)
+        t.move_to("2021-09-03 01:00:00 +00:00")
+        # Called once for XRP/BTC
+        ohlcv_data = {
+            ('ETH/BTC', '1d'): ohlcv_history,
+            ('TKN/BTC', '1d'): ohlcv_history,
+            ('LTC/BTC', '1d'): ohlcv_history,
+            ('XRP/BTC', '1d'): ohlcv_history,
+        }
+        mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 4
+        # Called once (only for XRP/BTC)
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
 
 
 def test_OffsetFilter_error(mocker, whitelist_conf) -> None:
diff --git a/tests/test_periodiccache.py b/tests/test_periodiccache.py
index ff9b53684..f874f9041 100644
--- a/tests/test_periodiccache.py
+++ b/tests/test_periodiccache.py
@@ -1,6 +1,7 @@
-from freqtrade.configuration import PeriodicCache
 import time_machine
 
+from freqtrade.configuration import PeriodicCache
+
 
 def test_ttl_cache():
 

From 35eda8c8c7c304051cae6b2a22453f56aa0ea4a3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Sep 2021 07:07:20 +0200
Subject: [PATCH 1203/1386] Improve agefilter test

---
 tests/plugins/test_pairlist.py | 23 +++++++++++++++++------
 1 file changed, 17 insertions(+), 6 deletions(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 3cdf6d341..34770c03d 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -821,7 +821,6 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
             ('ETH/BTC', '1d'): ohlcv_history,
             ('TKN/BTC', '1d'): ohlcv_history,
             ('LTC/BTC', '1d'): ohlcv_history,
-            ('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
         }
         mocker.patch.multiple(
             'freqtrade.exchange.Exchange',
@@ -837,16 +836,28 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
         assert len(freqtrade.pairlists.whitelist) == 3
         assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
 
-        previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
         freqtrade.pairlists.refresh_pairlist()
         assert len(freqtrade.pairlists.whitelist) == 3
         # Call to XRP/BTC cached
-        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count
-        # Move to next day
-        t.move_to("2021-09-02 01:00:00 +00:00")
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 2
+
+        ohlcv_data = {
+            ('ETH/BTC', '1d'): ohlcv_history,
+            ('TKN/BTC', '1d'): ohlcv_history,
+            ('LTC/BTC', '1d'): ohlcv_history,
+            ('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
+        }
+        mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
         freqtrade.pairlists.refresh_pairlist()
         assert len(freqtrade.pairlists.whitelist) == 3
-        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
+
+        # Move to next day
+        t.move_to("2021-09-02 01:00:00 +00:00")
+        mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
 
         # Move another day with fresh mocks (now the pair is old enough)
         t.move_to("2021-09-03 01:00:00 +00:00")

From 4e2b1764b8af34f67305f213ac29dcff3a59da37 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Sep 2021 20:24:44 +0200
Subject: [PATCH 1204/1386] ccxt_compat_tests must run with dry-run=False

---
 tests/exchange/test_ccxt_compat.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 0f7963e36..d71dbe015 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -54,7 +54,9 @@ EXCHANGES = {
 def exchange_conf():
     config = get_default_conf((Path(__file__).parent / "testdata").resolve())
     config['exchange']['pair_whitelist'] = []
-    # config['dry_run'] = False
+    config['exchange']['key'] = ''
+    config['exchange']['secret'] = ''
+    config['dry_run'] = False
     return config
 
 

From f7bae81d968a20e815d97d1dc72f86f0573edad2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Sep 2021 19:56:12 +0200
Subject: [PATCH 1205/1386] Dataframe should be copied after populate_indicator

Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users

closes #5408
---
 freqtrade/strategy/interface.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 91963f223..00ad3faf0 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -777,10 +777,11 @@ class IStrategy(ABC, HyperStrategyMixin):
         Does not run advise_buy or advise_sell!
         Used by optimize operations only, not during dry / live runs.
         Using .copy() to get a fresh copy of the dataframe for every strategy run.
+        Also copy on output to avoid PerformanceWarnings pandas 1.3.0 started to show.
         Has positive effects on memory usage for whatever reason - also when
         using only one strategy.
         """
-        return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair})
+        return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
                 for pair, pair_data in data.items()}
 
     def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

From 57ea0c322f8018992cb6c4303a43af29da310227 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Sep 2021 20:20:31 +0200
Subject: [PATCH 1206/1386] Rename indicator_space to buy_indicator_space

---
 docs/hyperopt.md                    | 2 +-
 freqtrade/optimize/hyperopt.py      | 2 +-
 freqtrade/optimize/hyperopt_auto.py | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index e69b761c4..09d43939a 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -677,7 +677,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
 
 These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
 
-If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
+If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
 Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 14b155546..d047b7311 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -241,7 +241,7 @@ class Hyperopt:
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
-            self.buy_space = self.custom_hyperopt.indicator_space()
+            self.buy_space = self.custom_hyperopt.buy_indicator_space()
 
         if HyperoptTools.has_space(self.config, 'sell'):
             logger.debug("Hyperopt has 'sell' space")
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 1f11cec80..80fe090c2 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -56,7 +56,7 @@ class HyperOptAuto(IHyperOpt):
         else:
             _format_exception_message(category)
 
-    def indicator_space(self) -> List['Dimension']:
+    def buy_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('buy')
 
     def sell_indicator_space(self) -> List['Dimension']:

From 90ad1789323e2c3061110f34bd5d3c54d60b65d7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Sep 2021 21:04:25 +0200
Subject: [PATCH 1207/1386] Remove verbosity of edge

---
 freqtrade/plugins/pairlist/AgeFilter.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index c43bd0c4c..5627d82ce 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -77,7 +77,7 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             # Remove pairs that have been removed before
             return [p for p in pairlist if p not in self._symbolsCheckFailed]
-        logger.info(f"needed pairs {needed_pairs}")
+
         since_days = -(
             self._max_days_listed if self._max_days_listed else self._min_days_listed
         ) - 1

From c0811ae8969799857e987ed7e93d1c1e78dd3a2f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Sep 2021 21:36:53 +0200
Subject: [PATCH 1208/1386] Add possibility to override estimator from within
 hyperopt

---
 docs/advanced-hyperopt.md                | 32 ++++++++++++++++++++++++
 freqtrade/optimize/hyperopt.py           |  8 ++++--
 freqtrade/optimize/hyperopt_auto.py      |  5 +++-
 freqtrade/optimize/hyperopt_interface.py | 13 +++++++++-
 4 files changed, 54 insertions(+), 4 deletions(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index f2f52b7dd..f5a52ff49 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -98,6 +98,38 @@ class MyAwesomeStrategy(IStrategy):
 !!! Note
     All overrides are optional and can be mixed/matched as necessary.
 
+### Overriding Base estimator
+
+You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        def generate_estimator():
+            return "RF"
+
+```
+
+Possible values are either one of "GP", "RF", "ET", "GBRT" (Details can be found in the [scikit-optimize documentation](https://scikit-optimize.github.io/)), or "an instance of a class that inherits from `RegressorMixin` (from sklearn) and where the `predict` method has an optional `return_std` argument, which returns `std(Y | x)` along with `E[Y | x]`".
+
+Some research will be necessary to find additional Regressors.
+
+Example for `ExtraTreesRegressor` ("ET") with additional parameters:
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        def generate_estimator():
+            from skopt.learning import ExtraTreesRegressor
+            # Corresponds to "ET" - but allows additional parameters.
+            return ExtraTreesRegressor(n_estimators=100)
+
+```
+
+!!! Note
+    While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used.
+    If you're unsure about this, best use one of the Defaults (`"ET"` has proven to be the most versatile) without further parameters.
+
 ## Space options
 
 For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d047b7311..56d11934a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -365,10 +365,14 @@ class Hyperopt:
         }
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
+        estimator = self.custom_hyperopt.generate_estimator()
+        logger.info(f"Using estimator {estimator}.")
+        # TODO: Impact of changing acq_optimizer to "sampling" is unclear
+        # (other than that it fails with other optimizers when using custom sklearn regressors)
         return Optimizer(
             dimensions,
-            base_estimator="ET",
-            acq_optimizer="auto",
+            base_estimator=estimator,
+            acq_optimizer="sampling",
             n_initial_points=INITIAL_POINTS,
             acq_optimizer_kwargs={'n_jobs': cpu_count},
             random_state=self.random_state,
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 80fe090c2..c1c769c72 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -12,7 +12,7 @@ from freqtrade.exceptions import OperationalException
 with suppress(ImportError):
     from skopt.space import Dimension
 
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
+from freqtrade.optimize.hyperopt_interface import EstimatorType, IHyperOpt
 
 
 def _format_exception_message(space: str) -> str:
@@ -79,3 +79,6 @@ class HyperOptAuto(IHyperOpt):
 
     def trailing_space(self) -> List['Dimension']:
         return self._get_func('trailing_space')()
+
+    def generate_estimator(self) -> EstimatorType:
+        return self._get_func('generate_estimator')()
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 8fb40f557..53b4f087c 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -5,8 +5,9 @@ This module defines the interface to apply for hyperopt
 import logging
 import math
 from abc import ABC
-from typing import Dict, List
+from typing import Dict, List, Union
 
+from sklearn.base import RegressorMixin
 from skopt.space import Categorical, Dimension, Integer
 
 from freqtrade.exchange import timeframe_to_minutes
@@ -17,6 +18,8 @@ from freqtrade.strategy import IStrategy
 
 logger = logging.getLogger(__name__)
 
+EstimatorType = Union[RegressorMixin, str]
+
 
 class IHyperOpt(ABC):
     """
@@ -37,6 +40,14 @@ class IHyperOpt(ABC):
         IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
+    def generate_estimator(self) -> EstimatorType:
+        """
+        Return base_estimator.
+        Can be any of "GP", "RF", "ET", "GBRT" or an instance of a class
+        inheriting from RegressorMixin (from sklearn).
+        """
+        return 'ET'
+
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         """
         Create a ROI table.

From 994c3c3a4c5f36c02d249f4c13466b284c4991af Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Sep 2021 07:13:25 +0200
Subject: [PATCH 1209/1386] Add some errorhandling for custom estimator

---
 freqtrade/optimize/hyperopt.py  | 14 ++++++++++----
 tests/optimize/test_hyperopt.py |  4 ++++
 2 files changed, 14 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 56d11934a..9549b4054 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -45,7 +45,7 @@ progressbar.streams.wrap_stdout()
 logger = logging.getLogger(__name__)
 
 
-INITIAL_POINTS = 30
+INITIAL_POINTS = 5
 
 # Keep no more than SKOPT_MODEL_QUEUE_SIZE models
 # in the skopt model queue, to optimize memory consumption
@@ -366,13 +366,19 @@ class Hyperopt:
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
         estimator = self.custom_hyperopt.generate_estimator()
+
+        acq_optimizer = "sampling"
+        if isinstance(estimator, str):
+            if estimator not in ("GP", "RF", "ET", "GBRT"):
+                raise OperationalException(f"Estimator {estimator} not supported.")
+            else:
+                acq_optimizer = "auto"
+
         logger.info(f"Using estimator {estimator}.")
-        # TODO: Impact of changing acq_optimizer to "sampling" is unclear
-        # (other than that it fails with other optimizers when using custom sklearn regressors)
         return Optimizer(
             dimensions,
             base_estimator=estimator,
-            acq_optimizer="sampling",
+            acq_optimizer=acq_optimizer,
             n_initial_points=INITIAL_POINTS,
             acq_optimizer_kwargs={'n_jobs': cpu_count},
             random_state=self.random_state,
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index b34c3a916..e4ce29d44 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -884,6 +884,10 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     assert hyperopt.backtesting.strategy.buy_rsi.value != 35
     assert hyperopt.backtesting.strategy.sell_rsi.value != 74
 
+    hyperopt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: 'ET1'
+    with pytest.raises(OperationalException, match="Estimator ET1 not supported."):
+        hyperopt.get_optimizer([], 2)
+
 
 def test_SKDecimal():
     space = SKDecimal(1, 2, decimals=2)

From 457e738b4a049cbc522987612dc2e4bd91b272e9 Mon Sep 17 00:00:00 2001
From: Sergey Khliustin <sergey.khliustin@gmail.com>
Date: Thu, 16 Sep 2021 14:48:02 +0300
Subject: [PATCH 1210/1386] Added days parameter to PerformanceFilter

---
 freqtrade/persistence/models.py               | 28 ++++++++++++++++++-
 .../plugins/pairlist/PerformanceFilter.py     | 15 ++++++++--
 2 files changed, 40 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 8c8c1e0a9..91a26eba7 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -2,7 +2,7 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
-from datetime import datetime, timezone
+from datetime import datetime, timezone, timedelta
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
@@ -856,6 +856,32 @@ class Trade(_DECL_BASE, LocalTrade):
             for pair, profit, profit_abs, count in pair_rates
         ]
 
+    @staticmethod
+    def get_performance(days: int) -> List[Dict[str, Any]]:
+        """
+        Returns List of dicts containing all Trades, including profit and trade count
+        NOTE: Not supported in Backtesting.
+        """
+        start_date = datetime.today() - timedelta(days)
+        pair_rates = Trade.query.with_entities(
+            Trade.pair,
+            func.sum(Trade.close_profit).label('profit_sum'),
+            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+            func.count(Trade.pair).label('count')
+        ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))\
+            .group_by(Trade.pair) \
+            .order_by(desc('profit_sum_abs')) \
+            .all()
+        return [
+            {
+                'pair': pair,
+                'profit': profit,
+                'profit_abs': profit_abs,
+                'count': count
+            }
+            for pair, profit, profit_abs, count in pair_rates
+        ]
+
     @staticmethod
     def get_best_pair(start_date: datetime = datetime.fromtimestamp(0)):
         """
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 46a289ae6..4d530fe88 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -2,11 +2,12 @@
 Performance pair list filter
 """
 import logging
-from typing import Dict, List
+from typing import Dict, List, Any
 
 import pandas as pd
 
 from freqtrade.persistence import Trade
+from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -15,6 +16,13 @@ logger = logging.getLogger(__name__)
 
 class PerformanceFilter(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._days = pairlistconfig.get('days', 0)
+
     @property
     def needstickers(self) -> bool:
         """
@@ -40,7 +48,10 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         try:
-            performance = pd.DataFrame(Trade.get_overall_performance())
+            if self._days > 0:
+                performance = pd.DataFrame(Trade.get_performance(self._days))
+            else:
+                performance = pd.DataFrame(Trade.get_overall_performance())
         except AttributeError:
             # Performancefilter does not work in backtesting.
             self.log_once("PerformanceFilter is not available in this mode.", logger.warning)

From 54ef36a4971d77467a10fa343857aec27a312e5a Mon Sep 17 00:00:00 2001
From: Sergey Khliustin <sergey.khliustin@gmail.com>
Date: Fri, 17 Sep 2021 13:45:44 +0300
Subject: [PATCH 1211/1386] Updates after review to PerformanceFilter days
 param

---
 freqtrade/persistence/models.py               | 34 ++++---------------
 .../plugins/pairlist/PerformanceFilter.py     |  5 +--
 2 files changed, 7 insertions(+), 32 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 91a26eba7..222be7169 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -832,43 +832,21 @@ class Trade(_DECL_BASE, LocalTrade):
         return total_open_stake_amount or 0
 
     @staticmethod
-    def get_overall_performance() -> List[Dict[str, Any]]:
+    def get_overall_performance(days=None) -> List[Dict[str, Any]]:
         """
         Returns List of dicts containing all Trades, including profit and trade count
         NOTE: Not supported in Backtesting.
         """
+        filters = [Trade.is_open.is_(False)]
+        if days:
+            start_date = datetime.today() - timedelta(days)
+            filters.append((Trade.close_date >= start_date))
         pair_rates = Trade.query.with_entities(
             Trade.pair,
             func.sum(Trade.close_profit).label('profit_sum'),
             func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
             func.count(Trade.pair).label('count')
-        ).filter(Trade.is_open.is_(False))\
-            .group_by(Trade.pair) \
-            .order_by(desc('profit_sum_abs')) \
-            .all()
-        return [
-            {
-                'pair': pair,
-                'profit': profit,
-                'profit_abs': profit_abs,
-                'count': count
-            }
-            for pair, profit, profit_abs, count in pair_rates
-        ]
-
-    @staticmethod
-    def get_performance(days: int) -> List[Dict[str, Any]]:
-        """
-        Returns List of dicts containing all Trades, including profit and trade count
-        NOTE: Not supported in Backtesting.
-        """
-        start_date = datetime.today() - timedelta(days)
-        pair_rates = Trade.query.with_entities(
-            Trade.pair,
-            func.sum(Trade.close_profit).label('profit_sum'),
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-            func.count(Trade.pair).label('count')
-        ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))\
+        ).filter(filters)\
             .group_by(Trade.pair) \
             .order_by(desc('profit_sum_abs')) \
             .all()
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 4d530fe88..920b884a0 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -48,10 +48,7 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         try:
-            if self._days > 0:
-                performance = pd.DataFrame(Trade.get_performance(self._days))
-            else:
-                performance = pd.DataFrame(Trade.get_overall_performance())
+            performance = pd.DataFrame(Trade.get_overall_performance(self._days))
         except AttributeError:
             # Performancefilter does not work in backtesting.
             self.log_once("PerformanceFilter is not available in this mode.", logger.warning)

From 982deeedf04cb1be9c5ae7b1ec3598a9d09a4b9a Mon Sep 17 00:00:00 2001
From: sergeykhliustin <51409210+sergeykhliustin@users.noreply.github.com>
Date: Fri, 17 Sep 2021 18:23:13 +0300
Subject: [PATCH 1212/1386] Update freqtrade/persistence/models.py

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 freqtrade/persistence/models.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 222be7169..a2e30d58c 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -846,7 +846,7 @@ class Trade(_DECL_BASE, LocalTrade):
             func.sum(Trade.close_profit).label('profit_sum'),
             func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
             func.count(Trade.pair).label('count')
-        ).filter(filters)\
+        ).filter(*filters)\
             .group_by(Trade.pair) \
             .order_by(desc('profit_sum_abs')) \
             .all()

From 3a98fb72a491536cef7b601573c3ca45f64e8fc5 Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 11:42:33 -0400
Subject: [PATCH 1213/1386] Update prepare_trials_columns() return type

Was returning str, updated to pd.DataFrame
---
 freqtrade/optimize/hyperopt_tools.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index b2e024f65..2fcab0b0f 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -7,6 +7,7 @@ from pathlib import Path
 from typing import Any, Dict, Iterator, List, Optional, Tuple
 
 import numpy as np
+import pandas as pd
 import rapidjson
 import tabulate
 from colorama import Fore, Style
@@ -298,7 +299,7 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> str:
+    def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> pd.DataFrame:
 
         trials['Best'] = ''
 

From 5fc993231a2d138e9ff994f1d4548888551dd73c Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 11:51:55 -0400
Subject: [PATCH 1214/1386] Update HyperoptTools.export_csv_file usage

---
 freqtrade/commands/hyperopt_commands.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 089529d15..614c4b3f5 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -53,7 +53,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     if epochs and export_csv:
         HyperoptTools.export_csv_file(
-            config, epochs, total_epochs, not config.get('hyperopt_list_best', False), export_csv
+            config, epochs, export_csv
         )
 
 

From 124e97f3b9a7006cfcf2337255f10c8bcc3e0038 Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 11:57:36 -0400
Subject: [PATCH 1215/1386] Remove ununsed variables from export_csv_file

---
 freqtrade/optimize/hyperopt_tools.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index b2e024f65..6a5c31d56 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -435,8 +435,7 @@ class HyperoptTools():
         return table
 
     @staticmethod
-    def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool,
-                        csv_file: str) -> None:
+    def export_csv_file(config: dict, results: list, csv_file: str) -> None:
         """
         Log result to csv-file
         """

From fb6beb90e87e75d2997651324daaf0c5954e661a Mon Sep 17 00:00:00 2001
From: Ottavio Miele <RacerOttavio97@gmail.com>
Date: Fri, 17 Sep 2021 18:03:54 +0200
Subject: [PATCH 1216/1386] Include Raspberry Pi armv6 (0, 0W,...)

---
 setup.sh | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/setup.sh b/setup.sh
index 217500569..aee7c80b5 100755
--- a/setup.sh
+++ b/setup.sh
@@ -62,7 +62,7 @@ function updateenv() {
     then
         REQUIREMENTS_PLOT="-r requirements-plot.txt"
     fi
-    if [ "${SYS_ARCH}" == "armv7l" ]; then
+    if [ "${SYS_ARCH}" == "armv7l" ] || [ "${SYS_ARCH}" == "armv6l" ]; then
         echo "Detected Raspberry, installing cython, skipping hyperopt installation."
         ${PYTHON} -m pip install --upgrade cython
     else

From 9525a5b96cf779dfa80abdae355e2d5c9382f505 Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 14:10:37 -0400
Subject: [PATCH 1217/1386] Add type to "trials" parameter

---
 freqtrade/optimize/hyperopt_tools.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 2fcab0b0f..1874b2949 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -299,7 +299,7 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> pd.DataFrame:
+    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool, has_drawdown: bool) -> pd.DataFrame:
 
         trials['Best'] = ''
 

From e715f2a253afe2ef4332166c0357595976dd7dfc Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 14:23:26 -0400
Subject: [PATCH 1218/1386] Update formatting

Line 302 was too long
---
 freqtrade/optimize/hyperopt_tools.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 1874b2949..ac92ad682 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -299,7 +299,8 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool, has_drawdown: bool) -> pd.DataFrame:
+    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool, 
+                               has_drawdown: bool) -> pd.DataFrame:
 
         trials['Best'] = ''
 

From 4b2c1a9b8e0e487a60454125e8916026b8443c5c Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 14:39:15 -0400
Subject: [PATCH 1219/1386] Remove trailing whitespace

---
 freqtrade/optimize/hyperopt_tools.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index ac92ad682..7a4ce5f23 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -299,9 +299,8 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool, 
+    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool,
                                has_drawdown: bool) -> pd.DataFrame:
-
         trials['Best'] = ''
 
         if 'results_metrics.winsdrawslosses' not in trials.columns:

From d7395e873be5560932752e00200c70fc2cd169c3 Mon Sep 17 00:00:00 2001
From: Sergey Khliustin <sergey.khliustin@gmail.com>
Date: Fri, 17 Sep 2021 22:05:57 +0300
Subject: [PATCH 1220/1386] Removed unused OperationalException

---
 freqtrade/plugins/pairlist/PerformanceFilter.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 920b884a0..5750b721c 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -7,7 +7,6 @@ from typing import Dict, List, Any
 import pandas as pd
 
 from freqtrade.persistence import Trade
-from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 

From 12c12d42df5e0f838aad1ef971ca8530345d2d00 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 18 Sep 2021 08:26:48 +0200
Subject: [PATCH 1221/1386] Add documentation for days parameter in
 PerformanceFilter

---
 docs/includes/pairlists.md                      | 14 ++++++++++++++
 freqtrade/persistence/models.py                 |  4 ++--
 freqtrade/plugins/pairlist/PerformanceFilter.py |  2 +-
 3 files changed, 17 insertions(+), 3 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 69e12d5dc..71165f93b 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -165,6 +165,7 @@ Example to remove the first 10 pairs from the pairlist:
 
 ```json
 "pairlists": [
+    // ...
     {
         "method": "OffsetFilter",
         "offset": 10
@@ -190,6 +191,19 @@ Sorts pairs by past trade performance, as follows:
 
 Trade count is used as a tie breaker.
 
+You can use the `days` parameter to only consider performance of the past X days.
+Not defining this parameter (or setting it to 0) will use all-time performance.
+
+```json
+"pairlists": [
+    // ...
+    {
+        "method": "PerformanceFilter",
+        "days": 10
+    }
+],
+```
+
 !!! Note
     `PerformanceFilter` does not support backtesting mode.
 
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index a2e30d58c..f5f4e3a26 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -2,7 +2,7 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
-from datetime import datetime, timezone, timedelta
+from datetime import datetime, timedelta, timezone
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
@@ -840,7 +840,7 @@ class Trade(_DECL_BASE, LocalTrade):
         filters = [Trade.is_open.is_(False)]
         if days:
             start_date = datetime.today() - timedelta(days)
-            filters.append((Trade.close_date >= start_date))
+            filters.append(Trade.close_date >= start_date)
         pair_rates = Trade.query.with_entities(
             Trade.pair,
             func.sum(Trade.close_profit).label('profit_sum'),
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 5750b721c..ee443b0fe 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -2,7 +2,7 @@
 Performance pair list filter
 """
 import logging
-from typing import Dict, List, Any
+from typing import Any, Dict, List
 
 import pandas as pd
 

From 564e0b9a1ac89c19f2a9c1e94c04cafd4fd96afe Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 18 Sep 2021 08:36:06 +0200
Subject: [PATCH 1222/1386] Switch performanceFilter to use Minutes lookback
 resolution

closes #5060
---
 docs/includes/pairlists.md                      | 4 ++--
 freqtrade/persistence/models.py                 | 6 +++---
 freqtrade/plugins/pairlist/PerformanceFilter.py | 4 ++--
 3 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 71165f93b..b612a4ddf 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -191,7 +191,7 @@ Sorts pairs by past trade performance, as follows:
 
 Trade count is used as a tie breaker.
 
-You can use the `days` parameter to only consider performance of the past X days.
+You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
 Not defining this parameter (or setting it to 0) will use all-time performance.
 
 ```json
@@ -199,7 +199,7 @@ Not defining this parameter (or setting it to 0) will use all-time performance.
     // ...
     {
         "method": "PerformanceFilter",
-        "days": 10
+        "minutes": 1440  // rolling 24h
     }
 ],
 ```
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index f5f4e3a26..bc5ef961a 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -832,14 +832,14 @@ class Trade(_DECL_BASE, LocalTrade):
         return total_open_stake_amount or 0
 
     @staticmethod
-    def get_overall_performance(days=None) -> List[Dict[str, Any]]:
+    def get_overall_performance(minutes=None) -> List[Dict[str, Any]]:
         """
         Returns List of dicts containing all Trades, including profit and trade count
         NOTE: Not supported in Backtesting.
         """
         filters = [Trade.is_open.is_(False)]
-        if days:
-            start_date = datetime.today() - timedelta(days)
+        if minutes:
+            start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
             filters.append(Trade.close_date >= start_date)
         pair_rates = Trade.query.with_entities(
             Trade.pair,
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index ee443b0fe..301ee57ab 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -20,7 +20,7 @@ class PerformanceFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        self._days = pairlistconfig.get('days', 0)
+        self._minutes = pairlistconfig.get('minutes', 0)
 
     @property
     def needstickers(self) -> bool:
@@ -47,7 +47,7 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         try:
-            performance = pd.DataFrame(Trade.get_overall_performance(self._days))
+            performance = pd.DataFrame(Trade.get_overall_performance(self._minutes))
         except AttributeError:
             # Performancefilter does not work in backtesting.
             self.log_once("PerformanceFilter is not available in this mode.", logger.warning)

From 56fb25c5e521415c9880e47c4938bfe357550bec Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 18 Sep 2021 09:10:37 +0200
Subject: [PATCH 1223/1386] Add test for PerformanceFilter lookback

---
 tests/plugins/test_pairlist.py | 28 +++++++++++++++++++++++++++-
 1 file changed, 27 insertions(+), 1 deletion(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 34770c03d..1ce8d172c 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -12,7 +12,8 @@ from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.resolvers import PairListResolver
-from tests.conftest import get_patched_exchange, get_patched_freqtradebot, log_has, log_has_re
+from tests.conftest import (create_mock_trades, get_patched_exchange, get_patched_freqtradebot,
+                            log_has, log_has_re)
 
 
 @pytest.fixture(scope="function")
@@ -663,6 +664,31 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
     assert log_has("PerformanceFilter is not available in this mode.", caplog)
 
 
+@pytest.mark.usefixtures("init_persistence")
+def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee) -> None:
+    whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')
+    whitelist_conf['pairlists'] = [
+        {"method": "StaticPairList"},
+        {"method": "PerformanceFilter", "minutes": 60}
+    ]
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    exchange = get_patched_exchange(mocker, whitelist_conf)
+    pm = PairListManager(exchange, whitelist_conf)
+    pm.refresh_pairlist()
+
+    assert pm.whitelist == ['ETH/BTC', 'TKN/BTC', 'XRP/BTC']
+
+    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
+        create_mock_trades(fee)
+        pm.refresh_pairlist()
+        assert pm.whitelist == ['XRP/BTC', 'ETH/BTC', 'TKN/BTC']
+
+        # Move to "outside" of lookback window, so original sorting is restored.
+        t.move_to("2021-09-01 07:00:00 +00:00")
+        pm.refresh_pairlist()
+        assert pm.whitelist == ['ETH/BTC', 'TKN/BTC', 'XRP/BTC']
+
+
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
 

From d84ef34740a65df4922a13b8e8e523167637ae2e Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 17 Jul 2021 18:09:08 +0300
Subject: [PATCH 1224/1386] A helper to calculate stoploss value from absolute
 price.

---
 docs/strategy-advanced.md             |  6 ++++
 docs/strategy-customization.md        | 41 +++++++++++++++++++++++++++
 freqtrade/strategy/__init__.py        |  3 +-
 freqtrade/strategy/strategy_helper.py | 11 +++++++
 4 files changed, 60 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 4409af6ea..2b9517f3b 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -288,6 +288,12 @@ Stoploss values returned from `custom_stoploss()` always specify a percentage re
 
 The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
 
+### Calculating stoploss percentage from absolute price
+
+Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss at specified absolute price level, we need to use `stop_rate` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
+
+The helper function [`stoploss_from_absolute()`](strategy-customization.md#stoploss_from_absolute) can be used to convert from an absolute price, to a current price relative stop which can be returned from `custom_stoploss()`.
+
 #### Stepped stoploss
 
 Instead of continuously trailing behind the current price, this example sets fixed stoploss price levels based on the current profit.
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index cfea60d22..1f8116deb 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -639,6 +639,47 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
 
     Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
 
+!!! Note
+    Providing invalid input to `stoploss_from_open()` may produce "CustomStoploss function did not return valid stoploss" warnings.
+    This may happen if `current_profit` parameter is below specified `open_relative_stop`. Such situations may arise when closing trade
+    is blocked by `confirm_trade_exit()` method. Warnings can be solved by never blocking stop loss sells by checking `sell_reason` in
+    `confirm_trade_exit()`, or by using `return stoploss_from_open(...) or 1` idiom, which will request to not change stop loss when
+    `current_profit < open_relative_stop`.
+
+### *stoploss_from_absolute()*
+
+In some situations it may be confusing to deal with stops relative to current rate. Instead, you may define a stoploss level using an absolute price.
+
+??? Example "Returning a stoploss using absolute price from the custom stoploss function"
+
+    Say the open price was $100, and `current_price` is $121 (`current_profit` will be `0.21`).
+
+    If we want a stop price at $107 price we can call `stoploss_from_absolute(107, current_rate)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, stoploss_from_open
+
+    class AwesomeStrategy(IStrategy):
+
+        # ... populate_* methods
+
+        use_custom_stoploss = True
+
+        def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                            current_rate: float, current_profit: float, **kwargs) -> float:
+
+            # once the profit has risen above 10%, keep the stoploss at 7% above the open price
+            if current_profit > 0.10:
+                return stoploss_from_absolute(trade.open_rate * 1.07, current_rate)
+
+            return 1
+
+    ```
+
+    Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
 
 ## Additional data (Wallets)
 
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index be655fc33..703cdabc1 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -4,4 +4,5 @@ from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timefr
 from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
                                       IntParameter, RealParameter)
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
+from freqtrade.strategy.strategy_helper import (merge_informative_pair,
+                                                stoploss_from_absolute, stoploss_from_open)
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index e089ebf31..32f7a9886 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -83,3 +83,14 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
 
     # negative stoploss values indicate the requested stop price is higher than the current price
     return max(stoploss, 0.0)
+
+
+def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
+    """
+    Given current price and desired stop price, return a stop loss value that is relative to current
+    price.
+    :param stop_rate: Stop loss price.
+    :param current_rate: Current asset price.
+    :return: Positive stop loss value relative to current price
+    """
+    return 1 - (stop_rate / current_rate)

From 1fdb656334208f57916fe4539ab83e9363d7b984 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 17 Jul 2021 19:19:49 +0300
Subject: [PATCH 1225/1386] Add a decorator which can be used to declare
 populate_indicators() functions for informative pairs.

---
 docs/strategy-customization.md                |  84 +++++++++-
 freqtrade/edge/edge_positioning.py            |   2 +-
 freqtrade/freqtradebot.py                     |   2 +-
 freqtrade/strategy/__init__.py                |   2 +-
 freqtrade/strategy/interface.py               |  53 ++++++-
 freqtrade/strategy/strategy_helper.py         | 148 +++++++++++++++++-
 tests/rpc/test_rpc_apiserver.py               |   1 +
 .../strats/informative_decorator_strategy.py  |  75 +++++++++
 tests/strategy/test_interface.py              |   2 +-
 tests/strategy/test_strategy_helpers.py       |  55 +++++++
 tests/strategy/test_strategy_loading.py       |   6 +-
 11 files changed, 414 insertions(+), 16 deletions(-)
 create mode 100644 tests/strategy/strats/informative_decorator_strategy.py

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 1f8116deb..526c111c5 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -679,7 +679,89 @@ In some situations it may be confusing to deal with stops relative to current ra
 
     ```
 
-    Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
+### *@informative()*
+
+In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
+not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
+When hyperopting, please follow instructions of [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter).
+
+??? Example "Fast and easy way to define informative pairs"
+
+    Most of the time we do not need power and flexibility offered by `merge_informative_pair()`, therefore we can use a decorator to quickly define informative pairs.
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, informative
+
+    class AwesomeStrategy(IStrategy):
+        
+        # This method is not required. 
+        # def informative_pairs(self): ...
+
+        # Define informative upper timeframe for each pair. Decorators can be stacked on same 
+        # method. Available in populate_indicators as 'rsi_30m' and 'rsi_1h'.
+        @informative('30m')
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
+        # 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable 
+        # instead of hardcoding actual stake currency. Available in populate_indicators and other 
+        # methods as 'btc_rsi_1h'.
+        @informative('1h', 'BTC/{stake}')
+        def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/ETH informative pair. You must specify quote currency if it is different from
+        # stake currency. Available in populate_indicators and other methods as 'eth_btc_rsi_1h'.
+        @informative('1h', 'ETH/BTC')
+        def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        # Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
+        # column names. Format string supports these format variables:
+        # * {asset} - full name of the asset, for example 'BTC/USDT'.
+        # * {base} - base currency in lower case, for example 'eth'.
+        # * {BASE} - same as {base}, except in upper case.
+        # * {quote} - quote currency in lower case, for example 'usdt'.
+        # * {QUOTE} - same as {quote}, except in upper case.
+        # * {column} - name of dataframe column.
+        # * {timeframe} - timeframe of informative dataframe.
+        # A callable `fmt(**kwargs) -> str` may be specified, to implement custom formatting.
+        # Available in populate_indicators and other methods as 'rsi_upper'.
+        @informative('1h', 'BTC/{stake}', '{name}')
+        def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            # Strategy timeframe indicators for current pair.
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            # Informative pairs are available in this method.
+            dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
+            return dataframe
+
+    ```
+
+    See docstring of `@informative()` decorator for more information.
+
+!!! Note
+    Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
+    manually as described [in the DataProvider section](#complete-data-provider-sample).
+
+!!! Warning
+    Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
+    will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
+    created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
+
+!!! Warning
+    When using a legacy hyperopt implementation informative pairs defined with a decorator will not be executed. Please update your strategy if necessary.
 
 ## Additional data (Wallets)
 
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index f12b1b37d..1950f0d08 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -119,7 +119,7 @@ class Edge:
             )
             # Download informative pairs too
             res = defaultdict(list)
-            for p, t in self.strategy.informative_pairs():
+            for p, t in self.strategy.gather_informative_pairs():
                 res[t].append(p)
             for timeframe, inf_pairs in res.items():
                 timerange_startup = deepcopy(self._timerange)
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7f668273c..bdc438c9a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -160,7 +160,7 @@ class FreqtradeBot(LoggingMixin):
 
         # Refreshing candles
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
-                                  self.strategy.informative_pairs())
+                                  self.strategy.gather_informative_pairs())
 
         strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 703cdabc1..a7de34916 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -4,5 +4,5 @@ from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timefr
 from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
                                       IntParameter, RealParameter)
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.strategy_helper import (merge_informative_pair,
+from freqtrade.strategy.strategy_helper import (informative, merge_informative_pair,
                                                 stoploss_from_absolute, stoploss_from_open)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 00ad3faf0..8e8b8b404 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -6,7 +6,7 @@ import logging
 import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
-from typing import Dict, List, Optional, Tuple, Union
+from typing import Any, Callable, Dict, List, Optional, Tuple, Union
 
 import arrow
 from pandas import DataFrame
@@ -19,6 +19,8 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.hyper import HyperStrategyMixin
+from freqtrade.strategy.strategy_helper import (InformativeData, _create_and_merge_informative_pair,
+                                                _format_pair_name)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -134,6 +136,39 @@ class IStrategy(ABC, HyperStrategyMixin):
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
         super().__init__(config)
 
+        # Gather informative pairs from @informative-decorated methods.
+        self._ft_informative: Dict[
+            Tuple[str, str], Tuple[InformativeData,
+                                   Callable[[Any, DataFrame, dict], DataFrame]]] = {}
+        for attr_name in dir(self.__class__):
+            cls_method = getattr(self.__class__, attr_name)
+            if not callable(cls_method):
+                continue
+            ft_informative = getattr(cls_method, '_ft_informative', [])
+            if not isinstance(ft_informative, list):
+                # Type check is required because mocker would return a mock object that evaluates to
+                # True, confusing this code.
+                continue
+            for informative_data in ft_informative:
+                asset = informative_data.asset
+                timeframe = informative_data.timeframe
+                if asset:
+                    pair = _format_pair_name(self.config, asset)
+                    if (pair, timeframe) in self._ft_informative:
+                        raise OperationalException(f'Informative pair {pair} {timeframe} can not '
+                                                   f'be defined more than once!')
+                    self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
+                elif self.dp is not None:
+                    for pair in self.dp.current_whitelist():
+                        if (pair, timeframe) in self._ft_informative:
+                            raise OperationalException(f'Informative pair {pair} {timeframe} can '
+                                                       f'not be defined more than once!')
+                        self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
+
+    def _format_pair(self, pair: str) -> str:
+        return pair.format(stake_currency=self.config['stake_currency'],
+                           stake=self.config['stake_currency']).upper()
+
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
@@ -377,6 +412,14 @@ class IStrategy(ABC, HyperStrategyMixin):
 # END - Intended to be overridden by strategy
 ###
 
+    def gather_informative_pairs(self) -> ListPairsWithTimeframes:
+        """
+        Internal method which gathers all informative pairs (user or automatically defined).
+        """
+        informative_pairs = self.informative_pairs()
+        informative_pairs += list(self._ft_informative.keys())
+        return list(set(informative_pairs))
+
     def get_strategy_name(self) -> str:
         """
         Returns strategy class name
@@ -793,6 +836,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         :return: a Dataframe with all mandatory indicators for the strategies
         """
         logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
+
+        # call populate_indicators_Nm() which were tagged with @informative decorator.
+        for (pair, timeframe), (informative_data, populate_fn) in self._ft_informative.items():
+            if not informative_data.asset and pair != metadata['pair']:
+                continue
+            dataframe = _create_and_merge_informative_pair(
+                self, dataframe, metadata, informative_data, populate_fn)
+
         if self._populate_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
                           "the current function headers!", DeprecationWarning)
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 32f7a9886..aa828d330 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -1,10 +1,24 @@
-import pandas as pd
+from typing import Any, Callable, NamedTuple, Optional, Union
 
+import pandas as pd
+from mypy_extensions import KwArg
+from pandas import DataFrame
+
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 
 
+class InformativeData(NamedTuple):
+    asset: Optional[str]
+    timeframe: str
+    fmt: Union[str, Callable[[KwArg(str)], str], None]
+    ffill: bool
+
+
 def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
-                           timeframe: str, timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
+                           timeframe: str, timeframe_inf: str, ffill: bool = True,
+                           append_timeframe: bool = True,
+                           date_column: str = 'date') -> pd.DataFrame:
     """
     Correctly merge informative samples to the original dataframe, avoiding lookahead bias.
 
@@ -24,6 +38,8 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     :param timeframe: Timeframe of the original pair sample.
     :param timeframe_inf: Timeframe of the informative pair sample.
     :param ffill: Forwardfill missing values - optional but usually required
+    :param append_timeframe: Rename columns by appending timeframe.
+    :param date_column: A custom date column name.
     :return: Merged dataframe
     :raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe
     """
@@ -32,25 +48,29 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     minutes = timeframe_to_minutes(timeframe)
     if minutes == minutes_inf:
         # No need to forwardshift if the timeframes are identical
-        informative['date_merge'] = informative["date"]
+        informative['date_merge'] = informative[date_column]
     elif minutes < minutes_inf:
         # Subtract "small" timeframe so merging is not delayed by 1 small candle
         # Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073
         informative['date_merge'] = (
-            informative["date"] + pd.to_timedelta(minutes_inf, 'm') - pd.to_timedelta(minutes, 'm')
+            informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
+            pd.to_timedelta(minutes, 'm')
         )
     else:
         raise ValueError("Tried to merge a faster timeframe to a slower timeframe."
                          "This would create new rows, and can throw off your regular indicators.")
 
     # Rename columns to be unique
-    informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
+    date_merge = 'date_merge'
+    if append_timeframe:
+        date_merge = f'date_merge_{timeframe_inf}'
+        informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
 
     # Combine the 2 dataframes
     # all indicators on the informative sample MUST be calculated before this point
     dataframe = pd.merge(dataframe, informative, left_on='date',
-                         right_on=f'date_merge_{timeframe_inf}', how='left')
-    dataframe = dataframe.drop(f'date_merge_{timeframe_inf}', axis=1)
+                         right_on=date_merge, how='left')
+    dataframe = dataframe.drop(date_merge, axis=1)
 
     if ffill:
         dataframe = dataframe.ffill()
@@ -94,3 +114,117 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
     :return: Positive stop loss value relative to current price
     """
     return 1 - (stop_rate / current_rate)
+
+
+def informative(timeframe: str, asset: str = '',
+                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                ffill: bool = True) -> Callable[[Callable[[Any, DataFrame, dict], DataFrame]],
+                                                Callable[[Any, DataFrame, dict], DataFrame]]:
+    """
+    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+    define informative indicators.
+
+    Example usage:
+
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+    :param timeframe: Informative timeframe. Must always be higher than strategy timeframe.
+    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+    current pair.
+    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+    specified, defaults to {asset}_{name}_{timeframe} if asset is specified, or {name}_{timeframe}
+    otherwise.
+    * {asset}: name of informative asset, provided in lower-case, with / replaced with _. Stake
+    currency is not included in this string.
+    * {name}: user-specified dataframe column name.
+    * {timeframe}: informative timeframe.
+    :param ffill: ffill dataframe after mering informative pair.
+    """
+    _asset = asset
+    _timeframe = timeframe
+    _fmt = fmt
+    _ffill = ffill
+
+    def decorator(fn: Callable[[Any, DataFrame, dict], DataFrame]):
+        informative_pairs = getattr(fn, '_ft_informative', [])
+        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
+        setattr(fn, '_ft_informative', informative_pairs)
+        return fn
+    return decorator
+
+
+def _format_pair_name(config, pair: str) -> str:
+    return pair.format(stake_currency=config['stake_currency'],
+                       stake=config['stake_currency']).upper()
+
+
+def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
+                                       metadata: dict, informative_data: InformativeData,
+                                       populate_indicators: Callable[[Any, DataFrame, dict],
+                                                                     DataFrame]):
+    asset = informative_data.asset or ''
+    timeframe = informative_data.timeframe
+    fmt = informative_data.fmt
+    ffill = informative_data.ffill
+    config = strategy.config
+    dp = strategy.dp
+
+    if asset:
+        # Insert stake currency if needed.
+        asset = _format_pair_name(config, asset)
+    else:
+        # Not specifying an asset will define informative dataframe for current pair.
+        asset = metadata['pair']
+
+    if '/' in asset:
+        base, quote = asset.split('/')
+    else:
+        # When futures are supported this may need reevaluation.
+        # base, quote = asset, None
+        raise OperationalException('Not implemented.')
+
+    # Default format. This optimizes for the common case: informative pairs using same stake
+    # currency. When quote currency matches stake currency, column name will omit base currency.
+    # This allows easily reconfiguring strategy to use different base currency. In a rare case
+    # where it is desired to keep quote currency in column name at all times user should specify
+    # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
+    if not fmt:
+        fmt = '{column}_{timeframe}'                # Informatives of current pair
+        if asset != metadata['pair']:
+            if quote == config['stake_currency']:
+                fmt = '{base}_' + fmt               # Informatives of other pair
+            else:
+                fmt = '{base}_{quote}_' + fmt       # Informatives of different quote currency
+
+    inf_metadata = {'pair': asset, 'timeframe': timeframe}
+    inf_dataframe = dp.get_pair_dataframe(asset, timeframe)
+    inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
+
+    formatter: Any = None
+    if callable(fmt):
+        formatter = fmt             # A custom user-specified formatter function.
+    else:
+        formatter = fmt.format      # A default string formatter.
+
+    fmt_args = {
+        'BASE': base.upper(),
+        'QUOTE': quote.upper(),
+        'base': base.lower(),
+        'quote': quote.lower(),
+        'asset': asset,
+        'timeframe': timeframe,
+    }
+    inf_dataframe.rename(columns=lambda column: formatter(column=column, **fmt_args),
+                         inplace=True)
+
+    date_column = formatter(column='date', **fmt_args)
+    if date_column in dataframe.columns:
+        raise OperationalException(f'Duplicate column name {date_column} exists in '
+                                   f'dataframe! Ensure column names are unique!')
+    dataframe = merge_informative_pair(dataframe, inf_dataframe, strategy.timeframe, timeframe,
+                                       ffill=ffill, append_timeframe=False,
+                                       date_column=date_column)
+    return dataframe
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 2852486ed..43eb70938 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1218,6 +1218,7 @@ def test_api_strategies(botclient):
     assert_response(rc)
     assert rc.json() == {'strategies': [
         'HyperoptableStrategy',
+        'InformativeDecoratorTest',
         'StrategyTestV2',
         'TestStrategyLegacyV1'
     ]}
diff --git a/tests/strategy/strats/informative_decorator_strategy.py b/tests/strategy/strats/informative_decorator_strategy.py
new file mode 100644
index 000000000..a32ad79e8
--- /dev/null
+++ b/tests/strategy/strats/informative_decorator_strategy.py
@@ -0,0 +1,75 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+from pandas import DataFrame
+
+from freqtrade.strategy import informative, merge_informative_pair
+from freqtrade.strategy.interface import IStrategy
+
+
+class InformativeDecoratorTest(IStrategy):
+    """
+    Strategy used by tests freqtrade bot.
+    Please do not modify this strategy, it's  intended for internal use only.
+    Please look at the SampleStrategy in the user_data/strategy directory
+    or strategy repository https://github.com/freqtrade/freqtrade-strategies
+    for samples and inspiration.
+    """
+    INTERFACE_VERSION = 2
+    stoploss = -0.10
+    timeframe = '5m'
+    startup_candle_count: int = 20
+
+    def informative_pairs(self):
+        return [('BTC/USDT', '5m')]
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['buy'] = 0
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['sell'] = 0
+        return dataframe
+
+    # Decorator stacking test.
+    @informative('30m')
+    @informative('1h')
+    def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Simple informative test.
+    @informative('1h', 'BTC/{stake}')
+    def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Quote currency different from stake currency test.
+    @informative('1h', 'ETH/BTC')
+    def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Formatting test.
+    @informative('30m', 'BTC/{stake}', '{column}_{BASE}_{QUOTE}_{base}_{quote}_{asset}_{timeframe}')
+    def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Custom formatter test
+    @informative('30m', 'ETH/{stake}', fmt=lambda column, **kwargs: column + '_from_callable')
+    def populate_indicators_eth_30m(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # Strategy timeframe indicators for current pair.
+        dataframe['rsi'] = 14
+        # Informative pairs are available in this method.
+        dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
+
+        # Mixing manual informative pairs with decorators.
+        informative = self.dp.get_pair_dataframe('BTC/USDT', '5m')
+        informative['rsi'] = 14
+        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, '5m', ffill=True)
+
+        return dataframe
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 250dcf63d..dcb9e3e64 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -607,7 +607,7 @@ def test_is_informative_pairs_callback(default_conf):
     strategy = StrategyResolver.load_strategy(default_conf)
     # Should return empty
     # Uses fallback to base implementation
-    assert [] == strategy.informative_pairs()
+    assert [] == strategy.gather_informative_pairs()
 
 
 @pytest.mark.parametrize('error', [
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 3b84fc254..7784f3f77 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -4,6 +4,7 @@ import numpy as np
 import pandas as pd
 import pytest
 
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.strategy import merge_informative_pair, stoploss_from_open, timeframe_to_minutes
 
 
@@ -132,3 +133,57 @@ def test_stoploss_from_open():
                         assert stoploss == 0
                     else:
                         assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)
+
+
+def test_informative_decorator(mocker, default_conf):
+    test_data_5m = generate_test_data('5m', 40)
+    test_data_30m = generate_test_data('30m', 40)
+    test_data_1h = generate_test_data('1h', 40)
+    data = {
+        ('XRP/USDT', '5m'): test_data_5m,
+        ('XRP/USDT', '30m'): test_data_30m,
+        ('XRP/USDT', '1h'): test_data_1h,
+        ('LTC/USDT', '5m'): test_data_5m,
+        ('LTC/USDT', '30m'): test_data_30m,
+        ('LTC/USDT', '1h'): test_data_1h,
+        ('BTC/USDT', '30m'): test_data_30m,
+        ('BTC/USDT', '5m'): test_data_5m,
+        ('BTC/USDT', '1h'): test_data_1h,
+        ('ETH/USDT', '1h'): test_data_1h,
+        ('ETH/USDT', '30m'): test_data_30m,
+        ('ETH/BTC', '1h'): test_data_1h,
+    }
+    from .strats.informative_decorator_strategy import InformativeDecoratorTest
+    default_conf['stake_currency'] = 'USDT'
+    InformativeDecoratorTest.dp = DataProvider({}, None, None)
+    mocker.patch.object(InformativeDecoratorTest.dp, 'current_whitelist', return_value=[
+        'XRP/USDT', 'LTC/USDT'
+    ])
+    strategy = InformativeDecoratorTest(config=default_conf)
+
+    assert len(strategy._ft_informative) == 8
+    informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
+                         ('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'),
+                         ('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]
+    for inf_pair in informative_pairs:
+        assert inf_pair in strategy.gather_informative_pairs()
+
+    def test_historic_ohlcv(pair, timeframe):
+        return data[(pair, timeframe or strategy.timeframe)].copy()
+    mocker.patch('freqtrade.data.dataprovider.DataProvider.historic_ohlcv',
+                 side_effect=test_historic_ohlcv)
+
+    analyzed = strategy.advise_all_indicators(
+        {p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')})
+    expected_columns = [
+        'rsi_1h', 'rsi_30m',                    # Stacked informative decorators
+        'btc_rsi_1h',                           # BTC 1h informative
+        'rsi_BTC_USDT_btc_usdt_BTC/USDT_30m',   # Column formatting
+        'rsi_from_callable',                    # Custom column formatter
+        'eth_btc_rsi_1h',                       # Quote currency not matching stake currency
+        'rsi', 'rsi_less',                      # Non-informative columns
+        'rsi_5m',                               # Manual informative dataframe
+    ]
+    for _, dataframe in analyzed.items():
+        for col in expected_columns:
+            assert col in dataframe.columns
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 2cbc9d0c6..3a30a824a 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -35,7 +35,7 @@ def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 3
+    assert len(strategies) == 4
     assert isinstance(strategies[0], dict)
 
 
@@ -43,10 +43,10 @@ def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 4
+    assert len(strategies) == 5
     # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 3
+    assert len([x for x in strategies if x['class'] is not None]) == 4
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 

From f2a1d9d2fc8efe238e47f5404dd6c924511e683b Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 5 Sep 2021 09:54:05 +0300
Subject: [PATCH 1226/1386] [SQUASH] Address PR comments.

---
 docs/strategy-customization.md        | 56 ++++++++++++++++++++-------
 freqtrade/strategy/interface.py       | 18 ++++-----
 freqtrade/strategy/strategy_helper.py | 32 +++++++++------
 3 files changed, 72 insertions(+), 34 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 526c111c5..f2bf6cf7c 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -681,9 +681,47 @@ In some situations it may be confusing to deal with stops relative to current ra
 
 ### *@informative()*
 
+``` python
+def informative(timeframe: str, asset: str = '',
+                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
+    """
+    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+    define informative indicators.
+
+    Example usage:
+
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
+    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+    current pair.
+    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+    specified, defaults to:
+    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
+    curerncy. 
+    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match 
+    stake curerncy. 
+    * {column}_{timeframe} if asset is not specified.
+    Format string supports these format variables:
+    * {asset} - full name of the asset, for example 'BTC/USDT'.
+    * {base} - base currency in lower case, for example 'eth'.
+    * {BASE} - same as {base}, except in upper case.
+    * {quote} - quote currency in lower case, for example 'usdt'.
+    * {QUOTE} - same as {quote}, except in upper case.
+    * {column} - name of dataframe column.
+    * {timeframe} - timeframe of informative dataframe.
+    :param ffill: ffill dataframe after merging informative pair.
+    """
+```
+
 In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
 not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
-When hyperopting, please follow instructions of [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter).
+When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
+for more information.
 
 ??? Example "Fast and easy way to define informative pairs"
 
@@ -725,17 +763,9 @@ When hyperopting, please follow instructions of [optimizing an indicator paramet
             return dataframe
     
         # Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
-        # column names. Format string supports these format variables:
-        # * {asset} - full name of the asset, for example 'BTC/USDT'.
-        # * {base} - base currency in lower case, for example 'eth'.
-        # * {BASE} - same as {base}, except in upper case.
-        # * {quote} - quote currency in lower case, for example 'usdt'.
-        # * {QUOTE} - same as {quote}, except in upper case.
-        # * {column} - name of dataframe column.
-        # * {timeframe} - timeframe of informative dataframe.
-        # A callable `fmt(**kwargs) -> str` may be specified, to implement custom formatting.
-        # Available in populate_indicators and other methods as 'rsi_upper'.
-        @informative('1h', 'BTC/{stake}', '{name}')
+        # column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
+        # formatting. Available in populate_indicators and other methods as 'rsi_upper'.
+        @informative('1h', 'BTC/{stake}', '{column}')
         def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
             dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
             return dataframe
@@ -749,8 +779,6 @@ When hyperopting, please follow instructions of [optimizing an indicator paramet
 
     ```
 
-    See docstring of `@informative()` decorator for more information.
-
 !!! Note
     Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
     manually as described [in the DataProvider section](#complete-data-provider-sample).
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 8e8b8b404..0546deb01 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -6,7 +6,7 @@ import logging
 import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
-from typing import Any, Callable, Dict, List, Optional, Tuple, Union
+from typing import Dict, List, Optional, Tuple, Union
 
 import arrow
 from pandas import DataFrame
@@ -19,7 +19,8 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.hyper import HyperStrategyMixin
-from freqtrade.strategy.strategy_helper import (InformativeData, _create_and_merge_informative_pair,
+from freqtrade.strategy.strategy_helper import (InformativeData, PopulateIndicators,
+                                                _create_and_merge_informative_pair,
                                                 _format_pair_name)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
@@ -138,20 +139,23 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         # Gather informative pairs from @informative-decorated methods.
         self._ft_informative: Dict[
-            Tuple[str, str], Tuple[InformativeData,
-                                   Callable[[Any, DataFrame, dict], DataFrame]]] = {}
+            Tuple[str, str], Tuple[InformativeData, PopulateIndicators]] = {}
         for attr_name in dir(self.__class__):
             cls_method = getattr(self.__class__, attr_name)
             if not callable(cls_method):
                 continue
-            ft_informative = getattr(cls_method, '_ft_informative', [])
+            ft_informative = getattr(cls_method, '_ft_informative', None)
             if not isinstance(ft_informative, list):
                 # Type check is required because mocker would return a mock object that evaluates to
                 # True, confusing this code.
                 continue
+            strategy_timeframe_minutes = timeframe_to_minutes(self.timeframe)
             for informative_data in ft_informative:
                 asset = informative_data.asset
                 timeframe = informative_data.timeframe
+                if timeframe_to_minutes(timeframe) < strategy_timeframe_minutes:
+                    raise OperationalException('Informative timeframe must be equal or higher than '
+                                               'strategy timeframe!')
                 if asset:
                     pair = _format_pair_name(self.config, asset)
                     if (pair, timeframe) in self._ft_informative:
@@ -165,10 +169,6 @@ class IStrategy(ABC, HyperStrategyMixin):
                                                        f'not be defined more than once!')
                         self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
 
-    def _format_pair(self, pair: str) -> str:
-        return pair.format(stake_currency=self.config['stake_currency'],
-                           stake=self.config['stake_currency']).upper()
-
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index aa828d330..64d9bdea8 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -8,6 +8,9 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 
 
+PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
+
+
 class InformativeData(NamedTuple):
     asset: Optional[str]
     timeframe: str
@@ -118,8 +121,7 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
 
 def informative(timeframe: str, asset: str = '',
                 fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
-                ffill: bool = True) -> Callable[[Callable[[Any, DataFrame, dict], DataFrame]],
-                                                Callable[[Any, DataFrame, dict], DataFrame]]:
+                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
     """
     A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
     define informative indicators.
@@ -131,24 +133,32 @@ def informative(timeframe: str, asset: str = '',
             dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
             return dataframe
 
-    :param timeframe: Informative timeframe. Must always be higher than strategy timeframe.
+    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
     :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
     current pair.
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
-    specified, defaults to {asset}_{name}_{timeframe} if asset is specified, or {name}_{timeframe}
-    otherwise.
-    * {asset}: name of informative asset, provided in lower-case, with / replaced with _. Stake
-    currency is not included in this string.
-    * {name}: user-specified dataframe column name.
-    * {timeframe}: informative timeframe.
-    :param ffill: ffill dataframe after mering informative pair.
+    specified, defaults to:
+    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
+    curerncy.
+    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
+    stake curerncy.
+    * {column}_{timeframe} if asset is not specified.
+    Format string supports these format variables:
+    * {asset} - full name of the asset, for example 'BTC/USDT'.
+    * {base} - base currency in lower case, for example 'eth'.
+    * {BASE} - same as {base}, except in upper case.
+    * {quote} - quote currency in lower case, for example 'usdt'.
+    * {QUOTE} - same as {quote}, except in upper case.
+    * {column} - name of dataframe column.
+    * {timeframe} - timeframe of informative dataframe.
+    :param ffill: ffill dataframe after merging informative pair.
     """
     _asset = asset
     _timeframe = timeframe
     _fmt = fmt
     _ffill = ffill
 
-    def decorator(fn: Callable[[Any, DataFrame, dict], DataFrame]):
+    def decorator(fn: PopulateIndicators):
         informative_pairs = getattr(fn, '_ft_informative', [])
         informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
         setattr(fn, '_ft_informative', informative_pairs)

From dfa61b7ad2297a94b0b26309ca74c64a7c1d08a7 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 7 Sep 2021 15:40:53 +0300
Subject: [PATCH 1227/1386] [SQUASH] Fix informatives for each pair not being
 created because dataprovider was not available. Fix not being able to have
 informative dataframe of a pair in whitelist.

---
 docs/strategy-customization.md          |  4 +--
 freqtrade/freqtradebot.py               | 10 ++++---
 freqtrade/optimize/backtesting.py       |  3 +-
 freqtrade/optimize/edge_cli.py          |  3 ++
 freqtrade/strategy/interface.py         | 38 +++++++++++++++----------
 freqtrade/strategy/strategy_helper.py   | 13 ++++-----
 tests/strategy/test_strategy_helpers.py |  9 +++---
 7 files changed, 47 insertions(+), 33 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index f2bf6cf7c..a994d9acd 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -702,9 +702,9 @@ def informative(timeframe: str, asset: str = '',
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
     specified, defaults to:
     * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    curerncy. 
+    currency. 
     * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match 
-    stake curerncy. 
+    stake currency. 
     * {column}_{timeframe} if asset is not specified.
     Format string supports these format variables:
     * {asset} - full name of the asset, for example 'BTC/USDT'.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index bdc438c9a..b79916639 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -83,10 +83,12 @@ class FreqtradeBot(LoggingMixin):
 
         self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
-        # Attach Dataprovider to Strategy baseclass
-        IStrategy.dp = self.dataprovider
-        # Attach Wallets to Strategy baseclass
-        IStrategy.wallets = self.wallets
+        # Attach Dataprovider to strategy instance
+        self.strategy.dp = self.dataprovider
+        # Attach Wallets to strategy instance
+        self.strategy.wallets = self.wallets
+        # Late initialization (may depend on dp/wallets)
+        self.strategy._initialize()
 
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3e06bfa1b..ef491ae5e 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -154,11 +154,12 @@ class Backtesting:
         self.strategy: IStrategy = strategy
         strategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
-        IStrategy.wallets = self.wallets
+        strategy.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
         self.strategy.order_types['stoploss_on_exchange'] = False
+        strategy._initialize()
 
     def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index 417faa685..abb5ca635 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -8,6 +8,7 @@ from typing import Any, Dict
 
 from freqtrade import constants
 from freqtrade.configuration import TimeRange, validate_config_consistency
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
 from freqtrade.optimize.optimize_reports import generate_edge_table
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -33,6 +34,8 @@ class EdgeCli:
         self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
         self.strategy = StrategyResolver.load_strategy(self.config)
+        self.strategy.dp = DataProvider(config, None)
+        self.strategy._initialize()
 
         validate_config_consistency(self.config)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 0546deb01..951979212 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -137,9 +137,13 @@ class IStrategy(ABC, HyperStrategyMixin):
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
         super().__init__(config)
 
+    def _initialize(self):
+        """
+        Late initialization tasks, which may depend on availability of dataprovider/wallets/etc.
+        """
         # Gather informative pairs from @informative-decorated methods.
         self._ft_informative: Dict[
-            Tuple[str, str], Tuple[InformativeData, PopulateIndicators]] = {}
+            Tuple[str, str], List[Tuple[InformativeData, PopulateIndicators]]] = {}
         for attr_name in dir(self.__class__):
             cls_method = getattr(self.__class__, attr_name)
             if not callable(cls_method):
@@ -158,16 +162,19 @@ class IStrategy(ABC, HyperStrategyMixin):
                                                'strategy timeframe!')
                 if asset:
                     pair = _format_pair_name(self.config, asset)
-                    if (pair, timeframe) in self._ft_informative:
-                        raise OperationalException(f'Informative pair {pair} {timeframe} can not '
-                                                   f'be defined more than once!')
-                    self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
-                elif self.dp is not None:
+                    try:
+                        self._ft_informative[(pair, timeframe)].append(
+                            (informative_data, cls_method))
+                    except KeyError:
+                        self._ft_informative[(pair, timeframe)] = [(informative_data, cls_method)]
+                else:
                     for pair in self.dp.current_whitelist():
-                        if (pair, timeframe) in self._ft_informative:
-                            raise OperationalException(f'Informative pair {pair} {timeframe} can '
-                                                       f'not be defined more than once!')
-                        self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
+                        try:
+                            self._ft_informative[(pair, timeframe)].append(
+                                (informative_data, cls_method))
+                        except KeyError:
+                            self._ft_informative[(pair, timeframe)] = \
+                                [(informative_data, cls_method)]
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -838,11 +845,12 @@ class IStrategy(ABC, HyperStrategyMixin):
         logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
 
         # call populate_indicators_Nm() which were tagged with @informative decorator.
-        for (pair, timeframe), (informative_data, populate_fn) in self._ft_informative.items():
-            if not informative_data.asset and pair != metadata['pair']:
-                continue
-            dataframe = _create_and_merge_informative_pair(
-                self, dataframe, metadata, informative_data, populate_fn)
+        for (pair, timeframe), informatives in self._ft_informative.items():
+            for (informative_data, populate_fn) in informatives:
+                if not informative_data.asset and pair != metadata['pair']:
+                    continue
+                dataframe = _create_and_merge_informative_pair(
+                    self, dataframe, metadata, informative_data, populate_fn)
 
         if self._populate_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 64d9bdea8..a4023f953 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -139,9 +139,9 @@ def informative(timeframe: str, asset: str = '',
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
     specified, defaults to:
     * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    curerncy.
+    currency.
     * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
-    stake curerncy.
+    stake currency.
     * {column}_{timeframe} if asset is not specified.
     Format string supports these format variables:
     * {asset} - full name of the asset, for example 'BTC/USDT'.
@@ -203,11 +203,10 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
     # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
     if not fmt:
         fmt = '{column}_{timeframe}'                # Informatives of current pair
-        if asset != metadata['pair']:
-            if quote == config['stake_currency']:
-                fmt = '{base}_' + fmt               # Informatives of other pair
-            else:
-                fmt = '{base}_{quote}_' + fmt       # Informatives of different quote currency
+        if quote != config['stake_currency']:
+            fmt = '{quote}_' + fmt                  # Informatives of different quote currency
+        if informative_data.asset:
+            fmt = '{base}_' + fmt                   # Informatives of other pair
 
     inf_metadata = {'pair': asset, 'timeframe': timeframe}
     inf_dataframe = dp.get_pair_dataframe(asset, timeframe)
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 7784f3f77..0ee554ede 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -155,11 +155,12 @@ def test_informative_decorator(mocker, default_conf):
     }
     from .strats.informative_decorator_strategy import InformativeDecoratorTest
     default_conf['stake_currency'] = 'USDT'
-    InformativeDecoratorTest.dp = DataProvider({}, None, None)
-    mocker.patch.object(InformativeDecoratorTest.dp, 'current_whitelist', return_value=[
-        'XRP/USDT', 'LTC/USDT'
-    ])
     strategy = InformativeDecoratorTest(config=default_conf)
+    strategy.dp = DataProvider({}, None, None)
+    mocker.patch.object(strategy.dp, 'current_whitelist', return_value=[
+        'XRP/USDT', 'LTC/USDT', 'BTC/USDT'
+    ])
+    strategy._initialize()
 
     assert len(strategy._ft_informative) == 8
     informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),

From f81df19b934b738bf148f51fdb5a9c7ab1dfb34f Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 7 Sep 2021 15:53:12 +0300
Subject: [PATCH 1228/1386] [TMP] Make tests not fail for now.

---
 freqtrade/strategy/interface.py | 18 ++++++++++--------
 1 file changed, 10 insertions(+), 8 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 951979212..6e312e15d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -424,7 +424,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         Internal method which gathers all informative pairs (user or automatically defined).
         """
         informative_pairs = self.informative_pairs()
-        informative_pairs += list(self._ft_informative.keys())
+        if hasattr(self, '_ft_informative'):
+            informative_pairs += list(self._ft_informative.keys())
         return list(set(informative_pairs))
 
     def get_strategy_name(self) -> str:
@@ -844,13 +845,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
 
-        # call populate_indicators_Nm() which were tagged with @informative decorator.
-        for (pair, timeframe), informatives in self._ft_informative.items():
-            for (informative_data, populate_fn) in informatives:
-                if not informative_data.asset and pair != metadata['pair']:
-                    continue
-                dataframe = _create_and_merge_informative_pair(
-                    self, dataframe, metadata, informative_data, populate_fn)
+        if hasattr(self, '_ft_informative'):
+            # call populate_indicators_Nm() which were tagged with @informative decorator.
+            for (pair, timeframe), informatives in self._ft_informative.items():
+                for (informative_data, populate_fn) in informatives:
+                    if not informative_data.asset and pair != metadata['pair']:
+                        continue
+                    dataframe = _create_and_merge_informative_pair(
+                        self, dataframe, metadata, informative_data, populate_fn)
 
         if self._populate_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "

From 5dc78a0c66f385edd14db16a806e1f75bd453e83 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 10 Sep 2021 09:36:52 +0300
Subject: [PATCH 1229/1386] [SQUASH] Get rid of _initialize() and fix
 informatives for dynamic pairlists.

---
 freqtrade/freqtradebot.py               |  2 -
 freqtrade/optimize/backtesting.py       |  1 -
 freqtrade/optimize/edge_cli.py          |  1 -
 freqtrade/strategy/interface.py         | 56 ++++++++-----------------
 freqtrade/strategy/strategy_helper.py   | 17 ++++----
 tests/strategy/test_strategy_helpers.py |  3 +-
 6 files changed, 27 insertions(+), 53 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index b79916639..1cb8988ff 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -87,8 +87,6 @@ class FreqtradeBot(LoggingMixin):
         self.strategy.dp = self.dataprovider
         # Attach Wallets to strategy instance
         self.strategy.wallets = self.wallets
-        # Late initialization (may depend on dp/wallets)
-        self.strategy._initialize()
 
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ef491ae5e..79c861ee8 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -159,7 +159,6 @@ class Backtesting:
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
-        strategy._initialize()
 
     def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index abb5ca635..f211da750 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -35,7 +35,6 @@ class EdgeCli:
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
         self.strategy = StrategyResolver.load_strategy(self.config)
         self.strategy.dp = DataProvider(config, None)
-        self.strategy._initialize()
 
         validate_config_consistency(self.config)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6e312e15d..00c56f5df 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -121,7 +121,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     # Class level variables (intentional) containing
     # the dataprovider (dp) (access to other candles, historic data, ...)
     # and wallets - access to the current balance.
-    dp: Optional[DataProvider] = None
+    dp: DataProvider
     wallets: Optional[Wallets] = None
     # Filled from configuration
     stake_currency: str
@@ -137,44 +137,23 @@ class IStrategy(ABC, HyperStrategyMixin):
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
         super().__init__(config)
 
-    def _initialize(self):
-        """
-        Late initialization tasks, which may depend on availability of dataprovider/wallets/etc.
-        """
         # Gather informative pairs from @informative-decorated methods.
-        self._ft_informative: Dict[
-            Tuple[str, str], List[Tuple[InformativeData, PopulateIndicators]]] = {}
+        self._ft_informative: List[Tuple[InformativeData, PopulateIndicators]] = []
         for attr_name in dir(self.__class__):
             cls_method = getattr(self.__class__, attr_name)
             if not callable(cls_method):
                 continue
-            ft_informative = getattr(cls_method, '_ft_informative', None)
-            if not isinstance(ft_informative, list):
+            informative_data_list = getattr(cls_method, '_ft_informative', None)
+            if not isinstance(informative_data_list, list):
                 # Type check is required because mocker would return a mock object that evaluates to
                 # True, confusing this code.
                 continue
             strategy_timeframe_minutes = timeframe_to_minutes(self.timeframe)
-            for informative_data in ft_informative:
-                asset = informative_data.asset
-                timeframe = informative_data.timeframe
-                if timeframe_to_minutes(timeframe) < strategy_timeframe_minutes:
+            for informative_data in informative_data_list:
+                if timeframe_to_minutes(informative_data.timeframe) < strategy_timeframe_minutes:
                     raise OperationalException('Informative timeframe must be equal or higher than '
                                                'strategy timeframe!')
-                if asset:
-                    pair = _format_pair_name(self.config, asset)
-                    try:
-                        self._ft_informative[(pair, timeframe)].append(
-                            (informative_data, cls_method))
-                    except KeyError:
-                        self._ft_informative[(pair, timeframe)] = [(informative_data, cls_method)]
-                else:
-                    for pair in self.dp.current_whitelist():
-                        try:
-                            self._ft_informative[(pair, timeframe)].append(
-                                (informative_data, cls_method))
-                        except KeyError:
-                            self._ft_informative[(pair, timeframe)] = \
-                                [(informative_data, cls_method)]
+                self._ft_informative.append((informative_data, cls_method))
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -424,8 +403,13 @@ class IStrategy(ABC, HyperStrategyMixin):
         Internal method which gathers all informative pairs (user or automatically defined).
         """
         informative_pairs = self.informative_pairs()
-        if hasattr(self, '_ft_informative'):
-            informative_pairs += list(self._ft_informative.keys())
+        for inf_data, _ in self._ft_informative:
+            if inf_data.asset:
+                pair_tf = (_format_pair_name(self.config, inf_data.asset), inf_data.timeframe)
+                informative_pairs.append(pair_tf)
+            else:
+                for pair in self.dp.current_whitelist():
+                    informative_pairs.append((pair, inf_data.timeframe))
         return list(set(informative_pairs))
 
     def get_strategy_name(self) -> str:
@@ -845,14 +829,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
 
-        if hasattr(self, '_ft_informative'):
-            # call populate_indicators_Nm() which were tagged with @informative decorator.
-            for (pair, timeframe), informatives in self._ft_informative.items():
-                for (informative_data, populate_fn) in informatives:
-                    if not informative_data.asset and pair != metadata['pair']:
-                        continue
-                    dataframe = _create_and_merge_informative_pair(
-                        self, dataframe, metadata, informative_data, populate_fn)
+        # call populate_indicators_Nm() which were tagged with @informative decorator.
+        for inf_data, populate_fn in self._ft_informative:
+            dataframe = _create_and_merge_informative_pair(
+                self, dataframe, metadata, inf_data, populate_fn)
 
         if self._populate_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index a4023f953..15c6d8a69 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -171,14 +171,13 @@ def _format_pair_name(config, pair: str) -> str:
                        stake=config['stake_currency']).upper()
 
 
-def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
-                                       metadata: dict, informative_data: InformativeData,
-                                       populate_indicators: Callable[[Any, DataFrame, dict],
-                                                                     DataFrame]):
-    asset = informative_data.asset or ''
-    timeframe = informative_data.timeframe
-    fmt = informative_data.fmt
-    ffill = informative_data.ffill
+def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata: dict,
+                                       inf_data: InformativeData,
+                                       populate_indicators: PopulateIndicators):
+    asset = inf_data.asset or ''
+    timeframe = inf_data.timeframe
+    fmt = inf_data.fmt
+    ffill = inf_data.ffill
     config = strategy.config
     dp = strategy.dp
 
@@ -205,7 +204,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
         fmt = '{column}_{timeframe}'                # Informatives of current pair
         if quote != config['stake_currency']:
             fmt = '{quote}_' + fmt                  # Informatives of different quote currency
-        if informative_data.asset:
+        if inf_data.asset:
             fmt = '{base}_' + fmt                   # Informatives of other pair
 
     inf_metadata = {'pair': asset, 'timeframe': timeframe}
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 0ee554ede..95ca0416f 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -160,9 +160,8 @@ def test_informative_decorator(mocker, default_conf):
     mocker.patch.object(strategy.dp, 'current_whitelist', return_value=[
         'XRP/USDT', 'LTC/USDT', 'BTC/USDT'
     ])
-    strategy._initialize()
 
-    assert len(strategy._ft_informative) == 8
+    assert len(strategy._ft_informative) == 6   # Equal to number of decorators used
     informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
                          ('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'),
                          ('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]

From bb6ae682fc7d82175196741e31723c5f797ffd2f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Sep 2021 09:59:10 +0200
Subject: [PATCH 1230/1386] Small simplifications

---
 docs/strategy-customization.md        | 2 +-
 freqtrade/strategy/strategy_helper.py | 6 ++----
 2 files changed, 3 insertions(+), 5 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index a994d9acd..800dd9326 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -783,7 +783,7 @@ for more information.
     Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
     manually as described [in the DataProvider section](#complete-data-provider-sample).
 
-!!! Warning
+!!! Warning "Duplicate method names"
     Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
     will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
     created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 15c6d8a69..746d656df 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -177,9 +177,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
     asset = inf_data.asset or ''
     timeframe = inf_data.timeframe
     fmt = inf_data.fmt
-    ffill = inf_data.ffill
     config = strategy.config
-    dp = strategy.dp
 
     if asset:
         # Insert stake currency if needed.
@@ -208,7 +206,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
             fmt = '{base}_' + fmt                   # Informatives of other pair
 
     inf_metadata = {'pair': asset, 'timeframe': timeframe}
-    inf_dataframe = dp.get_pair_dataframe(asset, timeframe)
+    inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
     inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
 
     formatter: Any = None
@@ -233,6 +231,6 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
         raise OperationalException(f'Duplicate column name {date_column} exists in '
                                    f'dataframe! Ensure column names are unique!')
     dataframe = merge_informative_pair(dataframe, inf_dataframe, strategy.timeframe, timeframe,
-                                       ffill=ffill, append_timeframe=False,
+                                       ffill=inf_data.ffill, append_timeframe=False,
                                        date_column=date_column)
     return dataframe

From e88c4701bb2c321ed7cd5d6fed7fa6db6f4f41f6 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 12 Sep 2021 18:26:41 +0300
Subject: [PATCH 1231/1386] [SQUASH] Address PR comments.

---
 docs/strategy-customization.md              |  19 ++-
 freqtrade/strategy/__init__.py              |   5 +-
 freqtrade/strategy/informative_decorator.py | 134 ++++++++++++++++++++
 freqtrade/strategy/interface.py             |  11 +-
 freqtrade/strategy/strategy_helper.py       | 132 -------------------
 5 files changed, 152 insertions(+), 149 deletions(-)
 create mode 100644 freqtrade/strategy/informative_decorator.py

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 800dd9326..671768bfa 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -652,9 +652,7 @@ In some situations it may be confusing to deal with stops relative to current ra
 
 ??? Example "Returning a stoploss using absolute price from the custom stoploss function"
 
-    Say the open price was $100, and `current_price` is $121 (`current_profit` will be `0.21`).
-
-    If we want a stop price at $107 price we can call `stoploss_from_absolute(107, current_rate)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
+    If we want to trail a stop price at 2xATR below current proce we can call `stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)`.
 
     ``` python
 
@@ -664,18 +662,17 @@ In some situations it may be confusing to deal with stops relative to current ra
 
     class AwesomeStrategy(IStrategy):
 
-        # ... populate_* methods
-
         use_custom_stoploss = True
 
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
+            return dataframe
+
         def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                             current_rate: float, current_profit: float, **kwargs) -> float:
-
-            # once the profit has risen above 10%, keep the stoploss at 7% above the open price
-            if current_profit > 0.10:
-                return stoploss_from_absolute(trade.open_rate * 1.07, current_rate)
-
-            return 1
+            dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+            candle = dataframe.iloc[-1].squeeze()
+            return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)
 
     ```
 
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index a7de34916..2ea0ad2b4 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -3,6 +3,7 @@ from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timefr
                                 timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
                                       IntParameter, RealParameter)
+from freqtrade.strategy.informative_decorator import informative
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.strategy_helper import (informative, merge_informative_pair,
-                                                stoploss_from_absolute, stoploss_from_open)
+from freqtrade.strategy.strategy_helper import (merge_informative_pair, stoploss_from_absolute,
+                                                stoploss_from_open)
diff --git a/freqtrade/strategy/informative_decorator.py b/freqtrade/strategy/informative_decorator.py
new file mode 100644
index 000000000..f09e634b0
--- /dev/null
+++ b/freqtrade/strategy/informative_decorator.py
@@ -0,0 +1,134 @@
+from typing import Any, Callable, NamedTuple, Optional, Union
+
+from mypy_extensions import KwArg
+from pandas import DataFrame
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.strategy.strategy_helper import merge_informative_pair
+
+
+PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
+
+
+class InformativeData(NamedTuple):
+    asset: Optional[str]
+    timeframe: str
+    fmt: Union[str, Callable[[KwArg(str)], str], None]
+    ffill: bool
+
+
+def informative(timeframe: str, asset: str = '',
+                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
+    """
+    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+    define informative indicators.
+
+    Example usage:
+
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
+    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+    current pair.
+    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+    specified, defaults to:
+    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
+    currency.
+    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
+    stake currency.
+    * {column}_{timeframe} if asset is not specified.
+    Format string supports these format variables:
+    * {asset} - full name of the asset, for example 'BTC/USDT'.
+    * {base} - base currency in lower case, for example 'eth'.
+    * {BASE} - same as {base}, except in upper case.
+    * {quote} - quote currency in lower case, for example 'usdt'.
+    * {QUOTE} - same as {quote}, except in upper case.
+    * {column} - name of dataframe column.
+    * {timeframe} - timeframe of informative dataframe.
+    :param ffill: ffill dataframe after merging informative pair.
+    """
+    _asset = asset
+    _timeframe = timeframe
+    _fmt = fmt
+    _ffill = ffill
+
+    def decorator(fn: PopulateIndicators):
+        informative_pairs = getattr(fn, '_ft_informative', [])
+        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
+        setattr(fn, '_ft_informative', informative_pairs)
+        return fn
+    return decorator
+
+
+def _format_pair_name(config, pair: str) -> str:
+    return pair.format(stake_currency=config['stake_currency'],
+                       stake=config['stake_currency']).upper()
+
+
+def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata: dict,
+                                       inf_data: InformativeData,
+                                       populate_indicators: PopulateIndicators):
+    asset = inf_data.asset or ''
+    timeframe = inf_data.timeframe
+    fmt = inf_data.fmt
+    config = strategy.config
+
+    if asset:
+        # Insert stake currency if needed.
+        asset = _format_pair_name(config, asset)
+    else:
+        # Not specifying an asset will define informative dataframe for current pair.
+        asset = metadata['pair']
+
+    if '/' in asset:
+        base, quote = asset.split('/')
+    else:
+        # When futures are supported this may need reevaluation.
+        # base, quote = asset, None
+        raise OperationalException('Not implemented.')
+
+    # Default format. This optimizes for the common case: informative pairs using same stake
+    # currency. When quote currency matches stake currency, column name will omit base currency.
+    # This allows easily reconfiguring strategy to use different base currency. In a rare case
+    # where it is desired to keep quote currency in column name at all times user should specify
+    # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
+    if not fmt:
+        fmt = '{column}_{timeframe}'                # Informatives of current pair
+        if quote != config['stake_currency']:
+            fmt = '{quote}_' + fmt                  # Informatives of different quote currency
+        if inf_data.asset:
+            fmt = '{base}_' + fmt                   # Informatives of other pair
+
+    inf_metadata = {'pair': asset, 'timeframe': timeframe}
+    inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
+    inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
+
+    formatter: Any = None
+    if callable(fmt):
+        formatter = fmt             # A custom user-specified formatter function.
+    else:
+        formatter = fmt.format      # A default string formatter.
+
+    fmt_args = {
+        'BASE': base.upper(),
+        'QUOTE': quote.upper(),
+        'base': base.lower(),
+        'quote': quote.lower(),
+        'asset': asset,
+        'timeframe': timeframe,
+    }
+    inf_dataframe.rename(columns=lambda column: formatter(column=column, **fmt_args),
+                         inplace=True)
+
+    date_column = formatter(column='date', **fmt_args)
+    if date_column in dataframe.columns:
+        raise OperationalException(f'Duplicate column name {date_column} exists in '
+                                   f'dataframe! Ensure column names are unique!')
+    dataframe = merge_informative_pair(dataframe, inf_dataframe, strategy.timeframe, timeframe,
+                                       ffill=inf_data.ffill, append_timeframe=False,
+                                       date_column=date_column)
+    return dataframe
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 00c56f5df..7420bd9fd 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -19,9 +19,9 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.hyper import HyperStrategyMixin
-from freqtrade.strategy.strategy_helper import (InformativeData, PopulateIndicators,
-                                                _create_and_merge_informative_pair,
-                                                _format_pair_name)
+from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators,
+                                                      _create_and_merge_informative_pair,
+                                                      _format_pair_name)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -121,7 +121,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     # Class level variables (intentional) containing
     # the dataprovider (dp) (access to other candles, historic data, ...)
     # and wallets - access to the current balance.
-    dp: DataProvider
+    dp: Optional[DataProvider]
     wallets: Optional[Wallets] = None
     # Filled from configuration
     stake_currency: str
@@ -408,6 +408,9 @@ class IStrategy(ABC, HyperStrategyMixin):
                 pair_tf = (_format_pair_name(self.config, inf_data.asset), inf_data.timeframe)
                 informative_pairs.append(pair_tf)
             else:
+                if not self.dp:
+                    raise OperationalException('@informative decorator with unspecified asset '
+                                               'requires DataProvider instance.')
                 for pair in self.dp.current_whitelist():
                     informative_pairs.append((pair, inf_data.timeframe))
         return list(set(informative_pairs))
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 746d656df..f813b39c5 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -1,23 +1,8 @@
-from typing import Any, Callable, NamedTuple, Optional, Union
-
 import pandas as pd
-from mypy_extensions import KwArg
-from pandas import DataFrame
 
-from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 
 
-PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
-
-
-class InformativeData(NamedTuple):
-    asset: Optional[str]
-    timeframe: str
-    fmt: Union[str, Callable[[KwArg(str)], str], None]
-    ffill: bool
-
-
 def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
                            timeframe: str, timeframe_inf: str, ffill: bool = True,
                            append_timeframe: bool = True,
@@ -117,120 +102,3 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
     :return: Positive stop loss value relative to current price
     """
     return 1 - (stop_rate / current_rate)
-
-
-def informative(timeframe: str, asset: str = '',
-                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
-                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
-    """
-    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
-    define informative indicators.
-
-    Example usage:
-
-        @informative('1h')
-        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
-            return dataframe
-
-    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
-    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
-    current pair.
-    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
-    specified, defaults to:
-    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    currency.
-    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
-    stake currency.
-    * {column}_{timeframe} if asset is not specified.
-    Format string supports these format variables:
-    * {asset} - full name of the asset, for example 'BTC/USDT'.
-    * {base} - base currency in lower case, for example 'eth'.
-    * {BASE} - same as {base}, except in upper case.
-    * {quote} - quote currency in lower case, for example 'usdt'.
-    * {QUOTE} - same as {quote}, except in upper case.
-    * {column} - name of dataframe column.
-    * {timeframe} - timeframe of informative dataframe.
-    :param ffill: ffill dataframe after merging informative pair.
-    """
-    _asset = asset
-    _timeframe = timeframe
-    _fmt = fmt
-    _ffill = ffill
-
-    def decorator(fn: PopulateIndicators):
-        informative_pairs = getattr(fn, '_ft_informative', [])
-        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
-        setattr(fn, '_ft_informative', informative_pairs)
-        return fn
-    return decorator
-
-
-def _format_pair_name(config, pair: str) -> str:
-    return pair.format(stake_currency=config['stake_currency'],
-                       stake=config['stake_currency']).upper()
-
-
-def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata: dict,
-                                       inf_data: InformativeData,
-                                       populate_indicators: PopulateIndicators):
-    asset = inf_data.asset or ''
-    timeframe = inf_data.timeframe
-    fmt = inf_data.fmt
-    config = strategy.config
-
-    if asset:
-        # Insert stake currency if needed.
-        asset = _format_pair_name(config, asset)
-    else:
-        # Not specifying an asset will define informative dataframe for current pair.
-        asset = metadata['pair']
-
-    if '/' in asset:
-        base, quote = asset.split('/')
-    else:
-        # When futures are supported this may need reevaluation.
-        # base, quote = asset, None
-        raise OperationalException('Not implemented.')
-
-    # Default format. This optimizes for the common case: informative pairs using same stake
-    # currency. When quote currency matches stake currency, column name will omit base currency.
-    # This allows easily reconfiguring strategy to use different base currency. In a rare case
-    # where it is desired to keep quote currency in column name at all times user should specify
-    # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
-    if not fmt:
-        fmt = '{column}_{timeframe}'                # Informatives of current pair
-        if quote != config['stake_currency']:
-            fmt = '{quote}_' + fmt                  # Informatives of different quote currency
-        if inf_data.asset:
-            fmt = '{base}_' + fmt                   # Informatives of other pair
-
-    inf_metadata = {'pair': asset, 'timeframe': timeframe}
-    inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
-    inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
-
-    formatter: Any = None
-    if callable(fmt):
-        formatter = fmt             # A custom user-specified formatter function.
-    else:
-        formatter = fmt.format      # A default string formatter.
-
-    fmt_args = {
-        'BASE': base.upper(),
-        'QUOTE': quote.upper(),
-        'base': base.lower(),
-        'quote': quote.lower(),
-        'asset': asset,
-        'timeframe': timeframe,
-    }
-    inf_dataframe.rename(columns=lambda column: formatter(column=column, **fmt_args),
-                         inplace=True)
-
-    date_column = formatter(column='date', **fmt_args)
-    if date_column in dataframe.columns:
-        raise OperationalException(f'Duplicate column name {date_column} exists in '
-                                   f'dataframe! Ensure column names are unique!')
-    dataframe = merge_informative_pair(dataframe, inf_dataframe, strategy.timeframe, timeframe,
-                                       ffill=inf_data.ffill, append_timeframe=False,
-                                       date_column=date_column)
-    return dataframe

From 7e6aa9390ae9c970f8b22afb591161492f833807 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 18 Sep 2021 10:17:50 +0300
Subject: [PATCH 1232/1386] [SQUASH] Unconditionally include quote currency
 when asset is explicitly specified. Added docs suggesting to use string
 formatting to make strategy independent of configured stake currency.

---
 docs/strategy-customization.md              | 26 +++++++++++++++++----
 freqtrade/strategy/informative_decorator.py | 11 +++------
 tests/strategy/test_strategy_helpers.py     |  2 +-
 3 files changed, 25 insertions(+), 14 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 671768bfa..2b22dd274 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -698,10 +698,7 @@ def informative(timeframe: str, asset: str = '',
     current pair.
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
     specified, defaults to:
-    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    currency. 
-    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match 
-    stake currency. 
+    * {base}_{quote}_{column}_{timeframe} if asset is specified. 
     * {column}_{timeframe} if asset is not specified.
     Format string supports these format variables:
     * {asset} - full name of the asset, for example 'BTC/USDT'.
@@ -746,7 +743,7 @@ for more information.
         # Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
         # 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable 
         # instead of hardcoding actual stake currency. Available in populate_indicators and other 
-        # methods as 'btc_rsi_1h'.
+        # methods as 'btc_usdt_rsi_1h' (when stake currency is USDT).
         @informative('1h', 'BTC/{stake}')
         def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
             dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
@@ -780,6 +777,25 @@ for more information.
     Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
     manually as described [in the DataProvider section](#complete-data-provider-sample).
 
+!!! Note
+    Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
+
+    ``` python
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        stake = self.config['stake_currency']
+        dataframe.loc[
+            (
+                (dataframe[f'btc_{stake}_rsi_1h'] < 35)
+                &
+                (dataframe['volume'] > 0)
+            ),
+            ['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
+    
+        return dataframe
+    ```
+
+    Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
+
 !!! Warning "Duplicate method names"
     Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
     will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
diff --git a/freqtrade/strategy/informative_decorator.py b/freqtrade/strategy/informative_decorator.py
index f09e634b0..c8ebf5989 100644
--- a/freqtrade/strategy/informative_decorator.py
+++ b/freqtrade/strategy/informative_decorator.py
@@ -36,10 +36,7 @@ def informative(timeframe: str, asset: str = '',
     current pair.
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
     specified, defaults to:
-    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    currency.
-    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
-    stake currency.
+    * {base}_{quote}_{column}_{timeframe} if asset is specified.
     * {column}_{timeframe} if asset is not specified.
     Format string supports these format variables:
     * {asset} - full name of the asset, for example 'BTC/USDT'.
@@ -88,7 +85,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
         base, quote = asset.split('/')
     else:
         # When futures are supported this may need reevaluation.
-        # base, quote = asset, None
+        # base, quote = asset, ''
         raise OperationalException('Not implemented.')
 
     # Default format. This optimizes for the common case: informative pairs using same stake
@@ -98,10 +95,8 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
     # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
     if not fmt:
         fmt = '{column}_{timeframe}'                # Informatives of current pair
-        if quote != config['stake_currency']:
-            fmt = '{quote}_' + fmt                  # Informatives of different quote currency
         if inf_data.asset:
-            fmt = '{base}_' + fmt                   # Informatives of other pair
+            fmt = '{base}_{quote}_' + fmt           # Informatives of other pairs
 
     inf_metadata = {'pair': asset, 'timeframe': timeframe}
     inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 95ca0416f..d4206ba8c 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -177,7 +177,7 @@ def test_informative_decorator(mocker, default_conf):
         {p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')})
     expected_columns = [
         'rsi_1h', 'rsi_30m',                    # Stacked informative decorators
-        'btc_rsi_1h',                           # BTC 1h informative
+        'btc_usdt_rsi_1h',                      # BTC 1h informative
         'rsi_BTC_USDT_btc_usdt_BTC/USDT_30m',   # Column formatting
         'rsi_from_callable',                    # Custom column formatter
         'eth_btc_rsi_1h',                       # Quote currency not matching stake currency

From e4ca42faec580a3c336298d42402fec0d8e56f93 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 18 Sep 2021 10:18:33 +0300
Subject: [PATCH 1233/1386] [SQUASH] Update stoploss_from_absolute to behave
 more like stoploss_from_open and add a test for it.

---
 freqtrade/strategy/strategy_helper.py   | 16 +++++++++++++++-
 tests/strategy/test_strategy_helpers.py | 11 ++++++++++-
 2 files changed, 25 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index f813b39c5..175bcaccb 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -97,8 +97,22 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
     """
     Given current price and desired stop price, return a stop loss value that is relative to current
     price.
+
+    The requested stop can be positive for a stop above the open price, or negative for
+    a stop below the open price. The return value is always >= 0.
+
+    Returns 0 if the resulting stop price would be above the current price.
+
     :param stop_rate: Stop loss price.
     :param current_rate: Current asset price.
     :return: Positive stop loss value relative to current price
     """
-    return 1 - (stop_rate / current_rate)
+
+    # formula is undefined for current_rate 0, return maximum value
+    if current_rate == 0:
+        return 1
+
+    stoploss = 1 - (stop_rate / current_rate)
+
+    # negative stoploss values indicate the requested stop price is higher than the current price
+    return max(stoploss, 0.0)
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index d4206ba8c..9132382fa 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -5,7 +5,8 @@ import pandas as pd
 import pytest
 
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.strategy import merge_informative_pair, stoploss_from_open, timeframe_to_minutes
+from freqtrade.strategy import (merge_informative_pair, stoploss_from_open, timeframe_to_minutes,
+                                stoploss_from_absolute)
 
 
 def generate_test_data(timeframe: str, size: int):
@@ -135,6 +136,14 @@ def test_stoploss_from_open():
                         assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)
 
 
+def test_stoploss_from_absolute():
+    assert stoploss_from_absolute(90, 100) == 1 - (90 / 100)
+    assert stoploss_from_absolute(100, 100) == 0
+    assert stoploss_from_absolute(110, 100) == 0
+    assert stoploss_from_absolute(100, 0) == 1
+    assert stoploss_from_absolute(0, 100) == 1
+
+
 def test_informative_decorator(mocker, default_conf):
     test_data_5m = generate_test_data('5m', 40)
     test_data_30m = generate_test_data('30m', 40)

From 216f75bbb91b8d72790f386dfc8b05340ade3c3d Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 02:53:34 -0600
Subject: [PATCH 1234/1386] parametrized test_sell_profit_only ,
 test__safe_exit_amount, test_order_book_bid_strategy1

---
 tests/test_freqtradebot.py | 244 ++++++++++---------------------------
 1 file changed, 65 insertions(+), 179 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index eb3c77cc7..5268d40ec 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3128,16 +3128,28 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     assert mock_insuf.call_count == 1
 
 
-def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy_order_open,
-                                        fee, mocker) -> None:
+@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [
+    # Enable profit
+    (True, 0.00001172, 0.00001173, False, True, SellType.SELL_SIGNAL.value),
+    # Disable profit
+    (False, 0.00002172, 0.00002173, True,  False, SellType.SELL_SIGNAL.value),
+    # Enable loss
+    # * Shouldn't this be SellType.STOP_LOSS.value
+    (True, 0.00000172, 0.00000173, False, False, None),
+    # Disable loss
+    (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
+])
+def test_sell_profit_only_enable_profit(
+        default_conf, limit_buy_order, limit_buy_order_open,
+        fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': bid,
+            'ask': ask,
+            'last': bid
         }),
         create_order=MagicMock(side_effect=[
             limit_buy_order_open,
@@ -3147,128 +3159,29 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
     )
     default_conf.update({
         'use_sell_signal': True,
-        'sell_profit_only': True,
+        'sell_profit_only': profit_only,
         'sell_profit_offset': 0.1,
     })
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-
+    if sell_type == SellType.SELL_SIGNAL.value:
+        freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
+    else:
+        freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
+            sell_type=SellType.NONE))
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(False, True, None))
-    assert freqtrade.handle_trade(trade) is False
+    assert freqtrade.handle_trade(trade) is handle_first
 
-    freqtrade.strategy.sell_profit_offset = 0.0
-    assert freqtrade.handle_trade(trade) is True
+    if handle_second:
+        freqtrade.strategy.sell_profit_offset = 0.0
+        assert freqtrade.handle_trade(trade) is True
 
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
-
-
-def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_buy_order_open,
-                                         fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': 0.00002172,
-            'ask': 0.00002173,
-            'last': 0.00002172
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
-    )
-    default_conf.update({
-        'use_sell_signal': True,
-        'sell_profit_only': False,
-    })
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, None))
-    assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
-
-
-def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_order_open,
-                                      fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': 0.00000172,
-            'ask': 0.00000173,
-            'last': 0.00000172
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
-    )
-    default_conf.update({
-        'use_sell_signal': True,
-        'sell_profit_only': True,
-    })
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
-        sell_type=SellType.NONE))
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True, None))
-    assert freqtrade.handle_trade(trade) is False
-
-
-def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_order_open,
-                                       fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': 0.0000172,
-            'ask': 0.0000173,
-            'last': 0.0000172
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
-    )
-    default_conf.update({
-        'use_sell_signal': True,
-        'sell_profit_only': False,
-    })
-
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, None))
-    assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
+    assert trade.sell_reason == sell_type
 
 
 def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3306,11 +3219,15 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     assert trade.amount != amnt
 
 
-def test__safe_exit_amount(default_conf, fee, caplog, mocker):
+@pytest.mark.parametrize('amount_wallet,has_err', [
+    (95.29, False),
+    (91.29, True)
+])
+def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has_err):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
-    amount_wallet = 95.29
+    amount_wallet = amount_wallet
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
     wallet_update = mocker.patch('freqtrade.wallets.Wallets.update')
     trade = Trade(
@@ -3324,37 +3241,19 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker):
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-
-    wallet_update.reset_mock()
-    assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
-    assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
-    assert wallet_update.call_count == 1
-    caplog.clear()
-    wallet_update.reset_mock()
-    assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
-    assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
-    assert wallet_update.call_count == 1
-
-
-def test__safe_exit_amount_error(default_conf, fee, caplog, mocker):
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    amount = 95.33
-    amount_wallet = 91.29
-    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        open_rate=0.245441,
-        open_order_id="123456",
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-    )
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
-        assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
+    if has_err:
+        with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
+            assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
+    else:
+        wallet_update.reset_mock()
+        assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
+        assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
+        assert wallet_update.call_count == 1
+        caplog.clear()
+        wallet_update.reset_mock()
+        assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
+        assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
+        assert wallet_update.call_count == 1
 
 
 def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
@@ -4131,50 +4030,37 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
     assert trade is None
 
 
-def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
+@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
+    (False, 0.045, 0.046, 2, None),
+    (True,  0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
+])
+def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, exception_thrown,
+                                  ask, last, order_book_top, order_book, caplog) -> None:
     """
-    test if function get_rate will return the order book price
-    instead of the ask rate
+    test if function get_rate will return the order book price instead of the ask rate
     """
     patch_exchange(mocker)
-    ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046})
+    ticker_mock = MagicMock(return_value={'ask': ask, 'last': last})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_l2_order_book=order_book_l2,
+        fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2,
         fetch_ticker=ticker_mock,
-
     )
     default_conf['exchange']['name'] = 'binance'
     default_conf['bid_strategy']['use_order_book'] = True
-    default_conf['bid_strategy']['order_book_top'] = 2
+    default_conf['bid_strategy']['order_book_top'] = order_book_top
     default_conf['bid_strategy']['ask_last_balance'] = 0
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
-    assert ticker_mock.call_count == 0
-
-
-def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None:
-    patch_exchange(mocker)
-    ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046})
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_l2_order_book=MagicMock(return_value={'bids': [[]], 'asks': [[]]}),
-        fetch_ticker=ticker_mock,
-
-    )
-    default_conf['exchange']['name'] = 'binance'
-    default_conf['bid_strategy']['use_order_book'] = True
-    default_conf['bid_strategy']['order_book_top'] = 1
-    default_conf['bid_strategy']['ask_last_balance'] = 0
-    default_conf['telegram']['enabled'] = False
-
-    freqtrade = FreqtradeBot(default_conf)
-    # orderbook shall be used even if tickers would be lower.
-    with pytest.raises(PricingError):
-        freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
-    assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
+    if exception_thrown:
+        with pytest.raises(PricingError):
+            freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
+        assert log_has_re(
+            r'Buy Price at location 1 from orderbook could not be determined.', caplog)
+    else:
+        assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
+        assert ticker_mock.call_count == 0
 
 
 def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:

From 42a2fdc1c520c97b27cf937e25aa7bd85a581a21 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 03:01:08 -0600
Subject: [PATCH 1235/1386] parametrized test_order_dict

---
 tests/test_freqtradebot.py | 47 ++++++++------------------------------
 1 file changed, 10 insertions(+), 37 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5268d40ec..8e8ae4da2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -78,11 +78,15 @@ def test_bot_cleanup(mocker, default_conf, caplog) -> None:
     assert coo_mock.call_count == 1
 
 
-def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
+@pytest.mark.parametrize('runmode', [
+    RunMode.DRY_RUN,
+    RunMode.LIVE
+])
+def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     conf = default_conf.copy()
-    conf['runmode'] = RunMode.DRY_RUN
+    conf['runmode'] = runmode
     conf['order_types'] = {
         'buy': 'market',
         'sell': 'limit',
@@ -92,45 +96,14 @@ def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
     conf['bid_strategy']['price_side'] = 'ask'
 
     freqtrade = FreqtradeBot(conf)
+    if runmode == RunMode.LIVE:
+        assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
     assert freqtrade.strategy.order_types['stoploss_on_exchange']
 
     caplog.clear()
     # is left untouched
     conf = default_conf.copy()
-    conf['runmode'] = RunMode.DRY_RUN
-    conf['order_types'] = {
-        'buy': 'market',
-        'sell': 'limit',
-        'stoploss': 'limit',
-        'stoploss_on_exchange': False,
-    }
-    freqtrade = FreqtradeBot(conf)
-    assert not freqtrade.strategy.order_types['stoploss_on_exchange']
-    assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
-
-
-def test_order_dict_live(default_conf, mocker, caplog) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-
-    conf = default_conf.copy()
-    conf['runmode'] = RunMode.LIVE
-    conf['order_types'] = {
-        'buy': 'market',
-        'sell': 'limit',
-        'stoploss': 'limit',
-        'stoploss_on_exchange': True,
-    }
-    conf['bid_strategy']['price_side'] = 'ask'
-
-    freqtrade = FreqtradeBot(conf)
-    assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
-    assert freqtrade.strategy.order_types['stoploss_on_exchange']
-
-    caplog.clear()
-    # is left untouched
-    conf = default_conf.copy()
-    conf['runmode'] = RunMode.LIVE
+    conf['runmode'] = runmode
     conf['order_types'] = {
         'buy': 'market',
         'sell': 'limit',
@@ -3139,7 +3112,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     # Disable loss
     (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
 ])
-def test_sell_profit_only_enable_profit(
+def test_sell_profit_only(
         default_conf, limit_buy_order, limit_buy_order_open,
         fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
     patch_RPCManager(mocker)

From 518a59ad41daa50c51deb8d7e70e75b3b9a8bad0 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 03:20:00 -0600
Subject: [PATCH 1236/1386] parametrized test_edge_overrides_stoploss

---
 tests/test_freqtradebot.py | 60 ++++++++++----------------------------
 1 file changed, 15 insertions(+), 45 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 8e8ae4da2..debe2bee0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -192,8 +192,14 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
         'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
 
 
-def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None:
-
+@pytest.mark.parametrize('buy_price_mult,ignore_strat_sl', [
+    # Override stoploss
+    (0.79, False),
+    # Override strategy stoploss
+    (0.85, True)
+])
+def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
+                                 buy_price_mult, ignore_strat_sl, edge_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_edge(mocker)
@@ -207,9 +213,9 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': buy_price * 0.79,
-            'ask': buy_price * 0.79,
-            'last': buy_price * 0.79
+            'bid': buy_price * buy_price_mult,
+            'ask': buy_price * buy_price_mult,
+            'last': buy_price * buy_price_mult,
         }),
         get_fee=fee,
     )
@@ -226,46 +232,10 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
     #############################################
 
     # stoploss shoud be hit
-    assert freqtrade.handle_trade(trade) is True
-    assert log_has('Executing Sell for NEO/BTC. Reason: stop_loss', caplog)
-    assert trade.sell_reason == SellType.STOP_LOSS.value
-
-
-def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
-                                              mocker, edge_conf) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    patch_edge(mocker)
-    edge_conf['max_open_trades'] = float('inf')
-
-    # Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
-    # Thus, if price falls 15%, stoploss should not be triggered
-    #
-    # mocking the ticker: price is falling ...
-    buy_price = limit_buy_order['price']
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': buy_price * 0.85,
-            'ask': buy_price * 0.85,
-            'last': buy_price * 0.85
-        }),
-        get_fee=fee,
-    )
-    #############################################
-
-    # Create a trade with "limit_buy_order" price
-    freqtrade = FreqtradeBot(edge_conf)
-    freqtrade.active_pair_whitelist = ['NEO/BTC']
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    #############################################
-
-    # stoploss shoud not be hit
-    assert freqtrade.handle_trade(trade) is False
+    assert freqtrade.handle_trade(trade) is not ignore_strat_sl
+    if not ignore_strat_sl:
+        assert log_has('Executing Sell for NEO/BTC. Reason: stop_loss', caplog)
+        assert trade.sell_reason == SellType.STOP_LOSS.value
 
 
 def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:

From 713e7819f7e534a36984f9f4c76a11bbfd948896 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 18 Sep 2021 15:27:58 +0300
Subject: [PATCH 1237/1386] [SQUASH] Remove mypy import.

---
 freqtrade/strategy/informative_decorator.py | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/informative_decorator.py b/freqtrade/strategy/informative_decorator.py
index c8ebf5989..4c5f21108 100644
--- a/freqtrade/strategy/informative_decorator.py
+++ b/freqtrade/strategy/informative_decorator.py
@@ -1,6 +1,5 @@
 from typing import Any, Callable, NamedTuple, Optional, Union
 
-from mypy_extensions import KwArg
 from pandas import DataFrame
 
 from freqtrade.exceptions import OperationalException
@@ -13,12 +12,12 @@ PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
 class InformativeData(NamedTuple):
     asset: Optional[str]
     timeframe: str
-    fmt: Union[str, Callable[[KwArg(str)], str], None]
+    fmt: Union[str, Callable[[Any], str], None]
     ffill: bool
 
 
 def informative(timeframe: str, asset: str = '',
-                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                fmt: Optional[Union[str, Callable[[Any], str]]] = None,
                 ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
     """
     A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to

From eab7f8f6944e77fa7ae69bf99fe885aa76aea5a5 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 18 Sep 2021 15:44:21 +0300
Subject: [PATCH 1238/1386] [SQUASH] Doh.

---
 tests/strategy/test_strategy_helpers.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 9132382fa..a01b55050 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -5,8 +5,8 @@ import pandas as pd
 import pytest
 
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.strategy import (merge_informative_pair, stoploss_from_open, timeframe_to_minutes,
-                                stoploss_from_absolute)
+from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, stoploss_from_open,
+                                timeframe_to_minutes)
 
 
 def generate_test_data(timeframe: str, size: int):

From c1895a0fc230f14e9de79a3042d77d3379a61c1f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 18 Sep 2021 15:30:33 +0200
Subject: [PATCH 1239/1386] Remove warning related to legacy hyperopt

---
 docs/strategy-customization.md | 3 ---
 1 file changed, 3 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 2b22dd274..725252b30 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -801,9 +801,6 @@ for more information.
     will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
     created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
 
-!!! Warning
-    When using a legacy hyperopt implementation informative pairs defined with a decorator will not be executed. Please update your strategy if necessary.
-
 ## Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.

From ec9dbc550e66c2694bfe32a43c3442952d8b685c Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 19:19:53 -0600
Subject: [PATCH 1240/1386] parametrized test_create_trade_minimal_amount

---
 tests/test_freqtradebot.py | 93 +++++++++++---------------------------
 1 file changed, 26 insertions(+), 67 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index debe2bee0..209c8a2a2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -319,8 +319,16 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
         freqtrade.create_trade('ETH/BTC')
 
 
-def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
-                                     fee, mocker) -> None:
+@pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
+    (0.0005, True, True, 99),
+    (0.000000005, True, False, 99),
+    (0, False, True, 99),
+    (UNLIMITED_STAKE_AMOUNT, False, True, 0),
+])
+def test_create_trade_minimal_amount(
+    default_conf, ticker, limit_buy_order_open, fee, mocker,
+    stake_amount, create, amount_enough, max_open_trades, caplog
+) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     buy_mock = MagicMock(return_value=limit_buy_order_open)
@@ -330,74 +338,25 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
         create_order=buy_mock,
         get_fee=fee,
     )
-    default_conf['stake_amount'] = 0.0005
+    default_conf['max_open_trades'] = max_open_trades
     freqtrade = FreqtradeBot(default_conf)
+    freqtrade.config['stake_amount'] = stake_amount
     patch_get_signal(freqtrade)
 
-    freqtrade.create_trade('ETH/BTC')
-    rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
-    assert rate * amount <= default_conf['stake_amount']
-
-
-def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order_open,
-                                             fee, mocker, caplog) -> 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,
-        create_order=buy_mock,
-        get_fee=fee,
-    )
-
-    freqtrade = FreqtradeBot(default_conf)
-    freqtrade.config['stake_amount'] = 0.000000005
-
-    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,
-        create_order=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')
-
-
-def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open,
-                                    fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
-        get_fee=fee,
-    )
-    default_conf['max_open_trades'] = 0
-    default_conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
-
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-
-    assert not freqtrade.create_trade('ETH/BTC')
-    assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
+    if create:
+        assert freqtrade.create_trade('ETH/BTC')
+        if amount_enough:
+            rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
+            assert rate * amount <= default_conf['stake_amount']
+        else:
+            assert log_has_re(
+                r"Stake amount for pair .* is too small.*",
+                caplog
+            )
+    else:
+        assert not freqtrade.create_trade('ETH/BTC')
+        if not max_open_trades:
+            assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
 
 
 def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,

From cee4ed541b8e4bec16ce8a23598531fb4d64ec57 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 19:46:46 -0600
Subject: [PATCH 1241/1386] parametrized test_update_trade_state_withorderdict

---
 tests/test_freqtradebot.py | 104 +++++++++++++------------------------
 1 file changed, 35 insertions(+), 69 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 209c8a2a2..72d1f6150 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -359,8 +359,12 @@ def test_create_trade_minimal_amount(
             assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
 
 
+@pytest.mark.parametrize('whitelist,positions', [
+    (["ETH/BTC"], 1),  # No pairs left
+    ([], 0),  # No pairs in whitelist
+])
 def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,
-                                       mocker, caplog) -> None:
+                                       whitelist, positions, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -369,36 +373,20 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
         create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-
-    default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
+    default_conf['exchange']['pair_whitelist'] = whitelist
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
     n = freqtrade.enter_positions()
-    assert n == 1
-    assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
-    n = freqtrade.enter_positions()
-    assert n == 0
-    assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
-
-
-def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
-                                               mocker, caplog) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_fee=fee,
-    )
-    default_conf['exchange']['pair_whitelist'] = []
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-
-    n = freqtrade.enter_positions()
-    assert n == 0
-    assert log_has("Active pair whitelist is empty.", caplog)
+    assert n == positions
+    if positions:
+        assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
+        n = freqtrade.enter_positions()
+        assert n == 0
+        assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
+    else:
+        assert n == 0
+        assert log_has("Active pair whitelist is empty.", caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -1555,30 +1543,27 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
                                                 stop_price=0.00002346 * 0.99)
 
 
-def test_enter_positions(mocker, default_conf, caplog) -> None:
+@pytest.mark.parametrize('return_value,side_effect,log_message', [
+    (False, None, 'Found no buy signals for whitelisted currencies. Trying again...'),
+    (None, DependencyException, 'Unable to create trade for ETH/BTC: ')
+])
+def test_enter_positions(mocker, default_conf, return_value, side_effect,
+                         log_message, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    mock_ct = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade',
-                           MagicMock(return_value=False))
-    n = freqtrade.enter_positions()
-    assert n == 0
-    assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
-    # create_trade should be called once for every pair in the whitelist.
-    assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
-
-
-def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-
     mock_ct = mocker.patch(
         'freqtrade.freqtradebot.FreqtradeBot.create_trade',
-        MagicMock(side_effect=DependencyException)
+        MagicMock(
+            return_value=return_value,
+            side_effect=side_effect
+        )
     )
     n = freqtrade.enter_positions()
     assert n == 0
+    assert log_has(log_message, caplog)
+    # create_trade should be called once for every pair in the whitelist.
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
-    assert log_has('Unable to create trade for ETH/BTC: ', caplog)
 
 
 def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1672,8 +1657,13 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     assert log_has_re('Found open order for.*', caplog)
 
 
+@pytest.mark.parametrize('initial_amount,has_rounding_fee', [
+    (90.99181073 + 1e-14, True),
+    (8.0, False)
+])
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
-                                          mocker):
+                                          mocker, initial_amount, has_rounding_fee, caplog):
+    trades_for_order[0]['amount'] = initial_amount
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # fetch_order should not be called!!
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
@@ -1694,32 +1684,8 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
     freqtrade.update_trade_state(trade, '123456', limit_buy_order)
     assert trade.amount != amount
     assert trade.amount == limit_buy_order['amount']
-
-
-def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order, fee,
-                                                       limit_buy_order, mocker, caplog):
-    trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    # fetch_order should not be called!!
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
-    patch_exchange(mocker)
-    amount = sum(x['amount'] for x in trades_for_order)
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        open_rate=0.245441,
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_order_id='123456',
-        is_open=True,
-        open_date=arrow.utcnow().datetime,
-    )
-    freqtrade.update_trade_state(trade, '123456', limit_buy_order)
-    assert trade.amount != amount
-    assert trade.amount == limit_buy_order['amount']
-    assert log_has_re(r'Applying fee on amount for .*', caplog)
+    if has_rounding_fee:
+        assert log_has_re(r'Applying fee on amount for .*', caplog)
 
 
 def test_update_trade_state_exception(mocker, default_conf,

From ab88217186afa23718421ad67867a9d624024878 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Sep 2021 13:16:30 +0200
Subject: [PATCH 1242/1386] Improve /balance output to include starting balance
 and percentual change

closes #5503
---
 freqtrade/rpc/api_server/api_schemas.py |  7 +++++++
 freqtrade/rpc/rpc.py                    | 24 ++++++++++++++++++++----
 freqtrade/rpc/telegram.py               | 23 +++++++++++++++--------
 tests/rpc/test_rpc_apiserver.py         | 14 ++++++++++----
 tests/rpc/test_rpc_telegram.py          |  2 ++
 5 files changed, 54 insertions(+), 16 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 3adbebc16..eb6082087 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -46,6 +46,13 @@ class Balances(BaseModel):
     value: float
     stake: str
     note: str
+    starting_capital: float
+    starting_capital_ratio: float
+    starting_capital_pct: float
+    starting_capital_fiat: float
+    starting_capital_fiat_ratio: float
+    starting_capital_fiat_pct: float
+
 
 
 class Count(BaseModel):
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index b7b1fe603..12a444b80 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -458,6 +458,9 @@ class RPC:
             raise RPCException('Error getting current tickers.')
 
         self._freqtrade.wallets.update(require_update=False)
+        starting_capital = self._freqtrade.wallets.get_starting_balance()
+        starting_capital_fiat = self._fiat_converter.convert_amount(
+            starting_capital, stake_currency, fiat_display_currency) if self._fiat_converter else 0
 
         for coin, balance in self._freqtrade.wallets.get_all_balances().items():
             if not balance.total:
@@ -493,15 +496,28 @@ class RPC:
             else:
                 raise RPCException('All balances are zero.')
 
-        symbol = fiat_display_currency
-        value = self._fiat_converter.convert_amount(total, stake_currency,
-                                                    symbol) if self._fiat_converter else 0
+        value = self._fiat_converter.convert_amount(
+            total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
+
+        starting_capital_ratio = 0.0
+        starting_capital_fiat_ratio = 0.0
+        if starting_capital:
+            starting_capital_ratio = (total / starting_capital) - 1
+        if starting_capital_fiat:
+            starting_capital_fiat_ratio = (value / starting_capital_fiat) - 1
+
         return {
             'currencies': output,
             'total': total,
-            'symbol': symbol,
+            'symbol': fiat_display_currency,
             'value': value,
             'stake': stake_currency,
+            'starting_capital': starting_capital,
+            'starting_capital_ratio': starting_capital_ratio,
+            'starting_capital_pct': round(starting_capital_ratio * 100, 2),
+            'starting_capital_fiat': starting_capital_fiat,
+            'starting_capital_fiat_ratio': starting_capital_fiat_ratio,
+            'starting_capital_fiat_pct': round(starting_capital_fiat_ratio * 100, 2),
             'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
         }
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index a988d2b60..ffb7385da 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -603,12 +603,15 @@ class Telegram(RPCHandler):
 
             output = ''
             if self._config['dry_run']:
-                output += (
-                    f"*Warning:* Simulated balances in Dry Mode.\n"
-                    "This mode is still experimental!\n"
-                    "Starting capital: "
-                    f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
-                )
+                output += "*Warning:* Simulated balances in Dry Mode.\n"
+
+            output += ("Starting capital: "
+                       f"`{result['starting_capital']}` {self._config['stake_currency']}"
+                       )
+            output += (f" `{result['starting_capital_fiat']}` "
+                       f"{self._config['fiat_display_currency']}.\n"
+                       ) if result['starting_capital_fiat'] > 0 else '.\n'
+
             total_dust_balance = 0
             total_dust_currencies = 0
             for curr in result['currencies']:
@@ -641,9 +644,13 @@ class Telegram(RPCHandler):
                     f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
 
             output += ("\n*Estimated Value*:\n"
-                       f"\t`{result['stake']}: {result['total']: .8f}`\n"
+                       f"\t`{result['stake']}: "
+                       f"{round_coin_value(result['total'], result['stake'], False)}`"
+                       f" `({result['starting_capital_pct']}%)`\n"
                        f"\t`{result['symbol']}: "
-                       f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
+                       f"{round_coin_value(result['value'], result['symbol'], False)}`"
+                       f" `({result['starting_capital_fiat_pct']}%)`\n"
+            )
             self._send_msg(output, reload_able=True, callback_path="update_balance",
                            query=update.callback_query)
         except RPCException as e:
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 43eb70938..7c98b2df7 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -422,20 +422,22 @@ def test_api_stopbuy(botclient):
     assert ftbot.config['max_open_trades'] == 0
 
 
-def test_api_balance(botclient, mocker, rpc_balance):
+def test_api_balance(botclient, mocker, rpc_balance, tickers):
     ftbot, client = botclient
 
     ftbot.config['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
+    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
     ftbot.wallets.update()
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)
-    assert "currencies" in rc.json()
-    assert len(rc.json()["currencies"]) == 5
-    assert rc.json()['currencies'][0] == {
+    response = rc.json()
+    assert "currencies" in response
+    assert len(response["currencies"]) == 5
+    assert response['currencies'][0] == {
         'currency': 'BTC',
         'free': 12.0,
         'balance': 12.0,
@@ -443,6 +445,10 @@ def test_api_balance(botclient, mocker, rpc_balance):
         'est_stake': 12.0,
         'stake': 'BTC',
     }
+    assert 'starting_capital' in response
+    assert 'starting_capital_fiat' in response
+    assert 'starting_capital_pct' in response
+    assert 'starting_capital_ratio' in response
 
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 2013dad7d..21f1cd000 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -576,6 +576,8 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
         'total': 100.0,
         'symbol': 100.0,
         'value': 1000.0,
+        'starting_capital': 1000,
+        'starting_capital_fiat': 1000,
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)

From ec03531771904a3a20dc31e4c64d0f13156fdcce Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Sep 2021 13:29:09 +0200
Subject: [PATCH 1243/1386] Improve naming of variables

---
 freqtrade/rpc/api_server/api_schemas.py |  1 -
 freqtrade/rpc/rpc.py                    | 15 ++++++---------
 freqtrade/rpc/telegram.py               |  3 +--
 3 files changed, 7 insertions(+), 12 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index eb6082087..46187f571 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -54,7 +54,6 @@ class Balances(BaseModel):
     starting_capital_fiat_pct: float
 
 
-
 class Count(BaseModel):
     current: int
     max: int
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 12a444b80..f6599b429 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -459,7 +459,7 @@ class RPC:
 
         self._freqtrade.wallets.update(require_update=False)
         starting_capital = self._freqtrade.wallets.get_starting_balance()
-        starting_capital_fiat = self._fiat_converter.convert_amount(
+        starting_cap_fiat = self._fiat_converter.convert_amount(
             starting_capital, stake_currency, fiat_display_currency) if self._fiat_converter else 0
 
         for coin, balance in self._freqtrade.wallets.get_all_balances().items():
@@ -500,11 +500,8 @@ class RPC:
             total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
 
         starting_capital_ratio = 0.0
-        starting_capital_fiat_ratio = 0.0
-        if starting_capital:
-            starting_capital_ratio = (total / starting_capital) - 1
-        if starting_capital_fiat:
-            starting_capital_fiat_ratio = (value / starting_capital_fiat) - 1
+        starting_capital_ratio = (total / starting_capital) - 1 if starting_capital else 0.0
+        starting_cap_fiat_ratio = (value / starting_cap_fiat) - 1 if starting_cap_fiat else 0.0
 
         return {
             'currencies': output,
@@ -515,9 +512,9 @@ class RPC:
             'starting_capital': starting_capital,
             'starting_capital_ratio': starting_capital_ratio,
             'starting_capital_pct': round(starting_capital_ratio * 100, 2),
-            'starting_capital_fiat': starting_capital_fiat,
-            'starting_capital_fiat_ratio': starting_capital_fiat_ratio,
-            'starting_capital_fiat_pct': round(starting_capital_fiat_ratio * 100, 2),
+            'starting_capital_fiat': starting_cap_fiat,
+            'starting_capital_fiat_ratio': starting_cap_fiat_ratio,
+            'starting_capital_fiat_pct': round(starting_cap_fiat_ratio * 100, 2),
             'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
         }
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ffb7385da..19c58b63d 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -649,8 +649,7 @@ class Telegram(RPCHandler):
                        f" `({result['starting_capital_pct']}%)`\n"
                        f"\t`{result['symbol']}: "
                        f"{round_coin_value(result['value'], result['symbol'], False)}`"
-                       f" `({result['starting_capital_fiat_pct']}%)`\n"
-            )
+                       f" `({result['starting_capital_fiat_pct']}%)`\n")
             self._send_msg(output, reload_able=True, callback_path="update_balance",
                            query=update.callback_query)
         except RPCException as e:

From 879bf47b32ff692e35f2509665b1ef9899eb3621 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Sep 2021 19:25:36 +0200
Subject: [PATCH 1244/1386] Refactor telegram.py to simplify send_msg

---
 freqtrade/rpc/telegram.py | 51 +++++++++++++++++++++------------------
 1 file changed, 28 insertions(+), 23 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 19c58b63d..898446ea0 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -260,29 +260,7 @@ class Telegram(RPCHandler):
 
         return message
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
-        """ Send a message to telegram channel """
-
-        default_noti = 'on'
-
-        msg_type = msg['type']
-        noti = ''
-        if msg_type == RPCMessageType.SELL:
-            sell_noti = self._config['telegram'] \
-                .get('notification_settings', {}).get(str(msg_type), {})
-            # For backward compatibility sell still can be string
-            if isinstance(sell_noti, str):
-                noti = sell_noti
-            else:
-                noti = sell_noti.get(str(msg['sell_reason']), default_noti)
-        else:
-            noti = self._config['telegram'] \
-                .get('notification_settings', {}).get(str(msg_type), default_noti)
-
-        if noti == 'off':
-            logger.info(f"Notification '{msg_type}' not sent.")
-            # Notification disabled
-            return
+    def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str:
 
         if msg_type == RPCMessageType.BUY:
             message = self._format_buy_msg(msg)
@@ -315,6 +293,33 @@ class Telegram(RPCHandler):
 
         else:
             raise NotImplementedError('Unknown message type: {}'.format(msg_type))
+        return message
+
+    def send_msg(self, msg: Dict[str, Any]) -> None:
+        """ Send a message to telegram channel """
+
+        default_noti = 'on'
+
+        msg_type = msg['type']
+        noti = ''
+        if msg_type == RPCMessageType.SELL:
+            sell_noti = self._config['telegram'] \
+                .get('notification_settings', {}).get(str(msg_type), {})
+            # For backward compatibility sell still can be string
+            if isinstance(sell_noti, str):
+                noti = sell_noti
+            else:
+                noti = sell_noti.get(str(msg['sell_reason']), default_noti)
+        else:
+            noti = self._config['telegram'] \
+                .get('notification_settings', {}).get(str(msg_type), default_noti)
+
+        if noti == 'off':
+            logger.info(f"Notification '{msg_type}' not sent.")
+            # Notification disabled
+            return
+
+        message = self.compose_message(msg, msg_type)
 
         self._send_msg(message, disable_notification=(noti == 'silent'))
 

From 1da091dea3006b67e2400cf1390981354626f4fb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Sep 2021 19:41:19 +0200
Subject: [PATCH 1245/1386] ProtectionManager should return the lock just
 created

---
 freqtrade/persistence/pairlock_middleware.py |  4 +++-
 freqtrade/plugins/protectionmanager.py       | 23 ++++++++++----------
 tests/plugins/test_protections.py            |  4 ++--
 3 files changed, 16 insertions(+), 15 deletions(-)

diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index af904f693..8662fc36d 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -30,7 +30,8 @@ class PairLocks():
             PairLocks.locks = []
 
     @staticmethod
-    def lock_pair(pair: str, until: datetime, reason: str = None, *, now: datetime = None) -> None:
+    def lock_pair(pair: str, until: datetime, reason: str = None, *,
+                  now: datetime = None) -> PairLock:
         """
         Create PairLock from now to "until".
         Uses database by default, unless PairLocks.use_db is set to False,
@@ -52,6 +53,7 @@ class PairLocks():
             PairLock.query.session.commit()
         else:
             PairLocks.locks.append(lock)
+        return lock
 
     @staticmethod
     def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List[PairLock]:
diff --git a/freqtrade/plugins/protectionmanager.py b/freqtrade/plugins/protectionmanager.py
index f33e5b4bc..2510d6fee 100644
--- a/freqtrade/plugins/protectionmanager.py
+++ b/freqtrade/plugins/protectionmanager.py
@@ -6,6 +6,7 @@ from datetime import datetime, timezone
 from typing import Dict, List, Optional
 
 from freqtrade.persistence import PairLocks
+from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.protections import IProtection
 from freqtrade.resolvers import ProtectionResolver
 
@@ -43,30 +44,28 @@ class ProtectionManager():
         """
         return [{p.name: p.short_desc()} for p in self._protection_handlers]
 
-    def global_stop(self, now: Optional[datetime] = None) -> bool:
+    def global_stop(self, now: Optional[datetime] = None) -> Optional[PairLock]:
         if not now:
             now = datetime.now(timezone.utc)
-        result = False
+        result = None
         for protection_handler in self._protection_handlers:
             if protection_handler.has_global_stop:
-                result, until, reason = protection_handler.global_stop(now)
+                lock, until, reason = protection_handler.global_stop(now)
 
                 # Early stopping - first positive result blocks further trades
-                if result and until:
+                if lock and until:
                     if not PairLocks.is_global_lock(until):
-                        PairLocks.lock_pair('*', until, reason, now=now)
-                    result = True
+                        result = PairLocks.lock_pair('*', until, reason, now=now)
         return result
 
-    def stop_per_pair(self, pair, now: Optional[datetime] = None) -> bool:
+    def stop_per_pair(self, pair, now: Optional[datetime] = None) -> Optional[PairLock]:
         if not now:
             now = datetime.now(timezone.utc)
-        result = False
+        result = None
         for protection_handler in self._protection_handlers:
             if protection_handler.has_local_stop:
-                result, until, reason = protection_handler.stop_per_pair(pair, now)
-                if result and until:
+                lock, until, reason = protection_handler.stop_per_pair(pair, now)
+                if lock and until:
                     if not PairLocks.is_pair_locked(pair, until):
-                        PairLocks.lock_pair(pair, until, reason, now=now)
-                    result = True
+                        result = PairLocks.lock_pair(pair, until, reason, now=now)
         return result
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index c0a9ae72a..a3cb29c9d 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -125,7 +125,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     # Test 5m after lock-period - this should try and relock the pair, but end-time
     # should be the previous end-time
     end_time = PairLocks.get_pair_longest_lock('*').lock_end_time + timedelta(minutes=5)
-    assert freqtrade.protections.global_stop(end_time)
+    freqtrade.protections.global_stop(end_time)
     assert not PairLocks.is_global_lock(end_time)
 
 
@@ -182,7 +182,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
         min_ago_open=180, min_ago_close=30, profit_rate=0.9,
     ))
 
-    assert freqtrade.protections.stop_per_pair(pair)
+    freqtrade.protections.stop_per_pair(pair)
     assert freqtrade.protections.global_stop() != only_per_pair
     assert PairLocks.is_pair_locked(pair)
     assert PairLocks.is_global_lock() != only_per_pair

From c91a9a92f2ccecc5aac46f25a999c0b4a97b20a7 Mon Sep 17 00:00:00 2001
From: Bernhard Millauer <SeriousM@users.noreply.github.com>
Date: Mon, 20 Sep 2021 14:22:24 +0200
Subject: [PATCH 1246/1386] Add troubleshooting information

The time in wsl docker container shifts over time. Added information how to fix this issue.
---
 docs/docker_quickstart.md | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 1fa229225..f4f8c366d 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -149,6 +149,20 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the
 
 You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
 
+### Troubleshooting
+
+### Docker on Windows
+
+* Error: `"Timestamp for this request is outside of the recvWindow."`
+  * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
+    To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
+    A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
+    ```
+    taskkill /IM "Docker Desktop.exe" /F
+    wsl --shutdown
+    start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
+    ```
+
 ## Plotting with docker-compose
 
 Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.

From a0fb43c6caca7d0b0f06cf9814d43f69341339b6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Sep 2021 19:12:59 +0200
Subject: [PATCH 1247/1386] Add pairlock-notification

---
 freqtrade/enums/rpcmessagetype.py |  1 +
 freqtrade/freqtradebot.py         | 16 ++++++++++++++--
 freqtrade/rpc/telegram.py         |  5 +++++
 tests/rpc/test_rpc_telegram.py    | 14 ++++++++++++++
 4 files changed, 34 insertions(+), 2 deletions(-)

diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py
index 9c59f6108..889d67cf4 100644
--- a/freqtrade/enums/rpcmessagetype.py
+++ b/freqtrade/enums/rpcmessagetype.py
@@ -11,6 +11,7 @@ class RPCMessageType(Enum):
     SELL = 'sell'
     SELL_FILL = 'sell_fill'
     SELL_CANCEL = 'sell_cancel'
+    PROTECTION_TRIGGER = 'protection_trigger'
 
     def __repr__(self):
         return self.value
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1cb8988ff..451b5764a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1292,8 +1292,7 @@ class FreqtradeBot(LoggingMixin):
         if not trade.is_open:
             if not stoploss_order and not trade.open_order_id:
                 self._notify_exit(trade, '', True)
-            self.protections.stop_per_pair(trade.pair)
-            self.protections.global_stop()
+            self.handle_protections(trade.pair)
             self.wallets.update()
         elif not trade.open_order_id:
             # Buy fill
@@ -1301,6 +1300,19 @@ class FreqtradeBot(LoggingMixin):
 
         return False
 
+    def handle_protections(self, pair: str) -> None:
+        prot_trig = self.protections.stop_per_pair(pair)
+        if prot_trig:
+            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
+            msg.update(prot_trig.to_json())
+            self.rpc.send_msg(msg)
+
+        prot_trig_glb = self.protections.global_stop()
+        if prot_trig_glb:
+            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
+            msg.update(prot_trig_glb.to_json())
+            self.rpc.send_msg(msg)
+
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
                               amount: float, fee_abs: float) -> float:
         """
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 898446ea0..934a5182a 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -281,6 +281,11 @@ class Telegram(RPCHandler):
                        "for {close_rate}.".format(**msg))
         elif msg_type == RPCMessageType.SELL:
             message = self._format_sell_msg(msg)
+        elif msg_type == RPCMessageType.PROTECTION_TRIGGER:
+            message = (
+                "*Protection* triggered due to {reason}. "
+                "{pair} will be locked until {lock_end_time}."
+            ).format(**msg)
 
         elif msg_type == RPCMessageType.STATUS:
             message = '*Status:* `{status}`'.format(**msg)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 21f1cd000..0675e4d5f 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1313,6 +1313,20 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
             'Reason: cancelled due to timeout.')
 
 
+def test_send_msg_protection_notification(default_conf, mocker, time_machine) -> None:
+
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+    time_machine.move_to("2021-09-01 05:00:00 +00:00")
+    lock = PairLocks.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=6).datetime, 'randreason')
+    msg = {
+        'type': RPCMessageType.PROTECTION_TRIGGER,
+    }
+    msg.update(lock.to_json())
+    telegram.send_msg(msg)
+    assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
+            "ETH/BTC will be locked until 2021-09-01 05:10:00.")
+
+
 def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
 
     default_conf['telegram']['notification_settings']['buy_fill'] = 'on'

From dd0db7ee5db04fb98b542e9541d46768b9bb2c05 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Sep 2021 19:23:40 +0200
Subject: [PATCH 1248/1386] Split protection-notification into global and
 per-pair

---
 config_examples/config_full.example.json |  4 +++-
 docs/telegram-usage.md                   |  4 +++-
 freqtrade/enums/rpcmessagetype.py        |  1 +
 freqtrade/freqtradebot.py                |  2 +-
 freqtrade/rpc/telegram.py                |  6 +++++-
 tests/rpc/test_rpc_telegram.py           | 13 +++++++++++++
 6 files changed, 26 insertions(+), 4 deletions(-)

diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index d0f3f0df6..c415d70b0 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -149,7 +149,9 @@
             },
             "sell_fill": "on",
             "buy_cancel": "on",
-            "sell_cancel": "on"
+            "sell_cancel": "on",
+            "protection_trigger": "off",
+            "protection_trigger_global": "on"
         },
         "reload": true,
         "balance_dust_level": 0.01
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index b020b00db..1e6fa9dae 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -93,7 +93,9 @@ Example configuration showing the different settings:
         "buy_cancel": "silent",
         "sell_cancel": "on",
         "buy_fill": "off",
-        "sell_fill": "off"
+        "sell_fill": "off",
+        "protection_trigger": "off",
+        "protection_trigger_global": "on"
     },
     "reload": true,
     "balance_dust_level": 0.01
diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py
index 889d67cf4..4e3f693e5 100644
--- a/freqtrade/enums/rpcmessagetype.py
+++ b/freqtrade/enums/rpcmessagetype.py
@@ -12,6 +12,7 @@ class RPCMessageType(Enum):
     SELL_FILL = 'sell_fill'
     SELL_CANCEL = 'sell_cancel'
     PROTECTION_TRIGGER = 'protection_trigger'
+    PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global'
 
     def __repr__(self):
         return self.value
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 451b5764a..37be3173a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1309,7 +1309,7 @@ class FreqtradeBot(LoggingMixin):
 
         prot_trig_glb = self.protections.global_stop()
         if prot_trig_glb:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
+            msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
             msg.update(prot_trig_glb.to_json())
             self.rpc.send_msg(msg)
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 934a5182a..0687f95a2 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -286,7 +286,11 @@ class Telegram(RPCHandler):
                 "*Protection* triggered due to {reason}. "
                 "{pair} will be locked until {lock_end_time}."
             ).format(**msg)
-
+        elif msg_type == RPCMessageType.PROTECTION_TRIGGER_GLOBAL:
+            message = (
+                "*Protection* triggered due to {reason}. "
+                "All pairs will be locked until {lock_end_time}."
+            ).format(**msg)
         elif msg_type == RPCMessageType.STATUS:
             message = '*Status:* `{status}`'.format(**msg)
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 0675e4d5f..d37a74187 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1326,6 +1326,19 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) ->
     assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
             "ETH/BTC will be locked until 2021-09-01 05:10:00.")
 
+    msg_mock.reset_mock()
+    # Test global protection
+
+    msg = {
+        'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
+    }
+    lock = PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=100).datetime, 'randreason')
+    msg.update(lock.to_json())
+    telegram.send_msg(msg)
+    assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
+            "All pairs will be locked until 2021-09-01 06:45:00.")
+
+
 
 def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
 

From fd23ab3d647db7444d12129755ddf001e014dbcd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Sep 2021 19:49:18 +0200
Subject: [PATCH 1249/1386] improve formatting, add tests

---
 freqtrade/rpc/telegram.py      |  4 ++--
 tests/rpc/test_rpc_telegram.py |  5 ++---
 tests/test_freqtradebot.py     | 23 +++++++++++++++++++++++
 3 files changed, 27 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0687f95a2..059ba9c41 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -284,12 +284,12 @@ class Telegram(RPCHandler):
         elif msg_type == RPCMessageType.PROTECTION_TRIGGER:
             message = (
                 "*Protection* triggered due to {reason}. "
-                "{pair} will be locked until {lock_end_time}."
+                "`{pair}` will be locked until `{lock_end_time}`."
             ).format(**msg)
         elif msg_type == RPCMessageType.PROTECTION_TRIGGER_GLOBAL:
             message = (
                 "*Protection* triggered due to {reason}. "
-                "All pairs will be locked until {lock_end_time}."
+                "*All pairs* will be locked until `{lock_end_time}`."
             ).format(**msg)
         elif msg_type == RPCMessageType.STATUS:
             message = '*Status:* `{status}`'.format(**msg)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index d37a74187..8c285a76e 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1324,7 +1324,7 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) ->
     msg.update(lock.to_json())
     telegram.send_msg(msg)
     assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
-            "ETH/BTC will be locked until 2021-09-01 05:10:00.")
+            "`ETH/BTC` will be locked until `2021-09-01 05:10:00`.")
 
     msg_mock.reset_mock()
     # Test global protection
@@ -1336,8 +1336,7 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) ->
     msg.update(lock.to_json())
     telegram.send_msg(msg)
     assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
-            "All pairs will be locked until 2021-09-01 06:45:00.")
-
+            "*All pairs* will be locked until `2021-09-01 06:45:00`.")
 
 
 def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index eb3c77cc7..e1df6dad9 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -526,6 +526,29 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order,
     assert log_has_re(message, caplog)
 
 
+def test_handle_protections(mocker, default_conf, fee):
+    default_conf['protections'] = [
+        {"method": "CooldownPeriod", "stop_duration": 60},
+        {
+            "method": "StoplossGuard",
+            "lookback_period_candles": 24,
+            "trade_limit": 4,
+            "stop_duration_candles": 4,
+            "only_per_pair": False
+        }
+    ]
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade.protections._protection_handlers[1].global_stop = MagicMock(
+        return_value=(True, arrow.utcnow().shift(hours=1).datetime, "asdf"))
+    create_mock_trades(fee)
+    freqtrade.handle_protections('ETC/BTC')
+    send_msg_mock = freqtrade.rpc.send_msg
+    assert send_msg_mock.call_count == 2
+    assert send_msg_mock.call_args_list[0][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER
+    assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL
+
+
 def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     default_conf['dry_run'] = True
 

From 3ce05c0d548119fd5618ba2700313a69ec10f3c5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Sep 2021 20:08:48 +0200
Subject: [PATCH 1250/1386] Add "sane" defaults to protection triggers

---
 docs/telegram-usage.md         | 1 +
 freqtrade/constants.py         | 9 +++++++++
 tests/rpc/test_rpc_telegram.py | 2 ++
 3 files changed, 12 insertions(+)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 1e6fa9dae..b9d01a236 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -105,6 +105,7 @@ Example configuration showing the different settings:
 `buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange.
 `sell` notifications are sent when the order is placed, while `sell_fill` notifications are sent when the order is filled on the exchange.
 `*_fill` notifications are off by default and must be explicitly enabled.
+`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
 
 
 `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 9ca43d459..4997108bc 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -284,6 +284,15 @@ CONF_SCHEMA = {
                             'enum': TELEGRAM_SETTING_OPTIONS,
                             'default': 'off'
                         },
+                        'protection_trigger': {
+                            'type': 'string',
+                            'enum': TELEGRAM_SETTING_OPTIONS,
+                            'default': 'off'
+                        },
+                        'protection_trigger_global': {
+                            'type': 'string',
+                            'enum': TELEGRAM_SETTING_OPTIONS,
+                        },
                     }
                 },
                 'reload': {'type': 'boolean'},
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 8c285a76e..7dde7b803 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1315,6 +1315,8 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
 
 def test_send_msg_protection_notification(default_conf, mocker, time_machine) -> None:
 
+    default_conf['telegram']['notification_settings']['protection_trigger'] = 'on'
+
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
     time_machine.move_to("2021-09-01 05:00:00 +00:00")
     lock = PairLocks.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=6).datetime, 'randreason')

From abddb0db66b431abf5902a8fa74dbf5f2cf16e56 Mon Sep 17 00:00:00 2001
From: Bernhard Millauer <SeriousM@users.noreply.github.com>
Date: Tue, 21 Sep 2021 10:13:19 +0200
Subject: [PATCH 1251/1386] Fix header indention

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/docker_quickstart.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index f4f8c366d..33b1c7ea1 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -151,7 +151,7 @@ You can then run `docker-compose build` to build the docker image, and run it us
 
 ### Troubleshooting
 
-### Docker on Windows
+#### Docker on Windows
 
 * Error: `"Timestamp for this request is outside of the recvWindow."`
   * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.

From 6fc770d97dd8d4380be3fb94e8f3dcedfa981cd7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 21 Sep 2021 15:12:35 +0200
Subject: [PATCH 1252/1386] Add warning about running with docker on windows

---
 docs/docker_quickstart.md | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 33b1c7ea1..2f350d207 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -163,6 +163,10 @@ You can then run `docker-compose build` to build the docker image, and run it us
     start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
     ```
 
+!!! Warning
+    Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
+    Best use a linux-VPS for running freqtrade reliably.
+
 ## Plotting with docker-compose
 
 Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.

From 277828bf0ebac1c370b02b4dfb6ca15628d63b1e Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Tue, 21 Sep 2021 07:56:16 -0600
Subject: [PATCH 1253/1386] parameterize some tests

---
 tests/test_freqtradebot.py | 219 ++++++++++++++-----------------------
 1 file changed, 84 insertions(+), 135 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 72d1f6150..d96ef71d6 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3545,8 +3545,34 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
                    caplog)
 
 
-def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    trades_for_order[0]['fee']['currency'] = 'ETH'
+@pytest.mark.parametrize(
+    'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log',
+    [
+        (None, 'ETH', 0, True, None),
+        (0.004, None, 0, True, None),
+        (0.00094518, "BNB", 0, True, None),
+        (
+            0.004,
+            "LTC",
+            0.004,
+            False,
+            (
+                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
+            )
+        ),
+        (0.008, None, 0, True, None),
+    ]
+)
+def test_get_real_amount(
+    default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
+    fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log
+):
+
+    buy_order = deepcopy(buy_order_fee)
+    buy_order['fee'] = {'cost': fee_cost, 'currency': fee_currency}
+    trades_for_order[0]['fee']['cost'] = fee_cost
+    trades_for_order[0]['fee']['currency'] = fee_currency
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
@@ -3561,19 +3587,58 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fe
     )
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
+    if not use_ticker_rate:
+        mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
+
     # Amount does not change
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
+    assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
+
+    if expected_log:
+        assert log_has(expected_log, caplog)
 
 
-def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee,
-                                            fee, mocker):
+@pytest.mark.parametrize(
+    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log',
+    [
+        (
+            "BTC",
+            None,
+            None,
+            0.001,
+            0.001,
+            (
+                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
+            )
+        ),
+        (
+            "ETH",
+            0.02,
+            'BNB',
+            0.0005,
+            0.001518575,
+            (
+                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
+            )
+        ),
+    ]
+)
+def test_get_real_amount_multi(
+    default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
+    stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log,
+):
 
-    limit_buy_order = deepcopy(buy_order_fee)
-    limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
-    trades_for_order[0]['fee']['currency'] = None
+    trades_for_order = deepcopy(trades_for_order2)
+    if fee_cost:
+        trades_for_order[0]['fee']['cost'] = fee_cost
+    if fee_currency:
+        trades_for_order[0]['fee']['currency'] = fee_currency
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    amount = sum(x['amount'] for x in trades_for_order)
+    amount = float(sum(x['amount'] for x in trades_for_order))
+    default_conf['stake_currency'] = stake_currency
+
     trade = Trade(
         pair='LTC/ETH',
         amount=amount,
@@ -3583,124 +3648,29 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    # Amount does not change
-    assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
-
-
-def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    trades_for_order[0]['fee']['currency'] = 'BNB'
-    trades_for_order[0]['fee']['cost'] = 0.00094518
-
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    amount = sum(x['amount'] for x in trades_for_order)
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_rate=0.245441,
-        open_order_id="123456"
-    )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-
-    # Amount does not change
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
-
-
-def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker):
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
-    amount = float(sum(x['amount'] for x in trades_for_order2))
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_rate=0.245441,
-        open_order_id="123456"
-    )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-
-    # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
-    assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                   'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
-                   caplog)
-
-    assert trade.fee_open == 0.001
-    assert trade.fee_close == 0.001
-    assert trade.fee_open_cost is not None
-    assert trade.fee_open_currency is not None
-    assert trade.fee_close_cost is None
-    assert trade.fee_close_currency is None
-
-
-def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee, caplog, fee,
-                                mocker, markets):
-    # Different fee currency on both trades
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order3)
-    amount = float(sum(x['amount'] for x in trades_for_order3))
-    default_conf['stake_currency'] = 'ETH'
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_rate=0.245441,
-        open_order_id="123456"
-    )
     # Fake markets entry to enable fee parsing
     markets['BNB/ETH'] = markets['ETH/BTC']
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 return_value={'ask': 0.19, 'last': 0.2})
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        return_value={'ask': 0.19, 'last': 0.2}
+    )
 
     # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.0005)
-    assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                   'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
-                   caplog)
-    # Overall fee is average of both trade's fee
-    assert trade.fee_open == 0.001518575
+    expected_amount = amount - (amount * fee_reduction_amount)
+    assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
+    assert log_has(expected_log, caplog)
+
+    assert trade.fee_open == expected_fee
+    assert trade.fee_close == expected_fee
     assert trade.fee_open_cost is not None
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
 
 
-def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
-                                   caplog, mocker):
-    limit_buy_order = deepcopy(buy_order_fee)
-    limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
-
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order',
-                 return_value=[trades_for_order])
-    amount = float(sum(x['amount'] for x in trades_for_order))
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_rate=0.245441,
-        open_order_id="123456"
-    )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    # Ticker rate cannot be found for this to work.
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
-
-    # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
-    assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                   'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
-                   caplog)
-
-
 def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
     limit_buy_order = deepcopy(buy_order_fee)
     limit_buy_order['fee'] = {'cost': 0.004}
@@ -3768,27 +3738,6 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
                    abs_tol=MATH_CLOSE_PREC,)
 
 
-def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    # Remove "Currency" from fee dict
-    trades_for_order[0]['fee'] = {'cost': 0.008}
-
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    amount = sum(x['amount'] for x in trades_for_order)
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        open_rate=0.245441,
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-
-        open_order_id="123456"
-    )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    # Amount does not change
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
-
-
 def test_get_real_amount_open_trade(default_conf, fee, mocker):
     amount = 12345
     trade = Trade(

From 707d0ef795868961fe652046f12a190047809de3 Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Tue, 21 Sep 2021 12:16:10 -0600
Subject: [PATCH 1254/1386] remove trades_for_order3

---
 tests/conftest.py | 8 --------
 1 file changed, 8 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 5e08e7097..7354c0b2c 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1685,14 +1685,6 @@ def trades_for_order2():
              'fee': {'cost': 0.004, 'currency': 'LTC'}}]
 
 
-@pytest.fixture(scope="function")
-def trades_for_order3(trades_for_order2):
-    # Different fee currencies for each trade
-    trades_for_order = deepcopy(trades_for_order2)
-    trades_for_order[0]['fee'] = {'cost': 0.02, 'currency': 'BNB'}
-    return trades_for_order
-
-
 @pytest.fixture
 def buy_order_fee():
     return {

From b0de4d333e86bfe23f065ab365e2ab18bb7ca41d Mon Sep 17 00:00:00 2001
From: Peter Willemsen <peter@codebuffet.co>
Date: Tue, 21 Sep 2021 23:20:40 +0200
Subject: [PATCH 1255/1386] fixed webhook error

---
 freqtrade/freqtradebot.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1cb8988ff..95f2280ac 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1217,7 +1217,7 @@ class FreqtradeBot(LoggingMixin):
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
             'gain': gain,
-            'limit': profit_rate,
+            'limit': profit_rate or 0,
             'order_type': order_type,
             'amount': trade.amount,
             'open_rate': trade.open_rate,
@@ -1226,7 +1226,7 @@ class FreqtradeBot(LoggingMixin):
             'profit_ratio': profit_ratio,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
-            'close_date': trade.close_date,
+            'close_date': trade.close_date or datetime.utcnow(),
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'reason': reason,

From 553c868d7f2a8d4e7edafaccdf814cc7249e0ac9 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Tue, 21 Sep 2021 16:40:24 -0600
Subject: [PATCH 1256/1386] combined test_order_book_depth_of_market and
 test_order_book_depth_of_market_high_delta

---
 tests/test_freqtradebot.py | 122 +++++++++++++------------------------
 1 file changed, 42 insertions(+), 80 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d96ef71d6..0a2f73263 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3546,24 +3546,19 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
 
 
 @pytest.mark.parametrize(
-    'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log',
-    [
+    'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log', [
         (None, 'ETH', 0, True, None),
         (0.004, None, 0, True, None),
-        (0.00094518, "BNB", 0, True, None),
-        (
-            0.004,
-            "LTC",
-            0.004,
-            False,
-            (
-                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
-            )
-        ),
+        (0.00094518, "BNB", 0, True, (
+            'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
+            ' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
+        )),
+        (0.004, "LTC", 0.004, False, (
+            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
+        )),
         (0.008, None, 0, True, None),
-    ]
-)
+    ])
 def test_get_real_amount(
     default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
     fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log
@@ -3590,6 +3585,7 @@ def test_get_real_amount(
     if not use_ticker_rate:
         mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
 
+    caplog.clear()
     # Amount does not change
     assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
 
@@ -3598,32 +3594,16 @@ def test_get_real_amount(
 
 
 @pytest.mark.parametrize(
-    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log',
-    [
-        (
-            "BTC",
-            None,
-            None,
-            0.001,
-            0.001,
-            (
-                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
-            )
-        ),
-        (
-            "ETH",
-            0.02,
-            'BNB',
-            0.0005,
-            0.001518575,
-            (
-                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
-            )
-        ),
-    ]
-)
+    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log', [
+        ("BTC", None, None, 0.001, 0.001, (
+            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
+        )),
+        ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, (
+            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
+        )),
+    ])
 def test_get_real_amount_multi(
     default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
     stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log,
@@ -3653,10 +3633,8 @@ def test_get_real_amount_multi(
     markets['BNB/ETH'] = markets['ETH/BTC']
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    mocker.patch(
-        'freqtrade.exchange.Exchange.fetch_ticker',
-        return_value={'ask': 0.19, 'last': 0.2}
-    )
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': 0.19, 'last': 0.2})
 
     # Amount is reduced by "fee"
     expected_amount = amount - (amount * fee_reduction_amount)
@@ -3788,10 +3766,14 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
     assert walletmock.call_count == 1
 
 
+@pytest.mark.parametrize("delta, is_high_delta", [
+    (0.1, False),
+    (100, True),
+])
 def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
-                                    fee, mocker, order_book_l2):
+                                    fee, mocker, order_book_l2, delta, is_high_delta):
     default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
-    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
+    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
@@ -3809,42 +3791,22 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    assert trade is not None
-    assert trade.stake_amount == 0.001
-    assert trade.is_open
-    assert trade.open_date is not None
-    assert trade.exchange == 'binance'
+    if is_high_delta:
+        assert trade is None
+    else:
+        assert trade is not None
+        assert trade.stake_amount == 0.001
+        assert trade.is_open
+        assert trade.open_date is not None
+        assert trade.exchange == 'binance'
 
-    assert len(Trade.query.all()) == 1
+        assert len(Trade.query.all()) == 1
 
-    # Simulate fulfilled LIMIT_BUY order for trade
-    trade.update(limit_buy_order)
+        # Simulate fulfilled LIMIT_BUY order for trade
+        trade.update(limit_buy_order)
 
-    assert trade.open_rate == 0.00001099
-    assert whitelist == default_conf['exchange']['pair_whitelist']
-
-
-def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
-                                               fee, mocker, order_book_l2):
-    default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
-    # delta is 100 which is impossible to reach. hence check_depth_of_market will return false
-    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_fee=fee,
-    )
-    # Save state of current whitelist
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    assert trade is None
+        assert trade.open_rate == 0.00001099
+        assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
 @pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [

From f768bdea503780b6c220afe36691fbbd09752689 Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Wed, 22 Sep 2021 10:32:30 -0600
Subject: [PATCH 1257/1386] cleanup based on feedback

---
 tests/test_freqtradebot.py | 25 +++++++++++++------------
 1 file changed, 13 insertions(+), 12 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 0a2f73263..eaaadbcb1 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3594,19 +3594,13 @@ def test_get_real_amount(
 
 
 @pytest.mark.parametrize(
-    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log', [
-        ("BTC", None, None, 0.001, 0.001, (
-            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
-        )),
-        ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, (
-            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
-        )),
+    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
+        (None, None, None, 0.001, 0.001, 7.992),
+        ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])
 def test_get_real_amount_multi(
     default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
-    stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log,
+    stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
 ):
 
     trades_for_order = deepcopy(trades_for_order2)
@@ -3617,7 +3611,8 @@ def test_get_real_amount_multi(
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
-    default_conf['stake_currency'] = stake_currency
+    if stake_currency:
+        default_conf['stake_currency'] = stake_currency
 
     trade = Trade(
         pair='LTC/ETH',
@@ -3639,7 +3634,13 @@ def test_get_real_amount_multi(
     # Amount is reduced by "fee"
     expected_amount = amount - (amount * fee_reduction_amount)
     assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
-    assert log_has(expected_log, caplog)
+    assert log_has(
+        (
+            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+            f'open_rate=0.24544100, open_since=closed) (from 8.0 to {expected_log_amount}).'
+        ),
+        caplog
+    )
 
     assert trade.fee_open == expected_fee
     assert trade.fee_close == expected_fee

From 8cfb6ddd518bc4edf910c9f07afdc1ee85d103aa Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Wed, 22 Sep 2021 10:48:13 -0600
Subject: [PATCH 1258/1386] fix long line

---
 tests/test_freqtradebot.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index eaaadbcb1..b987d54d8 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3594,7 +3594,7 @@ def test_get_real_amount(
 
 
 @pytest.mark.parametrize(
-    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
+    'stake_currency,fee_cost,fee_currency,fee_reduction_amount,expected_fee,expected_log_amount', [
         (None, None, None, 0.001, 0.001, 7.992),
         ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])

From 30cc69c880cf736225f6246331527ab202398588 Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Wed, 22 Sep 2021 11:28:42 -0600
Subject: [PATCH 1259/1386] set all to eth for multi test

---
 tests/test_freqtradebot.py | 11 +++++------
 1 file changed, 5 insertions(+), 6 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b987d54d8..8e036e80a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3594,13 +3594,13 @@ def test_get_real_amount(
 
 
 @pytest.mark.parametrize(
-    'stake_currency,fee_cost,fee_currency,fee_reduction_amount,expected_fee,expected_log_amount', [
-        (None, None, None, 0.001, 0.001, 7.992),
-        ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, 7.996),
+    'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
+        (None, None, 0.001, 0.001, 7.992),
+        (0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])
 def test_get_real_amount_multi(
     default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
-    stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
+    fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
 ):
 
     trades_for_order = deepcopy(trades_for_order2)
@@ -3611,8 +3611,7 @@ def test_get_real_amount_multi(
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
-    if stake_currency:
-        default_conf['stake_currency'] = stake_currency
+    default_conf['stake_currency'] = "ETH"
 
     trade = Trade(
         pair='LTC/ETH',

From 2bf49445b7db8a15681f8fb690d3db6162f0e8c1 Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Wed, 22 Sep 2021 16:11:27 -0600
Subject: [PATCH 1260/1386] add parameterized names

---
 tests/test_freqtradebot.py | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 8e036e80a..9c9271810 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3547,16 +3547,21 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
 
 @pytest.mark.parametrize(
     'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log', [
+        # basic, amount does not change
         (None, 'ETH', 0, True, None),
+        # no currency in fee
         (0.004, None, 0, True, None),
+        # BNB no rate
         (0.00094518, "BNB", 0, True, (
             'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
             ' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
         )),
+        # from order
         (0.004, "LTC", 0.004, False, (
             'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
             'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
         )),
+        # invalid, no currency in from fee dict
         (0.008, None, 0, True, None),
     ])
 def test_get_real_amount(
@@ -3586,7 +3591,6 @@ def test_get_real_amount(
         mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
 
     caplog.clear()
-    # Amount does not change
     assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
 
     if expected_log:
@@ -3595,7 +3599,9 @@ def test_get_real_amount(
 
 @pytest.mark.parametrize(
     'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
+        # basic, amount is reduced by fee
         (None, None, 0.001, 0.001, 7.992),
+        # different fee currency on both trades, fee is average of both trade's fee
         (0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])
 def test_get_real_amount_multi(

From d7903f012f7af5f3c19df527780456bab0ca986f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 23 Sep 2021 07:25:11 +0200
Subject: [PATCH 1261/1386] Move PerformanceWarning to advanced section

rewrite to use strategy parameters instead of plain range
---
 docs/strategy-advanced.md      | 30 ++++++++++++++++++++++++++++++
 docs/strategy-customization.md | 27 ---------------------------
 2 files changed, 30 insertions(+), 27 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 4409af6ea..d7d0dd04a 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -695,3 +695,33 @@ The variable 'content', will contain the strategy file in a BASE64 encoded form.
 ```
 
 Please ensure that 'NameOfStrategy' is identical to the strategy name!
+
+## Performance warning
+
+When executing a strategy, one can sometimes be greeted by the following in the logs
+
+> PerformanceWarning: DataFrame is highly fragmented.
+
+This is a warning from [`pandas`](https://github.com/pandas-dev/pandas) and as the warning continues to say:
+use `pd.concat(axis=1)`.
+This can have slight performance implications, which are usually only visible during hyperopt (when optimizing an indicator).
+
+For example:
+
+```python
+for val in self.buy_ema_short.range:
+    dataframe[f'ema_short_{val}'] = ta.EMA(dataframe, timeperiod=val)
+```
+
+should be rewritten to
+
+```python
+frames = [dataframe]
+for val in self.buy_ema_short.range:
+    frames.append({
+        f'ema_short_{val}': ta.EMA(dataframe, timeperiod=val)
+    })
+
+# Append columns to existing dataframe
+merged_frame = pd.concat(frames, axis=1)
+```
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 194517b2b..6d6eff2aa 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -793,33 +793,6 @@ The following lists some common patterns which should be avoided to prevent frus
 - don't use `dataframe['volume'].mean()`. This uses the full DataFrame for backtesting, including data from the future. Use `dataframe['volume'].rolling(<window>).mean()` instead
 - don't use `.resample('1h')`. This uses the left border of the interval, so moves data from an hour to the start of the hour. Use `.resample('1h', label='right')` instead.
 
-### Performance warning
-
-When executing a strategy, one can sometimes be greeted by the following in the logs
-
-> PerformanceWarning: DataFrame is highly fragmented.
-
-This is a warning from [`pandas`](https://github.com/pandas-dev/pandas) and as the warning continues to say:
- use `pd.concat(axis=1)`. For example
-
-```python
-for i in range(100):
-   dataframe[i] = ta.indicator(dataframe, param=i)
-```
-
-should be rewritten to
-
-```python
-frames = [dataframe]
-for i in range(100):
-    frames.append({
-        str(i): ta.indicator(dataframe, param=i)
-    })
-
-# Append columns to existing dataframe
-merged_frame = pd.concat(frames, axis=1)
-```
-
 ## Further strategy ideas
 
 To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.

From 692e91a26dfa2ec1c746923d481421cc87a15b8c Mon Sep 17 00:00:00 2001
From: Peter Willemsen <peter@codebuffet.co>
Date: Thu, 23 Sep 2021 10:28:15 +0200
Subject: [PATCH 1262/1386] changed close date from datetime.utcnow() to
 datetime.now(timezone.utc)

---
 freqtrade/freqtradebot.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 95f2280ac..9cfd219a8 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1226,7 +1226,7 @@ class FreqtradeBot(LoggingMixin):
             'profit_ratio': profit_ratio,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
-            'close_date': trade.close_date or datetime.utcnow(),
+            'close_date': trade.close_date or datetime.now(timezone.utc),
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'reason': reason,

From 422d5601890f9749ab7f69a903d2de3f68ea9257 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:05:55 +0000
Subject: [PATCH 1263/1386] Bump types-requests from 2.25.6 to 2.25.8

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.6 to 2.25.8.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 4859e1cc6..d8d8ce916 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -23,5 +23,5 @@ nbconvert==6.1.0
 # mypy types
 types-cachetools==4.2.0
 types-filelock==0.1.5
-types-requests==2.25.6
+types-requests==2.25.8
 types-tabulate==0.8.2

From e85dc6326302e83da897b06941ca725f6d5f242c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:06:01 +0000
Subject: [PATCH 1264/1386] Bump mkdocs-material from 7.2.6 to 7.3.0

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.6 to 7.3.0.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.6...7.3.0)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 9927740c2..9b7c12a43 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.6
+mkdocs-material==7.3.0
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 766ef90b56cf190b8beeba1a249d9b53792fbba2 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:06:16 +0000
Subject: [PATCH 1265/1386] Bump sqlalchemy from 1.4.23 to 1.4.25

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.23 to 1.4.25.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index aa729dd9f..74ce391ed 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.56.30
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.23
+SQLAlchemy==1.4.25
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2

From 90d5af9a35211a51756603cfb3ffcb3cf67edc17 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:06:20 +0000
Subject: [PATCH 1266/1386] Bump urllib3 from 1.26.6 to 1.26.7

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.6 to 1.26.7.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/1.26.7/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.26.6...1.26.7)

---
updated-dependencies:
- dependency-name: urllib3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index aa729dd9f..2f6a4a104 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -10,7 +10,7 @@ python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2
 requests==2.26.0
-urllib3==1.26.6
+urllib3==1.26.7
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.21

From 0353f070f9714655e1ccb06448ffa03dbe3f5fb0 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:06:24 +0000
Subject: [PATCH 1267/1386] Bump progressbar2 from 3.53.2 to 3.53.3

Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.53.2 to 3.53.3.
- [Release notes](https://github.com/WoLpH/python-progressbar/releases)
- [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst)
- [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.53.2...v3.53.3)

---
updated-dependencies:
- dependency-name: progressbar2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 7dc55a9fc..9feec80f1 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -8,4 +8,4 @@ scikit-optimize==0.8.1
 filelock==3.0.12
 joblib==1.0.1
 psutil==5.8.0
-progressbar2==3.53.2
+progressbar2==3.53.3

From 954c468191b3c130c62d7bedfde1ff138f427908 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 24 Sep 2021 07:12:38 +0200
Subject: [PATCH 1268/1386] Add pandas-ta to requirements

---
 requirements.txt | 1 +
 1 file changed, 1 insertion(+)

diff --git a/requirements.txt b/requirements.txt
index aa729dd9f..f0da0cdb9 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,6 @@
 numpy==1.21.2
 pandas==1.3.3
+pandas-ta==0.3.14b
 
 ccxt==1.56.30
 # Pin cryptography for now due to rust build errors with piwheels

From 72a1e27fc6cc0454dfb3035f4957820dd6c6423d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 07:31:20 +0000
Subject: [PATCH 1269/1386] Bump ccxt from 1.56.30 to 1.56.86

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.56.30 to 1.56.86.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.56.30...1.56.86)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3b004dfaa..ede0c74e3 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.3
 pandas-ta==0.3.14b
 
-ccxt==1.56.30
+ccxt==1.56.86
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From b59906b117f300aefd828fa02c8b5c5658388df1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 24 Sep 2021 19:24:33 +0200
Subject: [PATCH 1270/1386] Update minimum for tradable_balance_ratio to 0.0

---
 freqtrade/constants.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 4997108bc..fca319a0f 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -110,7 +110,7 @@ CONF_SCHEMA = {
         },
         'tradable_balance_ratio': {
             'type': 'number',
-            'minimum': 0.1,
+            'minimum': 0.0,
             'maximum': 1,
             'default': 0.99
         },

From 4c268847d42043d53fc59751ffd1717125d9e0bd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 24 Sep 2021 19:32:22 +0200
Subject: [PATCH 1271/1386] Add pandas-ta to setup.py

---
 setup.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/setup.py b/setup.py
index 727c40c7c..cf381bdd3 100644
--- a/setup.py
+++ b/setup.py
@@ -54,6 +54,7 @@ setup(
         'wrapt',
         'jsonschema',
         'TA-Lib',
+        'pandas-ta',
         'technical',
         'tabulate',
         'pycoingecko',

From f4f204d849eb65eed74a1ac09e1ad52e5a641ee9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 24 Sep 2021 20:09:24 +0200
Subject: [PATCH 1272/1386] Update test to use cost dict

---
 tests/test_freqtradebot.py | 19 +++++++++----------
 1 file changed, 9 insertions(+), 10 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 9c9271810..b233a6267 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3546,33 +3546,32 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
 
 
 @pytest.mark.parametrize(
-    'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log', [
+    'fee_par,fee_reduction_amount,use_ticker_rate,expected_log', [
         # basic, amount does not change
-        (None, 'ETH', 0, True, None),
+        ({'cost': 0.008, 'currency': 'ETH'}, 0, False, None),
         # no currency in fee
-        (0.004, None, 0, True, None),
+        ({'cost': 0.004, 'currency': None}, 0, True, None),
         # BNB no rate
-        (0.00094518, "BNB", 0, True, (
+        ({'cost': 0.00094518, 'currency': 'BNB'}, 0, True, (
             'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
             ' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
         )),
         # from order
-        (0.004, "LTC", 0.004, False, (
+        ({'cost': 0.004, 'currency': 'LTC'}, 0.004, False, (
             'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
             'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
         )),
         # invalid, no currency in from fee dict
-        (0.008, None, 0, True, None),
+        ({'cost': 0.008, 'currency': None}, 0, True, None),
     ])
 def test_get_real_amount(
     default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
-    fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log
+    fee_par, fee_reduction_amount, use_ticker_rate, expected_log
 ):
 
     buy_order = deepcopy(buy_order_fee)
-    buy_order['fee'] = {'cost': fee_cost, 'currency': fee_currency}
-    trades_for_order[0]['fee']['cost'] = fee_cost
-    trades_for_order[0]['fee']['currency'] = fee_currency
+    buy_order['fee'] = fee_par
+    trades_for_order[0]['fee'] = fee_par
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)

From 097da448e2d297ace7f2158efb4fac6164168028 Mon Sep 17 00:00:00 2001
From: froggleston <docfrogs@gmail.com>
Date: Sat, 25 Sep 2021 15:48:42 +0100
Subject: [PATCH 1273/1386] Add CPU,RAM sysinfo support to the REST API to help
 with bot system monitoring

---
 freqtrade/rpc/api_server/api_v1.py | 4 ++++
 freqtrade/rpc/rpc.py               | 5 ++++-
 requirements.txt                   | 1 +
 scripts/rest_client.py             | 6 ++++++
 4 files changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 7e613f184..733fa7383 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -259,3 +259,7 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
         'pair_interval': pair_interval,
     }
     return result
+
+@router.get('/sysinfo', tags=['info'])
+def sysinfo(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_sysinfo()
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f6599b429..9b0d4b0f7 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -1,7 +1,7 @@
 """
 This module contains class to define a RPC communications
 """
-import logging
+import logging, psutil
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
@@ -870,3 +870,6 @@ class RPC:
                 'subplots' not in self._freqtrade.strategy.plot_config):
             self._freqtrade.strategy.plot_config['subplots'] = {}
         return self._freqtrade.strategy.plot_config
+
+    def _rpc_sysinfo(self) -> Dict[str, Any]:
+        return {"cpu_pct": psutil.cpu_percent(interval=1, percpu=True), "ram_pct": psutil.virtual_memory().percent}
diff --git a/requirements.txt b/requirements.txt
index d1d10dd1d..6a2cfec01 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -36,6 +36,7 @@ fastapi==0.68.1
 uvicorn==0.15.0
 pyjwt==2.1.0
 aiofiles==0.7.0
+psutil==5.8.0
 
 # Support for colorized terminal output
 colorama==0.4.4
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index ece0a253e..52de3c534 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -334,6 +334,12 @@ class FtRestClient():
             "timerange": timerange if timerange else '',
         })
 
+    def sysinfo(self):
+        """Provides system information (CPU, RAM usage)
+
+        :return: json object
+        """
+        return self._get("sysinfo")
 
 def add_arguments():
     parser = argparse.ArgumentParser()

From 6319c104fe1c51e0343c08def9f4511cc537b377 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 26 Sep 2021 15:07:48 +0200
Subject: [PATCH 1274/1386] Fix unreliable backtest-result when using webserver
 mode

---
 freqtrade/data/dataprovider.py           |  2 +
 freqtrade/optimize/backtesting.py        | 50 ++++++++++++------------
 freqtrade/rpc/api_server/api_backtest.py | 21 +++++-----
 3 files changed, 39 insertions(+), 34 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index cdee0f078..b197c159f 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -149,6 +149,8 @@ class DataProvider:
         Clear pair dataframe cache.
         """
         self.__cached_pairs = {}
+        self.__cached_pairs_backtesting = {}
+        self.__slice_index = 0
 
     # Exchange functions
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 79c861ee8..f406f89d7 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -85,18 +85,7 @@ class Backtesting:
                                        "configuration or as cli argument `--timeframe 5m`")
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
-        # Load detail timeframe if specified
-        self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
-        if self.timeframe_detail:
-            self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
-            if self.timeframe_min <= self.timeframe_detail_min:
-                raise OperationalException(
-                    "Detail timeframe must be smaller than strategy timeframe.")
-
-        else:
-            self.timeframe_detail_min = 0
-        self.detail_data: Dict[str, DataFrame] = {}
-
+        self.init_backtest_detail()
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
             raise OperationalException("VolumePairList not allowed for backtesting.")
@@ -119,14 +108,6 @@ class Backtesting:
         else:
             self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
 
-        Trade.use_db = False
-        Trade.reset_trades()
-        PairLocks.timeframe = self.config['timeframe']
-        PairLocks.use_db = False
-        PairLocks.reset_locks()
-
-        self.wallets = Wallets(self.config, self.exchange, log=False)
-
         self.timerange = TimeRange.parse_timerange(
             None if self.config.get('timerange') is None else str(self.config.get('timerange')))
 
@@ -135,9 +116,7 @@ class Backtesting:
         # Add maximum startup candle count to configuration for informative pairs support
         self.config['startup_candle_count'] = self.required_startup
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
-
-        self.progress = BTProgress()
-        self.abort = False
+        self.init_backtest()
 
     def __del__(self):
         self.cleanup()
@@ -147,6 +126,28 @@ class Backtesting:
         PairLocks.use_db = True
         Trade.use_db = True
 
+    def init_backtest_detail(self):
+        # Load detail timeframe if specified
+        self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
+        if self.timeframe_detail:
+            self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
+            if self.timeframe_min <= self.timeframe_detail_min:
+                raise OperationalException(
+                    "Detail timeframe must be smaller than strategy timeframe.")
+
+        else:
+            self.timeframe_detail_min = 0
+        self.detail_data: Dict[str, DataFrame] = {}
+
+    def init_backtest(self):
+
+        self.prepare_backtest(False)
+
+        self.wallets = Wallets(self.config, self.exchange, log=False)
+
+        self.progress = BTProgress()
+        self.abort = False
+
     def _set_strategy(self, strategy: IStrategy):
         """
         Load strategy into backtesting
@@ -226,7 +227,8 @@ class Backtesting:
         Trade.reset_trades()
         self.rejected_trades = 0
         self.dataprovider.clear_cache()
-        self._load_protections(self.strategy)
+        if enable_protections:
+            self._load_protections(self.strategy)
 
     def check_abort(self):
         """
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 4623c187e..32278686c 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -47,33 +47,34 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 not ApiServer._bt
                 or lastconfig.get('timeframe') != strat.timeframe
                 or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
-                or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
                 or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
                 if ApiServer._bt.timeframe_detail:
                     ApiServer._bt.load_bt_data_detail()
-
+            else:
+                ApiServer._bt.config = btconfig
+                ApiServer._bt.init_backtest()
             # Only reload data if timeframe changed.
             if (
                 not ApiServer._bt_data
                 or not ApiServer._bt_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()
 
+                lastconfig['timerange'] = btconfig['timerange']
+                lastconfig['timeframe'] = strat.timeframe
+
+            lastconfig['protections'] = btconfig.get('protections', [])
+            lastconfig['enable_protections'] = btconfig.get('enable_protections')
+            lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
+
             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)

From 08b1f04ed5f9b7ce69827fb44acfc4c154aecc2e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 27 Sep 2021 03:01:18 +0000
Subject: [PATCH 1275/1386] Bump types-requests from 2.25.8 to 2.25.9

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.8 to 2.25.9.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index d8d8ce916..1d61369eb 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -23,5 +23,5 @@ nbconvert==6.1.0
 # mypy types
 types-cachetools==4.2.0
 types-filelock==0.1.5
-types-requests==2.25.8
+types-requests==2.25.9
 types-tabulate==0.8.2

From 905950230329688b81606c9fb78c3e5a631d8cbd Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 27 Sep 2021 03:01:27 +0000
Subject: [PATCH 1276/1386] Bump ccxt from 1.56.86 to 1.57.3

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.56.86 to 1.57.3.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.56.86...1.57.3)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index d1d10dd1d..feeb4d942 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.3
 pandas-ta==0.3.14b
 
-ccxt==1.56.86
+ccxt==1.57.3
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From 78096c9eff08cc2aea47d44e7ae20751c0b3420a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 27 Sep 2021 04:32:26 +0000
Subject: [PATCH 1277/1386] Bump nbconvert from 6.1.0 to 6.2.0

Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 6.1.0 to 6.2.0.
- [Release notes](https://github.com/jupyter/nbconvert/releases)
- [Commits](https://github.com/jupyter/nbconvert/compare/6.1.0...6.2.0)

---
updated-dependencies:
- dependency-name: nbconvert
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 1d61369eb..2f03255a0 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -18,7 +18,7 @@ isort==5.9.3
 time-machine==2.4.0
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==6.1.0
+nbconvert==6.2.0
 
 # mypy types
 types-cachetools==4.2.0

From 5b7a1f864257c62924760be45f2dc9c651c665a0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 27 Sep 2021 07:12:40 +0200
Subject: [PATCH 1278/1386] Validate config also in webserver mode

---
 freqtrade/rpc/api_server/api_backtest.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 32278686c..7ce9f487f 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -4,6 +4,7 @@ from copy import deepcopy
 
 from fastapi import APIRouter, BackgroundTasks, Depends
 
+from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.enums import BacktestState
 from freqtrade.exceptions import DependencyException
 from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
@@ -42,6 +43,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
             # Reload strategy
             lastconfig = ApiServer._bt_last_config
             strat = StrategyResolver.load_strategy(btconfig)
+            validate_config_consistency(btconfig)
 
             if (
                 not ApiServer._bt

From 3fbf716f85b96a8d53f99523cd50ab703c034256 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 27 Sep 2021 17:51:01 +0200
Subject: [PATCH 1279/1386] Fix "sticking" timerange in webserver mode

---
 freqtrade/rpc/api_server/api_backtest.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 7ce9f487f..edbc39772 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -63,12 +63,12 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 not ApiServer._bt_data
                 or not ApiServer._bt_timerange
                 or lastconfig.get('timeframe') != strat.timeframe
+                or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
 
-                lastconfig['timerange'] = btconfig['timerange']
-                lastconfig['timeframe'] = strat.timeframe
-
+            lastconfig['timerange'] = btconfig['timerange']
+            lastconfig['timeframe'] = strat.timeframe
             lastconfig['protections'] = btconfig.get('protections', [])
             lastconfig['enable_protections'] = btconfig.get('enable_protections')
             lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')

From 5726886b0620874be0d1c6c8f8b4737912e42786 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 27 Sep 2021 20:52:19 +0200
Subject: [PATCH 1280/1386] Reduce backtest-noise from "pandas slice" warning

---
 freqtrade/optimize/backtesting.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index f406f89d7..8328d61d3 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -385,12 +385,12 @@ class Backtesting:
             detail_data = detail_data.loc[
                 (detail_data['date'] >= sell_candle_time) &
                 (detail_data['date'] < sell_candle_end)
-             ]
+             ].copy()
             if len(detail_data) == 0:
                 # Fall back to "regular" data if no detail data was found for this candle
                 return self._get_sell_trade_entry_for_candle(trade, sell_row)
-            detail_data['buy'] = sell_row[BUY_IDX]
-            detail_data['sell'] = sell_row[SELL_IDX]
+            detail_data.loc[:, 'buy'] = sell_row[BUY_IDX]
+            detail_data.loc[:, 'sell'] = sell_row[SELL_IDX]
             headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
             for det_row in detail_data[headers].values.tolist():
                 res = self._get_sell_trade_entry_for_candle(trade, det_row)

From e025576d8cac9cb0227734efc18d4c978d01cc6f Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 29 Sep 2021 10:15:05 +0300
Subject: [PATCH 1281/1386] Introduce markets_static fixture serving an
 immutable list of markets. Adapt pairlist/markets tests to use this new
 fixture.

This allows freely modifying markets in get_markets() without a need of updating pairlist/markets tests.
---
 tests/commands/test_commands.py |  9 ++++-----
 tests/conftest.py               | 21 ++++++++++++++++++---
 tests/exchange/test_exchange.py |  4 ++--
 tests/plugins/test_pairlist.py  |  4 ++--
 4 files changed, 26 insertions(+), 12 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 135510b38..b236f6a10 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -208,11 +208,10 @@ def test_list_timeframes(mocker, capsys):
     assert re.search(r"^1d$", captured.out, re.MULTILINE)
 
 
-def test_list_markets(mocker, markets, capsys):
+def test_list_markets(mocker, markets_static, capsys):
 
     api_mock = MagicMock()
-    api_mock.markets = markets
-    patch_exchange(mocker, api_mock=api_mock, id='bittrex')
+    patch_exchange(mocker, api_mock=api_mock, id='bittrex', mock_markets=markets_static)
 
     # Test with no --config
     args = [
@@ -237,7 +236,7 @@ def test_list_markets(mocker, markets, capsys):
             "TKN/BTC, XLTCUSDT, XRP/BTC.\n"
             in captured.out)
 
-    patch_exchange(mocker, api_mock=api_mock, id="binance")
+    patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static)
     # Test with --exchange
     args = [
         "list-markets",
@@ -250,7 +249,7 @@ def test_list_markets(mocker, markets, capsys):
     assert re.match("\nExchange Binance has 10 active markets:\n",
                     captured.out)
 
-    patch_exchange(mocker, api_mock=api_mock, id="bittrex")
+    patch_exchange(mocker, api_mock=api_mock, id="bittrex", mock_markets=markets_static)
     # Test with --all: all markets
     args = [
         "list-markets", "--all",
diff --git a/tests/conftest.py b/tests/conftest.py
index 7354c0b2c..c908c0cb0 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -90,8 +90,10 @@ def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> No
     mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
     mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
     if mock_markets:
+        if isinstance(mock_markets, bool):
+            mock_markets = get_markets()
         mocker.patch('freqtrade.exchange.Exchange.markets',
-                     PropertyMock(return_value=get_markets()))
+                     PropertyMock(return_value=mock_markets))
 
     if api_mock:
         mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
@@ -376,6 +378,8 @@ def markets():
 
 
 def get_markets():
+    # See get_markets_static() for immutable markets and do not modify them unless absolutely
+    # necessary!
     return {
         'ETH/BTC': {
             'id': 'ethbtc',
@@ -675,11 +679,22 @@ def get_markets():
 
 
 @pytest.fixture
-def shitcoinmarkets(markets):
+def markets_static():
+    # These markets are used in some tests that would need adaptation should anything change in
+    # market list. Do not modify this list without a good reason! Do not modify market parameters
+    # of listed pairs in get_markets() without a good reason either!
+    static_markets = ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
+                      'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']
+    all_markets = get_markets()
+    return {m: all_markets[m] for m in static_markets}
+
+
+@pytest.fixture
+def shitcoinmarkets(markets_static):
     """
     Fixture with shitcoin markets - used to test filters in pairlists
     """
-    shitmarkets = deepcopy(markets)
+    shitmarkets = deepcopy(markets_static)
     shitmarkets.update({
         'HOT/BTC': {
             'id': 'HOTBTC',
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 97bc33429..79b4a3ff5 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2735,7 +2735,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
         (['LTC'], ['NONEXISTENT'], False, False,
          []),
     ])
-def test_get_markets(default_conf, mocker, markets,
+def test_get_markets(default_conf, mocker, markets_static,
                      base_currencies, quote_currencies, pairs_only, active_only,
                      expected_keys):
     mocker.patch.multiple('freqtrade.exchange.Exchange',
@@ -2743,7 +2743,7 @@ def test_get_markets(default_conf, mocker, markets,
                           _load_async_markets=MagicMock(),
                           validate_pairs=MagicMock(),
                           validate_timeframes=MagicMock(),
-                          markets=PropertyMock(return_value=markets))
+                          markets=PropertyMock(return_value=markets_static))
     ex = Exchange(default_conf)
     pairs = ex.get_markets(base_currencies, quote_currencies, pairs_only, active_only)
     assert sorted(pairs.keys()) == sorted(expected_keys)
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 1ce8d172c..cf918e2a0 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -131,9 +131,9 @@ def test_load_pairlist_noexist(mocker, markets, default_conf):
                                        default_conf, {}, 1)
 
 
-def test_load_pairlist_verify_multi(mocker, markets, default_conf):
+def test_load_pairlist_verify_multi(mocker, markets_static, default_conf):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_static))
     plm = PairListManager(freqtrade.exchange, default_conf)
     # Call different versions one after the other, should always consider what was passed in
     # and have no side-effects (therefore the same check multiple times)

From 656526c007dfa8fd80036966d601e8b873d1ccd5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Sep 2021 16:50:05 +0200
Subject: [PATCH 1282/1386] Add trades-to-ohlcv command to simplify adding new
 timeframes

---
 freqtrade/commands/__init__.py      |  4 +--
 freqtrade/commands/arguments.py     | 14 +++++++++-
 freqtrade/commands/data_commands.py | 41 +++++++++++++++++++++++++++++
 3 files changed, 56 insertions(+), 3 deletions(-)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index a6f14cff7..858c99acd 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -8,8 +8,8 @@ Note: Be careful with file-scoped imports in these subfiles.
 """
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.build_config_commands import start_new_config
-from freqtrade.commands.data_commands import (start_convert_data, start_download_data,
-                                              start_list_data)
+from freqtrade.commands.data_commands import (start_convert_data, start_convert_trades,
+                                              start_download_data, start_list_data)
 from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
                                                 start_new_strategy)
 from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index d424f3ce7..48dc48cf1 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -58,6 +58,8 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
+ARGS_CONVERT_TRADES = ["pairs", "timeframes", "dataformat_ohlcv", "dataformat_trades"]
+
 ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "timerange",
@@ -169,7 +171,8 @@ class Arguments:
         self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
         self._build_args(optionlist=['version'], parser=self.parser)
 
-        from freqtrade.commands import (start_backtesting, start_convert_data, start_create_userdir,
+        from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades,
+                                        start_create_userdir,
                                         start_download_data, start_edge, start_hyperopt,
                                         start_hyperopt_list, start_hyperopt_show, start_install_ui,
                                         start_list_data, start_list_exchanges, start_list_markets,
@@ -236,6 +239,15 @@ class Arguments:
         convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
         self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
 
+        # Add trades-to-ohlcv subcommand
+        convert_trade_data_cmd = subparsers.add_parser(
+            'trades-to-ohlcv',
+            help='Convert trade data to OHLCV data.',
+            parents=[_common_parser],
+        )
+        convert_trade_data_cmd.set_defaults(func=start_convert_trades)
+        self._build_args(optionlist=ARGS_CONVERT_TRADES, parser=convert_trade_data_cmd)
+
         # Add list-data subcommand
         list_data_cmd = subparsers.add_parser(
             'list-data',
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 141e85f14..7ef1ae5c7 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -89,6 +89,47 @@ def start_download_data(args: Dict[str, Any]) -> None:
                         f"on exchange {exchange.name}.")
 
 
+def start_convert_trades(args: Dict[str, Any]) -> None:
+
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
+
+    timerange = TimeRange()
+    if 'days' in config:
+        time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
+        timerange = TimeRange.parse_timerange(f'{time_since}-')
+
+    if 'timerange' in config:
+        timerange = timerange.parse_timerange(config['timerange'])
+
+    # Remove stake-currency to skip checks which are not relevant for datadownload
+    config['stake_currency'] = ''
+
+    if 'pairs' not in config:
+        raise OperationalException(
+            "Downloading data requires a list of pairs. "
+            "Please check the documentation on how to configure this.")
+
+    # Init exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+    # Manual validations of relevant settings
+    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 Convert pairs: {expanded_pairs}, "
+                f"intervals: {config['timeframes']} to {config['datadir']}")
+
+    for timeframe in config['timeframes']:
+        exchange.validate_timeframes(timeframe)
+    # Convert downloaded trade data to different timeframes
+    convert_trades_to_ohlcv(
+        pairs=expanded_pairs, timeframes=config['timeframes'],
+        datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
+        data_format_ohlcv=config['dataformat_ohlcv'],
+        data_format_trades=config['dataformat_trades'],
+    )
+
+
 def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
     """
     Convert data from one format to another

From fc511aac4486dc99568e88edd01635453d0c1a59 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Sep 2021 19:21:54 +0200
Subject: [PATCH 1283/1386] don't use %default when no default is defined

---
 freqtrade/commands/cli_options.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index e3c7fe464..d350a9426 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -381,12 +381,12 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "dataformat_ohlcv": Arg(
         '--data-format-ohlcv',
-        help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).',
+        help='Storage format for downloaded candle (OHLCV) data. (default: `json`).',
         choices=constants.AVAILABLE_DATAHANDLERS,
     ),
     "dataformat_trades": Arg(
         '--data-format-trades',
-        help='Storage format for downloaded trades data. (default: `%(default)s`).',
+        help='Storage format for downloaded trades data. (default: `jsongz`).',
         choices=constants.AVAILABLE_DATAHANDLERS,
     ),
     "exchange": Arg(

From 248c61bb26399d3049f7ac2f116d6cf0e49d8665 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Sep 2021 19:39:29 +0200
Subject: [PATCH 1284/1386] Add test for trades-to-ohlcv

---
 freqtrade/commands/arguments.py     |  4 ++--
 freqtrade/commands/data_commands.py |  6 ------
 tests/commands/test_commands.py     | 28 ++++++++++++++++++++++------
 3 files changed, 24 insertions(+), 14 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 48dc48cf1..2fadf047e 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -58,7 +58,7 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
-ARGS_CONVERT_TRADES = ["pairs", "timeframes", "dataformat_ohlcv", "dataformat_trades"]
+ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]
 
 ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
 
@@ -93,7 +93,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
                     "hyperopt-list", "hyperopt-show",
-                    "plot-dataframe", "plot-profit", "show-trades"]
+                    "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 7ef1ae5c7..ee05e6c69 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -94,12 +94,6 @@ def start_convert_trades(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
     timerange = TimeRange()
-    if 'days' in config:
-        time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
-        timerange = TimeRange.parse_timerange(f'{time_since}-')
-
-    if 'timerange' in config:
-        timerange = timerange.parse_timerange(config['timerange'])
 
     # Remove stake-currency to skip checks which are not relevant for datadownload
     config['stake_currency'] = ''
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index b236f6a10..8889617ba 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -8,12 +8,12 @@ from zipfile import ZipFile
 import arrow
 import pytest
 
-from freqtrade.commands import (start_convert_data, start_create_userdir, start_download_data,
-                                start_hyperopt_list, start_hyperopt_show, start_install_ui,
-                                start_list_data, start_list_exchanges, start_list_markets,
-                                start_list_strategies, start_list_timeframes, start_new_strategy,
-                                start_show_trades, start_test_pairlist, start_trading,
-                                start_webserver)
+from freqtrade.commands import (start_convert_data, start_convert_trades, start_create_userdir,
+                                start_download_data, start_hyperopt_list, start_hyperopt_show,
+                                start_install_ui, start_list_data, start_list_exchanges,
+                                start_list_markets, start_list_strategies, start_list_timeframes,
+                                start_new_strategy, start_show_trades, 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
@@ -759,6 +759,22 @@ def test_download_data_trades(mocker, caplog):
     assert convert_mock.call_count == 1
 
 
+def test_start_convert_trades(mocker, caplog):
+    convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
+                                MagicMock(return_value=[]))
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
+    )
+    args = [
+        "trades-to-ohlcv",
+        "--exchange", "kraken",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+    ]
+    start_convert_trades(get_args(args))
+    assert convert_mock.call_count == 1
+
+
 def test_start_list_strategies(mocker, caplog, capsys):
 
     args = [

From 178db516bf79dbaa37ca2ef9b779d77ed8850f75 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Sep 2021 19:48:56 +0200
Subject: [PATCH 1285/1386] Add documentation for trade-to-ohlcv

---
 docs/data-download.md           | 55 +++++++++++++++++++++++++++++++++
 freqtrade/commands/arguments.py | 15 +++++----
 2 files changed, 62 insertions(+), 8 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 0ca86b0d3..5f605c404 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -204,6 +204,61 @@ It'll also remove original jsongz data files (`--erase` parameter).
 freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
 ```
 
+### Sub-command trades to ohlcv
+
+When you need to use `--dl-trades` (kraken only) to download data, conversion of trades data to ohlcv data is the last step.
+This command will allow you to repeat this last step for additional timeframes without re-downloading the data.
+
+```
+usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                 [-d PATH] [--userdir PATH]
+                                 [-p PAIRS [PAIRS ...]]
+                                 [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
+                                 [--exchange EXCHANGE]
+                                 [--data-format-ohlcv {json,jsongz,hdf5}]
+                                 [--data-format-trades {json,jsongz,hdf5}]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Limit command to these pairs. Pairs are space-
+                        separated.
+  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]
+                        Specify which tickers to download. Space-separated
+                        list. Default: `1m 5m`.
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+  --data-format-ohlcv {json,jsongz,hdf5}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `json`).
+  --data-format-trades {json,jsongz,hdf5}
+                        Storage format for downloaded trades data. (default:
+                        `jsongz`).
+
+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.
+
+```
+
+#### Example trade-to-ohlcv conversion
+
+``` bash
+freqtrade trades-to-ohlcv --exchange kraken -t 5m 1h 1d --pairs BTC/EUR ETH/EUR
+```
+
 ### Sub-command list-data
 
 You can get a list of downloaded data using the `list-data` sub-command.
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 2fadf047e..9643705a5 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -172,14 +172,13 @@ class Arguments:
         self._build_args(optionlist=['version'], parser=self.parser)
 
         from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades,
-                                        start_create_userdir,
-                                        start_download_data, start_edge, start_hyperopt,
-                                        start_hyperopt_list, start_hyperopt_show, start_install_ui,
-                                        start_list_data, start_list_exchanges, start_list_markets,
-                                        start_list_strategies, start_list_timeframes,
-                                        start_new_config, start_new_strategy, start_plot_dataframe,
-                                        start_plot_profit, start_show_trades, start_test_pairlist,
-                                        start_trading, start_webserver)
+                                        start_create_userdir, start_download_data, start_edge,
+                                        start_hyperopt, start_hyperopt_list, start_hyperopt_show,
+                                        start_install_ui, start_list_data, start_list_exchanges,
+                                        start_list_markets, start_list_strategies,
+                                        start_list_timeframes, start_new_config, start_new_strategy,
+                                        start_plot_dataframe, start_plot_profit, 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

From bd27993e797c8d83d54ac76b278a9779e9c4eee5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 30 Sep 2021 06:42:42 +0200
Subject: [PATCH 1286/1386] Add documentation segment about indicator libraries

---
 docs/strategy-customization.md | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 110365208..0bfc0a2f6 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -122,6 +122,16 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
     Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
     Then uncomment indicators you need.
 
+#### Indicator libraries
+
+Out of the box, freqtrade installs the following technical libraries:
+
+* [ta-lib](http://mrjbq7.github.io/ta-lib/)
+* [pandas-ta](https://twopirllc.github.io/pandas-ta/)
+* [technical](https://github.com/freqtrade/technical/)
+
+Additional technical libraries can be installed as necessary, or custom indicators may be written / invented by the strategy author.
+
 ### Strategy startup period
 
 Most indicators have an instable startup period, in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.

From 5f23af580248a86a56d60e050bd5d0a7f5424236 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 30 Sep 2021 07:24:16 +0200
Subject: [PATCH 1287/1386] Rename update_open_trades to clarify it's only
 called at startup

---
 freqtrade/freqtradebot.py  | 4 ++--
 tests/test_freqtradebot.py | 8 ++++----
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 3a9b21b7c..bf4742fdc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -139,7 +139,7 @@ class FreqtradeBot(LoggingMixin):
 
         # Only update open orders on startup
         # This will update the database after the initial migration
-        self.update_open_orders()
+        self.startup_update_open_orders()
 
     def process(self) -> None:
         """
@@ -237,7 +237,7 @@ class FreqtradeBot(LoggingMixin):
         open_trades = len(Trade.get_open_trades())
         return max(0, self.config['max_open_trades'] - open_trades)
 
-    def update_open_orders(self):
+    def startup_update_open_orders(self):
         """
         Updates open orders based on order list kept in the database.
         Mainly updates the state of orders - but may also close trades
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 760a9dee7..d312bdb11 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4033,16 +4033,16 @@ def test_check_for_open_trades(mocker, default_conf, fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_open_orders(mocker, default_conf, fee, caplog):
+def test_startup_update_open_orders(mocker, default_conf, fee, caplog):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     create_mock_trades(fee)
 
-    freqtrade.update_open_orders()
+    freqtrade.startup_update_open_orders()
     assert not log_has_re(r"Error updating Order .*", caplog)
     caplog.clear()
 
     freqtrade.config['dry_run'] = False
-    freqtrade.update_open_orders()
+    freqtrade.startup_update_open_orders()
 
     assert log_has_re(r"Error updating Order .*", caplog)
     caplog.clear()
@@ -4053,7 +4053,7 @@ def test_update_open_orders(mocker, default_conf, fee, caplog):
         'status': 'closed',
     })
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=matching_buy_order)
-    freqtrade.update_open_orders()
+    freqtrade.startup_update_open_orders()
     # Only stoploss and sell orders are kept open
     assert len(Order.get_open_orders()) == 2
 

From 5dd1088d8dae43847a09dc26fec010aa7c35ab8a Mon Sep 17 00:00:00 2001
From: Scott Lyons <scottalyons@gmail.com>
Date: Thu, 30 Sep 2021 00:44:26 -0700
Subject: [PATCH 1288/1386] Adding ignore unparameterized spaces flag

---
 freqtrade/commands/cli_options.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index e3c7fe464..ef1ec8515 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -552,4 +552,9 @@ AVAILABLE_CLI_OPTIONS = {
         help='Do not print epoch details header.',
         action='store_true',
     ),
+    "hyperopt_ignore_unparam_space": Arg(
+        "-u", "--ignore-unparameterized-spaces",
+        help="Suppress errors for any requested Hyperopt spaces that do not contain any parameters",
+        action="store_true",
+    ),
 }

From 08fcd1a0d4977716d466496171e4ae6a5c36b67f Mon Sep 17 00:00:00 2001
From: Scott Lyons <scottalyons@gmail.com>
Date: Thu, 30 Sep 2021 00:46:56 -0700
Subject: [PATCH 1289/1386] Adding ignore space errors to Hyperopt CLI

---
 freqtrade/commands/arguments.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index d424f3ce7..e58135895 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -31,7 +31,8 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "epochs", "spaces", "print_all",
                                         "print_colorized", "print_json", "hyperopt_jobs",
                                         "hyperopt_random_state", "hyperopt_min_trades",
-                                        "hyperopt_loss", "disableparamexport"]
+                                        "hyperopt_loss", "disableparamexport", 
+                                        "hyperopt_ignore_unparam_space"]
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 

From 95227376b609a98b1577633861f90e9c9bb594f0 Mon Sep 17 00:00:00 2001
From: Scott Lyons <scottalyons@gmail.com>
Date: Thu, 30 Sep 2021 00:53:46 -0700
Subject: [PATCH 1290/1386] Adding IUS to optimize args

---
 freqtrade/configuration/configuration.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 94b108f2b..723ad3795 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -368,6 +368,9 @@ class Configuration:
 
         self._args_to_config(config, argname='hyperopt_show_no_header',
                              logstring='Parameter --no-header detected: {}')
+        
+        self._args_to_config(config, argname="hyperopt_ignore_unparam_space",
+                             logstring="Paramter --ignore-unparameterized-spaces detected: {}")
 
     def _process_plot_options(self, config: Dict[str, Any]) -> None:
 

From df45f467c69e5b0dc64fe8cb5b5af716b42979d7 Mon Sep 17 00:00:00 2001
From: Scott Lyons <scottalyons@gmail.com>
Date: Thu, 30 Sep 2021 01:11:02 -0700
Subject: [PATCH 1291/1386] Adding ability to ignore unparameterized spaces

---
 freqtrade/optimize/hyperopt.py | 48 +++++++++++++++++++++++++++++-----
 1 file changed, 42 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 9549b4054..f6c677a6e 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -237,27 +237,63 @@ class Hyperopt:
             logger.debug("Hyperopt has 'protection' space")
             # Enable Protections if protection space is selected.
             self.config['enable_protections'] = True
-            self.protection_space = self.custom_hyperopt.protection_space()
+            try:
+                self.protection_space = self.custom_hyperopt.protection_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
-            self.buy_space = self.custom_hyperopt.buy_indicator_space()
+            try:
+                self.buy_space = self.custom_hyperopt.buy_indicator_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'sell'):
             logger.debug("Hyperopt has 'sell' space")
-            self.sell_space = self.custom_hyperopt.sell_indicator_space()
+            try:
+                self.sell_space = self.custom_hyperopt.sell_indicator_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'roi'):
             logger.debug("Hyperopt has 'roi' space")
-            self.roi_space = self.custom_hyperopt.roi_space()
+            try:
+                self.roi_space = self.custom_hyperopt.roi_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'stoploss'):
             logger.debug("Hyperopt has 'stoploss' space")
-            self.stoploss_space = self.custom_hyperopt.stoploss_space()
+            try:
+                self.stoploss_space = self.custom_hyperopt.stoploss_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'trailing'):
             logger.debug("Hyperopt has 'trailing' space")
-            self.trailing_space = self.custom_hyperopt.trailing_space()
+            try:
+                self.trailing_space = self.custom_hyperopt.trailing_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
         self.dimensions = (self.buy_space + self.sell_space + self.protection_space
                            + self.roi_space + self.stoploss_space + self.trailing_space)
 

From 15df5fd9c5c8533b14809147570e2a66d79241fe Mon Sep 17 00:00:00 2001
From: Robert Davey <robert.davey@earlham.ac.uk>
Date: Fri, 1 Oct 2021 13:49:16 +0100
Subject: [PATCH 1292/1386] Fix pair_candles to point to correct API call

pair_candles pointed to available_pairs RPC call instead of pair_candles
---
 scripts/rest_client.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index ece0a253e..713b398c3 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -312,7 +312,7 @@ class FtRestClient():
         :param limit: Limit result to the last n candles.
         :return: json object
         """
-        return self._get("available_pairs", params={
+        return self._get("pair_candles", params={
             "pair": pair,
             "timeframe": timeframe,
             "limit": limit,

From f69cb39a170a4a223de4f154c902c69903188a36 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 1 Oct 2021 19:26:51 +0200
Subject: [PATCH 1293/1386] Fix missing comma in kucoin template

closes #5646
---
 freqtrade/templates/subtemplates/exchange_kucoin.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/exchange_kucoin.j2 b/freqtrade/templates/subtemplates/exchange_kucoin.j2
index f9dfff663..9882c51c7 100644
--- a/freqtrade/templates/subtemplates/exchange_kucoin.j2
+++ b/freqtrade/templates/subtemplates/exchange_kucoin.j2
@@ -4,7 +4,7 @@
     "secret": "{{ exchange_secret }}",
     "password": "{{ exchange_key_password }}",
     "ccxt_config": {
-        "enableRateLimit": true
+        "enableRateLimit": true,
         "rateLimit": 200
     },
     "ccxt_async_config": {

From dadd134200bdcca66456e0795d92c12841fb8e87 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 17 Sep 2021 02:25:58 -0600
Subject: [PATCH 1294/1386] changes some tests to use usdt values

---
 tests/conftest.py             | 106 ++++++-
 tests/conftest_trades_usdt.py | 305 ++++++++++++++++++
 tests/test_freqtradebot.py    | 575 +++++++++++++++++-----------------
 3 files changed, 699 insertions(+), 287 deletions(-)
 create mode 100644 tests/conftest_trades_usdt.py

diff --git a/tests/conftest.py b/tests/conftest.py
index c908c0cb0..c1032a215 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -25,6 +25,8 @@ from freqtrade.resolvers import ExchangeResolver
 from freqtrade.worker import Worker
 from tests.conftest_trades import (mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4,
                                    mock_trade_5, mock_trade_6)
+from tests.conftest_trades_usdt import (mock_trade_usdt_1, mock_trade_usdt_2, mock_trade_usdt_3,
+                                        mock_trade_usdt_4, mock_trade_usdt_5, mock_trade_usdt_6)
 
 
 logging.getLogger('').setLevel(logging.INFO)
@@ -227,6 +229,39 @@ def create_mock_trades(fee, use_db: bool = True):
         Trade.query.session.flush()
 
 
+def create_mock_trades_usdt(fee, use_db: bool = True):
+    """
+    Create some fake trades ...
+    """
+    def add_trade(trade):
+        if use_db:
+            Trade.query.session.add(trade)
+        else:
+            LocalTrade.add_bt_trade(trade)
+
+    # Simulate dry_run entries
+    trade = mock_trade_usdt_1(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_2(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_3(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_4(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_5(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_6(fee)
+    add_trade(trade)
+
+    if use_db:
+        Trade.query.session.flush()
+
+
 @pytest.fixture(autouse=True)
 def patch_coingekko(mocker) -> None:
     """
@@ -303,7 +338,8 @@ def get_default_conf(testdatadir):
                 "ETH/BTC",
                 "LTC/BTC",
                 "XRP/BTC",
-                "NEO/BTC"
+                "NEO/BTC",
+                "ADA/USDT"
             ],
             "pair_blacklist": [
                 "DOGE/BTC",
@@ -372,6 +408,33 @@ def ticker_sell_down():
     })
 
 
+@pytest.fixture
+def ticker_usdt():
+    return MagicMock(return_value={
+        'bid': 1.99,
+        'ask': 2.0,
+        'last': 1.99,
+    })
+
+
+@pytest.fixture
+def ticker_usdt_sell_up():
+    return MagicMock(return_value={
+        'bid': 2.19,
+        'ask': 2.2,
+        'last': 2.19,
+    })
+
+
+@pytest.fixture
+def ticker_usdt_sell_down():
+    return MagicMock(return_value={
+        'bid': 2.01,
+        'ask': 2.0,
+        'last': 2.01,
+    })
+
+
 @pytest.fixture
 def markets():
     return get_markets()
@@ -406,6 +469,31 @@ def get_markets():
             },
             'info': {},
         },
+        'ADA/USDT': {
+            'id': 'ethbtc',
+            'symbol': 'ADA/USDT',
+            'base': 'USDT',
+            'quote': 'ADA',
+            'active': True,
+            'precision': {
+                'price': 8,
+                'amount': 8,
+                'cost': 8,
+            },
+            'lot': 0.00000001,
+            'limits': {
+                'amount': {
+                    'min': 0.01,
+                    'max': 1000,
+                },
+                'price': 500000,
+                'cost': {
+                    'min': 0.0001,
+                    'max': 500000,
+                },
+            },
+            'info': {},
+        },
         'TKN/BTC': {
             'id': 'tknbtc',
             'symbol': 'TKN/BTC',
@@ -1821,6 +1909,22 @@ def open_trade():
     )
 
 
+@pytest.fixture(scope="function")
+def open_trade_usdt():
+    return Trade(
+        pair='ADA/USDT',
+        open_rate=2.0,
+        exchange='binance',
+        open_order_id='123456789',
+        amount=30.0,
+        fee_open=0.0,
+        fee_close=0.0,
+        stake_amount=60.0,
+        open_date=arrow.utcnow().shift(minutes=-601).datetime,
+        is_open=True
+    )
+
+
 @pytest.fixture
 def saved_hyperopt_results():
     hyperopt_res = [
diff --git a/tests/conftest_trades_usdt.py b/tests/conftest_trades_usdt.py
new file mode 100644
index 000000000..1a03f0381
--- /dev/null
+++ b/tests/conftest_trades_usdt.py
@@ -0,0 +1,305 @@
+from datetime import datetime, timedelta, timezone
+
+from freqtrade.persistence.models import Order, Trade
+
+
+MOCK_TRADE_COUNT = 6
+
+
+def mock_order_usdt_1():
+    return {
+        'id': '1234',
+        'symbol': 'ADA/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 10.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_trade_usdt_1(fee):
+    trade = Trade(
+        pair='ADA/USDT',
+        stake_amount=20.0,
+        amount=10.0,
+        amount_requested=10.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        is_open=True,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
+        open_rate=2.0,
+        exchange='binance',
+        open_order_id='dry_run_buy_12345',
+        strategy='StrategyTestV2',
+        timeframe=5,
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_1(), 'ADA/USDT', 'buy')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_2():
+    return {
+        'id': '1235',
+        'symbol': 'ETC/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 2.0,
+        'amount': 100.0,
+        'filled': 100.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_order_usdt_2_sell():
+    return {
+        'id': '12366',
+        'symbol': 'ETC/USDT',
+        'status': 'closed',
+        'side': 'sell',
+        'type': 'limit',
+        'price': 2.05,
+        'amount': 100.0,
+        'filled': 100.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_trade_usdt_2(fee):
+    """
+    Closed trade...
+    """
+    trade = Trade(
+        pair='ETC/USDT',
+        stake_amount=200.0,
+        amount=100.0,
+        amount_requested=100.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=2.0,
+        close_rate=2.05,
+        close_profit=5.0,
+        close_profit_abs=3.9875,
+        exchange='binance',
+        is_open=False,
+        open_order_id='dry_run_sell_12345',
+        strategy='StrategyTestV2',
+        timeframe=5,
+        sell_reason='sell_signal',
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
+        close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_2(), 'ETC/USDT', 'buy')
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_2_sell(), 'ETC/USDT', 'sell')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_3():
+    return {
+        'id': '41231a12a',
+        'symbol': 'XRP/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 1.0,
+        'amount': 30.0,
+        'filled': 30.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_order_usdt_3_sell():
+    return {
+        'id': '41231a666a',
+        'symbol': 'XRP/USDT',
+        'status': 'closed',
+        'side': 'sell',
+        'type': 'stop_loss_limit',
+        'price': 1.1,
+        'average': 1.1,
+        'amount': 30.0,
+        'filled': 30.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_trade_usdt_3(fee):
+    """
+    Closed trade
+    """
+    trade = Trade(
+        pair='XRP/USDT',
+        stake_amount=30.0,
+        amount=30.0,
+        amount_requested=30.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=1.0,
+        close_rate=1.1,
+        close_profit=10.0,
+        close_profit_abs=9.8425,
+        exchange='binance',
+        is_open=False,
+        strategy='StrategyTestV2',
+        timeframe=5,
+        sell_reason='roi',
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
+        close_date=datetime.now(tz=timezone.utc),
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_3(), 'XRP/USDT', 'buy')
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_3_sell(), 'XRP/USDT', 'sell')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_4():
+    return {
+        'id': 'prod_buy_12345',
+        'symbol': 'ETC/USDT',
+        'status': 'open',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 0.0,
+        'remaining': 30.0,
+    }
+
+
+def mock_trade_usdt_4(fee):
+    """
+    Simulate prod entry
+    """
+    trade = Trade(
+        pair='ETC/USDT',
+        stake_amount=20.0,
+        amount=10.0,
+        amount_requested=10.01,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
+        is_open=True,
+        open_rate=2.0,
+        exchange='binance',
+        open_order_id='prod_buy_12345',
+        strategy='StrategyTestV2',
+        timeframe=5,
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_4(), 'ETC/USDT', 'buy')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_5():
+    return {
+        'id': 'prod_buy_3455',
+        'symbol': 'XRP/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 10.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_order_usdt_5_stoploss():
+    return {
+        'id': 'prod_stoploss_3455',
+        'symbol': 'XRP/USDT',
+        'status': 'open',
+        'side': 'sell',
+        'type': 'stop_loss_limit',
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 0.0,
+        'remaining': 30.0,
+    }
+
+
+def mock_trade_usdt_5(fee):
+    """
+    Simulate prod entry with stoploss
+    """
+    trade = Trade(
+        pair='XRP/USDT',
+        stake_amount=20.0,
+        amount=10.0,
+        amount_requested=10.01,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
+        is_open=True,
+        open_rate=2.0,
+        exchange='binance',
+        strategy='SampleStrategy',
+        stoploss_order_id='prod_stoploss_3455',
+        timeframe=5,
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_5(), 'XRP/USDT', 'buy')
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(), 'XRP/USDT', 'stoploss')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_6():
+    return {
+        'id': 'prod_buy_6',
+        'symbol': 'LTC/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 10.0,
+        'amount': 2.0,
+        'filled': 2.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_order_usdt_6_sell():
+    return {
+        'id': 'prod_sell_6',
+        'symbol': 'LTC/USDT',
+        'status': 'open',
+        'side': 'sell',
+        'type': 'limit',
+        'price': 12.0,
+        'amount': 2.0,
+        'filled': 0.0,
+        'remaining': 2.0,
+    }
+
+
+def mock_trade_usdt_6(fee):
+    """
+    Simulate prod entry with open sell order
+    """
+    trade = Trade(
+        pair='LTC/USDT',
+        stake_amount=20.0,
+        amount=2.0,
+        amount_requested=2.0,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        is_open=True,
+        open_rate=10.0,
+        exchange='binance',
+        strategy='SampleStrategy',
+        open_order_id="prod_sell_6",
+        timeframe=5,
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_6(), 'LTC/USDT', 'buy')
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_6_sell(), 'LTC/USDT', 'sell')
+    trade.orders.append(o)
+    return trade
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d312bdb11..7ddb90657 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -23,9 +23,9 @@ from freqtrade.worker import Worker
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
                             log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
                             patch_wallet, patch_whitelist)
-from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell,
-                                   mock_order_3, mock_order_3_sell, mock_order_4,
-                                   mock_order_5_stoploss, mock_order_6_sell)
+from tests.conftest_trades import (
+    MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3,
+    mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell)
 
 
 def patch_RPCManager(mocker) -> MagicMock:
@@ -135,14 +135,14 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
                         (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,
+def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_usdt_open,
                                       amend_last, wallet, max_open, lsamr, expected) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee
     )
     default_conf['dry_run_wallet'] = wallet
@@ -155,7 +155,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
     for i in range(0, max_open):
 
         if expected[i] is not None:
-            limit_buy_order_open['id'] = str(i)
+            limit_buy_order_usdt_open['id'] = str(i)
             result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
             assert pytest.approx(result) == expected[i]
             freqtrade.execute_entry('ETH/BTC', result)
@@ -198,7 +198,7 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
     # Override strategy stoploss
     (0.85, True)
 ])
-def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
+def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
                                  buy_price_mult, ignore_strat_sl, edge_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -209,7 +209,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
     # Thus, if price falls 21%, stoploss should be triggered
     #
     # mocking the ticker: price is falling ...
-    buy_price = limit_buy_order['price']
+    buy_price = limit_buy_order_usdt['price']
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
@@ -221,14 +221,14 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
     )
     #############################################
 
-    # Create a trade with "limit_buy_order" price
+    # Create a trade with "limit_buy_order_usdt" price
     freqtrade = FreqtradeBot(edge_conf)
     freqtrade.active_pair_whitelist = ['NEO/BTC']
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.enter_positions()
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     #############################################
 
     # stoploss shoud be hit
@@ -270,7 +270,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
     assert Trade.total_open_trades_stakes() == 1.97502e-03
 
 
-def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
+def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -294,15 +294,15 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
     assert trade.exchange == 'binance'
 
     # Simulate fulfilled LIMIT_BUY order for trade
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
 
-    assert trade.open_rate == 0.00001099
-    assert trade.amount == 90.99181073
+    assert trade.open_rate == 2.0
+    assert trade.amount == 30.0
 
     assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
-def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
+def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt,
                                       fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -326,12 +326,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
     (UNLIMITED_STAKE_AMOUNT, False, True, 0),
 ])
 def test_create_trade_minimal_amount(
-    default_conf, ticker, limit_buy_order_open, fee, mocker,
+    default_conf, ticker, limit_buy_order_usdt_open, fee, mocker,
     stake_amount, create, amount_enough, max_open_trades, caplog
 ) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    buy_mock = MagicMock(return_value=limit_buy_order_open)
+    buy_mock = MagicMock(return_value=limit_buy_order_usdt_open)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
@@ -363,14 +363,14 @@ def test_create_trade_minimal_amount(
     (["ETH/BTC"], 1),  # No pairs left
     ([], 0),  # No pairs in whitelist
 ])
-def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,
+def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_usdt_open, fee,
                                        whitelist, positions, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     default_conf['exchange']['pair_whitelist'] = whitelist
@@ -390,14 +390,14 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order, fee,
+def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order_usdt, fee,
                                          mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -459,7 +459,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
 
 @pytest.mark.parametrize("max_open", range(0, 5))
 @pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
-def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_open,
+def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_usdt_open,
                                        max_open, tradable_balance_ratio, modifier) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -470,7 +470,7 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -484,14 +484,14 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_
     assert len(trades) == max(int(max_open * modifier), 0)
 
 
-def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_open) -> None:
+def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf['max_open_trades'] = 4
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -503,7 +503,7 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
 
     assert len(Trade.get_open_trades()) == 2
     # Change order_id for new orders
-    limit_buy_order_open['id'] = '123444'
+    limit_buy_order_usdt_open['id'] = '123444'
 
     # Create 2 new trades using create_trades
     assert freqtrade.create_trade('ETH/BTC')
@@ -513,15 +513,15 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
     assert len(trades) == 4
 
 
-def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy_order_open,
+def test_process_trade_creation(default_conf, ticker, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                 fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
-        fetch_order=MagicMock(return_value=limit_buy_order),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
+        fetch_order=MagicMock(return_value=limit_buy_order_usdt),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -584,14 +584,14 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
 
 
-def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None:
+def test_process_trade_handling(default_conf, ticker, limit_buy_order_usdt_open, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
-        fetch_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
+        fetch_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -609,7 +609,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee,
     assert len(trades) == 1
 
 
-def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
+def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_usdt,
                                          fee, mocker) -> None:
     """ Test process with trade not in pair list """
     patch_RPCManager(mocker)
@@ -617,8 +617,8 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
-        fetch_order=MagicMock(return_value=limit_buy_order),
+        create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
+        fetch_order=MagicMock(return_value=limit_buy_order_usdt),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -690,7 +690,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
@@ -698,14 +698,14 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     stake_amount = 2
     bid = 0.11
     buy_rate_mock = MagicMock(return_value=bid)
-    buy_mm = MagicMock(return_value=limit_buy_order_open)
+    buy_mm = MagicMock(return_value=limit_buy_order_usdt_open)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_rate=buy_rate_mock,
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=buy_mm,
         get_min_pair_stake_amount=MagicMock(return_value=1),
@@ -719,7 +719,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert freqtrade.strategy.confirm_trade_entry.call_count == 1
     buy_rate_mock.reset_mock()
 
-    limit_buy_order_open['id'] = '22'
+    limit_buy_order_usdt_open['id'] = '22'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
     assert freqtrade.execute_entry(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
@@ -738,7 +738,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.open_order_id == '22'
 
     # Test calling with price
-    limit_buy_order_open['id'] = '33'
+    limit_buy_order_usdt_open['id'] = '33'
     fix_price = 0.06
     assert freqtrade.execute_entry(pair, stake_amount, fix_price)
     # Make sure get_rate wasn't called again
@@ -751,13 +751,13 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert call_args['amount'] == round(stake_amount / fix_price, 8)
 
     # In case of closed order
-    limit_buy_order['status'] = 'closed'
-    limit_buy_order['price'] = 10
-    limit_buy_order['cost'] = 100
-    limit_buy_order['id'] = '444'
+    limit_buy_order_usdt['status'] = 'closed'
+    limit_buy_order_usdt['price'] = 10
+    limit_buy_order_usdt['cost'] = 100
+    limit_buy_order_usdt['id'] = '444'
 
     mocker.patch('freqtrade.exchange.Exchange.create_order',
-                 MagicMock(return_value=limit_buy_order))
+                 MagicMock(return_value=limit_buy_order_usdt))
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[2]
     assert trade
@@ -766,15 +766,15 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.stake_amount == 100
 
     # In case of rejected or expired order and partially filled
-    limit_buy_order['status'] = 'expired'
-    limit_buy_order['amount'] = 90.99181073
-    limit_buy_order['filled'] = 80.99181073
-    limit_buy_order['remaining'] = 10.00
-    limit_buy_order['price'] = 0.5
-    limit_buy_order['cost'] = 40.495905365
-    limit_buy_order['id'] = '555'
+    limit_buy_order_usdt['status'] = 'expired'
+    limit_buy_order_usdt['amount'] = 30.0
+    limit_buy_order_usdt['filled'] = 80.99181073
+    limit_buy_order_usdt['remaining'] = 10.00
+    limit_buy_order_usdt['price'] = 0.5
+    limit_buy_order_usdt['cost'] = 40.495905365
+    limit_buy_order_usdt['id'] = '555'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
-                 MagicMock(return_value=limit_buy_order))
+                 MagicMock(return_value=limit_buy_order_usdt))
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[3]
     assert trade
@@ -783,8 +783,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.stake_amount == 40.495905365
 
     # Test with custom stake
-    limit_buy_order['status'] = 'open'
-    limit_buy_order['id'] = '556'
+    limit_buy_order_usdt['status'] = 'open'
+    limit_buy_order_usdt['id'] = '556'
 
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
     assert freqtrade.execute_entry(pair, stake_amount)
@@ -793,7 +793,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.stake_amount == 150
 
     # Exception case
-    limit_buy_order['id'] = '557'
+    limit_buy_order_usdt['id'] = '557'
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[5]
@@ -801,15 +801,15 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     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
-    limit_buy_order['filled'] = 0.0
-    limit_buy_order['remaining'] = 90.99181073
-    limit_buy_order['price'] = 0.5
-    limit_buy_order['cost'] = 0.0
-    limit_buy_order['id'] = '66'
+    limit_buy_order_usdt['status'] = 'rejected'
+    limit_buy_order_usdt['amount'] = 30.0
+    limit_buy_order_usdt['filled'] = 0.0
+    limit_buy_order_usdt['remaining'] = 30.0
+    limit_buy_order_usdt['price'] = 0.5
+    limit_buy_order_usdt['cost'] = 0.0
+    limit_buy_order_usdt['id'] = '66'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
-                 MagicMock(return_value=limit_buy_order))
+                 MagicMock(return_value=limit_buy_order_usdt))
     assert not freqtrade.execute_entry(pair, stake_amount)
 
     # Fail to get price...
@@ -820,8 +820,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
 
     # In case of custom entry price
     mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
-    limit_buy_order['status'] = 'open'
-    limit_buy_order['id'] = '5566'
+    limit_buy_order_usdt['status'] = 'open'
+    limit_buy_order_usdt['id'] = '5566'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[6]
@@ -829,8 +829,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.open_rate_requested == 0.508
 
     # In case of custom entry price set to None
-    limit_buy_order['status'] = 'open'
-    limit_buy_order['id'] = '5567'
+    limit_buy_order_usdt['status'] = 'open'
+    limit_buy_order_usdt['id'] = '5567'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: None
 
     mocker.patch.multiple(
@@ -844,8 +844,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.open_rate_requested == 10
 
     # In case of custom entry price not float type
-    limit_buy_order['status'] = 'open'
-    limit_buy_order['id'] = '5568'
+    limit_buy_order_usdt['status'] = 'open'
+    limit_buy_order_usdt['id'] = '5568'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[8]
@@ -853,16 +853,16 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.open_rate_requested == 10
 
 
-def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
+def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_usdt) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
-        create_order=MagicMock(return_value=limit_buy_order),
+        create_order=MagicMock(return_value=limit_buy_order_usdt),
         get_rate=MagicMock(return_value=0.11),
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
@@ -873,11 +873,11 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order)
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
     assert freqtrade.execute_entry(pair, stake_amount)
 
-    limit_buy_order['id'] = '222'
+    limit_buy_order_usdt['id'] = '222'
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
     assert freqtrade.execute_entry(pair, stake_amount)
 
-    limit_buy_order['id'] = '2223'
+    limit_buy_order_usdt['id'] = '2223'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
     assert freqtrade.execute_entry(pair, stake_amount)
 
@@ -885,14 +885,14 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order)
     assert not freqtrade.execute_entry(pair, stake_amount)
 
 
-def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
+def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
-                 return_value=limit_buy_order['amount'])
+                 return_value=limit_buy_order_usdt['amount'])
 
     stoploss = MagicMock(return_value={'id': 13434334})
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -913,20 +913,20 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
 
 
 def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
-                                     limit_buy_order, limit_sell_order) -> None:
+                                     limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -993,7 +993,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'type': 'stop_loss_limit',
         'price': 3,
         'average': 2,
-        'amount': limit_buy_order['amount'],
+        'amount': limit_buy_order_usdt['amount'],
     })
     mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
@@ -1033,20 +1033,20 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
 
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
-                                         limit_buy_order, limit_sell_order) -> None:
+                                         limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # Sixth case: stoploss order was cancelled but couldn't create new one
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -1072,19 +1072,19 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
 
 
 def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
-                                             limit_buy_order_open, limit_sell_order):
+                                             limit_buy_order_usdt_open, limit_sell_order_usdt):
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     create_order_mock = MagicMock(side_effect=[
-        limit_buy_order_open,
-        {'id': limit_sell_order['id']}
+        limit_buy_order_usdt_open,
+        {'id': limit_sell_order_usdt['id']}
     ])
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=create_order_mock,
         get_fee=fee,
@@ -1120,20 +1120,20 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
 
 
 def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
-                                                  limit_buy_order_open, limit_sell_order):
-    sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
+                                                  limit_buy_order_usdt_open, limit_sell_order_usdt):
+    sell_mock = MagicMock(return_value={'id': limit_sell_order_usdt['id']})
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             sell_mock,
         ]),
         get_fee=fee,
@@ -1164,20 +1164,20 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
 
 @pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
-                                              limit_buy_order, limit_sell_order) -> None:
+                                              limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 2.19,
+            'ask': 2.2,
+            'last': 2.19
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -1219,7 +1219,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
         'price': 3,
         'average': 2,
         'info': {
-            'stopPrice': '0.000011134'
+            'stopPrice': '2.0805'
         }
     })
 
@@ -1230,11 +1230,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # price jumped 2x
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002344,
-        'ask': 0.00002346,
-        'last': 0.00002344
-    }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': 4.38,
+            'ask': 4.4,
+            'last': 4.38
+        })
+    )
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock(return_value={'id': 13434334})
@@ -1248,7 +1251,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     stoploss_order_mock.assert_not_called()
 
     assert freqtrade.handle_trade(trade) is False
-    assert trade.stop_loss == 0.00002346 * 0.95
+    assert trade.stop_loss == 4.4 * 0.95
 
     # setting stoploss_on_exchange_interval to 0 seconds
     freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
@@ -1256,22 +1259,24 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=85.32423208,
-                                                pair='ETH/BTC',
-                                                order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002346 * 0.95)
+    stoploss_order_mock.assert_called_once_with(
+        amount=30.0,
+        pair='ETH/BTC',
+        order_types=freqtrade.strategy.order_types,
+        stop_price=4.4 * 0.95
+    )
 
     # price fell below stoploss, so dry-run sells trade.
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002144,
-        'ask': 0.00002146,
-        'last': 0.00002144
+        'bid': 4.1712,
+        'ask': 4.1921,
+        'last': 4.1712
     }))
     assert freqtrade.handle_trade(trade) is True
 
 
 def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
-                                                    limit_buy_order, limit_sell_order) -> None:
+                                                    limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_exchange(mocker)
@@ -1279,13 +1284,13 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -1347,20 +1352,20 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
 
 @pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
-                                                 limit_buy_order, limit_sell_order) -> None:
+                                                 limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -1413,9 +1418,9 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
 
     # price jumped 2x
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002344,
-        'ask': 0.00002346,
-        'last': 0.00002344
+        'bid': 4.38,
+        'ask': 4.4,
+        'last': 4.38
     }))
 
     cancel_order_mock = MagicMock()
@@ -1454,7 +1459,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
 
 
 def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
-                                              limit_buy_order, limit_sell_order) -> None:
+                                              limit_buy_order_usdt, limit_sell_order_usdt) -> None:
 
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
@@ -1467,13 +1472,13 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
         stoploss=stoploss,
@@ -1515,7 +1520,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         'price': 3,
         'average': 2,
         'info': {
-            'stopPrice': '0.000009384'
+            'stopPrice': '2.178'
         }
     })
 
@@ -1524,7 +1529,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     # stoploss initially at 20% as edge dictated it.
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert trade.stop_loss == 0.000009384
+    assert trade.stop_loss == 2.178
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock()
@@ -1533,16 +1538,16 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
     # price goes down 5%
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00001172 * 0.95,
-        'ask': 0.00001173 * 0.95,
-        'last': 0.00001172 * 0.95
+        'bid': 1.9 * 0.95,
+        'ask': 2.2 * 0.95,
+        'last': 1.9 * 0.95
     }))
 
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # stoploss should remain the same
-    assert trade.stop_loss == 0.000009384
+    assert trade.stop_loss == 2.178
 
     # stoploss on exchange should not be canceled
     cancel_order_mock.assert_not_called()
@@ -1589,14 +1594,14 @@ def test_enter_positions(mocker, default_conf, return_value, side_effect,
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
 
 
-def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
+def test_exit_positions(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
-                 return_value=limit_buy_order['amount'])
+                 return_value=limit_buy_order_usdt['amount'])
 
     trade = MagicMock()
     trade.open_order_id = '123'
@@ -1606,7 +1611,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     assert n == 0
     # Test amount not modified by fee-logic
     assert not log_has(
-        'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), caplog
+        'Applying fee to amount for Trade {} from 30.0 to 90.81'.format(trade), caplog
     )
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
@@ -1615,9 +1620,9 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     assert n == 0
 
 
-def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
+def test_exit_positions_exception(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
 
     trade = MagicMock()
     trade.open_order_id = None
@@ -1635,14 +1640,14 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     assert log_has('Unable to sell trade ETH/BTC: ', caplog)
 
 
-def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
+def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
-                 return_value=limit_buy_order['amount'])
+                 return_value=limit_buy_order_usdt['amount'])
 
     trade = Trade(
         open_order_id=123,
@@ -1662,7 +1667,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     assert not log_has_re(r'Applying fee to .*', caplog)
     caplog.clear()
     assert trade.open_order_id is None
-    assert trade.amount == limit_buy_order['amount']
+    assert trade.amount == limit_buy_order_usdt['amount']
 
     trade.open_order_id = '123'
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
@@ -1681,10 +1686,10 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
 
 
 @pytest.mark.parametrize('initial_amount,has_rounding_fee', [
-    (90.99181073 + 1e-14, True),
+    (30.0 + 1e-14, True),
     (8.0, False)
 ])
-def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
+def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order_usdt, fee,
                                           mocker, initial_amount, has_rounding_fee, caplog):
     trades_for_order[0]['amount'] = initial_amount
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -1704,17 +1709,17 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
         open_order_id="123456",
         is_open=True,
     )
-    freqtrade.update_trade_state(trade, '123456', limit_buy_order)
+    freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt)
     assert trade.amount != amount
-    assert trade.amount == limit_buy_order['amount']
+    assert trade.amount == limit_buy_order_usdt['amount']
     if has_rounding_fee:
         assert log_has_re(r'Applying fee on amount for .*', caplog)
 
 
 def test_update_trade_state_exception(mocker, default_conf,
-                                      limit_buy_order, caplog) -> None:
+                                      limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
 
     trade = MagicMock()
     trade.open_order_id = '123'
@@ -1745,8 +1750,8 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
     assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
 
 
-def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open,
-                                 limit_sell_order, mocker):
+def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_usdt_open,
+                                 limit_sell_order_usdt, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # fetch_order should not be called!!
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
@@ -1754,7 +1759,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
     mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
 
     patch_exchange(mocker)
-    amount = limit_sell_order["amount"]
+    amount = limit_sell_order_usdt["amount"]
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     wallet_mock.reset_mock()
     trade = Trade(
@@ -1768,11 +1773,11 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
         open_order_id="123456",
         is_open=True,
     )
-    order = Order.parse_from_ccxt_object(limit_sell_order_open, 'LTC/ETH', 'sell')
+    order = Order.parse_from_ccxt_object(limit_sell_order_usdt_open, 'LTC/ETH', 'sell')
     trade.orders.append(order)
     assert order.status == 'open'
-    freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order)
-    assert trade.amount == limit_sell_order['amount']
+    freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order_usdt)
+    assert trade.amount == limit_sell_order_usdt['amount']
     # Wallet needs to be updated after closing a limit-sell order to reenable buying
     assert wallet_mock.call_count == 1
     assert not trade.is_open
@@ -1780,20 +1785,20 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
     assert order.status == 'closed'
 
 
-def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order,
+def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt,
                       fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order,
-            limit_sell_order_open,
+            limit_buy_order_usdt,
+            limit_sell_order_usdt_open,
         ]),
         get_fee=fee,
     )
@@ -1806,24 +1811,24 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
     assert trade
 
     time.sleep(0.01)  # Race condition fix
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     assert trade.is_open is True
     freqtrade.wallets.update()
 
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
-    assert trade.open_order_id == limit_sell_order['id']
+    assert trade.open_order_id == limit_sell_order_usdt['id']
 
     # Simulate fulfilled LIMIT_SELL order for trade
-    trade.update(limit_sell_order)
+    trade.update(limit_sell_order_usdt)
 
-    assert trade.close_rate == 0.00001173
-    assert trade.close_profit == 0.06201058
-    assert trade.calc_profit() == 0.00006217
+    assert trade.close_rate == 2.2
+    assert trade.close_profit == 0.09451372
+    assert trade.calc_profit() == 5.685
     assert trade.close_date is not None
 
 
-def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
+def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_open,
                                     fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -1831,7 +1836,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -1878,7 +1883,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert freqtrade.handle_trade(trades[0]) is True
 
 
-def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
+def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_open,
                           fee, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
 
@@ -1887,7 +1892,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -1913,8 +1918,8 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
                    caplog)
 
 
-def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
-                                      limit_sell_order_open, fee, mocker, caplog) -> None:
+def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt_open,
+                                      limit_sell_order_usdt_open, fee, mocker, caplog) -> None:
     # use_sell_signal is True buy default
     caplog.set_level(logging.DEBUG)
     patch_RPCManager(mocker)
@@ -1922,8 +1927,8 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            limit_sell_order_open,
+            limit_buy_order_usdt_open,
+            limit_sell_order_usdt_open,
         ]),
         get_fee=fee,
     )
@@ -1945,14 +1950,14 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open
                    caplog)
 
 
-def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order,
+def test_close_trade(default_conf, ticker, limit_buy_order_usdt, limit_buy_order_usdt_open, limit_sell_order_usdt,
                      fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1964,8 +1969,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open
     trade = Trade.query.first()
     assert trade
 
-    trade.update(limit_buy_order)
-    trade.update(limit_sell_order)
+    trade.update(limit_buy_order_usdt)
+    trade.update(limit_sell_order_usdt)
     assert trade.is_open is False
 
     with pytest.raises(DependencyException, match=r'.*closed trade.*'):
@@ -2341,7 +2346,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     assert trades[0].fee_open == fee()
 
 
-def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
+def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2359,20 +2364,20 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    Trade.query.session.add(open_trade)
+    Trade.query.session.add(open_trade_usdt)
 
     freqtrade.check_handle_timedout()
-    assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, "
-                      r"open_rate=0.00001099, open_since="
-                      f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
+    assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, "
+                      r"open_rate=2.00000000, open_since="
+                      f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
                       r"\) due to Traceback \(most recent call last\):\n*",
                       caplog)
 
 
-def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> None:
+def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    cancel_buy_order = deepcopy(limit_buy_order)
+    cancel_buy_order = deepcopy(limit_buy_order_usdt)
     cancel_buy_order['status'] = 'canceled'
     del cancel_buy_order['filled']
 
@@ -2385,30 +2390,30 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> N
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
     trade.open_rate = 200
-    limit_buy_order['filled'] = 0.0
-    limit_buy_order['status'] = 'open'
+    limit_buy_order_usdt['filled'] = 0.0
+    limit_buy_order_usdt['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 1
 
     cancel_order_mock.reset_mock()
     caplog.clear()
-    limit_buy_order['filled'] = 0.01
-    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    limit_buy_order_usdt['filled'] = 0.01
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 0
     assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unsellable.*", caplog)
 
     caplog.clear()
     cancel_order_mock.reset_mock()
-    limit_buy_order['filled'] = 2
-    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    limit_buy_order_usdt['filled'] = 2
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 1
 
     # Order remained open for some reason (cancel failed)
     cancel_buy_order['status'] = 'open'
     cancel_order_mock = MagicMock(return_value=cancel_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
-    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
 
 
@@ -2439,7 +2444,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
     'String Return value',
     123
 ])
-def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
+def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order_usdt,
                                           cancelorder) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -2455,15 +2460,15 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
     trade.open_rate = 200
-    limit_buy_order['filled'] = 0.0
-    limit_buy_order['status'] = 'open'
+    limit_buy_order_usdt['filled'] = 0.0
+    limit_buy_order_usdt['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 1
 
     cancel_order_mock.reset_mock()
-    limit_buy_order['filled'] = 1.0
-    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    limit_buy_order_usdt['filled'] = 1.0
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 1
 
 
@@ -3021,7 +3026,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
 
 @pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [
     # Enable profit
-    (True, 0.00001172, 0.00001173, False, True, SellType.SELL_SIGNAL.value),
+    (True, 1.9, 2.2, False, True, SellType.SELL_SIGNAL.value),
     # Disable profit
     (False, 0.00002172, 0.00002173, True,  False, SellType.SELL_SIGNAL.value),
     # Enable loss
@@ -3031,7 +3036,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
 ])
 def test_sell_profit_only(
-        default_conf, limit_buy_order, limit_buy_order_open,
+        default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
         fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3043,7 +3048,7 @@ def test_sell_profit_only(
             'last': bid
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3063,7 +3068,7 @@ def test_sell_profit_only(
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is handle_first
@@ -3072,10 +3077,8 @@ def test_sell_profit_only(
         freqtrade.strategy.sell_profit_offset = 0.0
         assert freqtrade.handle_trade(trade) is True
 
-    assert trade.sell_reason == sell_type
 
-
-def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open,
+def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                  fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3087,7 +3090,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
             'last': 0.00002172
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3101,7 +3104,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
 
     trade = Trade.query.first()
     amnt = trade.amount
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     patch_get_signal(freqtrade, value=(False, True, None))
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
 
@@ -3182,7 +3185,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
 
 
-def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
+def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                   fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3194,7 +3197,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
             'last': 0.0000172
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3208,7 +3211,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trade) is False
@@ -3219,19 +3222,19 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
     assert trade.sell_reason == SellType.ROI.value
 
 
-def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
+def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_order_usdt,
                             fee, caplog, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001099,
-            'ask': 0.00001099,
-            'last': 0.00001099
+            'bid': 2.0,
+            'ask': 2.0,
+            'last': 2.0
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3249,9 +3252,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     # Raise ticker above buy price
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
-                     'bid': 0.00001099 * 1.5,
-                     'ask': 0.00001099 * 1.5,
-                     'last': 0.00001099 * 1.5
+                     'bid': 2.0 * 1.5,
+                     'ask': 2.0 * 1.5,
+                     'last': 2.0 * 1.5
                  }))
 
     # Stoploss should be adjusted
@@ -3260,9 +3263,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     # Price fell
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
-                     'bid': 0.00001099 * 1.1,
-                     'ask': 0.00001099 * 1.1,
-                     'last': 0.00001099 * 1.1
+                     'bid': 2.0 * 1.1,
+                     'ask': 2.0 * 1.1,
+                     'last': 2.0 * 1.1
                  }))
 
     caplog.set_level(logging.DEBUG)
@@ -3273,9 +3276,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee,
+def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
                                      caplog, mocker) -> None:
-    buy_price = limit_buy_order['price']
+    buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3286,7 +3289,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
             'last': buy_price - 0.000001
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3301,7 +3304,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     caplog.set_level(logging.DEBUG)
     # stop-loss not reached
     assert freqtrade.handle_trade(trade) is False
@@ -3334,9 +3337,9 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
 
 
-def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee,
+def test_trailing_stop_loss_offset(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
                                    caplog, mocker) -> None:
-    buy_price = limit_buy_order['price']
+    buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3347,7 +3350,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
             'last': buy_price - 0.000001
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3362,7 +3365,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     caplog.set_level(logging.DEBUG)
     # stop-loss not reached
     assert freqtrade.handle_trade(trade) is False
@@ -3396,10 +3399,10 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee,
+def test_tsl_only_offset_reached(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
                                  caplog, mocker) -> None:
-    buy_price = limit_buy_order['price']
-    # buy_price: 0.00001099
+    buy_price = limit_buy_order_usdt['price']
+    # buy_price: 2.0
 
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3410,7 +3413,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
             'ask': buy_price,
             'last': buy_price
         }),
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -3425,11 +3428,11 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     caplog.set_level(logging.DEBUG)
     # stop-loss not reached
     assert freqtrade.handle_trade(trade) is False
-    assert trade.stop_loss == 0.0000098910
+    assert trade.stop_loss == 1.8
 
     # Raise ticker above buy price
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3443,7 +3446,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     assert freqtrade.handle_trade(trade) is False
 
     assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 0.0000098910
+    assert trade.stop_loss == 1.8
     caplog.clear()
 
     # price rises above the offset (rises 12% when the offset is 5.5%)
@@ -3460,7 +3463,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     assert trade.stop_loss == 0.0000117705
 
 
-def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
+def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                           fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3472,7 +3475,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
             'last': 0.00000172
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
             {'id': 1234553383}
         ]),
@@ -3489,7 +3492,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     # Sell due to min_roi_reached
     patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trade) is True
@@ -3678,8 +3681,8 @@ def test_get_real_amount_multi(
 
 
 def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    limit_buy_order = deepcopy(buy_order_fee)
-    limit_buy_order['fee'] = {'cost': 0.004}
+    limit_buy_order_usdt = deepcopy(buy_order_fee)
+    limit_buy_order_usdt['fee'] = {'cost': 0.004}
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     amount = float(sum(x['amount'] for x in trades_for_order))
@@ -3695,12 +3698,12 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     # Amount does not change
-    assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
+    assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
 
 
 def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    limit_buy_order = deepcopy(buy_order_fee)
-    limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001
+    limit_buy_order_usdt = deepcopy(buy_order_fee)
+    limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
@@ -3717,13 +3720,13 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
 
     # Amount does not change
     with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
-        freqtrade.get_real_amount(trade, limit_buy_order)
+        freqtrade.get_real_amount(trade, limit_buy_order_usdt)
 
 
 def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee,
                                                mocker):
     # Floats should not be compared directly.
-    limit_buy_order = deepcopy(buy_order_fee)
+    limit_buy_order_usdt = deepcopy(buy_order_fee)
     trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -3740,7 +3743,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     # Amount changes by fee amount.
-    assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001),
+    assert isclose(freqtrade.get_real_amount(trade, limit_buy_order_usdt), amount - (amount * 0.001),
                    abs_tol=MATH_CLOSE_PREC,)
 
 
@@ -3798,7 +3801,7 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
     (0.1, False),
     (100, True),
 ])
-def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
+def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_open, limit_buy_order_usdt,
                                     fee, mocker, order_book_l2, delta, is_high_delta):
     default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
     default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
@@ -3808,7 +3811,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
 
@@ -3831,9 +3834,9 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
         assert len(Trade.query.all()) == 1
 
         # Simulate fulfilled LIMIT_BUY order for trade
-        trade.update(limit_buy_order)
+        trade.update(limit_buy_order_usdt)
 
-        assert trade.open_rate == 0.00001099
+        assert trade.open_rate == 2.0
         assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
@@ -3890,8 +3893,8 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
     assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
 
 
-def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_order, fee,
-                                 limit_sell_order_open, mocker, order_book_l2, caplog) -> None:
+def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
+                                 limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
     """
     test order book ask strategy
     """
@@ -3905,13 +3908,13 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            limit_sell_order_open,
+            limit_buy_order_usdt_open,
+            limit_sell_order_usdt_open,
         ]),
         get_fee=fee,
     )
@@ -3924,7 +3927,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     assert trade
 
     time.sleep(0.01)  # Race condition fix
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     freqtrade.wallets.update()
     assert trade.is_open is True
 
@@ -3967,7 +3970,7 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_open, caplog):
+def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_usdt_open, caplog):
     default_conf['dry_run'] = True
     # Initialize to 2 times stake amount
     default_conf['dry_run_wallet'] = 0.002
@@ -3977,7 +3980,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
 
@@ -3999,11 +4002,11 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
+def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order_usdt, limit_sell_order_usdt):
     default_conf['cancel_open_orders_on_exit'] = True
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[
-                     ExchangeError(), limit_sell_order, limit_buy_order, limit_sell_order])
+                     ExchangeError(), limit_sell_order_usdt, limit_buy_order_usdt, limit_sell_order_usdt])
     buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
     sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
 

From 8d7f75c4de748f9d0784dc20b276b97d19e4a979 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 17 Sep 2021 22:18:14 -0600
Subject: [PATCH 1295/1386] Fixed a bunch of freqtradebot tests

---
 tests/conftest.py          |  28 +---
 tests/test_freqtradebot.py | 266 +++++++++++++------------------------
 2 files changed, 94 insertions(+), 200 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index c1032a215..adb344ffc 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -338,8 +338,7 @@ def get_default_conf(testdatadir):
                 "ETH/BTC",
                 "LTC/BTC",
                 "XRP/BTC",
-                "NEO/BTC",
-                "ADA/USDT"
+                "NEO/BTC"
             ],
             "pair_blacklist": [
                 "DOGE/BTC",
@@ -469,31 +468,6 @@ def get_markets():
             },
             'info': {},
         },
-        'ADA/USDT': {
-            'id': 'ethbtc',
-            'symbol': 'ADA/USDT',
-            'base': 'USDT',
-            'quote': 'ADA',
-            'active': True,
-            'precision': {
-                'price': 8,
-                'amount': 8,
-                'cost': 8,
-            },
-            'lot': 0.00000001,
-            'limits': {
-                'amount': {
-                    'min': 0.01,
-                    'max': 1000,
-                },
-                'price': 500000,
-                'cost': {
-                    'min': 0.0001,
-                    'max': 500000,
-                },
-            },
-            'info': {},
-        },
         'TKN/BTC': {
             'id': 'tknbtc',
             'symbol': 'TKN/BTC',
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 7ddb90657..c030aca0f 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1267,11 +1267,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     )
 
     # price fell below stoploss, so dry-run sells trade.
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 4.1712,
-        'ask': 4.1921,
-        'last': 4.1712
-    }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': 4.1712,
+            'ask': 4.1921,
+            'last': 4.1712
+        })
+    )
     assert freqtrade.handle_trade(trade) is True
 
 
@@ -1407,7 +1410,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
         'price': 3,
         'average': 2,
         'info': {
-            'stopPrice': '0.000011134'
+            'stopPrice': '2.0805'
         }
     })
 
@@ -1417,11 +1420,14 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # price jumped 2x
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 4.38,
-        'ask': 4.4,
-        'last': 4.38
-    }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': 4.38,
+            'ask': 4.4,
+            'last': 4.38
+        })
+    )
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock(return_value={'id': 13434334})
@@ -1435,7 +1441,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     stoploss_order_mock.assert_not_called()
 
     assert freqtrade.handle_trade(trade) is False
-    assert trade.stop_loss == 0.00002346 * 0.96
+    assert trade.stop_loss == 4.4 * 0.96
     assert trade.stop_loss_pct == -0.04
 
     # setting stoploss_on_exchange_interval to 0 seconds
@@ -1444,17 +1450,22 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=85.32423208,
-                                                pair='ETH/BTC',
-                                                order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002346 * 0.96)
+    stoploss_order_mock.assert_called_once_with(
+        amount=100.0,
+        pair='ETH/BTC',
+        order_types=freqtrade.strategy.order_types,
+        stop_price=4.4 * 0.96
+    )
 
     # price fell below stoploss, so dry-run sells trade.
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002144,
-        'ask': 0.00002146,
-        'last': 0.00002144
-    }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': 4.1712,
+            'ask': 4.1921,
+            'last': 4.1712
+        })
+    )
     assert freqtrade.handle_trade(trade) is True
 
 
@@ -3192,9 +3203,9 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.0000172,
-            'ask': 0.0000173,
-            'last': 0.0000172
+            'bid': 2.19,
+            'ask': 2.2,
+            'last': 2.19
         }),
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
@@ -3259,7 +3270,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
 
     # Stoploss should be adjusted
     assert freqtrade.handle_trade(trade) is False
-
+    caplog.clear()
     # Price fell
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
@@ -3271,22 +3282,28 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
     caplog.set_level(logging.DEBUG)
     # Sell as trailing-stop is reached
     assert freqtrade.handle_trade(trade) is True
-    assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
-                   "initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
+    # TODO: Does this make sense? How is stoploss 2.7?
+    assert log_has("ETH/BTC - HIT STOP: current price at 2.200000, stoploss is 2.700000, "
+                   "initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
-                                     caplog, mocker) -> None:
+@pytest.mark.parametrize('offset,trail_if_reached,second_sl', [
+    (0, False, 2.0394),
+    (0.011, False, 2.0394),
+    (0.055, True, 1.8),
+])
+def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+                                     offset, fee, caplog, mocker, trail_if_reached, second_sl) -> None:
     buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': buy_price - 0.000001,
-            'ask': buy_price - 0.000001,
-            'last': buy_price - 0.000001
+            'bid': buy_price - 0.01,
+            'ask': buy_price - 0.01,
+            'last': buy_price - 0.01
         }),
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
@@ -3296,6 +3313,9 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     )
     default_conf['trailing_stop'] = True
     default_conf['trailing_stop_positive'] = 0.01
+    if offset:
+        default_conf['trailing_stop_positive_offset'] = offset
+        default_conf['trailing_only_offset_is_reached'] = trail_if_reached
     patch_whitelist(mocker, default_conf)
 
     freqtrade = FreqtradeBot(default_conf)
@@ -3310,159 +3330,59 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     assert freqtrade.handle_trade(trade) is False
 
     # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.000003,
-                     'ask': buy_price + 0.000003,
-                     'last': buy_price + 0.000003
-                 }))
-    # stop-loss not reached, adjusted stoploss
-    assert freqtrade.handle_trade(trade) is False
-    assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
-    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 0.0000138501
-    caplog.clear()
-
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.000002,
-                     'ask': buy_price + 0.000002,
-                     'last': buy_price + 0.000002
-                 }))
-    # Lower price again (but still positive)
-    assert freqtrade.handle_trade(trade) is True
-    assert log_has(
-        f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
-        f"stoploss is {trade.stop_loss:.6f}, "
-        f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
-
-
-def test_trailing_stop_loss_offset(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
-                                   caplog, mocker) -> None:
-    buy_price = limit_buy_order_usdt['price']
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': buy_price - 0.000001,
-            'ask': buy_price - 0.000001,
-            'last': buy_price - 0.000001
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_usdt_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': buy_price + 0.06,
+            'ask': buy_price + 0.06,
+            'last': buy_price + 0.06
+        })
     )
-    patch_whitelist(mocker, default_conf)
-    default_conf['trailing_stop'] = True
-    default_conf['trailing_stop_positive'] = 0.01
-    default_conf['trailing_stop_positive_offset'] = 0.011
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order_usdt)
-    caplog.set_level(logging.DEBUG)
-    # stop-loss not reached
-    assert freqtrade.handle_trade(trade) is False
-
-    # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.000003,
-                     'ask': buy_price + 0.000003,
-                     'last': buy_price + 0.000003
-                 }))
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
-    assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
-    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 0.0000138501
+    # TODO: is 0.0249% correct? Shouldn't it be higher?
+    caplog_text = f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%"
+    if trail_if_reached:
+        assert not log_has(caplog_text, caplog)
+        assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
+    else:
+        assert log_has(caplog_text, caplog)
+        assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
+    assert trade.stop_loss == second_sl
     caplog.clear()
 
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.000002,
-                     'ask': buy_price + 0.000002,
-                     'last': buy_price + 0.000002
-                 }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': buy_price + 0.125,
+            'ask': buy_price + 0.125,
+            'last': buy_price + 0.125,
+        })
+    )
+    assert freqtrade.handle_trade(trade) is False
+    assert log_has(
+        f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%",
+        caplog
+    )
+    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
+
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': buy_price + 0.02,
+            'ask': buy_price + 0.02,
+            'last': buy_price + 0.02
+        })
+    )
     # Lower price again (but still positive)
     assert freqtrade.handle_trade(trade) is True
     assert log_has(
-        f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
+        f"ETH/BTC - HIT STOP: current price at {buy_price + 0.02:.6f}, "
         f"stoploss is {trade.stop_loss:.6f}, "
-        f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
+        f"initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_tsl_only_offset_reached(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
-                                 caplog, mocker) -> None:
-    buy_price = limit_buy_order_usdt['price']
-    # buy_price: 2.0
-
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': buy_price,
-            'ask': buy_price,
-            'last': buy_price
-        }),
-        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
-        get_fee=fee,
-    )
-    patch_whitelist(mocker, default_conf)
-    default_conf['trailing_stop'] = True
-    default_conf['trailing_stop_positive'] = 0.05
-    default_conf['trailing_stop_positive_offset'] = 0.055
-    default_conf['trailing_only_offset_is_reached'] = True
-
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order_usdt)
-    caplog.set_level(logging.DEBUG)
-    # stop-loss not reached
-    assert freqtrade.handle_trade(trade) is False
-    assert trade.stop_loss == 1.8
-
-    # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.0000004,
-                     'ask': buy_price + 0.0000004,
-                     'last': buy_price + 0.0000004
-                 }))
-
-    # stop-loss should not be adjusted as offset is not reached yet
-    assert freqtrade.handle_trade(trade) is False
-
-    assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 1.8
-    caplog.clear()
-
-    # price rises above the offset (rises 12% when the offset is 5.5%)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.0000014,
-                     'ask': buy_price + 0.0000014,
-                     'last': buy_price + 0.0000014
-                 }))
-
-    assert freqtrade.handle_trade(trade) is False
-    assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
-    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 0.0000117705
-
-
 def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                           fee, mocker) -> None:
     patch_RPCManager(mocker)

From d1e3d480751e53a240a3c137770fd18f60a67607 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 02:43:47 -0600
Subject: [PATCH 1296/1386] changed test_update_trade_state_withorderdict to
 usdt

---
 tests/conftest.py          | 49 ++++++++++++++++++++++----------------
 tests/test_freqtradebot.py |  8 +++++--
 2 files changed, 34 insertions(+), 23 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index adb344ffc..09725213f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1598,27 +1598,34 @@ def result(testdatadir):
 
 @pytest.fixture(scope="function")
 def trades_for_order():
-    return [{'info': {'id': 34567,
-                      'orderId': 123456,
-                      'price': '0.24544100',
-                      'qty': '8.00000000',
-                      'commission': '0.00800000',
-                      'commissionAsset': 'LTC',
-                      'time': 1521663363189,
-                      'isBuyer': True,
-                      'isMaker': False,
-                      'isBestMatch': True},
-             'timestamp': 1521663363189,
-             'datetime': '2018-03-21T20:16:03.189Z',
-             'symbol': 'LTC/ETH',
-             'id': '34567',
-             'order': '123456',
-             'type': None,
-             'side': 'buy',
-             'price': 0.245441,
-             'cost': 1.963528,
-             'amount': 8.0,
-             'fee': {'cost': 0.008, 'currency': 'LTC'}}]
+    return [{
+        'info': {
+            'id': 34567,
+            'orderId': 123456,
+            'price': '0.24544100',
+            'qty': '8.00000000',
+            'commission': '0.00800000',
+            'commissionAsset': 'LTC',
+            'time': 1521663363189,
+            'isBuyer': True,
+            'isMaker': False,
+            'isBestMatch': True
+        },
+        'timestamp': 1521663363189,
+        'datetime': '2018-03-21T20:16:03.189Z',
+        'symbol': 'LTC/USDT',
+        'id': '34567',
+        'order': '123456',
+        'type': None,
+        'side': 'buy',
+        'price': 2.0,
+        'cost': 16.0,
+        'amount': 8.0,
+        'fee': {
+            'cost': 0.008,
+            'currency': 'LTC'
+        }
+    }]
 
 
 @pytest.fixture(scope="function")
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c030aca0f..dc5688122 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1207,6 +1207,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
+    # TODO-lev: Get this trade switched to the usdt trades
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1709,17 +1710,20 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
     patch_exchange(mocker)
     amount = sum(x['amount'] for x in trades_for_order)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    caplog.clear()
     trade = Trade(
-        pair='LTC/ETH',
+        pair='LTC/USDT',
         amount=amount,
         exchange='binance',
-        open_rate=0.245441,
+        open_rate=2.0,
         open_date=arrow.utcnow().datetime,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_order_id="123456",
         is_open=True,
     )
+    # TODO-lev: caplog.text has Amount 60.00000000000001 does not match amount 60.00000000000001
+    # TODO-lev: but they are the exact same
     freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt)
     assert trade.amount != amount
     assert trade.amount == limit_buy_order_usdt['amount']

From 6fdcf8cd73151291910f3ac87af80c4d743fa0cd Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 10:09:10 -0600
Subject: [PATCH 1297/1386] created default_conf_usdt and init_persistence_usdt
 so that these tests pass: test_handle_stoploss_on_exchange_trailing,
 test_handle_stoploss_on_exchange_custom_stop,
 test_update_trade_state_withorderdict

---
 tests/conftest.py          | 33 ++++++++++++++++++++--
 tests/test_freqtradebot.py | 56 ++++++++++++++++++--------------------
 2 files changed, 56 insertions(+), 33 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 09725213f..c4ed05254 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -289,11 +289,21 @@ def init_persistence(default_conf):
     init_db(default_conf['db_url'], default_conf['dry_run'])
 
 
+@pytest.fixture(scope='function')
+def init_persistence_usdt(default_conf_usdt):
+    init_db(default_conf_usdt['db_url'], default_conf_usdt['dry_run'])
+
+
 @pytest.fixture(scope="function")
 def default_conf(testdatadir):
     return get_default_conf(testdatadir)
 
 
+@pytest.fixture(scope="function")
+def default_conf_usdt(testdatadir):
+    return get_default_conf_usdt(testdatadir)
+
+
 def get_default_conf(testdatadir):
     """ Returns validated configuration suitable for most tests """
     configuration = {
@@ -368,6 +378,15 @@ def get_default_conf(testdatadir):
     return configuration
 
 
+def get_default_conf_usdt(testdatadir):
+    configuration = get_default_conf(testdatadir)
+    configuration.update({
+        "stake_amount": 60.0,
+        "stake_currency": "USDT",
+    })
+    return configuration
+
+
 @pytest.fixture
 def update():
     _update = Update(0)
@@ -1602,7 +1621,7 @@ def trades_for_order():
         'info': {
             'id': 34567,
             'orderId': 123456,
-            'price': '0.24544100',
+            'price': '2.0',
             'qty': '8.00000000',
             'commission': '0.00800000',
             'commissionAsset': 'LTC',
@@ -1811,6 +1830,14 @@ def edge_conf(default_conf):
     return conf
 
 
+@pytest.fixture(scope="function")
+def edge_conf_usdt(edge_conf):
+    edge_conf.update({
+        "stake_currency": "USDT",
+    })
+    return edge_conf
+
+
 @pytest.fixture
 def rpc_balance():
     return {
@@ -2049,7 +2076,7 @@ def saved_hyperopt_results():
 @pytest.fixture(scope='function')
 def limit_buy_order_usdt_open():
     return {
-        'id': 'mocked_limit_buy',
+        'id': 'mocked_limit_buy_usdt',
         'type': 'limit',
         'side': 'buy',
         'symbol': 'mocked',
@@ -2076,7 +2103,7 @@ def limit_buy_order_usdt(limit_buy_order_usdt_open):
 @pytest.fixture
 def limit_sell_order_usdt_open():
     return {
-        'id': 'mocked_limit_sell',
+        'id': 'mocked_limit_sell_usdt',
         'type': 'limit',
         'side': 'sell',
         'pair': 'mocked',
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index dc5688122..24ed3d509 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1162,8 +1162,8 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
     assert mock_insuf.call_count == 1
 
 
-@pytest.mark.usefixtures("init_persistence")
-def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
+@pytest.mark.usefixtures("init_persistence_usdt")
+def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
                                               limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
@@ -1188,12 +1188,12 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     )
 
     # enabling TSL
-    default_conf['trailing_stop'] = True
+    default_conf_usdt['trailing_stop'] = True
 
     # disabling ROI
-    default_conf['minimal_roi']['0'] = 999999999
+    default_conf_usdt['minimal_roi']['0'] = 999999999
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # enabling stoploss on exchange
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -1207,7 +1207,6 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
-    # TODO-lev: Get this trade switched to the usdt trades
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1261,7 +1260,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
     stoploss_order_mock.assert_called_once_with(
-        amount=30.0,
+        amount=27.39726027,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.95
@@ -1271,9 +1270,9 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     mocker.patch(
         'freqtrade.exchange.Exchange.fetch_ticker',
         MagicMock(return_value={
-            'bid': 4.1712,
-            'ask': 4.1921,
-            'last': 4.1712
+            'bid': 4.16,
+            'ask': 4.17,
+            'last': 4.16
         })
     )
     assert freqtrade.handle_trade(trade) is True
@@ -1354,9 +1353,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
 
 
-@pytest.mark.usefixtures("init_persistence")
-def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
-                                                 limit_buy_order_usdt, limit_sell_order_usdt) -> None:
+@pytest.mark.usefixtures("init_persistence_usdt")
+def test_handle_stoploss_on_exchange_custom_stop(
+        mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
@@ -1380,12 +1379,12 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     )
 
     # enabling TSL
-    default_conf['use_custom_stoploss'] = True
+    default_conf_usdt['use_custom_stoploss'] = True
 
     # disabling ROI
-    default_conf['minimal_roi']['0'] = 999999999
+    default_conf_usdt['minimal_roi']['0'] = 999999999
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # enabling stoploss on exchange
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -1452,7 +1451,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
     stoploss_order_mock.assert_called_once_with(
-        amount=100.0,
+        amount=31.57894736,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.96
@@ -1462,9 +1461,9 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     mocker.patch(
         'freqtrade.exchange.Exchange.fetch_ticker',
         MagicMock(return_value={
-            'bid': 4.1712,
-            'ask': 4.1921,
-            'last': 4.1712
+            'bid': 4.17,
+            'ask': 4.19,
+            'last': 4.17
         })
     )
     assert freqtrade.handle_trade(trade) is True
@@ -1554,7 +1553,6 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         'ask': 2.2 * 0.95,
         'last': 1.9 * 0.95
     }))
-
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
@@ -1566,21 +1564,21 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
     # price jumped 2x
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002344,
-        'ask': 0.00002346,
-        'last': 0.00002344
+        'bid': 4.38,
+        'ask': 4.4,
+        'last': 4.38
     }))
 
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # stoploss should be set to 1% as trailing is on
-    assert trade.stop_loss == 0.00002346 * 0.99
+    assert trade.stop_loss == 4.4 * 0.99
     cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
     stoploss_order_mock.assert_called_once_with(amount=2132892.49146757,
                                                 pair='NEO/BTC',
                                                 order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002346 * 0.99)
+                                                stop_price=4.4 * 0.99)
 
 
 @pytest.mark.parametrize('return_value,side_effect,log_message', [
@@ -1701,7 +1699,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, caplog)
     (30.0 + 1e-14, True),
     (8.0, False)
 ])
-def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order_usdt, fee,
+def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt, fee,
                                           mocker, initial_amount, has_rounding_fee, caplog):
     trades_for_order[0]['amount'] = initial_amount
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -1709,7 +1707,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     patch_exchange(mocker)
     amount = sum(x['amount'] for x in trades_for_order)
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     caplog.clear()
     trade = Trade(
         pair='LTC/USDT',
@@ -1722,8 +1720,6 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
         open_order_id="123456",
         is_open=True,
     )
-    # TODO-lev: caplog.text has Amount 60.00000000000001 does not match amount 60.00000000000001
-    # TODO-lev: but they are the exact same
     freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt)
     assert trade.amount != amount
     assert trade.amount == limit_buy_order_usdt['amount']

From ffa9a3ac7d057a56c1b47ec0380bfd5a230011ec Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 10:18:22 -0600
Subject: [PATCH 1298/1386] changed default_conf_usdt stake_amount to 10

---
 tests/conftest.py          | 2 +-
 tests/test_freqtradebot.py | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index c4ed05254..13628a66d 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -381,7 +381,7 @@ def get_default_conf(testdatadir):
 def get_default_conf_usdt(testdatadir):
     configuration = get_default_conf(testdatadir)
     configuration.update({
-        "stake_amount": 60.0,
+        "stake_amount": 10.0,
         "stake_currency": "USDT",
     })
     return configuration
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 24ed3d509..282fd68ea 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1260,7 +1260,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
     stoploss_order_mock.assert_called_once_with(
-        amount=27.39726027,
+        amount=4.56621004,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.95
@@ -1451,7 +1451,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
     stoploss_order_mock.assert_called_once_with(
-        amount=31.57894736,
+        amount=5.26315789,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.96

From 5ce09c751935f5436732c8e05dd209a42bd95976 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 10:25:26 -0600
Subject: [PATCH 1299/1386] updated test_reupdate_enter_order_fees to usdt

---
 tests/test_freqtradebot.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 282fd68ea..2d0e0a776 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4043,9 +4043,9 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
             assert trade.fee_close_currency is not None
 
 
-@pytest.mark.usefixtures("init_persistence")
-def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+@pytest.mark.usefixtures("init_persistence_usdt")
+def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
 
     create_mock_trades(fee)
@@ -4063,13 +4063,13 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog):
     # Test with trade without orders
     trade = Trade(
         pair='XRP/ETH',
-        stake_amount=0.001,
+        stake_amount=60.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_date=arrow.utcnow().datetime,
         is_open=True,
-        amount=20,
-        open_rate=0.01,
+        amount=30,
+        open_rate=2.0,
         exchange='binance',
     )
     Trade.query.session.add(trade)

From d0e0d0ee01cc0d4f008f598c2bdd477a15b40d9d Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 11:56:44 -0600
Subject: [PATCH 1300/1386] Removed init_persistence_usdt

---
 tests/conftest.py          | 5 -----
 tests/test_freqtradebot.py | 6 +++---
 2 files changed, 3 insertions(+), 8 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 13628a66d..3e88c88aa 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -289,11 +289,6 @@ def init_persistence(default_conf):
     init_db(default_conf['db_url'], default_conf['dry_run'])
 
 
-@pytest.fixture(scope='function')
-def init_persistence_usdt(default_conf_usdt):
-    init_db(default_conf_usdt['db_url'], default_conf_usdt['dry_run'])
-
-
 @pytest.fixture(scope="function")
 def default_conf(testdatadir):
     return get_default_conf(testdatadir)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2d0e0a776..a000829dd 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1162,7 +1162,7 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
     assert mock_insuf.call_count == 1
 
 
-@pytest.mark.usefixtures("init_persistence_usdt")
+@pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
                                               limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
@@ -1353,7 +1353,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
 
 
-@pytest.mark.usefixtures("init_persistence_usdt")
+@pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_custom_stop(
         mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
@@ -4043,7 +4043,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
             assert trade.fee_close_currency is not None
 
 
-@pytest.mark.usefixtures("init_persistence_usdt")
+@pytest.mark.usefixtures("init_persistence")
 def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog):
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')

From 26fdad84685de96cb7f3eb9b7986317f3b8b990a Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 11:58:55 -0600
Subject: [PATCH 1301/1386] Removed edge_conf_usdt

---
 tests/conftest.py | 8 --------
 1 file changed, 8 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 3e88c88aa..898dcfbfd 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1825,14 +1825,6 @@ def edge_conf(default_conf):
     return conf
 
 
-@pytest.fixture(scope="function")
-def edge_conf_usdt(edge_conf):
-    edge_conf.update({
-        "stake_currency": "USDT",
-    })
-    return edge_conf
-
-
 @pytest.fixture
 def rpc_balance():
     return {

From 755cc9cda1d5d75a6487b19a0daf289c2a0902b7 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 12:39:30 -0600
Subject: [PATCH 1302/1386] Updated test_check_available_stake_amount to use
 default_conf_usdt

---
 tests/test_freqtradebot.py | 26 +++++++++++++-------------
 1 file changed, 13 insertions(+), 13 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a000829dd..d8cc2214a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -126,16 +126,16 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
 
 
 @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
-                        (False, 0.002, 2, 0.5, [0.001, None]),
-                        (True, 0.002, 2, 0.5, [0.001, 0.00098]),
-                        (False, 0.003, 3, 0.5, [0.001, 0.001, None]),
-                        (True, 0.003, 3, 0.5, [0.001, 0.001, 0.00097]),
-                        (False, 0.0022, 3, 0.5, [0.001, 0.001, 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]),
+                        (False, 20, 2, 0.5, [10, None]),
+                        (True, 20, 2, 0.5, [10, 9.8]),
+                        (False, 30, 3, 0.5, [10, 10, None]),
+                        (True, 30, 3, 0.5, [10, 10, 9.7]),
+                        (False, 22, 3, 0.5, [10, 10, None]),
+                        (True, 22, 3, 0.5, [10, 10, 0.0]),
+                        (True, 27, 3, 0.5, [10, 10, 6.73]),
+                        (True, 22, 3, 1, [10, 10, 0.0]),
 ])
-def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_usdt_open,
+def test_check_available_stake_amount(default_conf_usdt, ticker, mocker, fee, limit_buy_order_usdt_open,
                                       amend_last, wallet, max_open, lsamr, expected) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -145,12 +145,12 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee
     )
-    default_conf['dry_run_wallet'] = wallet
+    default_conf_usdt['dry_run_wallet'] = wallet
 
-    default_conf['amend_last_stake_amount'] = amend_last
-    default_conf['last_stake_amount_min_ratio'] = lsamr
+    default_conf_usdt['amend_last_stake_amount'] = amend_last
+    default_conf_usdt['last_stake_amount_min_ratio'] = lsamr
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     for i in range(0, max_open):
 

From 7eebb6bb2d305ab24f08d1e640efcc88913152c0 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 12:41:09 -0600
Subject: [PATCH 1303/1386] updated test_create_trade to use default_conf_usdt

---
 tests/test_freqtradebot.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d8cc2214a..280d2ce97 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -270,7 +270,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
     assert Trade.total_open_trades_stakes() == 1.97502e-03
 
 
-def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -> None:
+def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -281,14 +281,14 @@ def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -
     )
 
     # Save state of current whitelist
-    whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
-    freqtrade = FreqtradeBot(default_conf)
+    whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.create_trade('ETH/BTC')
 
     trade = Trade.query.first()
     assert trade is not None
-    assert trade.stake_amount == 0.001
+    assert trade.stake_amount == 10.0
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
@@ -299,7 +299,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -
     assert trade.open_rate == 2.0
     assert trade.amount == 30.0
 
-    assert whitelist == default_conf['exchange']['pair_whitelist']
+    assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 
 def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt,

From ba5d78f005210d51416387e65fa30c7a38623395 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 13:04:58 -0600
Subject: [PATCH 1304/1386] swapped default_conf for default_conf_usdt and
 ticker for ticker_usdt

---
 tests/conftest.py          |  22 +-
 tests/test_freqtradebot.py | 788 ++++++++++++++++++-------------------
 2 files changed, 413 insertions(+), 397 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 898dcfbfd..f2da68dd2 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -378,6 +378,22 @@ def get_default_conf_usdt(testdatadir):
     configuration.update({
         "stake_amount": 10.0,
         "stake_currency": "USDT",
+        "exchange": {
+            "name": "binance",
+            "enabled": True,
+            "key": "key",
+            "secret": "secret",
+            "pair_whitelist": [
+                "ETH/USDT",
+                "LTC/USDT",
+                "XRP/USDT",
+                "NEO/USDT"
+            ],
+            "pair_blacklist": [
+                "DOGE/USDT",
+                "HOT/USDT",
+            ]
+        },
     })
     return configuration
 
@@ -424,9 +440,9 @@ def ticker_sell_down():
 @pytest.fixture
 def ticker_usdt():
     return MagicMock(return_value={
-        'bid': 1.99,
-        'ask': 2.0,
-        'last': 1.99,
+        'bid': 2.0,
+        'ask': 2.01,
+        'last': 2.0,
     })
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 280d2ce97..2a96783bc 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -41,33 +41,33 @@ def patch_RPCManager(mocker) -> MagicMock:
 
 # Unit tests
 
-def test_freqtradebot_state(mocker, default_conf, markets) -> None:
+def test_freqtradebot_state(mocker, default_conf_usdt, markets) -> None:
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     assert freqtrade.state is State.RUNNING
 
-    default_conf.pop('initial_state')
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt.pop('initial_state')
+    freqtrade = FreqtradeBot(default_conf_usdt)
     assert freqtrade.state is State.STOPPED
 
 
-def test_process_stopped(mocker, default_conf) -> None:
+def test_process_stopped(mocker, default_conf_usdt) -> None:
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
     freqtrade.process_stopped()
     assert coo_mock.call_count == 0
 
-    default_conf['cancel_open_orders_on_exit'] = True
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    default_conf_usdt['cancel_open_orders_on_exit'] = True
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     freqtrade.process_stopped()
     assert coo_mock.call_count == 1
 
 
-def test_bot_cleanup(mocker, default_conf, caplog) -> None:
+def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None:
     mock_cleanup = mocker.patch('freqtrade.freqtradebot.cleanup_db')
     coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     freqtrade.cleanup()
     assert log_has('Cleaning up modules ...', caplog)
     assert mock_cleanup.call_count == 1
@@ -82,10 +82,10 @@ def test_bot_cleanup(mocker, default_conf, caplog) -> None:
     RunMode.DRY_RUN,
     RunMode.LIVE
 ])
-def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
+def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    conf = default_conf.copy()
+    conf = default_conf_usdt.copy()
     conf['runmode'] = runmode
     conf['order_types'] = {
         'buy': 'market',
@@ -102,7 +102,7 @@ def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
 
     caplog.clear()
     # is left untouched
-    conf = default_conf.copy()
+    conf = default_conf_usdt.copy()
     conf['runmode'] = runmode
     conf['order_types'] = {
         'buy': 'market',
@@ -115,14 +115,14 @@ def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
 
 
-def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
+def test_get_trade_stake_amount(default_conf_usdt, ticker_usdt, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
-    result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
-    assert result == default_conf['stake_amount']
+    result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
+    assert result == default_conf_usdt['stake_amount']
 
 
 @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
@@ -135,13 +135,13 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
                         (True, 27, 3, 0.5, [10, 10, 6.73]),
                         (True, 22, 3, 1, [10, 10, 0.0]),
 ])
-def test_check_available_stake_amount(default_conf_usdt, ticker, mocker, fee, limit_buy_order_usdt_open,
+def test_check_available_stake_amount(default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
                                       amend_last, wallet, max_open, lsamr, expected) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee
     )
@@ -156,12 +156,12 @@ def test_check_available_stake_amount(default_conf_usdt, ticker, mocker, fee, li
 
         if expected[i] is not None:
             limit_buy_order_usdt_open['id'] = str(i)
-            result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
+            result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
             assert pytest.approx(result) == expected[i]
-            freqtrade.execute_entry('ETH/BTC', result)
+            freqtrade.execute_entry('ETH/USDT', result)
         else:
             with pytest.raises(DependencyException):
-                freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
+                freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
 
 
 def test_edge_called_in_process(mocker, edge_conf) -> None:
@@ -169,7 +169,7 @@ def test_edge_called_in_process(mocker, edge_conf) -> None:
     patch_edge(mocker)
 
     def _refresh_whitelist(list):
-        return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
+        return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
 
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(edge_conf)
@@ -208,7 +208,7 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
     # Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
     # Thus, if price falls 21%, stoploss should be triggered
     #
-    # mocking the ticker: price is falling ...
+    # mocking the ticker_usdt: price is falling ...
     buy_price = limit_buy_order_usdt['price']
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -238,24 +238,24 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
         assert trade.sell_reason == SellType.STOP_LOSS.value
 
 
-def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
+def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf['stake_amount'] = 0.00098751
-    default_conf['max_open_trades'] = 2
+    default_conf_usdt['stake_amount'] = 10.0
+    default_conf_usdt['max_open_trades'] = 2
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.enter_positions()
     trade = Trade.query.first()
 
     assert trade is not None
-    assert trade.stake_amount == 0.00098751
+    assert trade.stake_amount == 10.0
     assert trade.is_open
     assert trade.open_date is not None
 
@@ -263,19 +263,19 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
     trade = Trade.query.order_by(Trade.id.desc()).first()
 
     assert trade is not None
-    assert trade.stake_amount == 0.00098751
+    assert trade.stake_amount == 10.0
     assert trade.is_open
     assert trade.open_date is not None
 
-    assert Trade.total_open_trades_stakes() == 1.97502e-03
+    assert Trade.total_open_trades_stakes() == 20.0
 
 
-def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mocker) -> None:
+def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
@@ -284,7 +284,7 @@ def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mock
     whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
     freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
-    freqtrade.create_trade('ETH/BTC')
+    freqtrade.create_trade('ETH/USDT')
 
     trade = Trade.query.first()
     assert trade is not None
@@ -302,21 +302,21 @@ def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mock
     assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 
-def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt,
+def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
                                       fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
+    patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        freqtrade.create_trade('ETH/BTC')
+        freqtrade.create_trade('ETH/USDT')
 
 
 @pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
@@ -326,7 +326,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt
     (UNLIMITED_STAKE_AMOUNT, False, True, 0),
 ])
 def test_create_trade_minimal_amount(
-    default_conf, ticker, limit_buy_order_usdt_open, fee, mocker,
+    default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker,
     stake_amount, create, amount_enough, max_open_trades, caplog
 ) -> None:
     patch_RPCManager(mocker)
@@ -334,47 +334,47 @@ def test_create_trade_minimal_amount(
     buy_mock = MagicMock(return_value=limit_buy_order_usdt_open)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=buy_mock,
         get_fee=fee,
     )
-    default_conf['max_open_trades'] = max_open_trades
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['max_open_trades'] = max_open_trades
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.config['stake_amount'] = stake_amount
     patch_get_signal(freqtrade)
 
     if create:
-        assert freqtrade.create_trade('ETH/BTC')
+        assert freqtrade.create_trade('ETH/USDT')
         if amount_enough:
             rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
-            assert rate * amount <= default_conf['stake_amount']
+            assert rate * amount <= default_conf_usdt['stake_amount']
         else:
             assert log_has_re(
                 r"Stake amount for pair .* is too small.*",
                 caplog
             )
     else:
-        assert not freqtrade.create_trade('ETH/BTC')
+        assert not freqtrade.create_trade('ETH/USDT')
         if not max_open_trades:
-            assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
+            assert freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.edge) == 0
 
 
 @pytest.mark.parametrize('whitelist,positions', [
-    (["ETH/BTC"], 1),  # No pairs left
+    (["ETH/USDT"], 1),  # No pairs left
     ([], 0),  # No pairs in whitelist
 ])
-def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_usdt_open, fee,
+def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee,
                                        whitelist, positions, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    default_conf['exchange']['pair_whitelist'] = whitelist
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['exchange']['pair_whitelist'] = whitelist
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     n = freqtrade.enter_positions()
@@ -390,17 +390,17 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_usd
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order_usdt, fee,
+def test_enter_positions_global_pairlock(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
                                          mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     n = freqtrade.enter_positions()
     message = r"Global pairlock active until.* Not creating new trades."
@@ -416,8 +416,8 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order_u
     assert log_has_re(message, caplog)
 
 
-def test_handle_protections(mocker, default_conf, fee):
-    default_conf['protections'] = [
+def test_handle_protections(mocker, default_conf_usdt, fee):
+    default_conf_usdt['protections'] = [
         {"method": "CooldownPeriod", "stop_duration": 60},
         {
             "method": "StoplossGuard",
@@ -428,7 +428,7 @@ def test_handle_protections(mocker, default_conf, fee):
         }
     ]
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     freqtrade.protections._protection_handlers[1].global_stop = MagicMock(
         return_value=(True, arrow.utcnow().shift(hours=1).datetime, "asdf"))
     create_mock_trades(fee)
@@ -439,8 +439,8 @@ def test_handle_protections(mocker, default_conf, fee):
     assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL
 
 
-def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
-    default_conf['dry_run'] = True
+def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None:
+    default_conf_usdt['dry_run'] = True
 
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -448,32 +448,32 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         get_fee=fee,
     )
-    default_conf['stake_amount'] = 10
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['stake_amount'] = 10
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade, value=(False, False, None))
 
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
-    assert not freqtrade.create_trade('ETH/BTC')
+    assert not freqtrade.create_trade('ETH/USDT')
 
 
 @pytest.mark.parametrize("max_open", range(0, 5))
 @pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
-def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_usdt_open,
+def test_create_trades_multiple_trades(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open,
                                        max_open, tradable_balance_ratio, modifier) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf['max_open_trades'] = max_open
-    default_conf['tradable_balance_ratio'] = tradable_balance_ratio
-    default_conf['dry_run_wallet'] = 0.001 * max_open
+    default_conf_usdt['max_open_trades'] = max_open
+    default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio
+    default_conf_usdt['dry_run_wallet'] = 10.0 * max_open
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     n = freqtrade.enter_positions()
@@ -484,47 +484,47 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_
     assert len(trades) == max(int(max_open * modifier), 0)
 
 
-def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_usdt_open) -> None:
+def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf['max_open_trades'] = 4
+    default_conf_usdt['max_open_trades'] = 4
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create 2 existing trades
-    freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount'])
-    freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount'])
+    freqtrade.execute_entry('ETH/USDT', default_conf_usdt['stake_amount'])
+    freqtrade.execute_entry('NEO/BTC', default_conf_usdt['stake_amount'])
 
     assert len(Trade.get_open_trades()) == 2
     # Change order_id for new orders
     limit_buy_order_usdt_open['id'] = '123444'
 
     # Create 2 new trades using create_trades
-    assert freqtrade.create_trade('ETH/BTC')
+    assert freqtrade.create_trade('ETH/USDT')
     assert freqtrade.create_trade('NEO/BTC')
 
     trades = Trade.get_open_trades()
     assert len(trades) == 4
 
 
-def test_process_trade_creation(default_conf, ticker, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                 fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         fetch_order=MagicMock(return_value=limit_buy_order_usdt),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -536,45 +536,45 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order_usdt, limi
     assert len(trades) == 1
     trade = trades[0]
     assert trade is not None
-    assert trade.stake_amount == default_conf['stake_amount']
+    assert trade.stake_amount == default_conf_usdt['stake_amount']
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
-    assert trade.open_rate == 0.00001098
-    assert trade.amount == 91.07468123
+    assert trade.open_rate == 2.0
+    assert trade.amount == 5.0
 
     assert log_has(
-        'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...',
+        'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 10.0 ...',
         caplog
     )
 
 
-def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
+def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=TemporaryError)
     )
     sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
 
-    worker = Worker(args=None, config=default_conf)
+    worker = Worker(args=None, config=default_conf_usdt)
     patch_get_signal(worker.freqtrade)
 
     worker._process_running()
     assert sleep_mock.has_calls()
 
 
-def test_process_operational_exception(default_conf, ticker, mocker) -> None:
+def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -> None:
     msg_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=OperationalException)
     )
-    worker = Worker(args=None, config=default_conf)
+    worker = Worker(args=None, config=default_conf_usdt)
     patch_get_signal(worker.freqtrade)
 
     assert worker.freqtrade.state == State.RUNNING
@@ -584,17 +584,17 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
 
 
-def test_process_trade_handling(default_conf, ticker, limit_buy_order_usdt_open, fee, mocker) -> None:
+def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         fetch_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -609,23 +609,23 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order_usdt_open,
     assert len(trades) == 1
 
 
-def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_usdt,
+def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
                                          fee, mocker) -> None:
     """ Test process with trade not in pair list """
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
         fetch_order=MagicMock(return_value=limit_buy_order_usdt),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     pair = 'BLK/BTC'
     # Ensure the pair is not in the whitelist!
-    assert pair not in default_conf['exchange']['pair_whitelist']
+    assert pair not in default_conf_usdt['exchange']['pair_whitelist']
 
     # create open trade not in whitelist
     Trade.query.session.add(Trade(
@@ -639,7 +639,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_u
         exchange='binance',
     ))
     Trade.query.session.add(Trade(
-        pair='ETH/BTC',
+        pair='ETH/USDT',
         stake_amount=0.001,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
@@ -656,17 +656,17 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_u
     assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
 
 
-def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
+def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
 
     def _refresh_whitelist(list):
-        return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
+        return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
 
     refresh_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=TemporaryError),
         refresh_latest_ohlcv=refresh_mock,
     )
@@ -677,7 +677,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     )
     mocker.patch('time.sleep', return_value=None)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.pairlists._validate_whitelist = _refresh_whitelist
     freqtrade.strategy.informative_pairs = inf_pairs
     # patch_get_signal(freqtrade)
@@ -687,13 +687,13 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert refresh_mock.call_count == 1
     assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
     assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
-    assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
+    assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_buy_order_usdt_open) -> None:
+def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
     stake_amount = 2
     bid = 0.11
@@ -711,7 +711,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_bu
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
     )
-    pair = 'ETH/BTC'
+    pair = 'ETH/USDT'
 
     assert not freqtrade.execute_entry(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
@@ -853,8 +853,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_bu
     assert trade.open_rate_requested == 10
 
 
-def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_usdt) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_buy_order_usdt) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
@@ -868,7 +868,7 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_
         get_fee=fee,
     )
     stake_amount = 2
-    pair = 'ETH/BTC'
+    pair = 'ETH/USDT'
 
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
     assert freqtrade.execute_entry(pair, stake_amount)
@@ -885,7 +885,7 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_
     assert not freqtrade.execute_entry(pair, stake_amount)
 
 
-def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) -> None:
+def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_buy_order_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
@@ -897,7 +897,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) ->
     stoploss = MagicMock(return_value={'id': 13434334})
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
     trade = MagicMock()
@@ -912,7 +912,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) ->
     assert trade.is_open is True
 
 
-def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
+def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog,
                                      limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
@@ -934,7 +934,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'freqtrade.exchange.Binance',
         stoploss=stoploss
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # First case: when stoploss is not yet set but the order is open
@@ -1032,7 +1032,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     assert stoploss.call_count == 0
 
 
-def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
+def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog,
                                          limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # Sixth case: stoploss order was cancelled but couldn't create new one
     patch_RPCManager(mocker)
@@ -1055,7 +1055,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
         fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}),
         stoploss=MagicMock(side_effect=ExchangeError()),
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
@@ -1071,7 +1071,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     assert trade.is_open is True
 
 
-def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
+def test_create_stoploss_order_invalid_order(mocker, default_conf_usdt, caplog, fee,
                                              limit_buy_order_usdt_open, limit_sell_order_usdt):
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -1094,7 +1094,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
         fetch_order=MagicMock(return_value={'status': 'canceled'}),
         stoploss=MagicMock(side_effect=InvalidOrderException()),
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
@@ -1119,10 +1119,10 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
 
 
-def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
+def test_create_stoploss_order_insufficient_funds(mocker, default_conf_usdt, caplog, fee,
                                                   limit_buy_order_usdt_open, limit_sell_order_usdt):
     sell_mock = MagicMock(return_value={'id': limit_sell_order_usdt['id']})
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
     mocker.patch.multiple(
@@ -1258,10 +1258,10 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
-    cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
+    cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
     stoploss_order_mock.assert_called_once_with(
         amount=4.56621004,
-        pair='ETH/BTC',
+        pair='ETH/USDT',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.95
     )
@@ -1278,7 +1278,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
+def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf_usdt, fee, caplog,
                                                     limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
@@ -1304,9 +1304,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     )
 
     # enabling TSL
-    default_conf['trailing_stop'] = True
+    default_conf_usdt['trailing_stop'] = True
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     # enabling stoploss on exchange
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
@@ -1339,7 +1339,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order',
                  return_value=stoploss_order_hanging)
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
-    assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
+    assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog)
 
     # Still try to create order
     assert stoploss.call_count == 1
@@ -1350,7 +1350,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError())
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
-    assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
+    assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -1449,10 +1449,10 @@ def test_handle_stoploss_on_exchange_custom_stop(
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
-    cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
+    cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
     stoploss_order_mock.assert_called_once_with(
         amount=5.26315789,
-        pair='ETH/BTC',
+        pair='ETH/USDT',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.96
     )
@@ -1583,12 +1583,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
 @pytest.mark.parametrize('return_value,side_effect,log_message', [
     (False, None, 'Found no buy signals for whitelisted currencies. Trying again...'),
-    (None, DependencyException, 'Unable to create trade for ETH/BTC: ')
+    (None, DependencyException, 'Unable to create trade for ETH/USDT: ')
 ])
-def test_enter_positions(mocker, default_conf, return_value, side_effect,
+def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect,
                          log_message, caplog) -> None:
     caplog.set_level(logging.DEBUG)
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     mock_ct = mocker.patch(
         'freqtrade.freqtradebot.FreqtradeBot.create_trade',
@@ -1601,11 +1601,11 @@ def test_enter_positions(mocker, default_conf, return_value, side_effect,
     assert n == 0
     assert log_has(log_message, caplog)
     # create_trade should be called once for every pair in the whitelist.
-    assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
+    assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist'])
 
 
-def test_exit_positions(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_exit_positions(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
@@ -1630,14 +1630,14 @@ def test_exit_positions(mocker, default_conf, limit_buy_order_usdt, caplog) -> N
     assert n == 0
 
 
-def test_exit_positions_exception(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_exit_positions_exception(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
 
     trade = MagicMock()
     trade.open_order_id = None
     trade.open_fee = 0.001
-    trade.pair = 'ETH/BTC'
+    trade.pair = 'ETH/USDT'
     trades = [trade]
 
     # Test raise of DependencyException exception
@@ -1647,11 +1647,11 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order_usdt, ca
     )
     n = freqtrade.exit_positions(trades)
     assert n == 0
-    assert log_has('Unable to sell trade ETH/BTC: ', caplog)
+    assert log_has('Unable to sell trade ETH/USDT: ', caplog)
 
 
-def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
@@ -1727,9 +1727,9 @@ def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, l
         assert log_has_re(r'Applying fee on amount for .*', caplog)
 
 
-def test_update_trade_state_exception(mocker, default_conf,
+def test_update_trade_state_exception(mocker, default_conf_usdt,
                                       limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
 
     trade = MagicMock()
@@ -1745,8 +1745,8 @@ def test_update_trade_state_exception(mocker, default_conf,
     assert log_has('Could not update trade amount: ', caplog)
 
 
-def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  MagicMock(side_effect=InvalidOrderException))
 
@@ -1761,7 +1761,7 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
     assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
 
 
-def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_usdt_open,
+def test_update_trade_state_sell(default_conf_usdt, trades_for_order, limit_sell_order_usdt_open,
                                  limit_sell_order_usdt, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # fetch_order should not be called!!
@@ -1771,7 +1771,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
 
     patch_exchange(mocker)
     amount = limit_sell_order_usdt["amount"]
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     wallet_mock.reset_mock()
     trade = Trade(
         pair='LTC/ETH',
@@ -1796,7 +1796,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
     assert order.status == 'closed'
 
 
-def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt,
+def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt,
                       fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -1813,7 +1813,7 @@ def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_
         ]),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
@@ -1839,13 +1839,13 @@ def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_
     assert trade.close_date is not None
 
 
-def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_open,
+def test_handle_overlapping_signals(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
                                     fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
             {'id': 1234553382},
@@ -1853,7 +1853,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_o
         get_fee=fee,
     )
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade, value=(True, True, None))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
@@ -1894,14 +1894,14 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_o
     assert freqtrade.handle_trade(trades[0]) is True
 
 
-def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_open,
+def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
                           fee, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
 
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
             {'id': 1234553382},
@@ -1909,7 +1909,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_open,
         get_fee=fee,
     )
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
@@ -1925,18 +1925,18 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_open,
     # if ROI is reached we must sell
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade)
-    assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
+    assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI",
                    caplog)
 
 
-def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt_open,
+def test_handle_trade_use_sell_signal(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
                                       limit_sell_order_usdt_open, fee, mocker, caplog) -> None:
     # use_sell_signal is True buy default
     caplog.set_level(logging.DEBUG)
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
             limit_sell_order_usdt_open,
@@ -1944,7 +1944,7 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt
         get_fee=fee,
     )
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.enter_positions()
@@ -1957,21 +1957,21 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt
 
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade)
-    assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
+    assert log_has("ETH/USDT - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
 
 
-def test_close_trade(default_conf, ticker, limit_buy_order_usdt, limit_buy_order_usdt_open, limit_sell_order_usdt,
+def test_close_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, limit_sell_order_usdt,
                      fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create trade and sell it
@@ -1988,8 +1988,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order_usdt, limit_buy_order
         freqtrade.handle_trade(trade)
 
 
-def test_bot_loop_start_called_once(mocker, default_conf, caplog):
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
+def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
+    ftbot = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
     patch_get_signal(ftbot)
     ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
@@ -2001,9 +2001,9 @@ def test_bot_loop_start_called_once(mocker, default_conf, caplog):
     assert ftbot.strategy.analyze.call_count == 1
 
 
-def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
+def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
                                               fee, mocker) -> None:
-    default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30}
+    default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30}
 
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
@@ -2014,13 +2014,13 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order_with_result=cancel_order_wr_mock,
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2057,7 +2057,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
     assert freqtrade.strategy.check_buy_timeout.call_count == 1
 
 
-def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
+def test_check_handle_timedout_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
                                    fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     limit_buy_cancel = deepcopy(limit_buy_order_old)
@@ -2066,12 +2066,12 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order_with_result=cancel_order_mock,
         get_fee=fee
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2087,7 +2087,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
     assert freqtrade.strategy.check_buy_timeout.call_count == 0
 
 
-def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade,
+def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
                                     fee, mocker, caplog) -> None:
     """ Handle Buy order cancelled on exchange"""
     rpc_mock = patch_RPCManager(mocker)
@@ -2096,12 +2096,12 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     limit_buy_order_old.update({"status": "canceled", 'filled': 0.0})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2115,7 +2115,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
 
 
-def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
+def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
                                              fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
@@ -2123,12 +2123,12 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(side_effect=ExchangeError),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2141,19 +2141,19 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
     assert nb_trades == 1
 
 
-def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker,
+def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
                                                open_trade) -> None:
-    default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
+    default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
     open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
@@ -2190,18 +2190,18 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
     assert freqtrade.strategy.check_sell_timeout.call_count == 1
 
 
-def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker,
+def test_check_handle_timedout_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
                                     open_trade) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
     open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
@@ -2220,7 +2220,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     assert freqtrade.strategy.check_sell_timeout.call_count == 0
 
 
-def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade,
+def test_check_handle_cancelled_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, open_trade,
                                      mocker, caplog) -> None:
     """ Handle sell order cancelled on exchange"""
     rpc_mock = patch_RPCManager(mocker)
@@ -2229,11 +2229,11 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order_with_result=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
     open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
@@ -2249,7 +2249,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
 
 
-def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
+def test_check_handle_timedout_partial(default_conf_usdt, ticker_usdt, limit_buy_order_old_partial,
                                        open_trade, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
@@ -2259,11 +2259,11 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2278,7 +2278,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount
 
 
-def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee,
+def test_check_handle_timedout_partial_fee(default_conf_usdt, ticker_usdt, open_trade, caplog, fee,
                                            limit_buy_order_old_partial, trades_for_order,
                                            limit_buy_order_old_partial_canceled, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
@@ -2287,12 +2287,12 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     assert open_trade.amount == limit_buy_order_old_partial['amount']
 
@@ -2317,7 +2317,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     assert pytest.approx(trades[0].fee_open) == 0.001
 
 
-def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
+def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, open_trade, caplog, fee,
                                               limit_buy_order_old_partial, trades_for_order,
                                               limit_buy_order_old_partial_canceled, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
@@ -2325,14 +2325,14 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
     )
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  MagicMock(side_effect=DependencyException))
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     assert open_trade.amount == limit_buy_order_old_partial['amount']
 
@@ -2357,7 +2357,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     assert trades[0].fee_open == fee()
 
 
-def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt, mocker, caplog) -> None:
+def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2369,11 +2369,11 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt,
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
         cancel_order=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade_usdt)
 
@@ -2385,7 +2385,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt,
                       caplog)
 
 
-def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt) -> None:
+def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_buy_order_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_buy_order = deepcopy(limit_buy_order_usdt)
@@ -2395,7 +2395,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt)
     cancel_order_mock = MagicMock(return_value=cancel_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade._notify_enter_cancel = MagicMock()
 
     trade = MagicMock()
@@ -2430,7 +2430,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt)
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
                          indirect=['limit_buy_order_canceled_empty'])
-def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
+def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt,
                                        limit_buy_order_canceled_empty) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -2438,7 +2438,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
         'freqtrade.exchange.Exchange.cancel_order_with_result',
         return_value=limit_buy_order_canceled_empty)
     nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel')
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     reason = CANCEL_REASON['TIMEOUT']
     trade = MagicMock()
@@ -2455,7 +2455,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
     'String Return value',
     123
 ])
-def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order_usdt,
+def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_buy_order_usdt,
                                           cancelorder) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -2465,7 +2465,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order_
         cancel_order=cancel_order_mock
     )
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade._notify_enter_cancel = MagicMock()
 
     trade = MagicMock()
@@ -2483,7 +2483,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order_
     assert cancel_order_mock.call_count == 1
 
 
-def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
+def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
     send_msg_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2493,7 +2493,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
     )
     mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     trade = Trade(
         pair='LTC/ETH',
@@ -2528,13 +2528,13 @@ def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
     assert send_msg_mock.call_count == 1
 
 
-def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None:
+def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch(
         'freqtrade.exchange.Exchange.cancel_order_with_result', side_effect=InvalidOrderException())
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     trade = MagicMock()
     reason = CANCEL_REASON['TIMEOUT']
@@ -2544,17 +2544,17 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None:
     assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
 
 
-def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
 
@@ -2569,10 +2569,10 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
     # Prevented sell ...
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert rpc_mock.call_count == 0
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
@@ -2580,7 +2580,7 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
     # Repatch with true
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
@@ -2590,7 +2590,7 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
         'trade_id': 1,
         'type': RPCMessageType.SELL,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 1.172e-05,
         'amount': 91.07468123,
@@ -2608,17 +2608,17 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
     } == last_msg
 
 
-def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -2630,10 +2630,10 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_down
+        fetch_ticker=ticker_usdt_sell_down
     )
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
@@ -2642,7 +2642,7 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'loss',
         'limit': 1.044e-05,
         'amount': 91.07468123,
@@ -2660,18 +2660,18 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo
     } == last_msg
 
 
-def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up,
+def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up,
                                               mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
 
@@ -2686,7 +2686,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
 
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
@@ -2694,7 +2694,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_
     # Set a custom exit price
     freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
 
     # Sell price must be different to default bid price
@@ -2707,7 +2707,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_
         'trade_id': 1,
         'type': RPCMessageType.SELL,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 1.170e-05,
         'amount': 91.07468123,
@@ -2725,18 +2725,18 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_
     } == last_msg
 
 
-def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
-                                                              ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf_usdt, ticker_usdt, fee,
+                                                              ticker_usdt_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -2748,15 +2748,15 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_down
+        fetch_ticker=ticker_usdt_sell_down
     )
 
-    default_conf['dry_run'] = True
+    default_conf_usdt['dry_run'] = True
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     # Setting trade stoploss to 0.01
 
     trade.stop_loss = 0.00001099 * 0.99
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
@@ -2766,7 +2766,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'loss',
         'limit': 1.08801e-05,
         'amount': 91.07468123,
@@ -2785,8 +2785,8 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick
 
 
 def test_execute_trade_exit_sloe_cancel_exception(
-        mocker, default_conf, ticker, fee, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+        mocker, default_conf_usdt, ticker_usdt, fee, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
@@ -2797,7 +2797,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         create_order=create_order_mock,
     )
@@ -2818,10 +2818,10 @@ def test_execute_trade_exit_sloe_cancel_exception(
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
-def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
+def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up,
                                                       mocker) -> None:
 
-    default_conf['exchange']['name'] = 'binance'
+    default_conf_usdt['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     stoploss = MagicMock(return_value={
@@ -2834,7 +2834,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee,
     cancel_order = MagicMock(return_value=True)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
@@ -2843,7 +2843,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee,
         _is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
     )
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     patch_get_signal(freqtrade)
 
@@ -2860,10 +2860,10 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee,
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     trade = Trade.query.first()
@@ -2872,14 +2872,14 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee,
     assert rpc_mock.call_count == 3
 
 
-def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
+def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt, ticker_usdt, fee,
                                                                mocker) -> None:
-    default_conf['exchange']['name'] = 'binance'
+    default_conf_usdt['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
@@ -2895,7 +2895,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, tic
 
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     patch_get_signal(freqtrade)
 
@@ -2944,18 +2944,18 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, tic
     assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
 
 
-def test_execute_trade_exit_market_order(default_conf, ticker, fee,
-                                         ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
+                                         ticker_usdt_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -2967,11 +2967,11 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee,
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
     freqtrade.config['order_types']['sell'] = 'market'
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
@@ -2983,7 +2983,7 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee,
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 1.172e-05,
         'amount': 91.07468123,
@@ -3002,13 +3002,13 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee,
     } == last_msg
 
 
-def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
-                                                     ticker_sell_up, mocker) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_usdt, fee,
+                                                     ticker_usdt_sell_up, mocker) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         create_order=MagicMock(side_effect=[
             {'id': 1234553382},
@@ -3026,11 +3026,11 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
 
     sell_reason = SellCheckTuple(sell_type=SellType.ROI)
-    assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                             sell_reason=sell_reason)
     assert mock_insuf.call_count == 1
 
@@ -3047,7 +3047,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
 ])
 def test_sell_profit_only(
-        default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+        default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
         fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3064,12 +3064,12 @@ def test_sell_profit_only(
         ]),
         get_fee=fee,
     )
-    default_conf.update({
+    default_conf_usdt.update({
         'use_sell_signal': True,
         'sell_profit_only': profit_only,
         'sell_profit_offset': 0.1,
     })
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     if sell_type == SellType.SELL_SIGNAL.value:
         freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
@@ -3089,7 +3089,7 @@ def test_sell_profit_only(
         assert freqtrade.handle_trade(trade) is True
 
 
-def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_sell_not_enough_balance(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                  fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3107,7 +3107,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_o
         get_fee=fee,
     )
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
@@ -3128,7 +3128,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_o
     (95.29, False),
     (91.29, True)
 ])
-def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has_err):
+def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet, has_err):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
@@ -3144,7 +3144,7 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has
         fee_open=fee.return_value,
         fee_close=fee.return_value,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     if has_err:
         with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
@@ -3161,15 +3161,15 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has
         assert wallet_update.call_count == 1
 
 
-def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
+def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -3181,12 +3181,12 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_down
+        fetch_ticker=ticker_usdt_sell_down
     )
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
-    trade.close(ticker_sell_down()['bid'])
+    trade.close(ticker_usdt_sell_down()['bid'])
     assert freqtrade.strategy.is_pair_locked(trade.pair)
 
     # reinit - should buy other pair.
@@ -3196,7 +3196,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
 
 
-def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                   fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3213,9 +3213,9 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_
         ]),
         get_fee=fee,
     )
-    default_conf['ignore_roi_if_buy_signal'] = True
+    default_conf_usdt['ignore_roi_if_buy_signal'] = True
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
@@ -3233,7 +3233,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_
     assert trade.sell_reason == SellType.ROI.value
 
 
-def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_order_usdt,
+def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
                             fee, caplog, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3250,9 +3250,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
         ]),
         get_fee=fee,
     )
-    default_conf['trailing_stop'] = True
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['trailing_stop'] = True
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
@@ -3260,7 +3260,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
     trade = Trade.query.first()
     assert freqtrade.handle_trade(trade) is False
 
-    # Raise ticker above buy price
+    # Raise ticker_usdt above buy price
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': 2.0 * 1.5,
@@ -3283,7 +3283,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
     # Sell as trailing-stop is reached
     assert freqtrade.handle_trade(trade) is True
     # TODO: Does this make sense? How is stoploss 2.7?
-    assert log_has("ETH/BTC - HIT STOP: current price at 2.200000, stoploss is 2.700000, "
+    assert log_has("ETH/USDT - HIT STOP: current price at 2.200000, stoploss is 2.700000, "
                    "initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
@@ -3293,7 +3293,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
     (0.011, False, 2.0394),
     (0.055, True, 1.8),
 ])
-def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_trailing_stop_loss_positive(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                      offset, fee, caplog, mocker, trail_if_reached, second_sl) -> None:
     buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
@@ -3311,14 +3311,14 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
         ]),
         get_fee=fee,
     )
-    default_conf['trailing_stop'] = True
-    default_conf['trailing_stop_positive'] = 0.01
+    default_conf_usdt['trailing_stop'] = True
+    default_conf_usdt['trailing_stop_positive'] = 0.01
     if offset:
-        default_conf['trailing_stop_positive_offset'] = offset
-        default_conf['trailing_only_offset_is_reached'] = trail_if_reached
-    patch_whitelist(mocker, default_conf)
+        default_conf_usdt['trailing_stop_positive_offset'] = offset
+        default_conf_usdt['trailing_only_offset_is_reached'] = trail_if_reached
+    patch_whitelist(mocker, default_conf_usdt)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.enter_positions()
@@ -3329,7 +3329,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     # stop-loss not reached
     assert freqtrade.handle_trade(trade) is False
 
-    # Raise ticker above buy price
+    # Raise ticker_usdt above buy price
     mocker.patch(
         'freqtrade.exchange.Exchange.fetch_ticker',
         MagicMock(return_value={
@@ -3341,13 +3341,13 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
     # TODO: is 0.0249% correct? Shouldn't it be higher?
-    caplog_text = f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%"
+    caplog_text = f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%"
     if trail_if_reached:
         assert not log_has(caplog_text, caplog)
-        assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
+        assert not log_has("ETH/USDT - Adjusting stoploss...", caplog)
     else:
         assert log_has(caplog_text, caplog)
-        assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
+        assert log_has("ETH/USDT - Adjusting stoploss...", caplog)
     assert trade.stop_loss == second_sl
     caplog.clear()
 
@@ -3361,10 +3361,10 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     )
     assert freqtrade.handle_trade(trade) is False
     assert log_has(
-        f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%",
+        f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%",
         caplog
     )
-    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
+    assert log_has("ETH/USDT - Adjusting stoploss...", caplog)
 
     mocker.patch(
         'freqtrade.exchange.Exchange.fetch_ticker',
@@ -3377,13 +3377,13 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     # Lower price again (but still positive)
     assert freqtrade.handle_trade(trade) is True
     assert log_has(
-        f"ETH/BTC - HIT STOP: current price at {buy_price + 0.02:.6f}, "
+        f"ETH/USDT - HIT STOP: current price at {buy_price + 0.02:.6f}, "
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                           fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3402,10 +3402,10 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, li
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    default_conf['ask_strategy'] = {
+    default_conf_usdt['ask_strategy'] = {
         'ignore_roi_if_buy_signal': False
     }
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
@@ -3423,7 +3423,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, li
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
 
-def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker):
+def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -3435,7 +3435,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
@@ -3444,7 +3444,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
                    caplog)
 
 
-def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
+def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_order_fee, fee,
                                     caplog, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
@@ -3459,7 +3459,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     walletmock.reset_mock()
     # Amount is kept as is
@@ -3469,7 +3469,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe
                       '- Eating Fee 0.008 into dust', caplog)
 
 
-def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
+def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mocker, fee):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
 
     amount = buy_order_fee['amount']
@@ -3482,7 +3482,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -3492,7 +3492,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
 
 
 @pytest.mark.parametrize(
-    'fee_par,fee_reduction_amount,use_ticker_rate,expected_log', [
+    'fee_par,fee_reduction_amount,use_ticker_usdt_rate,expected_log', [
         # basic, amount does not change
         ({'cost': 0.008, 'currency': 'ETH'}, 0, False, None),
         # no currency in fee
@@ -3511,8 +3511,8 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
         ({'cost': 0.008, 'currency': None}, 0, True, None),
     ])
 def test_get_real_amount(
-    default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
-    fee_par, fee_reduction_amount, use_ticker_rate, expected_log
+    default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker, caplog,
+    fee_par, fee_reduction_amount, use_ticker_usdt_rate, expected_log
 ):
 
     buy_order = deepcopy(buy_order_fee)
@@ -3530,9 +3530,9 @@ def test_get_real_amount(
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
-    if not use_ticker_rate:
+    if not use_ticker_usdt_rate:
         mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
 
     caplog.clear()
@@ -3550,7 +3550,7 @@ def test_get_real_amount(
         (0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])
 def test_get_real_amount_multi(
-    default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
+    default_conf_usdt, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
     fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
 ):
 
@@ -3562,7 +3562,7 @@ def test_get_real_amount_multi(
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
-    default_conf['stake_currency'] = "ETH"
+    default_conf_usdt['stake_currency'] = "ETH"
 
     trade = Trade(
         pair='LTC/ETH',
@@ -3575,8 +3575,8 @@ def test_get_real_amount_multi(
     )
 
     # Fake markets entry to enable fee parsing
-    markets['BNB/ETH'] = markets['ETH/BTC']
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    markets['BNB/ETH'] = markets['ETH/USDT']
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': 0.19, 'last': 0.2})
@@ -3600,7 +3600,7 @@ def test_get_real_amount_multi(
     assert trade.fee_close_currency is None
 
 
-def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
+def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker):
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     limit_buy_order_usdt['fee'] = {'cost': 0.004}
 
@@ -3615,13 +3615,13 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount does not change
     assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
 
 
-def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker):
+def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker):
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001
 
@@ -3636,14 +3636,14 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount does not change
     with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
         freqtrade.get_real_amount(trade, limit_buy_order_usdt)
 
 
-def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee,
+def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee, fee,
                                                mocker):
     # Floats should not be compared directly.
     limit_buy_order_usdt = deepcopy(buy_order_fee)
@@ -3660,14 +3660,14 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount changes by fee amount.
     assert isclose(freqtrade.get_real_amount(trade, limit_buy_order_usdt), amount - (amount * 0.001),
                    abs_tol=MATH_CLOSE_PREC,)
 
 
-def test_get_real_amount_open_trade(default_conf, fee, mocker):
+def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker):
     amount = 12345
     trade = Trade(
         pair='LTC/ETH',
@@ -3684,7 +3684,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker):
         'status': 'open',
         'side': 'buy',
     }
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     assert freqtrade.get_real_amount(trade, order) == amount
 
 
@@ -3696,7 +3696,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker):
     (8.0, 0.1, 8.0, 8.0),
     (8.0, 0.1, 7.9, 7.9),
 ])
-def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
+def test_apply_fee_conditional(default_conf_usdt, fee, caplog, mocker,
                                amount, fee_abs, wallet, amount_exp):
     walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
@@ -3709,7 +3709,7 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     walletmock.reset_mock()
     # Amount is kept as is
@@ -3721,23 +3721,23 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
     (0.1, False),
     (100, True),
 ])
-def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_open, limit_buy_order_usdt,
+def test_order_book_depth_of_market(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
                                     fee, mocker, order_book_l2, delta, is_high_delta):
-    default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
-    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
+    default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
+    default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
 
     # Save state of current whitelist
-    whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
-    freqtrade = FreqtradeBot(default_conf)
+    whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.enter_positions()
 
@@ -3746,7 +3746,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_o
         assert trade is None
     else:
         assert trade is not None
-        assert trade.stake_amount == 0.001
+        assert trade.stake_amount == 10.0
         assert trade.is_open
         assert trade.open_date is not None
         assert trade.exchange == 'binance'
@@ -3757,43 +3757,43 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_o
         trade.update(limit_buy_order_usdt)
 
         assert trade.open_rate == 2.0
-        assert whitelist == default_conf['exchange']['pair_whitelist']
+        assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 
 @pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
     (False, 0.045, 0.046, 2, None),
     (True,  0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
 ])
-def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, exception_thrown,
+def test_order_book_bid_strategy1(mocker, default_conf_usdt, order_book_l2, exception_thrown,
                                   ask, last, order_book_top, order_book, caplog) -> None:
     """
     test if function get_rate will return the order book price instead of the ask rate
     """
     patch_exchange(mocker)
-    ticker_mock = MagicMock(return_value={'ask': ask, 'last': last})
+    ticker_usdt_mock = MagicMock(return_value={'ask': ask, 'last': last})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2,
-        fetch_ticker=ticker_mock,
+        fetch_ticker=ticker_usdt_mock,
     )
-    default_conf['exchange']['name'] = 'binance'
-    default_conf['bid_strategy']['use_order_book'] = True
-    default_conf['bid_strategy']['order_book_top'] = order_book_top
-    default_conf['bid_strategy']['ask_last_balance'] = 0
-    default_conf['telegram']['enabled'] = False
+    default_conf_usdt['exchange']['name'] = 'binance'
+    default_conf_usdt['bid_strategy']['use_order_book'] = True
+    default_conf_usdt['bid_strategy']['order_book_top'] = order_book_top
+    default_conf_usdt['bid_strategy']['ask_last_balance'] = 0
+    default_conf_usdt['telegram']['enabled'] = False
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     if exception_thrown:
         with pytest.raises(PricingError):
-            freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
+            freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy")
         assert log_has_re(
             r'Buy Price at location 1 from orderbook could not be determined.', caplog)
     else:
-        assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
-        assert ticker_mock.call_count == 0
+        assert freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy") == 0.043935
+        assert ticker_usdt_mock.call_count == 0
 
 
-def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
+def test_check_depth_of_market_buy(default_conf_usdt, mocker, order_book_l2) -> None:
     """
     test check depth of market
     """
@@ -3802,27 +3802,27 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
         'freqtrade.exchange.Exchange',
         fetch_l2_order_book=order_book_l2
     )
-    default_conf['telegram']['enabled'] = False
-    default_conf['exchange']['name'] = 'binance'
-    default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
+    default_conf_usdt['telegram']['enabled'] = False
+    default_conf_usdt['exchange']['name'] = 'binance'
+    default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
     # delta is 100 which is impossible to reach. hence function will return false
-    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
-    conf = default_conf['bid_strategy']['check_depth_of_market']
-    assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
+    conf = default_conf_usdt['bid_strategy']['check_depth_of_market']
+    assert freqtrade._check_depth_of_market_buy('ETH/USDT', conf) is False
 
 
-def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
+def test_order_book_ask_strategy(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
                                  limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
     """
     test order book ask strategy
     """
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
-    default_conf['exchange']['name'] = 'binance'
-    default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_top'] = 1
-    default_conf['telegram']['enabled'] = False
+    default_conf_usdt['exchange']['name'] = 'binance'
+    default_conf_usdt['ask_strategy']['use_order_book'] = True
+    default_conf_usdt['ask_strategy']['order_book_top'] = 1
+    default_conf_usdt['telegram']['enabled'] = False
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3838,7 +3838,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_
         ]),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
@@ -3863,22 +3863,22 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_
                       caplog)
 
 
-def test_startup_state(default_conf, mocker):
-    default_conf['pairlist'] = {'method': 'VolumePairList',
-                                'config': {'number_assets': 20}
-                                }
+def test_startup_state(default_conf_usdt, mocker):
+    default_conf_usdt['pairlist'] = {'method': 'VolumePairList',
+                                     'config': {'number_assets': 20}
+                                     }
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
-    worker = get_patched_worker(mocker, default_conf)
+    worker = get_patched_worker(mocker, default_conf_usdt)
     assert worker.freqtrade.state is State.RUNNING
 
 
-def test_startup_trade_reinit(default_conf, edge_conf, mocker):
+def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     reinit_mock = MagicMock()
     mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
 
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    ftbot = get_patched_freqtradebot(mocker, default_conf_usdt)
     ftbot.startup()
     assert reinit_mock.call_count == 1
 
@@ -3890,21 +3890,21 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_usdt_open, caplog):
-    default_conf['dry_run'] = True
+def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open, caplog):
+    default_conf_usdt['dry_run'] = True
     # Initialize to 2 times stake amount
-    default_conf['dry_run_wallet'] = 0.002
-    default_conf['max_open_trades'] = 2
-    default_conf['tradable_balance_ratio'] = 1.0
+    default_conf_usdt['dry_run_wallet'] = 0.002
+    default_conf_usdt['max_open_trades'] = 2
+    default_conf_usdt['tradable_balance_ratio'] = 1.0
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
 
-    bot = get_patched_freqtradebot(mocker, default_conf)
+    bot = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(bot)
     assert bot.wallets.get_free('BTC') == 0.002
 
@@ -3922,15 +3922,15 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order_usdt, limit_sell_order_usdt):
-    default_conf['cancel_open_orders_on_exit'] = True
+def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt):
+    default_conf_usdt['cancel_open_orders_on_exit'] = True
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[
                      ExchangeError(), limit_sell_order_usdt, limit_buy_order_usdt, limit_sell_order_usdt])
     buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
     sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     create_mock_trades(fee)
     trades = Trade.query.all()
     assert len(trades) == MOCK_TRADE_COUNT
@@ -3940,8 +3940,8 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order_usdt,
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_check_for_open_trades(mocker, default_conf, fee):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_check_for_open_trades(mocker, default_conf_usdt, fee):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     freqtrade.check_for_open_trades()
     assert freqtrade.rpc.send_msg.call_count == 0
@@ -3956,8 +3956,8 @@ def test_check_for_open_trades(mocker, default_conf, fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_startup_update_open_orders(mocker, default_conf, fee, caplog):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     create_mock_trades(fee)
 
     freqtrade.startup_update_open_orders()
@@ -3982,8 +3982,8 @@ def test_startup_update_open_orders(mocker, default_conf, fee, caplog):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, fee):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     def patch_with_fee(order):
         order.update({'fee': {'cost': 0.1, 'rate': 0.01,
@@ -4081,8 +4081,8 @@ def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_handle_insufficient_funds(mocker, default_conf, fee):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_handle_insufficient_funds(mocker, default_conf_usdt, fee):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order')
     mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_enter_order_fees')
     create_mock_trades(fee)
@@ -4119,9 +4119,9 @@ def test_handle_insufficient_funds(mocker, default_conf, fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_refind_lost_order(mocker, default_conf, fee, caplog):
+def test_refind_lost_order(mocker, default_conf_usdt, fee, caplog):
     caplog.set_level(logging.DEBUG)
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
 
     mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
@@ -4217,10 +4217,10 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
     assert log_has(f"Error updating {order['id']}.", caplog)
 
 
-def test_get_valid_price(mocker, default_conf) -> None:
+def test_get_valid_price(mocker, default_conf_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.config['custom_price_max_distance_ratio'] = 0.02
 
     custom_price_string = "10"

From 43339f1660557f6538f05addb464a502ac074b5f Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 13:43:01 -0600
Subject: [PATCH 1305/1386] A lot of the usdt freqtradebot tests pass now

---
 tests/conftest.py          |  8 ++--
 tests/test_freqtradebot.py | 90 ++++++++++++++++++++------------------
 2 files changed, 51 insertions(+), 47 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index f2da68dd2..4ef0dfcb4 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -441,7 +441,7 @@ def ticker_sell_down():
 def ticker_usdt():
     return MagicMock(return_value={
         'bid': 2.0,
-        'ask': 2.01,
+        'ask': 2.1,
         'last': 2.0,
     })
 
@@ -449,9 +449,9 @@ def ticker_usdt():
 @pytest.fixture
 def ticker_usdt_sell_up():
     return MagicMock(return_value={
-        'bid': 2.19,
-        'ask': 2.2,
-        'last': 2.19,
+        'bid': 2.2,
+        'ask': 2.3,
+        'last': 2.2,
     })
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2a96783bc..07f1288ed 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -320,8 +320,8 @@ def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_
 
 
 @pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
-    (0.0005, True, True, 99),
-    (0.000000005, True, False, 99),
+    (5.0, True, True, 99),
+    (0.00005, True, False, 99),
     (0, False, True, 99),
     (UNLIMITED_STAKE_AMOUNT, False, True, 0),
 ])
@@ -2592,14 +2592,15 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'profit',
-        'limit': 1.172e-05,
-        'amount': 91.07468123,
+        'limit': 2.2,
+        'amount': 5.0,
         'order_type': 'limit',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.173e-05,
-        'profit_amount': 6.223e-05,
-        'profit_ratio': 0.0620716,
-        'stake_currency': 'BTC',
+        'open_rate': 2.0,
+        'current_rate': 2.3,
+        # TODO: Double check that profit_amount and profit_ratio are correct
+        'profit_amount': 0.9475,
+        'profit_ratio': 0.09451372,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,
         'open_date': ANY,
@@ -2638,20 +2639,21 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
+    # TODO: Should be a loss, but comes out as a gain
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'loss',
-        'limit': 1.044e-05,
-        'amount': 91.07468123,
+        'limit': 2.01,
+        'amount': 5.0,
         'order_type': 'limit',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.043e-05,
-        'profit_amount': -5.406e-05,
-        'profit_ratio': -0.05392257,
-        'stake_currency': 'BTC',
+        'open_rate': 2.0,
+        'current_rate': 2.0,
+        'profit_amount': -0.000125,
+        'profit_ratio': -1.247e-05,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': ANY,
@@ -2692,7 +2694,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
     # Set a custom exit price
-    freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
+    freqtrade.strategy.custom_exit_price = lambda **kwargs: 2.25
 
     freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
@@ -2709,14 +2711,14 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'profit',
-        'limit': 1.170e-05,
-        'amount': 91.07468123,
+        'limit': 2.25,
+        'amount': 5.0,
         'order_type': 'limit',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.173e-05,
+        'open_rate': 2.0,
+        'current_rate': 2.3,
         'profit_amount': 6.041e-05,
-        'profit_ratio': 0.06025919,
-        'stake_currency': 'BTC',
+        'profit_ratio': 0.07262344,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.SELL_SIGNAL.value,
         'open_date': ANY,
@@ -2755,27 +2757,28 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf_usdt,
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     # Setting trade stoploss to 0.01
 
-    trade.stop_loss = 0.00001099 * 0.99
+    trade.stop_loss = 2.0 * 0.99
     freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
 
+    # TODO: Are these values correct?
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'loss',
-        'limit': 1.08801e-05,
-        'amount': 91.07468123,
+        'limit': 1.98,
+        'amount': 5.0,
         'order_type': 'limit',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.043e-05,
-        'profit_amount': -1.408e-05,
-        'profit_ratio': -0.01404051,
-        'stake_currency': 'BTC',
+        'open_rate': 2.0,
+        'current_rate': 2.0,
+        'profit_amount': -0.14975,
+        'profit_ratio': -0.01493766,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': ANY,
@@ -2975,24 +2978,25 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
-    assert trade.close_profit == 0.0620716
+    assert trade.close_profit == 0.09451372  # TODO: Check this is correct
 
     assert rpc_mock.call_count == 3
     last_msg = rpc_mock.call_args_list[-1][0][0]
+    # TODO: Is this correct?
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'profit',
-        'limit': 1.172e-05,
-        'amount': 91.07468123,
+        'limit': 2.2,
+        'amount': 5.0,
         'order_type': 'market',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.173e-05,
-        'profit_amount': 6.223e-05,
-        'profit_ratio': 0.0620716,
-        'stake_currency': 'BTC',
+        'open_rate': 2.0,
+        'current_rate': 2.3,
+        'profit_amount': 0.9475,
+        'profit_ratio': 0.09451372,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,
         'open_date': ANY,
@@ -3893,7 +3897,7 @@ def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
 def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open, caplog):
     default_conf_usdt['dry_run'] = True
     # Initialize to 2 times stake amount
-    default_conf_usdt['dry_run_wallet'] = 0.002
+    default_conf_usdt['dry_run_wallet'] = 20.0
     default_conf_usdt['max_open_trades'] = 2
     default_conf_usdt['tradable_balance_ratio'] = 1.0
     patch_exchange(mocker)
@@ -3906,7 +3910,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
 
     bot = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(bot)
-    assert bot.wallets.get_free('BTC') == 0.002
+    assert bot.wallets.get_free('USDT') == 20.0
 
     n = bot.enter_positions()
     assert n == 2
@@ -3916,8 +3920,8 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
     bot.config['max_open_trades'] = 3
     n = bot.enter_positions()
     assert n == 0
-    assert log_has_re(r"Unable to create trade for XRP/BTC: "
-                      r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
+    assert log_has_re(r"Unable to create trade for XRP/USDT: "
+                      r"Available balance \(0.0 USDT\) is lower than stake amount \(10.0 USDT\)",
                       caplog)
 
 

From 2ee87f8c66cb4b998ba986acd2dfc8729ece5e8f Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 30 Sep 2021 10:00:56 +0300
Subject: [PATCH 1306/1386] Fix failing USDT tests due to not enough open
 markets.

---
 tests/conftest.py | 78 ++++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 77 insertions(+), 1 deletion(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 4ef0dfcb4..9c500e05c 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -387,7 +387,8 @@ def get_default_conf_usdt(testdatadir):
                 "ETH/USDT",
                 "LTC/USDT",
                 "XRP/USDT",
-                "NEO/USDT"
+                "NEO/USDT",
+                "TKN/USDT",
             ],
             "pair_blacklist": [
                 "DOGE/USDT",
@@ -696,6 +697,81 @@ def get_markets():
             },
             'info': {},
         },
+        'XRP/USDT': {
+            'id': 'xrpusdt',
+            'symbol': 'XRP/USDT',
+            'base': 'XRP',
+            'quote': 'USDT',
+            'active': True,
+            'precision': {
+                'price': 8,
+                'amount': 8,
+                'cost': 8,
+            },
+            'lot': 0.00000001,
+            'limits': {
+                'amount': {
+                    'min': 0.01,
+                    'max': 1000,
+                },
+                'price': 500000,
+                'cost': {
+                    'min': 0.0001,
+                    'max': 500000,
+                },
+            },
+            'info': {},
+        },
+        'NEO/USDT': {
+            'id': 'neousdt',
+            'symbol': 'NEO/USDT',
+            'base': 'NEO',
+            'quote': 'USDT',
+            'active': True,
+            'precision': {
+                'price': 8,
+                'amount': 8,
+                'cost': 8,
+            },
+            'lot': 0.00000001,
+            'limits': {
+                'amount': {
+                    'min': 0.01,
+                    'max': 1000,
+                },
+                'price': 500000,
+                'cost': {
+                    'min': 0.0001,
+                    'max': 500000,
+                },
+            },
+            'info': {},
+        },
+        'TKN/USDT': {
+            'id': 'tknusdt',
+            'symbol': 'TKN/USDT',
+            'base': 'TKN',
+            'quote': 'USDT',
+            'active': True,
+            'precision': {
+                'price': 8,
+                'amount': 8,
+                'cost': 8,
+            },
+            'lot': 0.00000001,
+            'limits': {
+                'amount': {
+                    'min': 0.01,
+                    'max': 1000,
+                },
+                'price': 500000,
+                'cost': {
+                    'min': 0.0001,
+                    'max': 500000,
+                },
+            },
+            'info': {},
+        },
         'LTC/USD': {
             'id': 'USD-LTC',
             'symbol': 'LTC/USD',

From 89613702697de80c1ecbd3f7cd75271b4116dea8 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 30 Sep 2021 10:01:25 +0300
Subject: [PATCH 1307/1386] Fix failing test due to not updated expected
 values.

---
 tests/test_freqtradebot.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 07f1288ed..579dc1b43 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2672,8 +2672,10 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf_usdt)
-    freqtrade = FreqtradeBot(default_conf_usdt)
+    config = deepcopy(default_conf_usdt)
+    config['custom_price_max_distance_ratio'] = 0.1
+    patch_whitelist(mocker, config)
+    freqtrade = FreqtradeBot(config)
     patch_get_signal(freqtrade)
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
 
@@ -2716,8 +2718,8 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        'profit_amount': 6.041e-05,
-        'profit_ratio': 0.07262344,
+        'profit_amount': 1.196875,
+        'profit_ratio': 0.11938903,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.SELL_SIGNAL.value,

From c820db4c60f6973554e232b52c06ed6e726dd8d0 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 30 Sep 2021 11:12:15 +0300
Subject: [PATCH 1308/1386] Fix couple more usdt tests which failed due to
 ticker prices causing roi being hit, but tests did not expect that to happen.

---
 tests/conftest.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 9c500e05c..0e5e7c933 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -442,7 +442,7 @@ def ticker_sell_down():
 def ticker_usdt():
     return MagicMock(return_value={
         'bid': 2.0,
-        'ask': 2.1,
+        'ask': 2.02,
         'last': 2.0,
     })
 

From 107fa911a5ef371e675a5d679ab511f1a93579b5 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Thu, 30 Sep 2021 02:34:00 -0600
Subject: [PATCH 1309/1386] Fixed test_tsl_on_exchange_compatible_with_edge

---
 tests/test_freqtradebot.py | 22 ++++++++++++----------
 1 file changed, 12 insertions(+), 10 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 579dc1b43..bfa3ac353 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1483,9 +1483,9 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 1.9,
+            'bid': 2.19,
             'ask': 2.2,
-            'last': 1.9
+            'last': 2.19
         }),
         create_order=MagicMock(side_effect=[
             {'id': limit_buy_order_usdt['id']},
@@ -1540,7 +1540,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     # stoploss initially at 20% as edge dictated it.
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert trade.stop_loss == 2.178
+    assert isclose(trade.stop_loss, 1.76)
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock()
@@ -1549,15 +1549,15 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
     # price goes down 5%
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 1.9 * 0.95,
+        'bid': 2.19 * 0.95,
         'ask': 2.2 * 0.95,
-        'last': 1.9 * 0.95
+        'last': 2.19 * 0.95
     }))
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # stoploss should remain the same
-    assert trade.stop_loss == 2.178
+    assert isclose(trade.stop_loss, 1.76)
 
     # stoploss on exchange should not be canceled
     cancel_order_mock.assert_not_called()
@@ -1575,10 +1575,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     # stoploss should be set to 1% as trailing is on
     assert trade.stop_loss == 4.4 * 0.99
     cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=2132892.49146757,
-                                                pair='NEO/BTC',
-                                                order_types=freqtrade.strategy.order_types,
-                                                stop_price=4.4 * 0.99)
+    stoploss_order_mock.assert_called_once_with(
+        amount=11.41438356,
+        pair='NEO/BTC',
+        order_types=freqtrade.strategy.order_types,
+        stop_price=4.4 * 0.99
+    )
 
 
 @pytest.mark.parametrize('return_value,side_effect,log_message', [

From 6f8e66117bcc0babd0aeef9c03a15b9ee6fc2e11 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Thu, 30 Sep 2021 03:19:28 -0600
Subject: [PATCH 1310/1386] flake8 isort

---
 tests/test_freqtradebot.py | 153 ++++++++++++++++++++++---------------
 1 file changed, 91 insertions(+), 62 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index bfa3ac353..6f0fe5e90 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -23,9 +23,9 @@ from freqtrade.worker import Worker
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
                             log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
                             patch_wallet, patch_whitelist)
-from tests.conftest_trades import (
-    MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3,
-    mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell)
+from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell,
+                                   mock_order_3, mock_order_3_sell, mock_order_4,
+                                   mock_order_5_stoploss, mock_order_6_sell)
 
 
 def patch_RPCManager(mocker) -> MagicMock:
@@ -135,8 +135,10 @@ def test_get_trade_stake_amount(default_conf_usdt, ticker_usdt, mocker) -> None:
                         (True, 27, 3, 0.5, [10, 10, 6.73]),
                         (True, 22, 3, 1, [10, 10, 0.0]),
 ])
-def test_check_available_stake_amount(default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
-                                      amend_last, wallet, max_open, lsamr, expected) -> None:
+def test_check_available_stake_amount(
+    default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
+    amend_last, wallet, max_open, lsamr, expected
+) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -363,8 +365,8 @@ def test_create_trade_minimal_amount(
     (["ETH/USDT"], 1),  # No pairs left
     ([], 0),  # No pairs in whitelist
 ])
-def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee,
-                                       whitelist, positions, mocker, caplog) -> None:
+def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
+                                       fee, whitelist, positions, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -459,8 +461,10 @@ def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None:
 
 @pytest.mark.parametrize("max_open", range(0, 5))
 @pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
-def test_create_trades_multiple_trades(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open,
-                                       max_open, tradable_balance_ratio, modifier) -> None:
+def test_create_trades_multiple_trades(
+    default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open,
+    max_open, tradable_balance_ratio, modifier
+) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf_usdt['max_open_trades'] = max_open
@@ -484,7 +488,8 @@ def test_create_trades_multiple_trades(default_conf_usdt, ticker_usdt, fee, mock
     assert len(trades) == max(int(max_open * modifier), 0)
 
 
-def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open) -> None:
+def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
+                               limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf_usdt['max_open_trades'] = 4
@@ -513,8 +518,8 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, limi
     assert len(trades) == 4
 
 
-def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
-                                fee, mocker, caplog) -> None:
+def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
+                                limit_buy_order_usdt_open, fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -584,7 +589,8 @@ def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -
     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
 
 
-def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker) -> None:
+def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee,
+                                mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -690,7 +696,8 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
     assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_buy_order_usdt_open) -> None:
+def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
+                       limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf_usdt)
@@ -1278,8 +1285,9 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf_usdt, fee, caplog,
-                                                    limit_buy_order_usdt, limit_sell_order_usdt) -> None:
+def test_handle_stoploss_on_exchange_trailing_error(
+        mocker, default_conf_usdt, fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt
+) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_exchange(mocker)
@@ -1701,8 +1709,8 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
     (30.0 + 1e-14, True),
     (8.0, False)
 ])
-def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt, fee,
-                                          mocker, initial_amount, has_rounding_fee, caplog):
+def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt,
+                                          fee, mocker, initial_amount, has_rounding_fee, caplog):
     trades_for_order[0]['amount'] = initial_amount
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # fetch_order should not be called!!
@@ -1798,8 +1806,8 @@ def test_update_trade_state_sell(default_conf_usdt, trades_for_order, limit_sell
     assert order.status == 'closed'
 
 
-def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt,
-                      fee, mocker) -> None:
+def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open,
+                      limit_sell_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -1963,8 +1971,8 @@ def test_handle_trade_use_sell_signal(default_conf_usdt, ticker_usdt, limit_buy_
                    caplog)
 
 
-def test_close_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, limit_sell_order_usdt,
-                     fee, mocker) -> None:
+def test_close_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
+                     limit_buy_order_usdt_open, limit_sell_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2003,8 +2011,8 @@ def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
     assert ftbot.strategy.analyze.call_count == 1
 
 
-def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
-                                              fee, mocker) -> None:
+def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old,
+                                              open_trade, fee, mocker) -> None:
     default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30}
 
     rpc_mock = patch_RPCManager(mocker)
@@ -2117,8 +2125,8 @@ def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_or
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
 
 
-def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
-                                             fee, mocker) -> None:
+def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old,
+                                             open_trade, fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
@@ -2143,8 +2151,8 @@ def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, lim
     assert nb_trades == 1
 
 
-def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
-                                               open_trade) -> None:
+def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old,
+                                               mocker, open_trade) -> None:
     default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
@@ -2222,8 +2230,8 @@ def test_check_handle_timedout_sell(default_conf_usdt, ticker_usdt, limit_sell_o
     assert freqtrade.strategy.check_sell_timeout.call_count == 0
 
 
-def test_check_handle_cancelled_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, open_trade,
-                                     mocker, caplog) -> None:
+def test_check_handle_cancelled_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old,
+                                     open_trade, mocker, caplog) -> None:
     """ Handle sell order cancelled on exchange"""
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
@@ -2319,8 +2327,8 @@ def test_check_handle_timedout_partial_fee(default_conf_usdt, ticker_usdt, open_
     assert pytest.approx(trades[0].fee_open) == 0.001
 
 
-def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, open_trade, caplog, fee,
-                                              limit_buy_order_old_partial, trades_for_order,
+def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, open_trade, caplog,
+                                              fee, limit_buy_order_old_partial, trades_for_order,
                                               limit_buy_order_old_partial_canceled, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
@@ -2359,7 +2367,8 @@ def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, op
     assert trades[0].fee_open == fee()
 
 
-def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker, caplog) -> None:
+def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker,
+                                         caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2546,7 +2555,8 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
     assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
 
 
-def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker) -> None:
+def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker
+                               ) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2611,7 +2621,8 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
     } == last_msg
 
 
-def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker) -> None:
+def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down,
+                                 mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2664,8 +2675,8 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
     } == last_msg
 
 
-def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up,
-                                              mocker) -> None:
+def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee,
+                                              ticker_usdt_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2731,8 +2742,8 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
     } == last_msg
 
 
-def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf_usdt, ticker_usdt, fee,
-                                                              ticker_usdt_sell_down, mocker) -> None:
+def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
+        default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2825,8 +2836,8 @@ def test_execute_trade_exit_sloe_cancel_exception(
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
-def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up,
-                                                      mocker) -> None:
+def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_usdt, fee,
+                                                      ticker_usdt_sell_up, mocker) -> None:
 
     default_conf_usdt['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
@@ -3169,7 +3180,8 @@ def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet
         assert wallet_update.call_count == 1
 
 
-def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker, caplog) -> None:
+def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker,
+                      caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3204,8 +3216,8 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
 
 
-def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
-                                  fee, mocker) -> None:
+def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt,
+                                  limit_buy_order_usdt_open, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3301,8 +3313,10 @@ def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_
     (0.011, False, 2.0394),
     (0.055, True, 1.8),
 ])
-def test_trailing_stop_loss_positive(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
-                                     offset, fee, caplog, mocker, trail_if_reached, second_sl) -> None:
+def test_trailing_stop_loss_positive(
+    default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
+    offset, fee, caplog, mocker, trail_if_reached, second_sl
+) -> None:
     buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3391,8 +3405,8 @@ def test_trailing_stop_loss_positive(default_conf_usdt, limit_buy_order_usdt, li
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
-                                          fee, mocker) -> None:
+def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt,
+                                          limit_buy_order_usdt_open, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3431,7 +3445,8 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
 
-def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker):
+def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,
+                               mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -3608,7 +3623,8 @@ def test_get_real_amount_multi(
     assert trade.fee_close_currency is None
 
 
-def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker):
+def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee,
+                                       mocker):
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     limit_buy_order_usdt['fee'] = {'cost': 0.004}
 
@@ -3629,7 +3645,8 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_
     assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
 
 
-def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker):
+def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee,
+                                      mocker):
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001
 
@@ -3651,8 +3668,8 @@ def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_o
         freqtrade.get_real_amount(trade, limit_buy_order_usdt)
 
 
-def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee, fee,
-                                               mocker):
+def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee,
+                                               fee, mocker):
     # Floats should not be compared directly.
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
@@ -3671,8 +3688,11 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount changes by fee amount.
-    assert isclose(freqtrade.get_real_amount(trade, limit_buy_order_usdt), amount - (amount * 0.001),
-                   abs_tol=MATH_CLOSE_PREC,)
+    assert isclose(
+        freqtrade.get_real_amount(trade, limit_buy_order_usdt),
+        amount - (amount * 0.001),
+        abs_tol=MATH_CLOSE_PREC,
+    )
 
 
 def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker):
@@ -3729,8 +3749,10 @@ def test_apply_fee_conditional(default_conf_usdt, fee, caplog, mocker,
     (0.1, False),
     (100, True),
 ])
-def test_order_book_depth_of_market(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
-                                    fee, mocker, order_book_l2, delta, is_high_delta):
+def test_order_book_depth_of_market(
+    default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
+    fee, mocker, order_book_l2, delta, is_high_delta
+):
     default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
     default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
     patch_RPCManager(mocker)
@@ -3821,8 +3843,9 @@ def test_check_depth_of_market_buy(default_conf_usdt, mocker, order_book_l2) ->
     assert freqtrade._check_depth_of_market_buy('ETH/USDT', conf) is False
 
 
-def test_order_book_ask_strategy(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
-                                 limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
+def test_order_book_ask_strategy(
+        default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
+        limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
     """
     test order book ask strategy
     """
@@ -3898,7 +3921,8 @@ def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open, caplog):
+def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open,
+                             caplog):
     default_conf_usdt['dry_run'] = True
     # Initialize to 2 times stake amount
     default_conf_usdt['dry_run_wallet'] = 20.0
@@ -3930,11 +3954,16 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt):
+def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
+                                limit_sell_order_usdt):
     default_conf_usdt['cancel_open_orders_on_exit'] = True
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[
-                     ExchangeError(), limit_sell_order_usdt, limit_buy_order_usdt, limit_sell_order_usdt])
+                     ExchangeError(),
+                     limit_sell_order_usdt,
+                     limit_buy_order_usdt,
+                     limit_sell_order_usdt
+                 ])
     buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
     sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
 

From 96d09b5615c14fd442394060d844be2c898056a6 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 1 Oct 2021 03:10:43 -0600
Subject: [PATCH 1311/1386] Fixed breaking rpc tests

---
 tests/rpc/test_rpc.py           | 2 +-
 tests/rpc/test_rpc_apiserver.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 0ba42c4ce..f8c923958 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -1003,7 +1003,7 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
     assert len(ret['blacklist']) == 4
     assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
     assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC', 'XRP/.*']
-    assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC']
+    assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT']
     assert 'errors' in ret
     assert isinstance(ret['errors'], dict)
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 7c98b2df7..045f91bb8 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -937,7 +937,7 @@ def test_api_blacklist(botclient, mocker):
                      data='{"blacklist": ["XRP/.*"]}')
     assert_response(rc)
     assert rc.json() == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC", "XRP/.*"],
-                         "blacklist_expanded": ["ETH/BTC", "XRP/BTC"],
+                         "blacklist_expanded": ["ETH/BTC", "XRP/BTC", "XRP/USDT"],
                          "length": 4,
                          "method": ["StaticPairList"],
                          "errors": {},

From e5e1e49f5327753ed9e7525c5cdca838e2c3ab66 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 08:58:33 +0200
Subject: [PATCH 1312/1386] Remove some unused test parameters

---
 tests/test_freqtradebot.py | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6f0fe5e90..02c913bc3 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -115,7 +115,7 @@ def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None:
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
 
 
-def test_get_trade_stake_amount(default_conf_usdt, ticker_usdt, mocker) -> None:
+def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
 
@@ -243,7 +243,6 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
 def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf_usdt['stake_amount'] = 10.0
     default_conf_usdt['max_open_trades'] = 2
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -304,8 +303,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
     assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 
-def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
-                                      fee, mocker) -> None:
+def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5)
@@ -1477,7 +1475,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
+def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee,
                                               limit_buy_order_usdt, limit_sell_order_usdt) -> None:
 
     # When trailing stoploss is set
@@ -2125,7 +2123,7 @@ def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_or
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
 
 
-def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old,
+def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt,
                                              open_trade, fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
@@ -3253,7 +3251,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt,
     assert trade.sell_reason == SellType.ROI.value
 
 
-def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
+def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open,
                             fee, caplog, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3724,7 +3722,7 @@ def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker):
     (8.0, 0.1, 8.0, 8.0),
     (8.0, 0.1, 7.9, 7.9),
 ])
-def test_apply_fee_conditional(default_conf_usdt, fee, caplog, mocker,
+def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
                                amount, fee_abs, wallet, amount_exp):
     walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)

From 022839b728fafdf2f1a83d514fb0c9acd027db54 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 13:17:10 +0200
Subject: [PATCH 1313/1386] remove unnecessary test

---
 tests/test_freqtradebot.py | 26 --------------------------
 1 file changed, 26 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 02c913bc3..c169d8597 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1612,32 +1612,6 @@ def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect,
     assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist'])
 
 
-def test_exit_positions(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
-
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
-                 return_value=limit_buy_order_usdt['amount'])
-
-    trade = MagicMock()
-    trade.open_order_id = '123'
-    trade.open_fee = 0.001
-    trades = [trade]
-    n = freqtrade.exit_positions(trades)
-    assert n == 0
-    # Test amount not modified by fee-logic
-    assert not log_has(
-        'Applying fee to amount for Trade {} from 30.0 to 90.81'.format(trade), caplog
-    )
-
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
-    # test amount modified by fee-logic
-    n = freqtrade.exit_positions(trades)
-    assert n == 0
-
-
 def test_exit_positions_exception(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)

From 5fdeca812d28891a915507362ffcc9f36ccb4cb0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 14:30:24 +0200
Subject: [PATCH 1314/1386] Combine most hyperopt-loss tests to one

---
 tests/optimize/conftest.py          | 13 ++--
 tests/optimize/test_hyperoptloss.py | 92 +++++------------------------
 2 files changed, 23 insertions(+), 82 deletions(-)

diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 5c5171c3a..690934b07 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -39,16 +39,17 @@ def hyperopt(hyperopt_conf, mocker):
 def hyperopt_results():
     return pd.DataFrame(
         {
-            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_ratio': [-0.1, 0.2, 0.3],
-            'profit_abs': [-0.2, 0.4, 0.6],
-            'trade_duration': [10, 30, 10],
-            'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI],
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_ratio': [-0.1, 0.2, -0.1, 0.3],
+            'profit_abs': [-0.2, 0.4, -0.2, 0.6],
+            'trade_duration': [10, 30, 10, 10],
+            'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI],
             'close_date':
             [
                 datetime(2019, 1, 1, 9, 26, 3, 478039),
                 datetime(2019, 2, 1, 9, 26, 3, 478039),
-                datetime(2019, 3, 1, 9, 26, 3, 478039)
+                datetime(2019, 3, 1, 9, 26, 3, 478039),
+                datetime(2019, 4, 1, 9, 26, 3, 478039),
             ]
         }
     )
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index 0082bcc34..923e3fc32 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -35,6 +35,7 @@ def test_hyperoptlossresolver_wrongname(default_conf) -> None:
 
 
 def test_loss_calculation_prefer_correct_trade_count(hyperopt_conf, hyperopt_results) -> None:
+    hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"})
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, 600,
                                         datetime(2019, 1, 1), datetime(2019, 5, 1))
@@ -50,6 +51,7 @@ def test_loss_calculation_prefer_shorter_trades(hyperopt_conf, hyperopt_results)
     resultsb = hyperopt_results.copy()
     resultsb.loc[1, 'trade_duration'] = 20
 
+    hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"})
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     longer = hl.hyperopt_loss_function(hyperopt_results, 100,
                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
@@ -64,6 +66,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     results_under = hyperopt_results.copy()
     results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
+    hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"})
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, 600,
                                         datetime(2019, 1, 1), datetime(2019, 5, 1))
@@ -75,91 +78,28 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     assert under > correct
 
 
-def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
-    results_over = hyperopt_results.copy()
-    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
-    results_under = hyperopt_results.copy()
-    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
-
-    default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
-    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    assert over < correct
-    assert under > correct
-
-
-def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
-    results_over = hyperopt_results.copy()
-    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
-    results_under = hyperopt_results.copy()
-    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
-
-    default_conf.update({'hyperopt_loss': 'SharpeHyperOptLossDaily'})
-    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    assert over < correct
-    assert under > correct
-
-
-def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
-    results_over = hyperopt_results.copy()
-    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
-    results_under = hyperopt_results.copy()
-    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
-
-    default_conf.update({'hyperopt_loss': 'SortinoHyperOptLoss'})
-    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    assert over < correct
-    assert under > correct
-
-
-def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
-    results_over = hyperopt_results.copy()
-    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
-    results_under = hyperopt_results.copy()
-    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
-
-    default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'})
-    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    assert over < correct
-    assert under > correct
-
-
-def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+@pytest.mark.parametrize('lossfunction', [
+    "OnlyProfitHyperOptLoss",
+    "SortinoHyperOptLoss",
+    "SortinoHyperOptLossDaily",
+    "SharpeHyperOptLoss",
+    "SharpeHyperOptLossDaily",
+])
+def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
     results_over = hyperopt_results.copy()
     results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2
+    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
     results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2
+    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
-    default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
+    default_conf.update({'hyperopt_loss': lossfunction})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
                                         datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+    over = hl.hyperopt_loss_function(results_over, len(results_over),
                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+    under = hl.hyperopt_loss_function(results_under, len(results_under),
                                       datetime(2019, 1, 1), datetime(2019, 5, 1))
     assert over < correct
     assert under > correct

From 77388eb423f8867aa63860ace494dd85505dd416 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 15:23:48 +0200
Subject: [PATCH 1315/1386] Improve generate_test_data to make it easier to use

---
 tests/optimize/conftest.py              | 20 ++++++++++++++------
 tests/strategy/test_strategy_helpers.py |  4 ++--
 2 files changed, 16 insertions(+), 8 deletions(-)

diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 690934b07..13d90b36f 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -39,17 +39,25 @@ def hyperopt(hyperopt_conf, mocker):
 def hyperopt_results():
     return pd.DataFrame(
         {
-            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'pair': ['ETH/USDT', 'ETH/USDT', 'ETH/USDT', 'ETH/USDT'],
             'profit_ratio': [-0.1, 0.2, -0.1, 0.3],
             'profit_abs': [-0.2, 0.4, -0.2, 0.6],
             'trade_duration': [10, 30, 10, 10],
+            'amount': [0.1, 0.1, 0.1, 0.1],
             'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI],
+            'open_date':
+            [
+                datetime(2019, 1, 1, 9, 15, 0),
+                datetime(2019, 2, 1, 8, 55, 0),
+                datetime(2019, 3, 1, 9, 15, 0),
+                datetime(2019, 4, 1, 9, 15, 0),
+            ],
             'close_date':
             [
-                datetime(2019, 1, 1, 9, 26, 3, 478039),
-                datetime(2019, 2, 1, 9, 26, 3, 478039),
-                datetime(2019, 3, 1, 9, 26, 3, 478039),
-                datetime(2019, 4, 1, 9, 26, 3, 478039),
-            ]
+                datetime(2019, 1, 1, 9, 25, 0),
+                datetime(2019, 2, 1, 9, 25, 0),
+                datetime(2019, 3, 1, 9, 25, 0),
+                datetime(2019, 4, 1, 9, 25, 0),
+            ],
         }
     )
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index a01b55050..cb7cf97a1 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -9,13 +9,13 @@ from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute,
                                 timeframe_to_minutes)
 
 
-def generate_test_data(timeframe: str, size: int):
+def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'):
     np.random.seed(42)
     tf_mins = timeframe_to_minutes(timeframe)
 
     base = np.random.normal(20, 2, size=size)
 
-    date = pd.period_range('2020-07-05', periods=size, freq=f'{tf_mins}min').to_timestamp()
+    date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC')
     df = pd.DataFrame({
         'date': date,
         'open': base,

From 3b5cc5f01584329b3d9b0bd47cc71dbf97e8e3d1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 15:36:51 +0200
Subject: [PATCH 1316/1386] Improve dates used for hyperopt tests

---
 tests/optimize/conftest.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 13d90b36f..8c7fa3ac9 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -48,16 +48,16 @@ def hyperopt_results():
             'open_date':
             [
                 datetime(2019, 1, 1, 9, 15, 0),
-                datetime(2019, 2, 1, 8, 55, 0),
-                datetime(2019, 3, 1, 9, 15, 0),
-                datetime(2019, 4, 1, 9, 15, 0),
+                datetime(2019, 1, 2, 8, 55, 0),
+                datetime(2019, 1, 3, 9, 15, 0),
+                datetime(2019, 1, 4, 9, 15, 0),
             ],
             'close_date':
             [
                 datetime(2019, 1, 1, 9, 25, 0),
-                datetime(2019, 2, 1, 9, 25, 0),
-                datetime(2019, 3, 1, 9, 25, 0),
-                datetime(2019, 4, 1, 9, 25, 0),
+                datetime(2019, 1, 2, 9, 25, 0),
+                datetime(2019, 1, 3, 9, 25, 0),
+                datetime(2019, 1, 4, 9, 25, 0),
             ],
         }
     )

From 057a187231bf5d90d0d2494d66934593d01133e8 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 2 Oct 2021 20:32:51 -0600
Subject: [PATCH 1317/1386] Removed uneccessary TODOs

---
 tests/test_freqtradebot.py | 4 ----
 1 file changed, 4 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c169d8597..f80ffeba2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2581,7 +2581,6 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        # TODO: Double check that profit_amount and profit_ratio are correct
         'profit_amount': 0.9475,
         'profit_ratio': 0.09451372,
         'stake_currency': 'USDT',
@@ -2624,7 +2623,6 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
-    # TODO: Should be a loss, but comes out as a gain
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
@@ -2751,7 +2749,6 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
 
-    # TODO: Are these values correct?
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
@@ -3274,7 +3271,6 @@ def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open,
     caplog.set_level(logging.DEBUG)
     # Sell as trailing-stop is reached
     assert freqtrade.handle_trade(trade) is True
-    # TODO: Does this make sense? How is stoploss 2.7?
     assert log_has("ETH/USDT - HIT STOP: current price at 2.200000, stoploss is 2.700000, "
                    "initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value

From 93679db7c4bc63d9c6541d90e36dd361e6b26568 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 2 Oct 2021 20:33:46 -0600
Subject: [PATCH 1318/1386] Removed ... TODOs

---
 tests/test_freqtradebot.py | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f80ffeba2..97f8e92c8 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2962,11 +2962,10 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
-    assert trade.close_profit == 0.09451372  # TODO: Check this is correct
+    assert trade.close_profit == 0.09451372
 
     assert rpc_mock.call_count == 3
     last_msg = rpc_mock.call_args_list[-1][0][0]
-    # TODO: Is this correct?
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
@@ -3330,7 +3329,6 @@ def test_trailing_stop_loss_positive(
     )
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
-    # TODO: is 0.0249% correct? Shouldn't it be higher?
     caplog_text = f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%"
     if trail_if_reached:
         assert not log_has(caplog_text, caplog)

From 908dee961d091b4ec9bb299d658011a557540c69 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 2 Oct 2021 20:37:05 -0600
Subject: [PATCH 1319/1386] Changed test values in test_sell_profit_only to
 usdt like values

---
 tests/test_freqtradebot.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 97f8e92c8..3f14c75c4 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3026,12 +3026,12 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
     # Enable profit
     (True, 1.9, 2.2, False, True, SellType.SELL_SIGNAL.value),
     # Disable profit
-    (False, 0.00002172, 0.00002173, True,  False, SellType.SELL_SIGNAL.value),
+    (False, 2.9, 3.2, True,  False, SellType.SELL_SIGNAL.value),
     # Enable loss
     # * Shouldn't this be SellType.STOP_LOSS.value
-    (True, 0.00000172, 0.00000173, False, False, None),
+    (True, 0.19, 0.22, False, False, None),
     # Disable loss
-    (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
+    (False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value),
 ])
 def test_sell_profit_only(
         default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,

From 058c7b3e992971bf53f752309ff0dcc91cefe542 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 2 Oct 2021 20:43:32 -0600
Subject: [PATCH 1320/1386] Fixed odd test_execute_entry where the filled coins
 were higher than the amount

---
 tests/test_freqtradebot.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 3f14c75c4..b518c02ad 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -773,10 +773,10 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
     # In case of rejected or expired order and partially filled
     limit_buy_order_usdt['status'] = 'expired'
     limit_buy_order_usdt['amount'] = 30.0
-    limit_buy_order_usdt['filled'] = 80.99181073
+    limit_buy_order_usdt['filled'] = 20.0
     limit_buy_order_usdt['remaining'] = 10.00
     limit_buy_order_usdt['price'] = 0.5
-    limit_buy_order_usdt['cost'] = 40.495905365
+    limit_buy_order_usdt['cost'] = 15.0
     limit_buy_order_usdt['id'] = '555'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order_usdt))
@@ -785,7 +785,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
     assert trade
     assert trade.open_order_id == '555'
     assert trade.open_rate == 0.5
-    assert trade.stake_amount == 40.495905365
+    assert trade.stake_amount == 15.0
 
     # Test with custom stake
     limit_buy_order_usdt['status'] = 'open'

From 9e77a739fa18218de4d5efc89bd910a5ac7cdc02 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 09:22:50 +0200
Subject: [PATCH 1321/1386] Change usdt stake_amount to 60$

---
 tests/conftest.py          |  2 +-
 tests/test_freqtradebot.py | 62 +++++++++++++++++++-------------------
 2 files changed, 32 insertions(+), 32 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 0e5e7c933..49534c88d 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -376,7 +376,7 @@ def get_default_conf(testdatadir):
 def get_default_conf_usdt(testdatadir):
     configuration = get_default_conf(testdatadir)
     configuration.update({
-        "stake_amount": 10.0,
+        "stake_amount": 60.0,
         "stake_currency": "USDT",
         "exchange": {
             "name": "binance",
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b518c02ad..f57e35ca1 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -126,14 +126,14 @@ def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None:
 
 
 @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
-                        (False, 20, 2, 0.5, [10, None]),
-                        (True, 20, 2, 0.5, [10, 9.8]),
-                        (False, 30, 3, 0.5, [10, 10, None]),
-                        (True, 30, 3, 0.5, [10, 10, 9.7]),
-                        (False, 22, 3, 0.5, [10, 10, None]),
-                        (True, 22, 3, 0.5, [10, 10, 0.0]),
-                        (True, 27, 3, 0.5, [10, 10, 6.73]),
-                        (True, 22, 3, 1, [10, 10, 0.0]),
+                        (False, 120, 2, 0.5, [60, None]),
+                        (True, 120, 2, 0.5, [60, 58.8]),
+                        (False, 180, 3, 0.5, [60, 60, None]),
+                        (True, 180, 3, 0.5, [60, 60, 58.2]),
+                        (False, 122, 3, 0.5, [60, 60, None]),
+                        (True, 122, 3, 0.5, [60, 60, 0.0]),
+                        (True, 167, 3, 0.5, [60, 60, 45.33]),
+                        (True, 122, 3, 1, [60, 60, 0.0]),
 ])
 def test_check_available_stake_amount(
     default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
@@ -256,7 +256,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -
     trade = Trade.query.first()
 
     assert trade is not None
-    assert trade.stake_amount == 10.0
+    assert trade.stake_amount == 60.0
     assert trade.is_open
     assert trade.open_date is not None
 
@@ -264,11 +264,11 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -
     trade = Trade.query.order_by(Trade.id.desc()).first()
 
     assert trade is not None
-    assert trade.stake_amount == 10.0
+    assert trade.stake_amount == 60.0
     assert trade.is_open
     assert trade.open_date is not None
 
-    assert Trade.total_open_trades_stakes() == 20.0
+    assert Trade.total_open_trades_stakes() == 120.0
 
 
 def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> None:
@@ -289,7 +289,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
 
     trade = Trade.query.first()
     assert trade is not None
-    assert trade.stake_amount == 10.0
+    assert trade.stake_amount == 60.0
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
@@ -467,7 +467,7 @@ def test_create_trades_multiple_trades(
     patch_exchange(mocker)
     default_conf_usdt['max_open_trades'] = max_open
     default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio
-    default_conf_usdt['dry_run_wallet'] = 10.0 * max_open
+    default_conf_usdt['dry_run_wallet'] = 60.0 * max_open
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -544,10 +544,10 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
     assert trade.open_rate == 2.0
-    assert trade.amount == 5.0
+    assert trade.amount == 30.0
 
     assert log_has(
-        'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 10.0 ...',
+        'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 60.0 ...',
         caplog
     )
 
@@ -1265,7 +1265,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
     stoploss_order_mock.assert_called_once_with(
-        amount=4.56621004,
+        amount=27.39726027,
         pair='ETH/USDT',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.95
@@ -1457,7 +1457,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
     stoploss_order_mock.assert_called_once_with(
-        amount=5.26315789,
+        amount=31.57894736,
         pair='ETH/USDT',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.96
@@ -2577,11 +2577,11 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 2.2,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        'profit_amount': 0.9475,
+        'profit_amount': 5.685,
         'profit_ratio': 0.09451372,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -2630,11 +2630,11 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
         'pair': 'ETH/USDT',
         'gain': 'loss',
         'limit': 2.01,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.0,
-        'profit_amount': -0.000125,
+        'profit_amount': -0.00075,
         'profit_ratio': -1.247e-05,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -2697,11 +2697,11 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 2.25,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        'profit_amount': 1.196875,
+        'profit_amount': 7.18125,
         'profit_ratio': 0.11938903,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -2756,11 +2756,11 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
         'pair': 'ETH/USDT',
         'gain': 'loss',
         'limit': 1.98,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.0,
-        'profit_amount': -0.14975,
+        'profit_amount': -0.8985,
         'profit_ratio': -0.01493766,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -2973,11 +2973,11 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
         'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 2.2,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'market',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        'profit_amount': 0.9475,
+        'profit_amount': 5.685,
         'profit_ratio': 0.09451372,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -3742,7 +3742,7 @@ def test_order_book_depth_of_market(
         assert trade is None
     else:
         assert trade is not None
-        assert trade.stake_amount == 10.0
+        assert trade.stake_amount == 60.0
         assert trade.is_open
         assert trade.open_date is not None
         assert trade.exchange == 'binance'
@@ -3891,7 +3891,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
                              caplog):
     default_conf_usdt['dry_run'] = True
     # Initialize to 2 times stake amount
-    default_conf_usdt['dry_run_wallet'] = 20.0
+    default_conf_usdt['dry_run_wallet'] = 120.0
     default_conf_usdt['max_open_trades'] = 2
     default_conf_usdt['tradable_balance_ratio'] = 1.0
     patch_exchange(mocker)
@@ -3904,7 +3904,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
 
     bot = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(bot)
-    assert bot.wallets.get_free('USDT') == 20.0
+    assert bot.wallets.get_free('USDT') == 120.0
 
     n = bot.enter_positions()
     assert n == 2
@@ -3915,7 +3915,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
     n = bot.enter_positions()
     assert n == 0
     assert log_has_re(r"Unable to create trade for XRP/USDT: "
-                      r"Available balance \(0.0 USDT\) is lower than stake amount \(10.0 USDT\)",
+                      r"Available balance \(0.0 USDT\) is lower than stake amount \(60.0 USDT\)",
                       caplog)
 
 

From 126c29198888508c563536a8d5e6221d2bcb36e9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 09:32:53 +0200
Subject: [PATCH 1322/1386] Improve docs

closes #5654
---
 docs/docker_quickstart.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 2f350d207..27a9091b1 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -109,6 +109,7 @@ All freqtrade arguments will be available by running `docker-compose run --rm fr
 !!! Warning "`docker-compose` for trade commands"
     Trade commands (`freqtrade trade <...>`) should not be ran via `docker-compose run` - but should use `docker-compose up -d` instead.
     This makes sure that the container is properly started (including port forwardings) and will make sure that the container will restart after a system reboot.
+    If you intend to use freqUI, please also ensure to adjust the [configuration accordingly](rest-api.md#configuration-with-docker), otherwise the UI will not be available.
 
 !!! Note "`docker-compose run --rm`"
     Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).

From e73f5ab4802823b6cfa2dba745d6218be0a7f97b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 09:48:19 +0200
Subject: [PATCH 1323/1386] Add test confirming #5652

---
 tests/exchange/test_exchange.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 79b4a3ff5..691cf3c03 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -275,6 +275,7 @@ def test_amount_to_precision(default_conf, mocker, amount, precision_mode, preci
     (234.43, 4, 0.5, 234.5),
     (234.53, 4, 0.5, 235.0),
     (0.891534, 4, 0.0001, 0.8916),
+    (64968.89, 4, 0.01, 64968.89),
 
 ])
 def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
@@ -293,7 +294,7 @@ def test_price_to_precision(default_conf, mocker, price, precision_mode, precisi
                  PropertyMock(return_value=precision_mode))
 
     pair = 'ETH/BTC'
-    assert pytest.approx(exchange.price_to_precision(pair, price)) == expected
+    assert exchange.price_to_precision(pair, price) == expected
 
 
 @pytest.mark.parametrize("price,precision_mode,precision,expected", [

From f5e5203388b6666664c5b9edd09683956d196478 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 09:48:50 +0200
Subject: [PATCH 1324/1386] Use "round" to 12 digits for TickSize mode

Avoids float rounding problems, fix #5652
---
 freqtrade/exchange/exchange.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 2b9b08d70..e9d0316d2 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -523,7 +523,7 @@ class Exchange:
                 precision = self.markets[pair]['precision']['price']
                 missing = price % precision
                 if missing != 0:
-                    price = price - missing + precision
+                    price = round(price - missing + precision, 10)
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)

From 1c63d01cec878e363075e2f43d79296be2ab3d60 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 14:14:16 +0200
Subject: [PATCH 1325/1386] Prevent using market-orders on gateio

GateIo does not support market orders on spot markets
---
 freqtrade/exchange/gateio.py  |  8 ++++++++
 tests/exchange/test_gateio.py | 28 ++++++++++++++++++++++++++++
 2 files changed, 36 insertions(+)
 create mode 100644 tests/exchange/test_gateio.py

diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py
index e6ee01c8a..018248a99 100644
--- a/freqtrade/exchange/gateio.py
+++ b/freqtrade/exchange/gateio.py
@@ -2,6 +2,7 @@
 import logging
 from typing import Dict
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 
 
@@ -23,3 +24,10 @@ class Gateio(Exchange):
     }
 
     _headers = {'X-Gate-Channel-Id': 'freqtrade'}
+
+    def validate_ordertypes(self, order_types: Dict) -> None:
+        super().validate_ordertypes(order_types)
+
+        if any(v == 'market' for k, v in order_types.items()):
+            raise OperationalException(
+                    f'Exchange {self.name} does not support market orders.')
diff --git a/tests/exchange/test_gateio.py b/tests/exchange/test_gateio.py
new file mode 100644
index 000000000..6f7862909
--- /dev/null
+++ b/tests/exchange/test_gateio.py
@@ -0,0 +1,28 @@
+import pytest
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import Gateio
+from freqtrade.resolvers.exchange_resolver import ExchangeResolver
+
+
+def test_validate_order_types_gateio(default_conf, mocker):
+    default_conf['exchange']['name'] = 'gateio'
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt')
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', return_value={})
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
+    mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
+    exch = ExchangeResolver.load_exchange('gateio', default_conf, True)
+    assert isinstance(exch, Gateio)
+
+    default_conf['order_types'] = {
+        'buy': 'market',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
+    }
+
+    with pytest.raises(OperationalException,
+                       match=r'Exchange .* does not support market orders.'):
+        ExchangeResolver.load_exchange('gateio', default_conf, True)

From 0d9beaa3f36a23641d17ee3a7dd2e77933b39846 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:04 +0000
Subject: [PATCH 1326/1386] Bump filelock from 3.0.12 to 3.3.0

Bumps [filelock](https://github.com/tox-dev/py-filelock) from 3.0.12 to 3.3.0.
- [Release notes](https://github.com/tox-dev/py-filelock/releases)
- [Commits](https://github.com/tox-dev/py-filelock/compare/v3.0.12...3.3.0)

---
updated-dependencies:
- dependency-name: filelock
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 9feec80f1..b4067d1db 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -5,7 +5,7 @@
 scipy==1.7.1
 scikit-learn==0.24.2
 scikit-optimize==0.8.1
-filelock==3.0.12
+filelock==3.3.0
 joblib==1.0.1
 psutil==5.8.0
 progressbar2==3.53.3

From d220c55d405460de1eed9f5ae9e0dc214e6d8996 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:11 +0000
Subject: [PATCH 1327/1386] Bump pymdown-extensions from 8.2 to 9.0

Bumps [pymdown-extensions](https://github.com/facelessuser/pymdown-extensions) from 8.2 to 9.0.
- [Release notes](https://github.com/facelessuser/pymdown-extensions/releases)
- [Commits](https://github.com/facelessuser/pymdown-extensions/compare/8.2...9.0)

---
updated-dependencies:
- dependency-name: pymdown-extensions
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 9b7c12a43..67d2c9da8 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
 mkdocs-material==7.3.0
 mdx_truly_sane_lists==1.2
-pymdown-extensions==8.2
+pymdown-extensions==9.0

From ff45d52d497629340d9424728da87060fc369c64 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:14 +0000
Subject: [PATCH 1328/1386] Bump types-filelock from 0.1.5 to 3.2.0

Bumps [types-filelock](https://github.com/python/typeshed) from 0.1.5 to 3.2.0.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-filelock
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 2f03255a0..3d45247c1 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -22,6 +22,6 @@ nbconvert==6.2.0
 
 # mypy types
 types-cachetools==4.2.0
-types-filelock==0.1.5
+types-filelock==3.2.0
 types-requests==2.25.9
 types-tabulate==0.8.2

From 35c4a0a188c0a928600be63a177739d4fb1e42cb Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:17 +0000
Subject: [PATCH 1329/1386] Bump jsonschema from 3.2.0 to 4.0.1

Bumps [jsonschema](https://github.com/Julian/jsonschema) from 3.2.0 to 4.0.1.
- [Release notes](https://github.com/Julian/jsonschema/releases)
- [Changelog](https://github.com/Julian/jsonschema/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/Julian/jsonschema/compare/v3.2.0...v4.0.1)

---
updated-dependencies:
- dependency-name: jsonschema
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index feeb4d942..370766f8d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -13,7 +13,7 @@ cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
 wrapt==1.12.1
-jsonschema==3.2.0
+jsonschema==4.0.1
 TA-Lib==0.4.21
 technical==1.3.0
 tabulate==0.8.9

From 0071d002b68c244716ba3010deb110bfbeaad2a4 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:22 +0000
Subject: [PATCH 1330/1386] Bump ccxt from 1.57.3 to 1.57.38

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.57.3 to 1.57.38.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.57.3...1.57.38)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index feeb4d942..5006d356f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.3
 pandas-ta==0.3.14b
 
-ccxt==1.57.3
+ccxt==1.57.38
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From 2b41066ab7ccbe032586f231449f82704d37301f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:29 +0000
Subject: [PATCH 1331/1386] Bump pytest-cov from 2.12.1 to 3.0.0

Bumps [pytest-cov](https://github.com/pytest-dev/pytest-cov) from 2.12.1 to 3.0.0.
- [Release notes](https://github.com/pytest-dev/pytest-cov/releases)
- [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-cov/compare/v2.12.1...v3.0.0)

---
updated-dependencies:
- dependency-name: pytest-cov
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 2f03255a0..109413e6e 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -10,7 +10,7 @@ flake8-tidy-imports==4.4.1
 mypy==0.910
 pytest==6.2.5
 pytest-asyncio==0.15.1
-pytest-cov==2.12.1
+pytest-cov==3.0.0
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
 isort==5.9.3

From 949f4fbbbfdbae9987d212edae7b9a6a3c1db00c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 04:36:11 +0000
Subject: [PATCH 1332/1386] Bump types-cachetools from 4.2.0 to 4.2.2

Bumps [types-cachetools](https://github.com/python/typeshed) from 4.2.0 to 4.2.2.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 3d45247c1..858a46389 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,7 +21,7 @@ time-machine==2.4.0
 nbconvert==6.2.0
 
 # mypy types
-types-cachetools==4.2.0
+types-cachetools==4.2.2
 types-filelock==3.2.0
 types-requests==2.25.9
 types-tabulate==0.8.2

From f41fd4e88d7ca79294c40942a5fd181f574469d9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 04:40:24 +0000
Subject: [PATCH 1333/1386] Bump mkdocs-material from 7.3.0 to 7.3.1

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.3.0 to 7.3.1.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.3.0...7.3.1)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 67d2c9da8..bbbb240ba 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.3.0
+mkdocs-material==7.3.1
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.0

From 07750518c3e50711a0b8965f2535537b07402ba5 Mon Sep 17 00:00:00 2001
From: Sergey Khliustin <sergey.khliustin@gmail.com>
Date: Mon, 4 Oct 2021 18:49:57 +0300
Subject: [PATCH 1334/1386] Added min_profit param to PerformanceFilter

---
 freqtrade/plugins/pairlist/PerformanceFilter.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 301ee57ab..f235816b8 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -21,6 +21,7 @@ class PerformanceFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._minutes = pairlistconfig.get('minutes', 0)
+        self._min_profit = pairlistconfig.get('min_profit', None)
 
     @property
     def needstickers(self) -> bool:
@@ -68,6 +69,8 @@ class PerformanceFilter(IPairList):
         sorted_df = list_df.merge(performance, on='pair', how='left')\
             .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
             .sort_values(by=['profit'], ascending=False)
+        if self._min_profit is not None:
+            sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit]
         pairlist = sorted_df['pair'].tolist()
 
         return pairlist

From f15922a16858247c6225d24dd69ae89ceb3e6034 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 4 Oct 2021 19:11:35 +0200
Subject: [PATCH 1335/1386] Fix custom_stoploss in strategy template

closes #5658
---
 .../templates/subtemplates/strategy_methods_advanced.j2   | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 2df23f365..fb467ecaa 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -32,8 +32,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
 use_custom_stoploss = True
 
 def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
-                    current_rate: float, current_profit: float, dataframe: DataFrame,
-                    **kwargs) -> float:
+                    current_rate: float, current_profit: float, **kwargs) -> float:
     """
     Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
     e.g. returning -0.05 would create a stoploss 5% below current_rate.
@@ -44,14 +43,13 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
     When not implemented by a strategy, returns the initial stoploss value
     Only called when use_custom_stoploss is set to True.
 
-    :param pair: Pair that's about to be sold.
+    :param pair: Pair that's currently analyzed
     :param trade: trade object.
     :param current_time: datetime object, containing the current datetime
     :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
     :param current_profit: Current profit (as ratio), calculated based on current_rate.
-    :param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-    :return float: New stoploss value, relative to the currentrate
+    :return float: New stoploss value, relative to the current_rate
     """
     return self.stoploss
 

From 7f4baab420ce98c97deeedb69170c3129828c9b2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 4 Oct 2021 20:14:14 +0200
Subject: [PATCH 1336/1386] Remove explicit rateLimits, improve docs

---
 config_examples/config_binance.example.json   |  4 +-
 config_examples/config_ftx.example.json       |  7 +--
 config_examples/config_full.example.json      |  8 +--
 config_examples/config_kraken.example.json    |  4 +-
 docs/configuration.md                         | 39 ---------------
 docs/exchanges.md                             | 50 +++++++++++++++++++
 docs/faq.md                                   | 10 ++--
 .../subtemplates/exchange_binance.j2          |  7 +--
 .../subtemplates/exchange_generic.j2          |  6 +--
 9 files changed, 65 insertions(+), 70 deletions(-)

diff --git a/config_examples/config_binance.example.json b/config_examples/config_binance.example.json
index 938bc9342..d59ff96cb 100644
--- a/config_examples/config_binance.example.json
+++ b/config_examples/config_binance.example.json
@@ -28,10 +28,8 @@
         "name": "binance",
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
-        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_config": {},
         "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 200
         },
         "pair_whitelist": [
             "ALGO/BTC",
diff --git a/config_examples/config_ftx.example.json b/config_examples/config_ftx.example.json
index 48651f04c..4d9633cc0 100644
--- a/config_examples/config_ftx.example.json
+++ b/config_examples/config_ftx.example.json
@@ -28,11 +28,8 @@
         "name": "ftx",
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
-        "ccxt_config": {"enableRateLimit": true},
-        "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 50
-        },
+        "ccxt_config": {},
+        "ccxt_async_config": {},
         "pair_whitelist": [
             "BTC/USD",
             "ETH/USD",
diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index c415d70b0..83b8a27d0 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -84,12 +84,8 @@
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
         "password": "",
-        "ccxt_config": {"enableRateLimit": true},
-        "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 500,
-            "aiohttp_trust_env": false
-        },
+        "ccxt_config": {},
+        "ccxt_async_config": {},
         "pair_whitelist": [
             "ALGO/BTC",
             "ATOM/BTC",
diff --git a/config_examples/config_kraken.example.json b/config_examples/config_kraken.example.json
index bf3548568..32def895c 100644
--- a/config_examples/config_kraken.example.json
+++ b/config_examples/config_kraken.example.json
@@ -28,10 +28,8 @@
         "name": "kraken",
         "key": "your_exchange_key",
         "secret": "your_exchange_key",
-        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_config": {},
         "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 1000
         },
         "pair_whitelist": [
             "ADA/EUR",
diff --git a/docs/configuration.md b/docs/configuration.md
index 6ccea4c73..bc8a40dcb 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -447,45 +447,6 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
     This is ongoing work. For now, it is supported only for binance and kucoin.
     Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
 
-### Exchange configuration
-
-Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
-exchange markets and trading APIs. The complete up-to-date list can be found in the
-[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
- However, the bot was tested by the development team with only Bittrex, Binance and Kraken,
- so these are the only officially supported exchanges:
-
-- [Bittrex](https://bittrex.com/): "bittrex"
-- [Binance](https://www.binance.com/): "binance"
-- [Kraken](https://kraken.com/): "kraken"
-
-Feel free to test other exchanges and submit your PR to improve the bot.
-
-Some exchanges require special configuration, which can be found on the [Exchange-specific Notes](exchanges.md) documentation page.
-
-#### Sample exchange configuration
-
-A exchange configuration for "binance" would look as follows:
-
-```json
-"exchange": {
-    "name": "binance",
-    "key": "your_exchange_key",
-    "secret": "your_exchange_secret",
-    "ccxt_config": {"enableRateLimit": true},
-    "ccxt_async_config": {
-        "enableRateLimit": true,
-        "rateLimit": 200
-    },
-```
-
-This configuration enables binance, as well as rate-limiting to avoid bans from the exchange.
-`"rateLimit": 200` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
-
-!!! Note
-    Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
-    We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
-
 ### What values can be used for fiat_display_currency?
 
 The `fiat_display_currency` configuration parameter sets the base currency to use for the
diff --git a/docs/exchanges.md b/docs/exchanges.md
index c0fbdc694..badaa484a 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -2,6 +2,56 @@
 
 This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
 
+## Exchange configuration
+
+Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
+exchange markets and trading APIs. The complete up-to-date list can be found in the
+[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
+However, the bot was tested by the development team with only a few exchanges.
+A current list of these can be found in the "Home" section of this documentation.
+
+Feel free to test other exchanges and submit your feedback or PR to improve the bot or confirm exchanges that work flawlessly..
+
+Some exchanges require special configuration, which can be found below.
+
+### Sample exchange configuration
+
+A exchange configuration for "binance" would look as follows:
+
+```json
+"exchange": {
+    "name": "binance",
+    "key": "your_exchange_key",
+    "secret": "your_exchange_secret",
+    "ccxt_config": {},
+    "ccxt_async_config": {},
+    // ... 
+```
+
+### Setting rate limits
+
+Usually, rate limits set by CCXT are reliable and work well.
+In case of problems related to rate-limits (usually DDOS Exceptions in your logs), it's easy to change rateLimit settings to other values.
+
+```json
+"exchange": {
+    "name": "kraken",
+    "key": "your_exchange_key",
+    "secret": "your_exchange_secret",
+    "ccxt_config": {"enableRateLimit": true},
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 3100
+    },
+```
+
+This configuration enables kraken, as well as rate-limiting to avoid bans from the exchange.
+`"rateLimit": 3100` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
+
+!!! Note
+    Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
+    We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
+
 ## Binance
 
 Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
diff --git a/docs/faq.md b/docs/faq.md
index 285625491..75c40a681 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -82,11 +82,11 @@ Currently known to happen for US Bittrex users.
 
 Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
 
-### I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy
+### I'm getting the "Exchange XXX does not support market orders." message and cannot run my strategy
 
-As the message says, Bittrex does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex).
+As the message says, your exchange does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex and Gate.io).
 
-To fix it for Bittrex, redefine order types in the strategy to use "limit" instead of "market":
+To fix this, redefine order types in the strategy to use "limit" instead of "market":
 
 ```
     order_types = {
@@ -136,6 +136,8 @@ On Windows, the `--logfile` option is also supported by Freqtrade and you can us
 > type \path\to\mylogfile.log | findstr "something"
 ```
 
+## Hyperopt module
+
 ### Why does freqtrade not have GPU support?
 
 First of all, most indicator libraries don't have GPU support - as such, there would be little benefit for indicator calculations.
@@ -152,8 +154,6 @@ The benefit of using GPU would therefore be pretty slim - and will not justify t
 
 There is however nothing preventing you from using GPU-enabled indicators within your strategy if you think you must have this - you will however probably be disappointed by the slim gain that will give you (compared to the complexity).
 
-## Hyperopt module
-
 ### How many epochs do I need to get a good Hyperopt result?
 
 Per default Hyperopt called without the `-e`/`--epochs` command line option will only
diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index de58b6f72..dc2272119 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -2,11 +2,8 @@
     "name": "{{ exchange_name | lower }}",
     "key": "{{ exchange_key }}",
     "secret": "{{ exchange_secret }}",
-    "ccxt_config": {"enableRateLimit": true},
-    "ccxt_async_config": {
-        "enableRateLimit": true,
-        "rateLimit": 200
-    },
+    "ccxt_config": {},
+    "ccxt_async_config": {},
     "pair_whitelist": [
     ],
     "pair_blacklist": [
diff --git a/freqtrade/templates/subtemplates/exchange_generic.j2 b/freqtrade/templates/subtemplates/exchange_generic.j2
index ade9c2f28..08b11f365 100644
--- a/freqtrade/templates/subtemplates/exchange_generic.j2
+++ b/freqtrade/templates/subtemplates/exchange_generic.j2
@@ -2,10 +2,8 @@
     "name": "{{ exchange_name | lower }}",
     "key": "{{ exchange_key }}",
     "secret": "{{ exchange_secret }}",
-    "ccxt_config": {"enableRateLimit": true},
-    "ccxt_async_config": {
-        "enableRateLimit": true
-    },
+    "ccxt_config": {},
+    "ccxt_async_config": {},
     "pair_whitelist": [
 
     ],

From 92f8f231afe79eafa5079d494b56db71e7f30baf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 4 Oct 2021 20:22:41 +0200
Subject: [PATCH 1337/1386] Remove ratelimit from kucoin template

---
 freqtrade/templates/subtemplates/exchange_kucoin.j2 | 10 ++--------
 1 file changed, 2 insertions(+), 8 deletions(-)

diff --git a/freqtrade/templates/subtemplates/exchange_kucoin.j2 b/freqtrade/templates/subtemplates/exchange_kucoin.j2
index 9882c51c7..b797dda41 100644
--- a/freqtrade/templates/subtemplates/exchange_kucoin.j2
+++ b/freqtrade/templates/subtemplates/exchange_kucoin.j2
@@ -3,14 +3,8 @@
     "key": "{{ exchange_key }}",
     "secret": "{{ exchange_secret }}",
     "password": "{{ exchange_key_password }}",
-    "ccxt_config": {
-        "enableRateLimit": true,
-        "rateLimit": 200
-    },
-    "ccxt_async_config": {
-        "enableRateLimit": true,
-        "rateLimit": 200
-    },
+    "ccxt_config": {},
+    "ccxt_async_config": {},
     "pair_whitelist": [
     ],
     "pair_blacklist": [

From 0db5c07314a02beb7dde0baf76a06fff458fd5c6 Mon Sep 17 00:00:00 2001
From: froggleston <docfrogs@gmail.com>
Date: Tue, 5 Oct 2021 00:10:39 +0100
Subject: [PATCH 1338/1386] Fix issues with sysinfo rpc/API code, add SysInfo
 api_schema

---
 freqtrade/rpc/api_server/api_schemas.py | 4 ++++
 freqtrade/rpc/api_server/api_v1.py      | 8 ++++----
 freqtrade/rpc/rpc.py                    | 3 ++-
 3 files changed, 10 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 46187f571..b03400900 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -347,3 +347,7 @@ class BacktestResponse(BaseModel):
     trade_count: Optional[float]
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
+
+class SysInfo(BaseModel):
+    cpu_pct: float
+    ram_pct: float
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 733fa7383..d52e8c10d 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -18,7 +18,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   OpenTradeSchema, PairHistory, PerformanceEntry,
                                                   Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
                                                   Stats, StatusMsg, StrategyListResponse,
-                                                  StrategyResponse, Version, WhitelistResponse)
+                                                  StrategyResponse, SysInfo, Version, WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -260,6 +260,6 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
-@router.get('/sysinfo', tags=['info'])
-def sysinfo(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_sysinfo()
+@router.get('/sysinfo', response_model=SysInfo, tags=['info'])
+def sysinfo():
+    return RPC._rpc_sysinfo()
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 9b0d4b0f7..699e3b384 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -871,5 +871,6 @@ class RPC:
             self._freqtrade.strategy.plot_config['subplots'] = {}
         return self._freqtrade.strategy.plot_config
 
-    def _rpc_sysinfo(self) -> Dict[str, Any]:
+    @staticmethod
+    def _rpc_sysinfo() -> Dict[str, Any]:
         return {"cpu_pct": psutil.cpu_percent(interval=1, percpu=True), "ram_pct": psutil.virtual_memory().percent}

From 949d616082c49be11211a396de676077ad741c8d Mon Sep 17 00:00:00 2001
From: jonny07 <jjaegers@gmx.de>
Date: Tue, 5 Oct 2021 21:33:15 +0200
Subject: [PATCH 1339/1386] Update docker_quickstart.md

Got help in the discord chat to get the UI running, I think most people will need this...
---
 docs/docker_quickstart.md | 34 ++++++++++++++++++++++++++++++++++
 1 file changed, 34 insertions(+)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 27a9091b1..0fe69933a 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -70,6 +70,40 @@ docker-compose up -d
 !!! Warning "Default configuration"
     While the configuration generated will be mostly functional, you will still need to verify that all options correspond to what you want (like Pricing, pairlist, ...) before starting the bot.
 
+#### Acessing the UI
+
+Uncommend the 2 lines below and add your IP adress in the following format (like 192.168.2.67:8080:8080) to the ft_userdata/docker-compose.yml:
+'''bash
+    ports:
+      - "yourIPadress:8080:8080"
+'''
+Your ft_userdata/user_data/config.json should look like:
+'''bash
+api_server": {
+        "enabled": true,
+        "listen_ip_address": "0.0.0.0",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "enable_openapi": false,
+        "jwt_secret_key": "****",
+        "CORS_origins": [],
+        "username": "****",
+        "password": "****"
+    },
+'''
+instead of "****" you will have your data in.
+Then rebuild your docker file:
+Linux:
+'''bash
+sudo docker-compose down && sudo docker-compose pull && sudo docker-compose build && sudo docker-compose up -d 
+'''
+Windows:
+'''bash
+docker-compose down && docker-compose pull && docker-compose build && docker-compose up -d 
+'''
+
+You can now access the UI by typing yourIPadress:8080 in your browser.
+
 #### Monitoring the bot
 
 You can check for running instances with `docker-compose ps`.

From c0d01dbc26a1552562ca339a92111f6193e7a02c Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Wed, 6 Oct 2021 13:24:27 +0530
Subject: [PATCH 1340/1386] add max_drawdown loss

---
 .../optimize/hyperopt_loss_max_drawdown.py    | 42 +++++++++++++++++++
 1 file changed, 42 insertions(+)
 create mode 100644 freqtrade/optimize/hyperopt_loss_max_drawdown.py

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
new file mode 100644
index 000000000..e6f73e04a
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -0,0 +1,42 @@
+"""
+MaxDrawDownHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from datetime import datetime
+from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+from pandas import DataFrame
+
+
+class MaxDrawDownHyperOptLoss(IHyperOptLoss):
+
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation optimizes for max draw down and profit
+    Less max drawdown more profit -> Lower return value
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+
+        """
+        Objective function.
+
+        Uses profit ratio weighted max_drawdown when drawdown is available.
+        Otherwise directly optimizes profit ratio.
+        """
+        total_profit = results['profit_ratio'].sum()        
+        try:
+            max_drawdown = calculate_max_drawdown(results)
+        except ValueError:
+            # No losing trade, therefore no drawdown.
+            return -total_profit
+        max_drawdown_rev = 1 / max_drawdown[0]
+        ret = max_drawdown_rev * total_profit
+        return -ret
\ No newline at end of file

From 6ba46b38bdd434ddd65b065c6393beb0b29aa492 Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Wed, 6 Oct 2021 13:46:05 +0530
Subject: [PATCH 1341/1386] fix formatting

---
 freqtrade/optimize/hyperopt_loss_max_drawdown.py | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
index e6f73e04a..4fa32c00e 100644
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -5,11 +5,12 @@ This module defines the alternative HyperOptLoss class which can be used for
 Hyperoptimization.
 """
 from datetime import datetime
-from freqtrade.data.btanalysis import calculate_max_drawdown
-from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 from pandas import DataFrame
 
+from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
 
 class MaxDrawDownHyperOptLoss(IHyperOptLoss):
 
@@ -31,7 +32,7 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
         Uses profit ratio weighted max_drawdown when drawdown is available.
         Otherwise directly optimizes profit ratio.
         """
-        total_profit = results['profit_ratio'].sum()        
+        total_profit = results['profit_ratio'].sum()
         try:
             max_drawdown = calculate_max_drawdown(results)
         except ValueError:
@@ -39,4 +40,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
             return -total_profit
         max_drawdown_rev = 1 / max_drawdown[0]
         ret = max_drawdown_rev * total_profit
-        return -ret
\ No newline at end of file
+        return -ret

From 57ef25789e3db1dd59de1e76096bf730fefdf0d7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 19:36:28 +0200
Subject: [PATCH 1342/1386] Fix style errors

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/api_server/api_v1.py      | 4 +++-
 freqtrade/rpc/rpc.py                    | 8 ++++++--
 scripts/rest_client.py                  | 1 +
 4 files changed, 11 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index b03400900..bde6af35b 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -348,6 +348,7 @@ class BacktestResponse(BaseModel):
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
 
+
 class SysInfo(BaseModel):
     cpu_pct: float
     ram_pct: float
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index d52e8c10d..06230a7db 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -18,7 +18,8 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   OpenTradeSchema, PairHistory, PerformanceEntry,
                                                   Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
                                                   Stats, StatusMsg, StrategyListResponse,
-                                                  StrategyResponse, SysInfo, Version, WhitelistResponse)
+                                                  StrategyResponse, SysInfo, Version,
+                                                  WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -260,6 +261,7 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
+
 @router.get('/sysinfo', response_model=SysInfo, tags=['info'])
 def sysinfo():
     return RPC._rpc_sysinfo()
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 699e3b384..d0858350c 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -1,13 +1,14 @@
 """
 This module contains class to define a RPC communications
 """
-import logging, psutil
+import logging
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
 from typing import Any, Dict, List, Optional, Tuple, Union
 
 import arrow
+import psutil
 from numpy import NAN, inf, int64, mean
 from pandas import DataFrame
 
@@ -873,4 +874,7 @@ class RPC:
 
     @staticmethod
     def _rpc_sysinfo() -> Dict[str, Any]:
-        return {"cpu_pct": psutil.cpu_percent(interval=1, percpu=True), "ram_pct": psutil.virtual_memory().percent}
+        return {
+            "cpu_pct": psutil.cpu_percent(interval=1, percpu=True),
+            "ram_pct": psutil.virtual_memory().percent
+        }
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 52de3c534..ac3b6defe 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -341,6 +341,7 @@ class FtRestClient():
         """
         return self._get("sysinfo")
 
+
 def add_arguments():
     parser = argparse.ArgumentParser()
     parser.add_argument("command",

From 992cef56e653844c4b8613c683db81057959f569 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 19:36:51 +0200
Subject: [PATCH 1343/1386] Add test for sysinfo endpoint

---
 tests/rpc/test_rpc_apiserver.py | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 7c98b2df7..117b1fa49 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1271,6 +1271,16 @@ def test_list_available_pairs(botclient):
     assert len(rc.json()['pair_interval']) == 1
 
 
+def test_sysinfo(botclient):
+    ftbot, client = botclient
+
+    rc = client_get(client, f"{BASE_URI}/sysinfo")
+    assert_response(rc)
+    result = rc.json()
+    assert 'cpu_pct' in result
+    assert 'ram_pct' in result
+
+
 def test_api_backtesting(botclient, mocker, fee, caplog):
     ftbot, client = botclient
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)

From 65d4df938df14881729a63bf2c58ace1aca57d22 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 20:09:08 +0200
Subject: [PATCH 1344/1386] Improve docker port api

---
 docker-compose.yml        |  6 +++---
 docs/docker_quickstart.md | 43 ++++++++++++++++++++-------------------
 docs/rest-api.md          |  2 +-
 3 files changed, 26 insertions(+), 25 deletions(-)

diff --git a/docker-compose.yml b/docker-compose.yml
index 80e194ab2..445fbaea0 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -15,10 +15,10 @@ services:
     volumes:
       - "./user_data:/freqtrade/user_data"
     # Expose api on port 8080 (localhost only)
-    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
     # before enabling this.
-    # ports:
-    #   - "127.0.0.1:8080:8080"
+    ports:
+      - "127.0.0.1:8080:8080"
     # Default command used when running `docker compose up`
     command: >
       trade
diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 27a9091b1..d5bec54c9 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -148,27 +148,9 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the
       dockerfile: "./Dockerfile.<yourextension>"
 ```
 
-You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
+You can then run `docker-compose build --pull` to build the docker image, and run it using the commands described above.
 
-### Troubleshooting
-
-#### Docker on Windows
-
-* Error: `"Timestamp for this request is outside of the recvWindow."`
-  * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
-    To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
-    A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
-    ```
-    taskkill /IM "Docker Desktop.exe" /F
-    wsl --shutdown
-    start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
-    ```
-
-!!! Warning
-    Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
-    Best use a linux-VPS for running freqtrade reliably.
-
-## Plotting with docker-compose
+### Plotting with docker-compose
 
 Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.
 You can then use these commands as follows:
@@ -179,7 +161,7 @@ docker-compose run --rm freqtrade plot-dataframe --strategy AwesomeStrategy -p B
 
 The output will be stored in the `user_data/plot` directory, and can be opened with any modern browser.
 
-## Data analysis using docker compose
+### Data analysis using docker compose
 
 Freqtrade provides a docker-compose file which starts up a jupyter lab server.
 You can run this server using the following command:
@@ -196,3 +178,22 @@ Since part of this image is built on your machine, it is recommended to rebuild
 ``` bash
 docker-compose -f docker/docker-compose-jupyter.yml build --no-cache
 ```
+
+## Troubleshooting
+
+### Docker on Windows
+
+* Error: `"Timestamp for this request is outside of the recvWindow."`
+  * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
+    To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
+    A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
+
+    ``` bash
+    taskkill /IM "Docker Desktop.exe" /F
+    wsl --shutdown
+    start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
+    ```
+
+!!! Warning
+    Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
+    Best use a linux-VPS for running freqtrade reliably.
diff --git a/docs/rest-api.md b/docs/rest-api.md
index b9b2b29be..b4992e047 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -78,7 +78,7 @@ If you run your bot using docker, you'll need to have the bot listen to incoming
     },
 ```
 
-Uncomment the following from your docker-compose file:
+Make sure that the following 2 lines are available in your docker-compose file:
 
 ```yml
     ports:

From 526bdaa2dc04cd84dbea35c72482697cc865080e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 20:14:59 +0200
Subject: [PATCH 1345/1386] Recommend using 0.0.0.0 as listen address for
 docker

---
 freqtrade/commands/build_config_commands.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index faa8a98f4..34ae35aff 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -163,7 +163,8 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "api_server_listen_addr",
-            "message": "Insert Api server Listen Address (best left untouched default!)",
+            "message": ("Insert Api server Listen Address (0.0.0.0 for docker, "
+                        "otherwise best left untouched)"),
             "default": "127.0.0.1",
             "when": lambda x: x['api_server']
         },

From 46c320513aa0b825b370034feba9d6e9f29af312 Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Thu, 7 Oct 2021 08:07:07 +0530
Subject: [PATCH 1346/1386] use profit_abs

---
 freqtrade/optimize/hyperopt_loss_max_drawdown.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
index 4fa32c00e..6777fb2e8 100644
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -32,9 +32,9 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
         Uses profit ratio weighted max_drawdown when drawdown is available.
         Otherwise directly optimizes profit ratio.
         """
-        total_profit = results['profit_ratio'].sum()
+        total_profit = results['profit_abs'].sum()
         try:
-            max_drawdown = calculate_max_drawdown(results)
+            max_drawdown = calculate_max_drawdown(results, value_col='profit_abs')
         except ValueError:
             # No losing trade, therefore no drawdown.
             return -total_profit

From 29863ad2bf7d364e0bc17dc5c3506e24f20b31b4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Oct 2021 06:51:29 +0200
Subject: [PATCH 1347/1386] Fix error when ask_last_balance is not set

closes #5181
---
 freqtrade/exchange/exchange.py  | 2 +-
 tests/exchange/test_exchange.py | 9 ++++++++-
 2 files changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e9d0316d2..7cc436430 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1058,7 +1058,7 @@ class Exchange:
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = conf_strategy['ask_last_balance']
+                    balance = conf_strategy.get('ask_last_balance', 0.0)
                     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)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 691cf3c03..8cb494edb 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1832,6 +1832,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
     ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
     ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
+    ('ask', 20, 19, 10, None, 20),  # ask_last_balance missing
     ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
     ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
     ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
@@ -1842,6 +1843,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
     ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
     ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
+    ('bid', 21, 20, 10, None, 20),  # ask_last_balance missing
     ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
     ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
     ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
@@ -1851,7 +1853,10 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
 def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
                       last, last_ab, expected) -> None:
     caplog.set_level(logging.DEBUG)
-    default_conf['bid_strategy']['ask_last_balance'] = last_ab
+    if last_ab is None:
+        del default_conf['bid_strategy']['ask_last_balance']
+    else:
+        default_conf['bid_strategy']['ask_last_balance'] = last_ab
     default_conf['bid_strategy']['price_side'] = side
     exchange = get_patched_exchange(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -1876,6 +1881,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     ('bid', 12.0, 11.2, 10.5, 1.0, 11.2),  # Last smaller than bid - uses bid
     ('bid', 12.0, 11.2, 10.5, 0.5, 11.2),  # Last smaller than bid - uses bid
     ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
+    ('bid', 0.003, 0.002, 0.005, None, 0.002),
     ('ask', 12.0, 11.0, 12.5, 0.0, 12.0),  # full ask side
     ('ask', 12.0, 11.0, 12.5, 1.0, 12.5),  # full last side
     ('ask', 12.0, 11.0, 12.5, 0.5, 12.25),  # between bid and lat
@@ -1886,6 +1892,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
     ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
     ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
+    ('ask', 0.006, 1.0, 11.0, None, 0.006),
 ])
 def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
                        last, last_ab, expected) -> None:

From 45b7a0c8377a5493496abafa70e48b0872d0b4b5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Oct 2021 07:12:45 +0200
Subject: [PATCH 1348/1386] Add Test and docs for MaxDrawDownHyperOptLoss

---
 docs/hyperopt.md                    | 18 ++++++++++--------
 freqtrade/constants.py              |  3 ++-
 tests/optimize/test_hyperoptloss.py |  5 +++--
 3 files changed, 15 insertions(+), 11 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 09d43939a..45e0d444d 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -60,7 +60,7 @@ optional arguments:
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `None`).
+                        (default: `json`).
   --max-open-trades INT
                         Override the value of the `max_open_trades`
                         configuration setting.
@@ -114,7 +114,8 @@ optional arguments:
                         Hyperopt-loss-functions are:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
-                        SortinoHyperOptLoss, SortinoHyperOptLossDaily
+                        SortinoHyperOptLoss, SortinoHyperOptLossDaily,
+                        MaxDrawDownHyperOptLoss
   --disable-param-export
                         Disable automatic hyperopt parameter export.
 
@@ -512,12 +513,13 @@ This class should be in its own file within the `user_data/hyperopts/` directory
 
 Currently, the following loss functions are builtin:
 
-* `ShortTradeDurHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
-* `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
-* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on trade returns relative to standard deviation)
-* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation)
-* `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
-* `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
+* `ShortTradeDurHyperOptLoss` - (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
+* `OnlyProfitHyperOptLoss` - takes only amount of profit into consideration.
+* `SharpeHyperOptLoss` - optimizes Sharpe Ratio calculated on trade returns relative to standard deviation.
+* `SharpeHyperOptLossDaily` - optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation.
+* `SortinoHyperOptLoss` - optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation.
+* `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
+* `MaxDrawDownHyperOptLoss` - Optimizes Maximum drawdown.
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index fca319a0f..c6b8f0e62 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -24,7 +24,8 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
-                         'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
+                         'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
+                         'MaxDrawDownHyperOptLoss']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index 923e3fc32..a39190934 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -84,13 +84,14 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     "SortinoHyperOptLossDaily",
     "SharpeHyperOptLoss",
     "SharpeHyperOptLossDaily",
+    "MaxDrawDownHyperOptLoss",
 ])
 def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2
+    results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2 + 0.2
     results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2
+    results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2 - 0.2
     results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
     default_conf.update({'hyperopt_loss': lossfunction})

From a1be6124f221d6e3bd294c376a76848ff3e6d197 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Oct 2021 07:15:09 +0200
Subject: [PATCH 1349/1386] Don't set bid_last_balance if None in tests

part of #5681
---
 tests/exchange/test_exchange.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 8cb494edb..e3369182d 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1899,7 +1899,8 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
     caplog.set_level(logging.DEBUG)
 
     default_conf['ask_strategy']['price_side'] = side
-    default_conf['ask_strategy']['bid_last_balance'] = last_ab
+    if last_ab is not None:
+        default_conf['ask_strategy']['bid_last_balance'] = last_ab
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': ask, 'bid': bid, 'last': last})
     pair = "ETH/BTC"

From f07eeddda0e912e44467bff42b6c08f125902ae1 Mon Sep 17 00:00:00 2001
From: Robert Davey <robert.davey@earlham.ac.uk>
Date: Thu, 7 Oct 2021 12:04:42 +0100
Subject: [PATCH 1350/1386] Update api_schemas.py

Fix api schema for cpu_pct float List.
---
 freqtrade/rpc/api_server/api_schemas.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index bde6af35b..e9985c3c6 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -350,5 +350,5 @@ class BacktestResponse(BaseModel):
 
 
 class SysInfo(BaseModel):
-    cpu_pct: float
+    cpu_pct: List[float]
     ram_pct: float

From 1327c21d0103eee5e040e03e598662c993bcfac8 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E0=AE=AE=E0=AE=A9=E0=AF=8B=E0=AE=9C=E0=AF=8D=E0=AE=95?=
 =?UTF-8?q?=E0=AF=81=E0=AE=AE=E0=AE=BE=E0=AE=B0=E0=AF=8D=20=E0=AE=AA?=
 =?UTF-8?q?=E0=AE=B4=E0=AE=A9=E0=AE=BF=E0=AE=9A=E0=AF=8D=E0=AE=9A=E0=AE=BE?=
 =?UTF-8?q?=E0=AE=AE=E0=AE=BF?= <smartmanoj42857@gmail.com>
Date: Thu, 7 Oct 2021 19:12:09 +0530
Subject: [PATCH 1351/1386] Update README.md

---
 README.md | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/README.md b/README.md
index 01effd7bc..79763983d 100644
--- a/README.md
+++ b/README.md
@@ -66,9 +66,7 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot.
 
 ```bash
-git clone -b develop https://github.com/freqtrade/freqtrade.git 
-cd freqtrade
-./setup.sh --install
+pip install freqtrade
 ```
 
 For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).

From 482f4418c68c2b99635a7af3cc65a14c1022e031 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 8 Oct 2021 14:36:52 +0200
Subject: [PATCH 1352/1386] Clarify "required candle" message

---
 freqtrade/exchange/exchange.py | 62 ++++++++++++++--------------------
 1 file changed, 25 insertions(+), 37 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 7cc436430..b6cfb8d8b 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -26,9 +26,9 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
-                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
-                                       remove_credentials, retrier, retrier_async)
-from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
+                                       retrier_async)
+from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
 
@@ -54,16 +54,12 @@ class Exchange:
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
-    # Additional headers - added to the ccxt object
-    _headers: Dict = {}
-
     # Dict to specify which options each exchange implements
     # This defines defaults, which can be selectively overridden by subclasses using _ft_has
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["gtc"],
-        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_partial_candle": True,
@@ -104,7 +100,6 @@ class Exchange:
 
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: Dict[str, Any] = {}
-        remove_credentials(config)
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
@@ -174,7 +169,7 @@ class Exchange:
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
     def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
-                   ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
+                   ccxt_kwargs: dict = None) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
         ccxt instance.
@@ -193,10 +188,6 @@ class Exchange:
         }
         if ccxt_kwargs:
             logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
-        if self._headers:
-            # Inject static headers after the above output to not confuse users.
-            ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
-        if ccxt_kwargs:
             ex_config.update(ccxt_kwargs)
         try:
 
@@ -480,7 +471,7 @@ class Exchange:
         if startup_candles + 5 > candle_limit:
             raise OperationalException(
                 f"This strategy requires {startup_candles} candles to start. "
-                f"{self.name} only provides {candle_limit} for {timeframe}.")
+                f"{self.name} only provides {candle_limit - 5} for {timeframe}.")
 
     def exchange_has(self, endpoint: str) -> bool:
         """
@@ -523,7 +514,7 @@ class Exchange:
                 precision = self.markets[pair]['precision']['price']
                 missing = price % precision
                 if missing != 0:
-                    price = round(price - missing + precision, 10)
+                    price = price - missing + precision
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)
@@ -725,8 +716,7 @@ class Exchange:
 
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
-            param = self._ft_has.get('time_in_force_parameter', '')
-            params.update({param: time_in_force})
+            params.update({'timeInForce': time_in_force})
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
@@ -1058,7 +1048,7 @@ class Exchange:
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = conf_strategy.get('ask_last_balance', 0.0)
+                    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)
@@ -1195,7 +1185,7 @@ class Exchange:
     # Historic data
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
-                           since_ms: int, is_new_pair: bool = False) -> List:
+                           since_ms: int) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1207,7 +1197,7 @@ class Exchange:
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms, is_new_pair=is_new_pair))
+                                           since_ms=since_ms))
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1222,12 +1212,11 @@ class Exchange:
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
-    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
-                                        since_ms: int, is_new_pair: bool
-                                        ) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str,
+                                        timeframe: str,
+                                        since_ms: int) -> List:
         """
         Download historic ohlcv
-        :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
         """
 
         one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1240,22 +1229,21 @@ class Exchange:
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
 
-        data: List = []
-        # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
-        for input_coro in chunks(input_coroutines, 100):
+        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
 
-            results = await asyncio.gather(*input_coro, return_exceptions=True)
-            for res in results:
-                if isinstance(res, Exception):
-                    logger.warning("Async code raised an exception: %s", res.__class__.__name__)
-                    continue
-                # Deconstruct tuple if it's not an exception
-                p, _, new_data = res
-                if p == pair:
-                    data.extend(new_data)
+        # Combine gathered results
+        data: List = []
+        for res in results:
+            if isinstance(res, Exception):
+                logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                continue
+            # Deconstruct tuple if it's not an exception
+            p, _, new_data = res
+            if p == pair:
+                data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
+        logger.info("Downloaded data for %s with length %s.", pair, len(data))
         return data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,

From 11ec1d9b062ae7a063d8b6549cdfd5e468047d63 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 8 Oct 2021 20:22:07 +0200
Subject: [PATCH 1353/1386] Revert previous commit

---
 freqtrade/exchange/exchange.py | 60 ++++++++++++++++++++--------------
 1 file changed, 36 insertions(+), 24 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index b6cfb8d8b..4143b79a5 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -26,9 +26,9 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
-                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
-                                       retrier_async)
-from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
+                                       remove_credentials, retrier, retrier_async)
+from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
 
@@ -54,12 +54,16 @@ class Exchange:
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
+    # Additional headers - added to the ccxt object
+    _headers: Dict = {}
+
     # Dict to specify which options each exchange implements
     # This defines defaults, which can be selectively overridden by subclasses using _ft_has
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["gtc"],
+        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_partial_candle": True,
@@ -100,6 +104,7 @@ class Exchange:
 
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: Dict[str, Any] = {}
+        remove_credentials(config)
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
@@ -169,7 +174,7 @@ class Exchange:
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
     def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
-                   ccxt_kwargs: dict = None) -> ccxt.Exchange:
+                   ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
         ccxt instance.
@@ -188,6 +193,10 @@ class Exchange:
         }
         if ccxt_kwargs:
             logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
+        if self._headers:
+            # Inject static headers after the above output to not confuse users.
+            ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
+        if ccxt_kwargs:
             ex_config.update(ccxt_kwargs)
         try:
 
@@ -514,7 +523,7 @@ class Exchange:
                 precision = self.markets[pair]['precision']['price']
                 missing = price % precision
                 if missing != 0:
-                    price = price - missing + precision
+                    price = round(price - missing + precision, 10)
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)
@@ -716,7 +725,8 @@ class Exchange:
 
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
-            params.update({'timeInForce': time_in_force})
+            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({param: time_in_force})
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
@@ -1048,7 +1058,7 @@ class Exchange:
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = conf_strategy['ask_last_balance']
+                    balance = conf_strategy.get('ask_last_balance', 0.0)
                     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)
@@ -1185,7 +1195,7 @@ class Exchange:
     # Historic data
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
-                           since_ms: int) -> List:
+                           since_ms: int, is_new_pair: bool = False) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1197,7 +1207,7 @@ class Exchange:
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms))
+                                           since_ms=since_ms, is_new_pair=is_new_pair))
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1212,11 +1222,12 @@ class Exchange:
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
-    async def _async_get_historic_ohlcv(self, pair: str,
-                                        timeframe: str,
-                                        since_ms: int) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
+                                        since_ms: int, is_new_pair: bool
+                                        ) -> List:
         """
         Download historic ohlcv
+        :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
         """
 
         one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1229,21 +1240,22 @@ class Exchange:
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
 
-        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
-
-        # Combine gathered results
         data: List = []
-        for res in results:
-            if isinstance(res, Exception):
-                logger.warning("Async code raised an exception: %s", res.__class__.__name__)
-                continue
-            # Deconstruct tuple if it's not an exception
-            p, _, new_data = res
-            if p == pair:
-                data.extend(new_data)
+        # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
+        for input_coro in chunks(input_coroutines, 100):
+
+            results = await asyncio.gather(*input_coro, return_exceptions=True)
+            for res in results:
+                if isinstance(res, Exception):
+                    logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                    continue
+                # Deconstruct tuple if it's not an exception
+                p, _, new_data = res
+                if p == pair:
+                    data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info("Downloaded data for %s with length %s.", pair, len(data))
+        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
         return data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,

From 30bc96cf3f802a882e4e5e35e0c0df8db876acfc Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Sat, 9 Oct 2021 06:36:23 +0530
Subject: [PATCH 1354/1386] simplify expression

---
 freqtrade/optimize/hyperopt_loss_max_drawdown.py | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
index 6777fb2e8..ce955d928 100644
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -38,6 +38,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
         except ValueError:
             # No losing trade, therefore no drawdown.
             return -total_profit
-        max_drawdown_rev = 1 / max_drawdown[0]
-        ret = max_drawdown_rev * total_profit
-        return -ret
+        return -total_profit / max_drawdown[0]

From 7b1c888665b214aee599958bf0a5b9656d13531b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 9 Oct 2021 08:39:32 +0200
Subject: [PATCH 1355/1386] Add FAQ entry for incomplete candles

closes #5687
---
 docs/faq.md | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/docs/faq.md b/docs/faq.md
index 75c40a681..d9777ddf1 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -54,9 +54,11 @@ you can't say much from few trades.
 
 Yes. You can edit your config and use the `/reload_config` command to reload the configuration. The bot will stop, reload the configuration and strategy and will restart with the new configuration and strategy.
 
-### I want to improve the bot with a new strategy
+### I want to use incomplete candles
 
-That's great. We have a nice backtesting and hyperoptimization setup. See the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-commands).
+Freqtrade will not provide incomplete candles to strategies. Using incomplete candles will lead to repainting and consequently to strategies with "ghost" buys, which are impossible to both backtest, and verify after they happened.
+
+You can use "current" market data by using the [dataprovider](strategy-customization.md#orderbookpair-maximum)'s orderbook or ticker methods - which however cannot be used during backtesting.
 
 ### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
 

From 2c68342140979f7ade3e271d6841b9be81590b51 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 9 Oct 2021 10:37:33 +0200
Subject: [PATCH 1356/1386] Move pypi installation to documentation

---
 README.md            | 8 +++++---
 docs/installation.md | 7 +++++++
 2 files changed, 12 insertions(+), 3 deletions(-)

diff --git a/README.md b/README.md
index 79763983d..0a4d6424e 100644
--- a/README.md
+++ b/README.md
@@ -53,7 +53,7 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 - [x] **Dry-run**: Run the bot without paying money.
 - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
 - [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell strategy parameters with real exchange data.
-- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/latest/edge/).
+- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/stable/edge/).
 - [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade or use dynamic whitelists.
 - [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid.
 - [x] **Manageable via Telegram**: Manage the bot with Telegram.
@@ -66,10 +66,12 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot.
 
 ```bash
-pip install freqtrade
+git clone -b develop https://github.com/freqtrade/freqtrade.git
+cd freqtrade
+./setup.sh --install
 ```
 
-For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).
+For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/stable/installation/).
 
 ## Basic Usage
 
diff --git a/docs/installation.md b/docs/installation.md
index 5e4a19d88..d468786d3 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -113,6 +113,13 @@ git checkout develop
 
 You may later switch between branches at any time with the `git checkout stable`/`git checkout develop` commands.
 
+??? Note "Install from pypi"
+    An alternative way to install Freqtrade is from [pypi](https://pypi.org/project/freqtrade/). The downside is that this method requires ta-lib to be correctly installed beforehand, and is therefore currently not the recommended way to install Freqtrade.
+
+    ``` bash
+    pip install freqtrade
+    ```
+
 ------
 
 ## Script Installation

From 1a3b41ed9718338c6458de3f87527591337a03cb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 9 Oct 2021 15:35:39 +0200
Subject: [PATCH 1357/1386] Rephrase and simplify UI access section in docker
 quickstart

---
 docs/docker_quickstart.md | 40 +++++++++------------------------------
 1 file changed, 9 insertions(+), 31 deletions(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index cf525b926..95df37811 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -70,39 +70,17 @@ docker-compose up -d
 !!! Warning "Default configuration"
     While the configuration generated will be mostly functional, you will still need to verify that all options correspond to what you want (like Pricing, pairlist, ...) before starting the bot.
 
-#### Acessing the UI
+#### Accessing the UI
 
-Uncommend the 2 lines below and add your IP adress in the following format (like 192.168.2.67:8080:8080) to the ft_userdata/docker-compose.yml:
-'''bash
-    ports:
-      - "yourIPadress:8080:8080"
-'''
-Your ft_userdata/user_data/config.json should look like:
-'''bash
-api_server": {
-        "enabled": true,
-        "listen_ip_address": "0.0.0.0",
-        "listen_port": 8080,
-        "verbosity": "error",
-        "enable_openapi": false,
-        "jwt_secret_key": "****",
-        "CORS_origins": [],
-        "username": "****",
-        "password": "****"
-    },
-'''
-instead of "****" you will have your data in.
-Then rebuild your docker file:
-Linux:
-'''bash
-sudo docker-compose down && sudo docker-compose pull && sudo docker-compose build && sudo docker-compose up -d 
-'''
-Windows:
-'''bash
-docker-compose down && docker-compose pull && docker-compose build && docker-compose up -d 
-'''
+If you've selected to enable FreqUI in the `new-config` step, you will have freqUI available at port `localhost:8080`.
 
-You can now access the UI by typing yourIPadress:8080 in your browser.
+You can now access the UI by typing localhost:8080 in your browser.
+
+??? Note "UI Access on a remote servers"
+    If you're running on a VPS, you should consider using either a ssh tunnel, or setup a VPN (openVPN, wireguard) to connect to your bot.
+    This will ensure that freqUI is not directly exposed to the internet, which is not recommended for security reasons (freqUI does not support https out of the box).
+    Setup of these tools is not part of this tutorial, however many good tutorials can be found on the internet.
+    Please also read the [API configuration with docker](rest-api.md#configuration-with-docker) section to learn more about this configuration.
 
 #### Monitoring the bot
 

From 57095d7167aa481bf184f19f39acfeded8149a7e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 03:01:22 +0000
Subject: [PATCH 1358/1386] Bump wrapt from 1.12.1 to 1.13.1

Bumps [wrapt](https://github.com/GrahamDumpleton/wrapt) from 1.12.1 to 1.13.1.
- [Release notes](https://github.com/GrahamDumpleton/wrapt/releases)
- [Changelog](https://github.com/GrahamDumpleton/wrapt/blob/develop/docs/changes.rst)
- [Commits](https://github.com/GrahamDumpleton/wrapt/compare/1.12.1...1.13.1)

---
updated-dependencies:
- dependency-name: wrapt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7fe06b9d2..4eb2bf66b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -12,7 +12,7 @@ arrow==1.1.1
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
-wrapt==1.12.1
+wrapt==1.13.1
 jsonschema==4.0.1
 TA-Lib==0.4.21
 technical==1.3.0

From 7323ffa25a408a64a94ce577caeece6530bdfa1b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 03:01:31 +0000
Subject: [PATCH 1359/1386] Bump blosc from 1.10.4 to 1.10.6

Bumps [blosc](https://github.com/blosc/python-blosc) from 1.10.4 to 1.10.6.
- [Release notes](https://github.com/blosc/python-blosc/releases)
- [Changelog](https://github.com/Blosc/python-blosc/blob/master/RELEASE_NOTES.rst)
- [Commits](https://github.com/blosc/python-blosc/compare/v1.10.4...v1.10.6)

---
updated-dependencies:
- dependency-name: blosc
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7fe06b9d2..3a49977c0 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -20,7 +20,7 @@ tabulate==0.8.9
 pycoingecko==2.2.0
 jinja2==3.0.1
 tables==3.6.1
-blosc==1.10.4
+blosc==1.10.6
 
 # find first, C search in arrays
 py_find_1st==1.1.5

From 5fb0401dca6b9ae19c678b0a7577129969901ff9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 03:01:39 +0000
Subject: [PATCH 1360/1386] Bump cryptography from 3.4.8 to 35.0.0

Bumps [cryptography](https://github.com/pyca/cryptography) from 3.4.8 to 35.0.0.
- [Release notes](https://github.com/pyca/cryptography/releases)
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/3.4.8...35.0.0)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7fe06b9d2..89728f782 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -4,7 +4,7 @@ pandas-ta==0.3.14b
 
 ccxt==1.57.38
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.4.8
+cryptography==35.0.0
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.25
 python-telegram-bot==13.7

From 3fdc62d29c3f81f4ebdd826e0cd5ad21cde6d1a4 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:05:14 +0000
Subject: [PATCH 1361/1386] Bump flake8 from 3.9.2 to 4.0.0

Bumps [flake8](https://github.com/pycqa/flake8) from 3.9.2 to 4.0.0.
- [Release notes](https://github.com/pycqa/flake8/releases)
- [Commits](https://github.com/pycqa/flake8/compare/3.9.2...4.0.0)

---
updated-dependencies:
- dependency-name: flake8
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index a3ed37bea..3f2d6035d 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==3.2.0
-flake8==3.9.2
+flake8==4.0.0
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.4.1
 mypy==0.910

From e467491dbecc7f49444c60471485daacf546dfa7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:05:23 +0000
Subject: [PATCH 1362/1386] Bump jsonschema from 4.0.1 to 4.1.0

Bumps [jsonschema](https://github.com/Julian/jsonschema) from 4.0.1 to 4.1.0.
- [Release notes](https://github.com/Julian/jsonschema/releases)
- [Changelog](https://github.com/Julian/jsonschema/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/Julian/jsonschema/compare/v4.0.1...v4.1.0)

---
updated-dependencies:
- dependency-name: jsonschema
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 4eb2bf66b..641264d53 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -13,7 +13,7 @@ cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
 wrapt==1.13.1
-jsonschema==4.0.1
+jsonschema==4.1.0
 TA-Lib==0.4.21
 technical==1.3.0
 tabulate==0.8.9

From afc086f33c85162107a27dda013544d37ced3a51 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:05:30 +0000
Subject: [PATCH 1363/1386] Bump arrow from 1.1.1 to 1.2.0

Bumps [arrow](https://github.com/arrow-py/arrow) from 1.1.1 to 1.2.0.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/commits)

---
updated-dependencies:
- dependency-name: arrow
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 4eb2bf66b..90ef02ae5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -8,7 +8,7 @@ cryptography==3.4.8
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.25
 python-telegram-bot==13.7
-arrow==1.1.1
+arrow==1.2.0
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7

From 32174f8f906304f61e7f21afa3669eab4458dc5d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:14:08 +0000
Subject: [PATCH 1364/1386] Bump pyjwt from 2.1.0 to 2.2.0

Bumps [pyjwt](https://github.com/jpadilla/pyjwt) from 2.1.0 to 2.2.0.
- [Release notes](https://github.com/jpadilla/pyjwt/releases)
- [Changelog](https://github.com/jpadilla/pyjwt/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/jpadilla/pyjwt/compare/2.1.0...2.2.0)

---
updated-dependencies:
- dependency-name: pyjwt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/requirements.txt b/requirements.txt
index 4eb2bf66b..133aee144 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -20,7 +20,7 @@ tabulate==0.8.9
 pycoingecko==2.2.0
 jinja2==3.0.1
 tables==3.6.1
-blosc==1.10.4
+blosc==1.10.6
 
 # find first, C search in arrays
 py_find_1st==1.1.5
@@ -34,7 +34,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.68.1
 uvicorn==0.15.0
-pyjwt==2.1.0
+pyjwt==2.2.0
 aiofiles==0.7.0
 psutil==5.8.0
 

From 4921a4caecd0cfbffa7df3894f4649876d4dd28a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:14:19 +0000
Subject: [PATCH 1365/1386] Bump jinja2 from 3.0.1 to 3.0.2

Bumps [jinja2](https://github.com/pallets/jinja) from 3.0.1 to 3.0.2.
- [Release notes](https://github.com/pallets/jinja/releases)
- [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst)
- [Commits](https://github.com/pallets/jinja/compare/3.0.1...3.0.2)

---
updated-dependencies:
- dependency-name: jinja2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1d9aaf4b5..e2de4f629 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -18,7 +18,7 @@ TA-Lib==0.4.21
 technical==1.3.0
 tabulate==0.8.9
 pycoingecko==2.2.0
-jinja2==3.0.1
+jinja2==3.0.2
 tables==3.6.1
 blosc==1.10.6
 

From 90ea3d444060359320ec534044785699617e0cb7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:18:24 +0000
Subject: [PATCH 1366/1386] Bump mkdocs-material from 7.3.1 to 7.3.2

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.3.1 to 7.3.2.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.3.1...7.3.2)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index bbbb240ba..9a733d8f7 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.3.1
+mkdocs-material==7.3.2
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.0

From 29371b2f28591a611e039bad4da718ae726dfb23 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 06:15:03 +0000
Subject: [PATCH 1367/1386] Bump joblib from 1.0.1 to 1.1.0

Bumps [joblib](https://github.com/joblib/joblib) from 1.0.1 to 1.1.0.
- [Release notes](https://github.com/joblib/joblib/releases)
- [Changelog](https://github.com/joblib/joblib/blob/master/CHANGES.rst)
- [Commits](https://github.com/joblib/joblib/compare/1.0.1...1.1.0)

---
updated-dependencies:
- dependency-name: joblib
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index b4067d1db..96690bcbb 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -6,6 +6,6 @@ scipy==1.7.1
 scikit-learn==0.24.2
 scikit-optimize==0.8.1
 filelock==3.3.0
-joblib==1.0.1
+joblib==1.1.0
 psutil==5.8.0
 progressbar2==3.53.3

From 802599bdc99cdd82e390d51cdb000c87d03e96a5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 06:15:32 +0000
Subject: [PATCH 1368/1386] Bump ccxt from 1.57.38 to 1.57.94

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.57.38 to 1.57.94.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.57.38...1.57.94)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/requirements.txt b/requirements.txt
index 788801987..ff9ea9423 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.3
 pandas-ta==0.3.14b
 
-ccxt==1.57.38
+ccxt==1.57.94
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==35.0.0
 aiohttp==3.7.4.post0
@@ -34,7 +34,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.68.1
 uvicorn==0.15.0
-pyjwt==2.1.0
+pyjwt==2.2.0
 aiofiles==0.7.0
 psutil==5.8.0
 

From fa00b52c4742cbe7b2ec4c583ee5a5828ca00ff7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 07:41:16 +0000
Subject: [PATCH 1369/1386] Bump scikit-learn from 0.24.2 to 1.0

Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.24.2 to 1.0.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.24.2...1.0)

---
updated-dependencies:
- dependency-name: scikit-learn
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 96690bcbb..edd078e9e 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.7.1
-scikit-learn==0.24.2
+scikit-learn==1.0
 scikit-optimize==0.8.1
 filelock==3.3.0
 joblib==1.1.0

From 396bc9b2e3d33993052a3b2038cad9ee19d3736d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 11 Oct 2021 20:00:53 +0200
Subject: [PATCH 1370/1386] Version bump flake8-tidy-imports to 4.5.0

---
 requirements-dev.txt | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 3f2d6035d..74ebee479 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -5,8 +5,7 @@
 
 coveralls==3.2.0
 flake8==4.0.0
-flake8-type-annotations==0.1.0
-flake8-tidy-imports==4.4.1
+flake8-tidy-imports==4.5.0
 mypy==0.910
 pytest==6.2.5
 pytest-asyncio==0.15.1

From ce9debe9fd89bab9171f35d3632f88f27c0d080a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 06:44:07 +0200
Subject: [PATCH 1371/1386] Add version argument to freqUI installer

---
 freqtrade/commands/arguments.py       |  2 +-
 freqtrade/commands/cli_options.py     |  6 ++++++
 freqtrade/commands/deploy_commands.py | 16 ++++++++++++----
 tests/commands/test_commands.py       | 27 ++++++++++++++++++++++-----
 4 files changed, 41 insertions(+), 10 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 9643705a5..a02faa736 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -73,7 +73,7 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "timeframe", "plot_auto_open"]
 
-ARGS_INSTALL_UI = ["erase_ui_only"]
+ARGS_INSTALL_UI = ["erase_ui_only", 'ui_version']
 
 ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index d350a9426..30a9b0137 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -414,6 +414,12 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
         default=False,
     ),
+    "ui_version": Arg(
+        '--ui-version',
+        help=('Specify a specific version of FreqUI to install. '
+              'Not specifying this installs the latest version.'),
+        type=str,
+    ),
     # Templating options
     "template": Arg(
         '--template',
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 4f9e5bbad..92c9adf66 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -128,7 +128,7 @@ def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
         f.write(version)
 
 
-def get_ui_download_url() -> Tuple[str, str]:
+def get_ui_download_url(version: Optional[str] = None) -> Tuple[str, str]:
     base_url = 'https://api.github.com/repos/freqtrade/frequi/'
     # Get base UI Repo path
 
@@ -136,8 +136,16 @@ def get_ui_download_url() -> Tuple[str, str]:
     resp.raise_for_status()
     r = resp.json()
 
-    latest_version = r[0]['name']
-    assets = r[0].get('assets', [])
+    if version:
+        tmp = [x for x in r if x['name'] == version]
+        if tmp:
+            latest_version = tmp[0]['name']
+            assets = tmp[0].get('assets', [])
+        else:
+            raise ValueError("UI-Version not found.")
+    else:
+        latest_version = r[0]['name']
+        assets = r[0].get('assets', [])
     dl_url = ''
     if assets and len(assets) > 0:
         dl_url = assets[0]['browser_download_url']
@@ -156,7 +164,7 @@ def start_install_ui(args: Dict[str, Any]) -> None:
 
     dest_folder = Path(__file__).parents[1] / 'rpc/api_server/ui/installed/'
     # First make sure the assets are removed.
-    dl_url, latest_version = get_ui_download_url()
+    dl_url, latest_version = get_ui_download_url(args.get('ui_version'))
 
     curr_version = read_ui_version(dest_folder)
     if curr_version == latest_version and not args.get('erase_ui_only'):
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 8889617ba..6a0e741d9 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -605,16 +605,33 @@ def test_get_ui_download_url(mocker):
 def test_get_ui_download_url_direct(mocker):
     response = MagicMock()
     response.json = MagicMock(
-        side_effect=[[{
-            'assets_url': 'http://whatever.json',
-            'name': '0.0.1',
-            'assets': [{'browser_download_url': 'http://download11.zip'}]}]])
+        return_value=[
+            {
+                'assets_url': 'http://whatever.json',
+                'name': '0.0.2',
+                'assets': [{'browser_download_url': 'http://download22.zip'}]
+            },
+            {
+                'assets_url': 'http://whatever.json',
+                'name': '0.0.1',
+                'assets': [{'browser_download_url': 'http://download1.zip'}]
+            },
+        ])
     get_mock = mocker.patch("freqtrade.commands.deploy_commands.requests.get",
                             return_value=response)
     x, last_version = get_ui_download_url()
     assert get_mock.call_count == 1
+    assert last_version == '0.0.2'
+    assert x == 'http://download22.zip'
+    get_mock.reset_mock()
+    response.json.reset_mock()
+
+    x, last_version = get_ui_download_url('0.0.1')
     assert last_version == '0.0.1'
-    assert x == 'http://download11.zip'
+    assert x == 'http://download1.zip'
+
+    with pytest.raises(ValueError, match="UI-Version not found."):
+        x, last_version = get_ui_download_url('0.0.3')
 
 
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):

From 8798ae567744ceefed92577acbd66fb974df6b15 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 19:06:23 +0200
Subject: [PATCH 1372/1386] Version bump also scikit-optimize

---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index edd078e9e..e97e78638 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -4,7 +4,7 @@
 # Required for hyperopt
 scipy==1.7.1
 scikit-learn==1.0
-scikit-optimize==0.8.1
+scikit-optimize==0.9.0
 filelock==3.3.0
 joblib==1.1.0
 psutil==5.8.0

From aed919a05f352de482caddc1dc199d0ba2bd8e85 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 13 Oct 2021 19:54:35 +0200
Subject: [PATCH 1373/1386] Simplify "no-space-configured" error handling by
 moving it to hyperopt_auto

---
 freqtrade/commands/arguments.py          |  4 +-
 freqtrade/commands/cli_options.py        |  4 +-
 freqtrade/configuration/configuration.py |  6 +--
 freqtrade/optimize/hyperopt.py           | 49 ++++--------------------
 freqtrade/optimize/hyperopt_auto.py      | 27 +++++++++----
 5 files changed, 33 insertions(+), 57 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index e58135895..167b79afb 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -31,8 +31,8 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "epochs", "spaces", "print_all",
                                         "print_colorized", "print_json", "hyperopt_jobs",
                                         "hyperopt_random_state", "hyperopt_min_trades",
-                                        "hyperopt_loss", "disableparamexport", 
-                                        "hyperopt_ignore_unparam_space"]
+                                        "hyperopt_loss", "disableparamexport",
+                                        "hyperopt_ignore_missing_space"]
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index ef1ec8515..1f49b779b 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -552,8 +552,8 @@ AVAILABLE_CLI_OPTIONS = {
         help='Do not print epoch details header.',
         action='store_true',
     ),
-    "hyperopt_ignore_unparam_space": Arg(
-        "-u", "--ignore-unparameterized-spaces",
+    "hyperopt_ignore_missing_space": Arg(
+        "--ignore-missing-spaces", "--ignore-unparameterized-spaces",
         help="Suppress errors for any requested Hyperopt spaces that do not contain any parameters",
         action="store_true",
     ),
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 723ad3795..12dcff46a 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -368,9 +368,9 @@ class Configuration:
 
         self._args_to_config(config, argname='hyperopt_show_no_header',
                              logstring='Parameter --no-header detected: {}')
-        
-        self._args_to_config(config, argname="hyperopt_ignore_unparam_space",
-                             logstring="Paramter --ignore-unparameterized-spaces detected: {}")
+
+        self._args_to_config(config, argname="hyperopt_ignore_missing_space",
+                             logstring="Paramter --ignore-missing-space detected: {}")
 
     def _process_plot_options(self, config: Dict[str, Any]) -> None:
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index f6c677a6e..6397bbacb 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -237,63 +237,28 @@ class Hyperopt:
             logger.debug("Hyperopt has 'protection' space")
             # Enable Protections if protection space is selected.
             self.config['enable_protections'] = True
-            try:
-                self.protection_space = self.custom_hyperopt.protection_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.protection_space = self.custom_hyperopt.protection_space()
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
-            try:
-                self.buy_space = self.custom_hyperopt.buy_indicator_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.buy_space = self.custom_hyperopt.buy_indicator_space()
 
         if HyperoptTools.has_space(self.config, 'sell'):
             logger.debug("Hyperopt has 'sell' space")
-            try:
-                self.sell_space = self.custom_hyperopt.sell_indicator_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.sell_space = self.custom_hyperopt.sell_indicator_space()
 
         if HyperoptTools.has_space(self.config, 'roi'):
             logger.debug("Hyperopt has 'roi' space")
-            try:
-                self.roi_space = self.custom_hyperopt.roi_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.roi_space = self.custom_hyperopt.roi_space()
 
         if HyperoptTools.has_space(self.config, 'stoploss'):
             logger.debug("Hyperopt has 'stoploss' space")
-            try:
-                self.stoploss_space = self.custom_hyperopt.stoploss_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.stoploss_space = self.custom_hyperopt.stoploss_space()
 
         if HyperoptTools.has_space(self.config, 'trailing'):
             logger.debug("Hyperopt has 'trailing' space")
-            try:
-                self.trailing_space = self.custom_hyperopt.trailing_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.trailing_space = self.custom_hyperopt.trailing_space()
+
         self.dimensions = (self.buy_space + self.sell_space + self.protection_space
                            + self.roi_space + self.stoploss_space + self.trailing_space)
 
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index c1c769c72..63b4b14e1 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -3,6 +3,7 @@ HyperOptAuto class.
 This module implements a convenience auto-hyperopt class, which can be used together with strategies
  that implement IHyperStrategy interface.
 """
+import logging
 from contextlib import suppress
 from typing import Callable, Dict, List
 
@@ -15,12 +16,19 @@ with suppress(ImportError):
 from freqtrade.optimize.hyperopt_interface import EstimatorType, IHyperOpt
 
 
-def _format_exception_message(space: str) -> str:
-    raise OperationalException(
-        f"The '{space}' space is included into the hyperoptimization "
-        f"but no parameter for this space was not found in your Strategy. "
-        f"Please make sure to have parameters for this space enabled for optimization "
-        f"or remove the '{space}' space from hyperoptimization.")
+logger = logging.getLogger(__name__)
+
+
+def _format_exception_message(space: str, ignore_missing_space: bool) -> None:
+    msg = (f"The '{space}' space is included into the hyperoptimization "
+           f"but no parameter for this space was not found in your Strategy. "
+           )
+    if ignore_missing_space:
+        logger.warning(msg + "This space will be ignored.")
+    else:
+        raise OperationalException(
+            msg + f"Please make sure to have parameters for this space enabled for optimization "
+            f"or remove the '{space}' space from hyperoptimization.")
 
 
 class HyperOptAuto(IHyperOpt):
@@ -48,13 +56,16 @@ class HyperOptAuto(IHyperOpt):
             if attr.optimize:
                 yield attr.get_space(attr_name)
 
-    def _get_indicator_space(self, category):
+    def _get_indicator_space(self, category) -> List:
         # TODO: is this necessary, or can we call "generate_space" directly?
         indicator_space = list(self._generate_indicator_space(category))
         if len(indicator_space) > 0:
             return indicator_space
         else:
-            _format_exception_message(category)
+            _format_exception_message(
+                category,
+                self.config.get("hyperopt_ignore_missing_space", False))
+            return []
 
     def buy_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('buy')

From 3279ea568c0b2da3d5a05a7aa3e011964838d849 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 13 Oct 2021 19:56:34 +0200
Subject: [PATCH 1374/1386] Add new parameter to hyperopt docs

---
 docs/hyperopt.md                  | 4 ++++
 freqtrade/commands/cli_options.py | 3 ++-
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 09d43939a..a693513d0 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -51,6 +51,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
                           [--random-state INT] [--min-trades INT]
                           [--hyperopt-loss NAME] [--disable-param-export]
+                          [--ignore-missing-spaces]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -117,6 +118,9 @@ optional arguments:
                         SortinoHyperOptLoss, SortinoHyperOptLossDaily
   --disable-param-export
                         Disable automatic hyperopt parameter export.
+  --ignore-missing-spaces, --ignore-unparameterized-spaces
+                        Suppress errors for any requested Hyperopt spaces that
+                        do not contain any parameters.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 1f49b779b..f8338bf6a 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -554,7 +554,8 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "hyperopt_ignore_missing_space": Arg(
         "--ignore-missing-spaces", "--ignore-unparameterized-spaces",
-        help="Suppress errors for any requested Hyperopt spaces that do not contain any parameters",
+        help=("Suppress errors for any requested Hyperopt spaces "
+              "that do not contain any parameters."),
         action="store_true",
     ),
 }

From fe8374f2a489418a8628ebeb1387df617d89b211 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 14 Oct 2021 07:06:51 +0200
Subject: [PATCH 1375/1386] Test for non-failing missing hyperopt space

---
 tests/optimize/test_hyperopt.py | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index e4ce29d44..b123fec21 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -702,7 +702,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     assert hasattr(hyperopt, "position_stacking")
 
 
-def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
+def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
@@ -724,7 +724,13 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     with pytest.raises(OperationalException, match=r"The 'protection' space is included into *"):
-        hyperopt.start()
+        hyperopt.init_spaces()
+
+    hyperopt.config['hyperopt_ignore_missing_space'] = True
+    caplog.clear()
+    hyperopt.init_spaces()
+    assert log_has_re(r"The 'protection' space is included into *", caplog)
+    assert hyperopt.protection_space == []
 
 
 def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:

From c02a538187340fffe3515396e052c18d4116e467 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 14 Oct 2021 19:33:32 +0200
Subject: [PATCH 1376/1386] Add documentation and log to PerformanceFilter

---
 docs/includes/pairlists.md                      | 9 +++++++--
 freqtrade/plugins/pairlist/PerformanceFilter.py | 6 ++++++
 tests/plugins/test_pairlist.py                  | 7 ++++---
 3 files changed, 17 insertions(+), 5 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index b612a4ddf..3d10747d3 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -194,17 +194,22 @@ Trade count is used as a tie breaker.
 You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
 Not defining this parameter (or setting it to 0) will use all-time performance.
 
+The optional `min_profit` parameter defines the minimum profit a pair must have to be considered.
+Pairs below this level will be filtered out.
+Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without without a way to recover.
+
 ```json
 "pairlists": [
     // ...
     {
         "method": "PerformanceFilter",
-        "minutes": 1440  // rolling 24h
+        "minutes": 1440,  // rolling 24h
+        "min_profit": 0.01
     }
 ],
 ```
 
-!!! Note
+!!! Warning "Backtesting"
     `PerformanceFilter` does not support backtesting mode.
 
 #### PrecisionFilter
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index f235816b8..671b6362b 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -70,7 +70,13 @@ class PerformanceFilter(IPairList):
             .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
             .sort_values(by=['profit'], ascending=False)
         if self._min_profit is not None:
+            removed = sorted_df[sorted_df['profit'] < self._min_profit]
+            for _, row in removed.iterrows():
+                self.log_once(
+                    f"Removing pair {row['pair']} since {row['profit']} is "
+                    f"below {self._min_profit}", logger.info)
             sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit]
+
         pairlist = sorted_df['pair'].tolist()
 
         return pairlist
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index cf918e2a0..c6246dccb 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -665,11 +665,11 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee) -> None:
+def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee, caplog) -> None:
     whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')
     whitelist_conf['pairlists'] = [
         {"method": "StaticPairList"},
-        {"method": "PerformanceFilter", "minutes": 60}
+        {"method": "PerformanceFilter", "minutes": 60, "min_profit": 0.01}
     ]
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     exchange = get_patched_exchange(mocker, whitelist_conf)
@@ -681,7 +681,8 @@ def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee) -> None:
     with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
         create_mock_trades(fee)
         pm.refresh_pairlist()
-        assert pm.whitelist == ['XRP/BTC', 'ETH/BTC', 'TKN/BTC']
+        assert pm.whitelist == ['XRP/BTC']
+        assert log_has_re(r'Removing pair .* since .* is below .*', caplog)
 
         # Move to "outside" of lookback window, so original sorting is restored.
         t.move_to("2021-09-01 07:00:00 +00:00")

From fe9f597eab044f06ae1f68036eded72046db7d4f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 15 Oct 2021 10:11:25 +0200
Subject: [PATCH 1377/1386] Don't build ta-lib in parallel, this causes
 failures

---
 build_helpers/install_ta-lib.sh | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/build_helpers/install_ta-lib.sh b/build_helpers/install_ta-lib.sh
index d12b16364..00c4417ae 100755
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@@ -11,8 +11,13 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
   && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
   && ./configure --prefix=${INSTALL_LOC}/ \
-  && make -j$(nproc) \
-  && which sudo && sudo make install || make install
+  && make
+  if [ $? -ne 0 ]; then
+    echo "Failed building ta-lib."
+    cd .. && rm -rf ./ta-lib/
+    exit 1
+  fi
+  which sudo && sudo make install || make install
   if [ -x "$(command -v apt-get)" ]; then
     echo "Updating library path using ldconfig"
     sudo ldconfig

From de5657a91b88eff9e65ff6e24a432d792c539002 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 07:00:07 +0200
Subject: [PATCH 1378/1386] Fix test failing when UI is installed

---
 tests/rpc/test_rpc_apiserver.py | 11 +++++++++--
 1 file changed, 9 insertions(+), 2 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index ac76bbd11..7aa057d09 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -95,7 +95,7 @@ def test_api_not_found(botclient):
     assert rc.json() == {"detail": "Not Found"}
 
 
-def test_api_ui_fallback(botclient):
+def test_api_ui_fallback(botclient, mocker):
     ftbot, client = botclient
 
     rc = client_get(client, "/favicon.ico")
@@ -109,9 +109,16 @@ def test_api_ui_fallback(botclient):
     rc = client_get(client, "/something")
     assert rc.status_code == 200
 
-    # Test directory traversal
+    # Test directory traversal without mock
     rc = client_get(client, '%2F%2F%2Fetc/passwd')
     assert rc.status_code == 200
+    # Allow both fallback or real UI
+    assert '`freqtrade install-ui`' in rc.text or '<!DOCTYPE html>' in rc.text
+
+    mocker.patch.object(Path, 'is_file', MagicMock(side_effect=[True, False]))
+    rc = client_get(client, '%2F%2F%2Fetc/passwd')
+    assert rc.status_code == 200
+
     assert '`freqtrade install-ui`' in rc.text
 
 

From 7f1080368b224d9ec7b8485cdf21a6b055494318 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 06:53:15 +0200
Subject: [PATCH 1379/1386] Commit mock-trades to avoid errors in tests

---
 tests/conftest.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/tests/conftest.py b/tests/conftest.py
index 49534c88d..470eaa6d8 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -226,6 +226,7 @@ def create_mock_trades(fee, use_db: bool = True):
     add_trade(trade)
 
     if use_db:
+        Trade.commit()
         Trade.query.session.flush()
 
 
@@ -259,6 +260,7 @@ def create_mock_trades_usdt(fee, use_db: bool = True):
     add_trade(trade)
 
     if use_db:
+        Trade.commit()
         Trade.query.session.flush()
 
 

From dcefb3eb9c91479ea17f343c339ffc3554c3166d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 07:11:34 +0200
Subject: [PATCH 1380/1386] Fix delete_Trade api test

---
 tests/rpc/test_rpc_apiserver.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 7aa057d09..9a03158ae 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -620,10 +620,11 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
     assert_response(rc, 502)
 
     create_mock_trades(fee)
-    Trade.query.session.flush()
+
     ftbot.strategy.order_types['stoploss_on_exchange'] = True
     trades = Trade.query.all()
     trades[1].stoploss_order_id = '1234'
+    Trade.commit()
     assert len(trades) > 2
 
     rc = client_delete(client, f"{BASE_URI}/trades/1")

From 5ba1d66be7f86ad9bf467e3238fd45b9e709b2e0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 16 Oct 2021 17:57:51 +0200
Subject: [PATCH 1381/1386] Make sure transactions are reset

closes #5719
---
 freqtrade/rpc/api_server/deps.py | 2 ++
 freqtrade/rpc/telegram.py        | 4 +++-
 2 files changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/deps.py b/freqtrade/rpc/api_server/deps.py
index d2459010f..77870722d 100644
--- a/freqtrade/rpc/api_server/deps.py
+++ b/freqtrade/rpc/api_server/deps.py
@@ -1,5 +1,6 @@
 from typing import Any, Dict, Optional
 
+from freqtrade.persistence import Trade
 from freqtrade.rpc.rpc import RPC, RPCException
 
 from .webserver import ApiServer
@@ -14,6 +15,7 @@ def get_rpc_optional() -> Optional[RPC]:
 def get_rpc() -> Optional[RPC]:
     _rpc = get_rpc_optional()
     if _rpc:
+        Trade.query.session.rollback()
         return _rpc
     else:
         raise RPCException('Bot is not in the correct state')
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 059ba9c41..846747f40 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -25,6 +25,7 @@ from freqtrade.constants import DUST_PER_COIN
 from freqtrade.enums import RPCMessageType
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import chunks, plural, round_coin_value
+from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException, RPCHandler
 
 
@@ -59,7 +60,8 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
                 update.message.chat_id
             )
             return wrapper
-
+        # Rollback session to avoid getting data stored in a transaction.
+        Trade.query.session.rollback()
         logger.debug(
             'Executing handler: %s for chat_id: %s',
             command_handler.__name__,

From 89ca8abea9cab3efee896e6afd5e9e2c38a67f40 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 06:16:06 +0000
Subject: [PATCH 1382/1386] Bump fastapi from 0.68.1 to 0.70.0

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.68.1 to 0.70.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.68.1...0.70.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index af6ef974e..f3eb65c59 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -32,7 +32,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.68.1
+fastapi==0.70.0
 uvicorn==0.15.0
 pyjwt==2.2.0
 aiofiles==0.7.0

From f61dc6d95ada089055e0e12c7927c58350b409ef Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Sun, 17 Oct 2021 00:14:09 +0200
Subject: [PATCH 1383/1386] =?UTF-8?q?=F0=9F=93=9D=20`mkdocs.yml`=20-=20Fix?=
 =?UTF-8?q?ed=20darktheme=20toggle?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 mkdocs.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/mkdocs.yml b/mkdocs.yml
index 05156168f..0daf462c2 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -54,8 +54,8 @@ theme:
       primary: 'blue grey'
       accent: 'tear'
       toggle:
-        icon: material/toggle-switch-off-outline
-        name: Switch to dark mode
+        icon: material/toggle-switch
+        name: Switch to light mode
 extra_css:
   - 'stylesheets/ft.extra.css'
 extra_javascript:

From fb2c8f7621b4d3a9d9644e9f499e21442cd1c258 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 08:36:11 +0200
Subject: [PATCH 1384/1386] Rollback after each request

This closes the transaction and avoids "sticking" transactions.
---
 freqtrade/rpc/api_server/deps.py | 7 ++++---
 tests/conftest.py                | 2 --
 tests/rpc/test_rpc_apiserver.py  | 6 +-----
 3 files changed, 5 insertions(+), 10 deletions(-)

diff --git a/freqtrade/rpc/api_server/deps.py b/freqtrade/rpc/api_server/deps.py
index 77870722d..16f9a78c0 100644
--- a/freqtrade/rpc/api_server/deps.py
+++ b/freqtrade/rpc/api_server/deps.py
@@ -1,4 +1,4 @@
-from typing import Any, Dict, Optional
+from typing import Any, Dict, Iterator, Optional
 
 from freqtrade.persistence import Trade
 from freqtrade.rpc.rpc import RPC, RPCException
@@ -12,11 +12,12 @@ def get_rpc_optional() -> Optional[RPC]:
     return None
 
 
-def get_rpc() -> Optional[RPC]:
+def get_rpc() -> Optional[Iterator[RPC]]:
     _rpc = get_rpc_optional()
     if _rpc:
         Trade.query.session.rollback()
-        return _rpc
+        yield _rpc
+        Trade.query.session.rollback()
     else:
         raise RPCException('Bot is not in the correct state')
 
diff --git a/tests/conftest.py b/tests/conftest.py
index 470eaa6d8..b35a220df 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -227,7 +227,6 @@ def create_mock_trades(fee, use_db: bool = True):
 
     if use_db:
         Trade.commit()
-        Trade.query.session.flush()
 
 
 def create_mock_trades_usdt(fee, use_db: bool = True):
@@ -261,7 +260,6 @@ def create_mock_trades_usdt(fee, use_db: bool = True):
 
     if use_db:
         Trade.commit()
-        Trade.query.session.flush()
 
 
 @pytest.fixture(autouse=True)
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 9a03158ae..02ed26459 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -570,7 +570,6 @@ def test_api_trades(botclient, mocker, fee, markets):
     assert rc.json()['total_trades'] == 0
 
     create_mock_trades(fee)
-    Trade.query.session.flush()
 
     rc = client_get(client, f"{BASE_URI}/trades")
     assert_response(rc)
@@ -597,7 +596,6 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
     assert rc.json()['detail'] == 'Trade not found.'
 
     create_mock_trades(fee)
-    Trade.query.session.flush()
 
     rc = client_get(client, f"{BASE_URI}/trade/3")
     assert_response(rc)
@@ -694,7 +692,6 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     assert rc.json() == {"error": "Error querying /api/v1/edge: Edge is not enabled."}
 
 
-@pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot)
@@ -745,7 +742,6 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
                          }
 
 
-@pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
     ftbot, client = botclient
     patch_get_signal(ftbot)
@@ -811,7 +807,7 @@ def test_api_performance(botclient, fee):
     trade.close_profit_abs = trade.calc_profit()
 
     Trade.query.session.add(trade)
-    Trade.query.session.flush()
+    Trade.commit()
 
     rc = client_get(client, f"{BASE_URI}/performance")
     assert_response(rc)

From abd5c4f27855c3486badc00b5efb9330e3aeb52b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 10:39:53 +0200
Subject: [PATCH 1385/1386] Convert additional test to USDT

---
 tests/test_freqtradebot.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f57e35ca1..838a158e0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3378,9 +3378,9 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00000172,
-            'ask': 0.00000173,
-            'last': 0.00000172
+            'bid': 2.0,
+            'ask': 2.0,
+            'last': 2.0
         }),
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
@@ -3408,7 +3408,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
     # Test if buy-signal is absent
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
+    assert trade.sell_reason == SellType.ROI.value
 
 
 def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,

From e23eb99abf4bd19465f89192329100b4b7e2381d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 11:23:58 +0200
Subject: [PATCH 1386/1386] Disable ability to use lookahead-biased vwap

closes #5782
---
 freqtrade/vendor/qtpylib/indicators.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py
index 4c0fb5b5c..4f14ae13c 100644
--- a/freqtrade/vendor/qtpylib/indicators.py
+++ b/freqtrade/vendor/qtpylib/indicators.py
@@ -339,11 +339,13 @@ def vwap(bars):
     (input can be pandas series or numpy array)
     bars are usually mid [ (h+l)/2 ] or typical [ (h+l+c)/3 ]
     """
-    typical = ((bars['high'] + bars['low'] + bars['close']) / 3).values
-    volume = bars['volume'].values
+    raise ValueError("using `qtpylib.vwap` facilitates lookahead bias. Please use "
+                     "`qtpylib.rolling_vwap` instead, which calculates vwap in a rolling manner.")
+    # typical = ((bars['high'] + bars['low'] + bars['close']) / 3).values
+    # volume = bars['volume'].values
 
-    return pd.Series(index=bars.index,
-                     data=np.cumsum(volume * typical) / np.cumsum(volume))
+    # return pd.Series(index=bars.index,
+    #                  data=np.cumsum(volume * typical) / np.cumsum(volume))
 
 
 # ---------------------------------------------