From 4cccf31a3eb005a2560a0479b42aa8ef2f4b5939 Mon Sep 17 00:00:00 2001
From: naveen <172697+naveensrinivasan@users.noreply.github.com>
Date: Tue, 26 Apr 2022 01:07:59 +0000
Subject: [PATCH 01/22] chore: Set permissions for GitHub actions
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

 Restrict the GitHub token permissions only to the required ones; this way, even if the attackers will succeed in compromising your workflow, they won’t be able to do much.

- Included permissions for the action. https://github.com/ossf/scorecard/blob/main/docs/checks.md#token-permissions

https://docs.github.com/en/actions/using-workflows/workflow-syntax-for-github-actions#permissions

https://docs.github.com/en/actions/using-jobs/assigning-permissions-to-jobs

[Keeping your GitHub Actions and workflows secure Part 1: Preventing pwn requests](https://securitylab.github.com/research/github-actions-preventing-pwn-requests/)

Signed-off-by: naveen <172697+naveensrinivasan@users.noreply.github.com>
---
 .github/workflows/ci.yml | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 5bafe9cb8..932649f61 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -309,6 +309,9 @@ jobs:
           webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
 
   cleanup-prior-runs:
+    permissions:
+      actions: write  # for rokroskar/workflow-run-cleanup-action to obtain workflow name & cancel it
+      contents: read  # for rokroskar/workflow-run-cleanup-action to obtain branch
     runs-on: ubuntu-20.04
     steps:
     - name: Cleanup previous runs on this branch

From 6d99222320f05de1f7c2607f0cbe1beb8a38c29f Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 26 Apr 2022 09:39:15 +0300
Subject: [PATCH 02/22] Add 'exit_tag' parameter to 'custom_exit_price'
 callback.

---
 docs/strategy-callbacks.md                                  | 2 +-
 freqtrade/freqtradebot.py                                   | 3 ++-
 freqtrade/optimize/backtesting.py                           | 3 ++-
 freqtrade/strategy/interface.py                             | 3 ++-
 .../templates/subtemplates/strategy_methods_advanced.j2     | 3 ++-
 tests/test_freqtradebot.py                                  | 6 +++---
 6 files changed, 12 insertions(+), 8 deletions(-)

diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md
index 7ec600a58..005f94155 100644
--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@@ -376,7 +376,7 @@ class AwesomeStrategy(IStrategy):
 
     def custom_exit_price(self, pair: str, trade: Trade,
                           current_time: datetime, proposed_rate: float,
-                          current_profit: float, **kwargs) -> float:
+                          current_profit: float, exit_tag: Optional[str, **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 57d7cac3c..68623c748 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1373,7 +1373,8 @@ class FreqtradeBot(LoggingMixin):
                                                   default_retval=proposed_limit_rate)(
             pair=trade.pair, trade=trade,
             current_time=datetime.now(timezone.utc),
-            proposed_rate=proposed_limit_rate, current_profit=current_profit)
+            proposed_rate=proposed_limit_rate, current_profit=current_profit,
+            exit_tag=exit_check.exit_reason)
 
         limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 27e14ba93..21e124e72 100755
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -540,7 +540,8 @@ class Backtesting:
                                                       default_retval=closerate)(
                         pair=trade.pair, trade=trade,
                         current_time=exit_candle_time,
-                        proposed_rate=closerate, current_profit=current_profit)
+                        proposed_rate=closerate, current_profit=current_profit,
+                        exit_tag=exit_.exit_reason)
                     # We can't place orders lower than current low.
                     # freqtrade does not support this in live, and the order would fill immediately
                     if trade.is_short:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 300010b83..4f9e91b56 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -355,7 +355,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def custom_exit_price(self, pair: str, trade: Trade,
                           current_time: datetime, proposed_rate: float,
-                          current_profit: float, **kwargs) -> float:
+                          current_profit: float, exit_tag: Optional[str], **kwargs) -> float:
         """
         Custom exit price logic, returning the new exit price.
 
@@ -368,6 +368,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_time: datetime object, containing the current datetime
         :param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
+        :param exit_tag: Exit reason.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New exit price value if provided
         """
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index d5e2ea8ce..3fa36d506 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -32,7 +32,7 @@ def custom_entry_price(self, pair: str, current_time: 'datetime', proposed_rate:
 
 def custom_exit_price(self, pair: str, trade: 'Trade',
                       current_time: 'datetime', proposed_rate: float,
-                      current_profit: float, **kwargs) -> float:
+                      current_profit: float, exit_tag: Optional[str, **kwargs) -> float:
     """
     Custom exit price logic, returning the new exit price.
 
@@ -45,6 +45,7 @@ def custom_exit_price(self, pair: str, trade: 'Trade',
     :param current_time: datetime object, containing the current datetime
     :param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
     :param current_profit: Current profit (as ratio), calculated based on current_rate.
+    :param exit_tag: Exit reason.
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return float: New exit price value if provided
     """
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 3737c7c05..84d3c3324 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3221,7 +3221,7 @@ def test_execute_trade_exit_custom_exit_price(
     freqtrade.execute_trade_exit(
         trade=trade,
         limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
-        exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)
+        exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL, exit_reason='foo')
     )
 
     # Sell price must be different to default bid price
@@ -3249,8 +3249,8 @@ def test_execute_trade_exit_custom_exit_price(
         'profit_ratio': profit_ratio,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
-        'sell_reason': ExitType.EXIT_SIGNAL.value,
-        'exit_reason': ExitType.EXIT_SIGNAL.value,
+        'sell_reason': 'foo',
+        'exit_reason': 'foo',
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,

From 108f11b1d796dc8a371250f2dbb028161bad5739 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Apr 2022 06:42:56 +0200
Subject: [PATCH 03/22] Fix docs typos

---
 docs/strategy-callbacks.md                                    | 2 +-
 freqtrade/templates/subtemplates/strategy_methods_advanced.j2 | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md
index 005f94155..563b5a2cb 100644
--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@@ -376,7 +376,7 @@ class AwesomeStrategy(IStrategy):
 
     def custom_exit_price(self, pair: str, trade: Trade,
                           current_time: datetime, proposed_rate: float,
-                          current_profit: float, exit_tag: Optional[str, **kwargs) -> float:
+                          current_profit: float, exit_tag: Optional[str], **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 3fa36d506..ed40ef509 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -32,7 +32,7 @@ def custom_entry_price(self, pair: str, current_time: 'datetime', proposed_rate:
 
 def custom_exit_price(self, pair: str, trade: 'Trade',
                       current_time: 'datetime', proposed_rate: float,
-                      current_profit: float, exit_tag: Optional[str, **kwargs) -> float:
+                      current_profit: float, exit_tag: Optional[str], **kwargs) -> float:
     """
     Custom exit price logic, returning the new exit price.
 

From ad7fbfab1bacbfaa3778595d2f073411286f9619 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Apr 2022 13:27:33 +0200
Subject: [PATCH 04/22] Slightly improved styling

---
 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 c2531fec3..1a9be4503 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -943,7 +943,7 @@ class Telegram(RPCHandler):
         else:
             fiat_currency = self._config.get('fiat_display_currency', '')
             try:
-                statlist, head, fiat_profit_sum = self._rpc._rpc_status_table(
+                statlist, _, _ = self._rpc._rpc_status_table(
                     self._config['stake_currency'], fiat_currency)
             except RPCException:
                 self._send_msg(msg='No open trade found.')

From 30c9dc697530fda7add40cf7cae941df4cb06076 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Apr 2022 13:53:11 +0200
Subject: [PATCH 05/22] Fix exit-signa being assigned when tag is set but no
 signal is present.

---
 freqtrade/optimize/backtesting.py | 25 +++++++++++++------------
 1 file changed, 13 insertions(+), 12 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 21e124e72..210eab39b 100755
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -54,6 +54,11 @@ ESHORT_IDX = 8  # Exit short
 ENTER_TAG_IDX = 9
 EXIT_TAG_IDX = 10
 
+# 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', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
+           'enter_short', 'exit_short', 'enter_tag', 'exit_tag']
+
 
 class Backtesting:
     """
@@ -305,10 +310,7 @@ class Backtesting:
         :param processed: a processed dictionary with format {pair, data}, which gets cleared to
         optimize memory usage!
         """
-        # 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', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
-                   'enter_short', 'exit_short', 'enter_tag', 'exit_tag']
+
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -320,7 +322,7 @@ class Backtesting:
 
             if not pair_data.empty:
                 # Cleanup from prior runs
-                pair_data.drop(headers[5:] + ['buy', 'sell'], axis=1, errors='ignore')
+                pair_data.drop(HEADERS[5:] + ['buy', 'sell'], axis=1, errors='ignore')
 
             df_analyzed = self.strategy.advise_exit(
                 self.strategy.advise_entry(pair_data, {'pair': pair}),
@@ -339,7 +341,7 @@ class Backtesting:
 
             # To avoid using data from future, we use entry/exit signals shifted
             # from the previous candle
-            for col in headers[5:]:
+            for col in HEADERS[5:]:
                 tag_col = col in ('enter_tag', 'exit_tag')
                 if col in df_analyzed.columns:
                     df_analyzed.loc[:, col] = df_analyzed.loc[:, col].replace(
@@ -351,7 +353,7 @@ class Backtesting:
 
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
-            data[pair] = df_analyzed[headers].values.tolist() if not df_analyzed.empty else []
+            data[pair] = df_analyzed[HEADERS].values.tolist() if not df_analyzed.empty else []
         return data
 
     def _get_close_rate(self, row: Tuple, trade: LocalTrade, exit: ExitCheckTuple,
@@ -515,10 +517,10 @@ class Backtesting:
 
         exit_candle_time: datetime = row[DATE_IDX].to_pydatetime()
         enter = row[SHORT_IDX] if trade.is_short else row[LONG_IDX]
-        exit_ = row[ESHORT_IDX] if trade.is_short else row[ELONG_IDX]
+        exit_sig = row[ESHORT_IDX] if trade.is_short else row[ELONG_IDX]
         exit_ = self.strategy.should_exit(
             trade, row[OPEN_IDX], exit_candle_time,  # type: ignore
-            enter=enter, exit_=exit_,
+            enter=enter, exit_=exit_sig,
             low=row[LOW_IDX], high=row[HIGH_IDX]
         )
 
@@ -568,6 +570,7 @@ class Backtesting:
                 len(row) > EXIT_TAG_IDX
                 and row[EXIT_TAG_IDX] is not None
                 and len(row[EXIT_TAG_IDX]) > 0
+                and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
             ):
                 trade.exit_reason = row[EXIT_TAG_IDX]
 
@@ -626,9 +629,7 @@ class Backtesting:
             detail_data.loc[:, 'exit_short'] = row[ESHORT_IDX]
             detail_data.loc[:, 'enter_tag'] = row[ENTER_TAG_IDX]
             detail_data.loc[:, 'exit_tag'] = row[EXIT_TAG_IDX]
-            headers = ['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
-                       'enter_short', 'exit_short', 'enter_tag', 'exit_tag']
-            for det_row in detail_data[headers].values.tolist():
+            for det_row in detail_data[HEADERS].values.tolist():
                 res = self._get_exit_trade_entry_for_candle(trade, det_row)
                 if res:
                     return res

From 2c0a7c5d74df52a4ff166bc23515d318b5d08466 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Apr 2022 17:01:23 +0200
Subject: [PATCH 06/22] Don't call interest_rate and isolated_liq twice

---
 freqtrade/freqtradebot.py  | 12 ------------
 tests/test_freqtradebot.py | 12 +++++-------
 2 files changed, 5 insertions(+), 19 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 68623c748..c82f2c8fe 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -664,16 +664,6 @@ class FreqtradeBot(LoggingMixin):
             amount = safe_value_fallback(order, 'filled', 'amount')
             enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
 
-        # TODO: this might be unnecessary, as we're calling it in update_trade_state.
-        isolated_liq = self.exchange.get_liquidation_price(
-            leverage=leverage,
-            pair=pair,
-            amount=amount,
-            open_rate=enter_limit_filled_price,
-            is_short=is_short
-        )
-        interest_rate = self.exchange.get_interest_rate()
-
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
         fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
         base_currency = self.exchange.get_pair_base_currency(pair)
@@ -702,8 +692,6 @@ class FreqtradeBot(LoggingMixin):
                 timeframe=timeframe_to_minutes(self.config['timeframe']),
                 leverage=leverage,
                 is_short=is_short,
-                interest_rate=interest_rate,
-                liquidation_price=isolated_liq,
                 trading_mode=self.trading_mode,
                 funding_fees=funding_fees
             )
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 84d3c3324..89fe88a2c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -717,12 +717,12 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
     (True, 'spot', 'gateio', None, 0.0, None),
     (False, 'spot', 'okx', None, 0.0, None),
     (True, 'spot', 'okx', None, 0.0, None),
-    (True, 'futures', 'binance', 'isolated', 0.0, 11.89108910891089),
-    (False, 'futures', 'binance', 'isolated', 0.0, 8.070707070707071),
+    (True, 'futures', 'binance', 'isolated', 0.0, 11.88151815181518),
+    (False, 'futures', 'binance', 'isolated', 0.0, 8.080471380471382),
     (True, 'futures', 'gateio', 'isolated', 0.0, 11.87413417771621),
     (False, 'futures', 'gateio', 'isolated', 0.0, 8.085708510208207),
-    (True, 'futures', 'binance', 'isolated', 0.05, 11.796534653465345),
-    (False, 'futures', 'binance', 'isolated', 0.05, 8.167171717171717),
+    (True, 'futures', 'binance', 'isolated', 0.05, 11.7874422442244),
+    (False, 'futures', 'binance', 'isolated', 0.05, 8.17644781144781),
     (True, 'futures', 'gateio', 'isolated', 0.05, 11.7804274688304),
     (False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796),
     (True, 'futures', 'okx', 'isolated', 0.0, 11.87413417771621),
@@ -845,6 +845,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     assert trade.open_order_id is None
     assert trade.open_rate == 10
     assert trade.stake_amount == round(order['price'] * order['filled'] / leverage, 8)
+    assert pytest.approx(trade.liquidation_price) == liq_price
 
     # In case of rejected or expired order and partially filled
     order['status'] = 'expired'
@@ -932,8 +933,6 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     assert trade.open_rate_requested == 10
 
     # In case of custom entry price not float type
-    freqtrade.exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01))
-    freqtrade.exchange.name = exchange_name
     order['status'] = 'open'
     order['id'] = '5568'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
@@ -946,7 +945,6 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade.is_short = is_short
     assert trade
     assert trade.open_rate_requested == 10
-    assert trade.liquidation_price == liq_price
 
     # In case of too high stake amount
 

From 220927289d2419046efcaf7bae1499effa537a54 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Apr 2022 19:10:04 +0200
Subject: [PATCH 07/22] Update documentation to highlight futures supported
 exchanges

---
 README.md     | 8 ++++++++
 docs/index.md | 8 ++++++++
 2 files changed, 16 insertions(+)

diff --git a/README.md b/README.md
index 679dbcab0..cad39f9ac 100644
--- a/README.md
+++ b/README.md
@@ -39,6 +39,14 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 - [X] [OKX](https://okx.com/) (Former OKEX)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
+### Experimentally, freqtrade also supports futures on the following exchanges
+
+- [X] [Binance](https://www.binance.com/)
+- [X] [Gate.io](https://www.gate.io/ref/6266643)
+- [X] [OKX](https://okx.com/).
+
+Please make sure to read the [exchange specific notes](docs/exchanges.md), as well as the [trading with leverage](docs/leverage.md) documentation before diving in.
+
 ### Community tested
 
 Exchanges confirmed working by the community:
diff --git a/docs/index.md b/docs/index.md
index 2aa80c240..e0a88a381 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -51,6 +51,14 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 - [X] [OKX](https://okx.com/) (Former OKEX)
 - [ ] [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)_
 
+### Experimentally, freqtrade also supports futures on the following exchanges:
+
+- [X] [Binance](https://www.binance.com/)
+- [X] [Gate.io](https://www.gate.io/ref/6266643)
+- [X] [OKX](https://okx.com/).
+
+Please make sure to read the [exchange specific notes](exchanges.md), as well as the [trading with leverage](leverage.md) documentation before diving in.
+
 ### Community tested
 
 Exchanges confirmed working by the community:

From 46855221aab34d0c0687474c9e8a1af08cfa9916 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Apr 2022 19:58:19 +0200
Subject: [PATCH 08/22] Fix rounding issue with contract-sized pairs for
 dry-run orders

---
 freqtrade/exchange/exchange.py | 4 +++-
 freqtrade/freqtradebot.py      | 1 -
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index d4741bd64..b12751fff 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -785,7 +785,9 @@ class Exchange:
                              rate: float, leverage: float, params: Dict = {},
                              stop_loss: bool = False) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
-        _amount = self.amount_to_precision(pair, amount)
+        # Rounding here must respect to contract sizes
+        _amount = self._contracts_to_amount(
+            pair, self.amount_to_precision(pair, self._amount_to_contracts(pair, amount)))
         dry_order: Dict[str, Any] = {
             'id': order_id,
             'symbol': pair,
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c82f2c8fe..7c20a7f60 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -585,7 +585,6 @@ 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
-        :param leverage: amount of leverage applied to this trade
         :return: True if a buy order is created, false if it fails.
         """
         time_in_force = self.strategy.order_time_in_force['entry']

From ca49821df011c8ebb7ec8586c08daf675d210bd4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 28 Apr 2022 06:29:14 +0200
Subject: [PATCH 09/22] Fix race condition for loop

---
 freqtrade/exchange/exchange.py | 14 ++++++++++----
 1 file changed, 10 insertions(+), 4 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index d4741bd64..8ecccbce0 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -9,6 +9,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from math import ceil
+from threading import Lock
 from typing import Any, Coroutine, Dict, List, Literal, Optional, Tuple, Union
 
 import arrow
@@ -96,6 +97,9 @@ class Exchange:
         self._markets: Dict = {}
         self._trading_fees: Dict[str, Any] = {}
         self._leverage_tiers: Dict[str, List[Dict]] = {}
+        # Lock event loop. This is necessary to avoid race-conditions when using force* commands
+        # Due to funding fee fetching.
+        self._loop_lock = Lock()
         self.loop = asyncio.new_event_loop()
         asyncio.set_event_loop(self.loop)
         self._config: Dict = {}
@@ -1775,7 +1779,8 @@ class Exchange:
             async def gather_stuff():
                 return await asyncio.gather(*input_coro, return_exceptions=True)
 
-            results = self.loop.run_until_complete(gather_stuff())
+            with self._loop_lock:
+                results = self.loop.run_until_complete(gather_stuff())
 
             for res in results:
                 if isinstance(res, Exception):
@@ -2032,9 +2037,10 @@ class Exchange:
         if not self.exchange_has("fetchTrades"):
             raise OperationalException("This exchange does not support downloading Trades.")
 
-        return self.loop.run_until_complete(
-            self._async_get_trade_history(pair=pair, since=since,
-                                          until=until, from_id=from_id))
+        with self._loop_lock:
+            return self.loop.run_until_complete(
+                self._async_get_trade_history(pair=pair, since=since,
+                                              until=until, from_id=from_id))
 
     @retrier
     def _get_funding_fees_from_exchange(self, pair: str, since: Union[datetime, int]) -> float:

From 1e835896415191469a369c30cf5848d96004d7e3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 28 Apr 2022 06:59:03 +0200
Subject: [PATCH 10/22] Fix hyperopt

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

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 3ae975ca7..1dafb483c 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -468,6 +468,7 @@ class Hyperopt:
         self.backtesting.exchange._api = None
         self.backtesting.exchange._api_async = None
         self.backtesting.exchange.loop = None  # type: ignore
+        self.backtesting.exchange._loop_lock = None  # type: ignore
         # self.backtesting.exchange = None  # type: ignore
         self.backtesting.pairlists = None  # type: ignore
 

From 2ef1181e16b8d2389f51687d3be67b78b26e01f8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 28 Apr 2022 07:33:30 +0200
Subject: [PATCH 11/22] Simplify trade __repr__

---
 freqtrade/persistence/models.py | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index a9c07f12c..2cacc06e2 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -429,12 +429,10 @@ class LocalTrade():
 
     def __repr__(self):
         open_since = self.open_date.strftime(DATETIME_PRINT_FORMAT) if self.is_open else 'closed'
-        leverage = self.leverage or 1.0
-        is_short = self.is_short or False
 
         return (
             f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, '
-            f'is_short={is_short}, leverage={leverage}, '
+            f'is_short={self.is_short or False}, leverage={self.leverage or 1.0}, '
             f'open_rate={self.open_rate:.8f}, open_since={open_since})'
         )
 

From 64072f76b9760679bebb24b66cd4dc52ba85d40f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 28 Apr 2022 14:40:47 +0200
Subject: [PATCH 12/22] Don't fail scheduled ci tasks due to notification

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 5bafe9cb8..0a87e2c81 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -321,6 +321,8 @@ jobs:
   notify-complete:
     needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check ]
     runs-on: ubuntu-20.04
+    # Discord notification can't handle schedule events
+    if: (github.event_name != 'schedule')
     steps:
 
     - name: Check user permission

From 4c95996069dc161fa3c6aaba8cdc6ad9629a6250 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 28 Apr 2022 14:50:50 +0200
Subject: [PATCH 13/22] Add Permissions for notify-complete job

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

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 932649f61..9e7ebfc6f 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -324,6 +324,8 @@ jobs:
   notify-complete:
     needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check ]
     runs-on: ubuntu-20.04
+    permissions:
+      repository-projects: read  
     steps:
 
     - name: Check user permission

From cb5c3316d1e3dd63658de539c94eb559d91e4e73 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 28 Apr 2022 19:43:52 +0200
Subject: [PATCH 14/22] Simplify log output

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

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 6bb4eb446..82dcacb51 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -171,7 +171,7 @@ class Exchange:
         self._api_async = self._init_ccxt(
             exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
-        logger.info('Using Exchange "%s"', self.name)
+        logger.info(f'Using Exchange "{self.name}"')
 
         if validate:
             # Check if timeframe is available
@@ -559,7 +559,7 @@ class Exchange:
             # Therefore we also show that.
             raise OperationalException(
                 f"The ccxt library does not provide the list of timeframes "
-                f"for the exchange \"{self.name}\" and this exchange "
+                f"for the exchange {self.name} and this exchange "
                 f"is therefore not supported. ccxt fetchOHLCV: {self.exchange_has('fetchOHLCV')}")
 
         if timeframe and (timeframe not in self.timeframes):
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index a6918b6d4..689ffa4ce 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -909,7 +909,7 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     with pytest.raises(OperationalException,
                        match=r'The ccxt library does not provide the list of timeframes '
-                             r'for the exchange ".*" and this exchange '
+                             r'for the exchange .* and this exchange '
                              r'is therefore not supported. *'):
         Exchange(default_conf)
 
@@ -930,7 +930,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     with pytest.raises(OperationalException,
                        match=r'The ccxt library does not provide the list of timeframes '
-                             r'for the exchange ".*" and this exchange '
+                             r'for the exchange .* and this exchange '
                              r'is therefore not supported. *'):
         Exchange(default_conf)
 

From d1a61f9c615fb7e5d9717c126d9280bccf3e30ec Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 28 Apr 2022 20:05:19 +0200
Subject: [PATCH 15/22] Don't start futures backtest if leverage-tiers don't
 contain pair

---
 freqtrade/optimize/backtesting.py  |  8 ++++++++
 tests/optimize/test_backtesting.py | 33 ++++++++++++++++++++++++++++++
 2 files changed, 41 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 210eab39b..0f816f295 100755
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -269,10 +269,18 @@ class Backtesting:
                 candle_type=CandleType.from_string(self.exchange._ft_has["mark_ohlcv_price"])
             )
             # Combine data to avoid combining the data per trade.
+            unavailable_pairs = []
             for pair in self.pairlists.whitelist:
+                if pair not in self.exchange._leverage_tiers:
+                    unavailable_pairs.append(pair)
+                    continue
                 self.futures_data[pair] = funding_rates_dict[pair].merge(
                     mark_rates_dict[pair], on='date', how="inner", suffixes=["_fund", "_mark"])
 
+            if unavailable_pairs:
+                raise OperationalException(
+                        f"Pairs {', '.join(unavailable_pairs)} got no leverage tiers available. "
+                        "It is therefore impossible to backtest with this pair at the moment.")
         else:
             self.futures_data = {}
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index d7ee4a042..a51e1b654 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1341,6 +1341,39 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     assert 'STRATEGY SUMMARY' in captured.out
 
 
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_backtest_start_futures_noliq(default_conf_usdt, mocker,
+                                      caplog, testdatadir, capsys):
+    # Tests detail-data loading
+    default_conf_usdt.update({
+        "trading_mode": "futures",
+        "margin_mode": "isolated",
+        "use_exit_signal": True,
+        "exit_profit_only": False,
+        "exit_profit_offset": 0.0,
+        "ignore_roi_if_entry_signal": False,
+        "strategy": CURRENT_TEST_STRATEGY,
+    })
+    patch_exchange(mocker)
+
+    mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
+    # mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+
+    patched_configuration_load_config_file(mocker, default_conf_usdt)
+
+    args = [
+        'backtesting',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
+        '--timeframe', '1h',
+    ]
+    args = get_args(args)
+    with pytest.raises(OperationalException, match=r"Pairs .* got no leverage tiers available\."):
+        start_backtesting(args)
+
+
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
                                        caplog, testdatadir, capsys):

From 21df1b0db32f04bbb362c33afa483f17c328bfb7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Apr 2022 13:13:11 +0200
Subject: [PATCH 16/22] Use ORJSON for http responses

---
 freqtrade/rpc/api_server/webserver.py | 4 ++--
 requirements.txt                      | 2 ++
 setup.py                              | 1 +
 tests/rpc/test_rpc_apiserver.py       | 3 +--
 4 files changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 63812f52f..0da129583 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -2,7 +2,7 @@ import logging
 from ipaddress import IPv4Address
 from typing import Any, Dict
 
-import rapidjson
+import orjson
 import uvicorn
 from fastapi import Depends, FastAPI
 from fastapi.middleware.cors import CORSMiddleware
@@ -24,7 +24,7 @@ class FTJSONResponse(JSONResponse):
         Use rapidjson for responses
         Handles NaN and Inf / -Inf in a javascript way by default.
         """
-        return rapidjson.dumps(content).encode("utf-8")
+        return orjson.dumps(content, option=orjson.OPT_SERIALIZE_NUMPY)
 
 
 class ApiServer(RPCHandler):
diff --git a/requirements.txt b/requirements.txt
index de14b9f2c..ab8329979 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -27,6 +27,8 @@ py_find_1st==1.1.5
 
 # Load ticker files 30% faster
 python-rapidjson==1.6
+# Properly format api responses
+orjson==3.6.8
 
 # Notify systemd
 sdnotify==0.3.2
diff --git a/setup.py b/setup.py
index 250cafdc9..c5e418d0d 100644
--- a/setup.py
+++ b/setup.py
@@ -57,6 +57,7 @@ setup(
         'pycoingecko',
         'py_find_1st',
         'python-rapidjson',
+        'orjson',
         'sdnotify',
         'colorama',
         'jinja2',
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 4910213b4..43f783a53 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -13,7 +13,6 @@ import uvicorn
 from fastapi import FastAPI
 from fastapi.exceptions import HTTPException
 from fastapi.testclient import TestClient
-from numpy import isnan
 from requests.auth import _basic_auth_str
 
 from freqtrade.__init__ import __version__
@@ -985,7 +984,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
     assert_response(rc)
     resp_values = rc.json()
     assert len(resp_values) == 4
-    assert isnan(resp_values[0]['profit_abs'])
+    assert resp_values[0]['profit_abs'] is None
 
 
 def test_api_version(botclient):

From 48ff788e827ecb16a59d09260e03133ea13e6085 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 29 Apr 2022 09:53:05 +0000
Subject: [PATCH 17/22] Clarify that stoploss is required

closes #6740
---
 docs/strategy-callbacks.md | 36 ++++++++++++++++++------------------
 freqtrade/constants.py     |  2 ++
 2 files changed, 20 insertions(+), 18 deletions(-)

diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md
index 563b5a2cb..c5639d581 100644
--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@@ -122,11 +122,11 @@ See [Dataframe access](strategy-advanced.md#dataframe-access) for more informati
 
 ## Custom stoploss
 
-Called for open trade every throttling iteration (roughly every 5 seconds) until a trade is closed.
+Called for open trade every iteration (roughly every 5 seconds) until a trade is closed.
 
 The usage of the custom stoploss method must be enabled by setting `use_custom_stoploss=True` on the strategy object.
 
-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 (before this method is called for the first time for a trade).
+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 (before this method is called for the first time for a trade), and is still mandatory.
 
 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.
@@ -365,13 +365,13 @@ class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
-    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float, 
+    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
                            entry_tag: Optional[str], side: str, **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
         new_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
-        
+
         return new_entryprice
 
     def custom_exit_price(self, pair: str, trade: Trade,
@@ -381,14 +381,14 @@ class AwesomeStrategy(IStrategy):
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
         new_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
-        
+
         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. 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.  
-    **Example**:  
+    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.
+    **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, which is 2% below the current (proposed) rate.
 
 !!! Warning "Backtesting"
@@ -430,7 +430,7 @@ class AwesomeStrategy(IStrategy):
         'exit': 60 * 25
     }
 
-    def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order', 
+    def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
                             current_time: datetime, **kwargs) -> bool:
         if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
             return True
@@ -508,7 +508,7 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, current_time: datetime, entry_tag: Optional[str], 
+                            time_in_force: str, current_time: datetime, entry_tag: Optional[str],
                             side: str, **kwargs) -> bool:
         """
         Called right before placing a entry order.
@@ -616,35 +616,35 @@ from freqtrade.persistence import Trade
 
 
 class DigDeeperStrategy(IStrategy):
-    
+
     position_adjustment_enable = True
-    
+
     # Attempts to handle large drops with DCA. High stoploss is required.
     stoploss = -0.30
-    
+
     # ... populate_* methods
-    
+
     # Example specific variables
     max_entry_position_adjustment = 3
     # This number is explained a bit further down
     max_dca_multiplier = 5.5
-    
+
     # This is called when placing the initial order (opening trade)
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                             proposed_stake: float, min_stake: float, max_stake: float,
                             entry_tag: Optional[str], side: str, **kwargs) -> float:
-        
+
         # We need to leave most of the funds for possible further DCA orders
         # This also applies to fixed stakes
         return proposed_stake / self.max_dca_multiplier
-        
+
     def adjust_trade_position(self, trade: Trade, current_time: datetime,
                               current_rate: float, current_profit: float, min_stake: float,
                               max_stake: float, **kwargs):
         """
         Custom trade adjustment logic, returning the stake amount that a trade should be increased.
         This means extra buy orders with additional fees.
- 
+
         :param trade: trade object.
         :param current_time: datetime object, containing the current datetime
         :param current_rate: Current buy rate.
@@ -654,7 +654,7 @@ class DigDeeperStrategy(IStrategy):
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: Stake amount to adjust your trade
         """
-        
+
         if current_profit > -0.05:
             return None
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 1a21ec77f..3b98ce56b 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -459,6 +459,8 @@ SCHEMA_BACKTEST_REQUIRED = [
     'stake_currency',
     'stake_amount',
     'dry_run_wallet',
+    'stoploss',
+    'minimal_roi',
     'dataformat_ohlcv',
     'dataformat_trades',
 ]

From b6bee45e82604a06f3143aa10967c0641847e779 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 29 Apr 2022 09:54:54 +0000
Subject: [PATCH 18/22] Exclude user_data from isort

---
 pyproject.toml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/pyproject.toml b/pyproject.toml
index 50f0242a8..e8d5ed47e 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -23,7 +23,7 @@ exclude = '''
 line_length = 100
 multi_line_output=0
 lines_after_imports=2
-skip_glob = ["**/.env*", "**/env/*", "**/.venv/*", "**/docs/*"]
+skip_glob = ["**/.env*", "**/env/*", "**/.venv/*", "**/docs/*", "**/user_data/*"]
 
 [tool.pytest.ini_options]
 asyncio_mode = "auto"

From da7a6f58f94db81d3f436dacadbdf2c7a903ee1d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 29 Apr 2022 17:46:33 +0200
Subject: [PATCH 19/22] Revert requiring stoploss for backtest/hyperopt

---
 freqtrade/constants.py | 2 --
 1 file changed, 2 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 3b98ce56b..1a21ec77f 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -459,8 +459,6 @@ SCHEMA_BACKTEST_REQUIRED = [
     'stake_currency',
     'stake_amount',
     'dry_run_wallet',
-    'stoploss',
-    'minimal_roi',
     'dataformat_ohlcv',
     'dataformat_trades',
 ]

From fbd142844fff0065bdac6a9e8770990faf289ab3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 29 Apr 2022 19:37:13 +0200
Subject: [PATCH 20/22] Refactor bt-caching stuff to it's own module

---
 freqtrade/data/btanalysis.py           |  3 +-
 freqtrade/misc.py                      | 35 +-----------------------
 freqtrade/optimize/backtest_caching.py | 38 ++++++++++++++++++++++++++
 freqtrade/optimize/backtesting.py      |  2 +-
 freqtrade/optimize/optimize_reports.py |  4 +--
 tests/optimize/test_backtesting.py     |  2 +-
 6 files changed, 45 insertions(+), 39 deletions(-)
 create mode 100644 freqtrade/optimize/backtest_caching.py

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 206a6f5f3..0c8e721c0 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -12,7 +12,8 @@ import pandas as pd
 
 from freqtrade.constants import LAST_BT_RESULT_FN
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import get_backtest_metadata_filename, json_load
+from freqtrade.misc import json_load
+from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
 from freqtrade.persistence import LocalTrade, Trade, init_db
 
 
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 55a533725..c3968e61c 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -2,13 +2,11 @@
 Various tool function for Freqtrade and scripts
 """
 import gzip
-import hashlib
 import logging
 import re
-from copy import deepcopy
 from datetime import datetime
 from pathlib import Path
-from typing import Any, Iterator, List, Union
+from typing import Any, Iterator, List
 from typing.io import IO
 from urllib.parse import urlparse
 
@@ -251,34 +249,3 @@ def parse_db_uri_for_logging(uri: str):
         return uri
     pwd = parsed_db_uri.netloc.split(':')[1].split('@')[0]
     return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@')
-
-
-def get_strategy_run_id(strategy) -> str:
-    """
-    Generate unique identification hash for a backtest run. Identical config and strategy file will
-    always return an identical hash.
-    :param strategy: strategy object.
-    :return: hex string id.
-    """
-    digest = hashlib.sha1()
-    config = deepcopy(strategy.config)
-
-    # Options that have no impact on results of individual backtest.
-    not_important_keys = ('strategy_list', 'original_config', 'telegram', 'api_server')
-    for k in not_important_keys:
-        if k in config:
-            del config[k]
-
-    # Explicitly allow NaN values (e.g. max_open_trades).
-    # as it does not matter for getting the hash.
-    digest.update(rapidjson.dumps(config, default=str,
-                                  number_mode=rapidjson.NM_NAN).encode('utf-8'))
-    with open(strategy.__file__, 'rb') as fp:
-        digest.update(fp.read())
-    return digest.hexdigest().lower()
-
-
-def get_backtest_metadata_filename(filename: Union[Path, str]) -> Path:
-    """Return metadata filename for specified backtest results file."""
-    filename = Path(filename)
-    return filename.parent / Path(f'{filename.stem}.meta{filename.suffix}')
diff --git a/freqtrade/optimize/backtest_caching.py b/freqtrade/optimize/backtest_caching.py
new file mode 100644
index 000000000..c2a9903fa
--- /dev/null
+++ b/freqtrade/optimize/backtest_caching.py
@@ -0,0 +1,38 @@
+import hashlib
+from copy import deepcopy
+from pathlib import Path
+from typing import Union
+
+import rapidjson
+
+
+def get_strategy_run_id(strategy) -> str:
+    """
+    Generate unique identification hash for a backtest run. Identical config and strategy file will
+    always return an identical hash.
+    :param strategy: strategy object.
+    :return: hex string id.
+    """
+    digest = hashlib.sha1()
+    config = deepcopy(strategy.config)
+
+    # Options that have no impact on results of individual backtest.
+    not_important_keys = ('strategy_list', 'original_config', 'telegram', 'api_server')
+    for k in not_important_keys:
+        if k in config:
+            del config[k]
+
+    # Explicitly allow NaN values (e.g. max_open_trades).
+    # as it does not matter for getting the hash.
+    digest.update(rapidjson.dumps(config, default=str,
+                                  number_mode=rapidjson.NM_NAN).encode('utf-8'))
+
+    with open(strategy.__file__, 'rb') as fp:
+        digest.update(fp.read())
+    return digest.hexdigest().lower()
+
+
+def get_backtest_metadata_filename(filename: Union[Path, str]) -> Path:
+    """Return metadata filename for specified backtest results file."""
+    filename = Path(filename)
+    return filename.parent / Path(f'{filename.stem}.meta{filename.suffix}')
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 0f816f295..db4496f0f 100755
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -24,8 +24,8 @@ from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, ExitType
                              TradingMode)
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
-from freqtrade.misc import get_strategy_run_id
 from freqtrade.mixins import LoggingMixin
+from freqtrade.optimize.backtest_caching import get_strategy_run_id
 from freqtrade.optimize.bt_progress import BTProgress
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
                                                  store_backtest_signal_candles,
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index dd058aff4..1d58dc339 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -11,8 +11,8 @@ from tabulate import tabulate
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT
 from freqtrade.data.btanalysis import (calculate_cagr, calculate_csum, calculate_market_change,
                                        calculate_max_drawdown)
-from freqtrade.misc import (decimals_per_coin, file_dump_joblib, file_dump_json,
-                            get_backtest_metadata_filename, round_coin_value)
+from freqtrade.misc import decimals_per_coin, file_dump_joblib, file_dump_json, round_coin_value
+from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
 
 
 logger = logging.getLogger(__name__)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index a51e1b654..7494155b4 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -22,7 +22,7 @@ from freqtrade.data.history import get_timerange
 from freqtrade.enums import ExitType, RunMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange.exchange import timeframe_to_next_date
-from freqtrade.misc import get_strategy_run_id
+from freqtrade.optimize.backtest_caching import get_strategy_run_id
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import LocalTrade
 from freqtrade.resolvers import StrategyResolver

From 43049e04652483ff039ee7765a0181d2ed1ca337 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 29 Apr 2022 19:44:17 +0200
Subject: [PATCH 21/22] Evict cache if parameter file changed

closes #6735
---
 freqtrade/optimize/backtest_caching.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtest_caching.py b/freqtrade/optimize/backtest_caching.py
index c2a9903fa..d9d270072 100644
--- a/freqtrade/optimize/backtest_caching.py
+++ b/freqtrade/optimize/backtest_caching.py
@@ -26,7 +26,9 @@ def get_strategy_run_id(strategy) -> str:
     # as it does not matter for getting the hash.
     digest.update(rapidjson.dumps(config, default=str,
                                   number_mode=rapidjson.NM_NAN).encode('utf-8'))
-
+    # Include _ft_params_from_file - so changing parameter files cause cache eviction
+    digest.update(rapidjson.dumps(
+        strategy._ft_params_from_file, default=str, number_mode=rapidjson.NM_NAN).encode('utf-8'))
     with open(strategy.__file__, 'rb') as fp:
         digest.update(fp.read())
     return digest.hexdigest().lower()

From f23faac36880027896de8d7bcc21f5af9edd6714 Mon Sep 17 00:00:00 2001
From: erdieee <58039191+erdieee@users.noreply.github.com>
Date: Fri, 29 Apr 2022 20:10:50 +0200
Subject: [PATCH 22/22] Fix config_examples typo

---
 config_examples/config_binance.example.json | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/config_examples/config_binance.example.json b/config_examples/config_binance.example.json
index ad8862afa..35b9fcd20 100644
--- a/config_examples/config_binance.example.json
+++ b/config_examples/config_binance.example.json
@@ -90,7 +90,7 @@
     },
     "bot_name": "freqtrade",
     "initial_state": "running",
-    "force_enter_enable": false,
+    "force_entry_enable": false,
     "internals": {
         "process_throttle_secs": 5
     }