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 01/39] 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 02/39] 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 03/39] 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 04/39] 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 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 05/39] 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 aed919a05f352de482caddc1dc199d0ba2bd8e85 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 13 Oct 2021 19:54:35 +0200
Subject: [PATCH 06/39] 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 07/39] 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 08/39] 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 09/39] 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 10/39] 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 11/39] 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 12/39] 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 13/39] 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 14/39] 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 15/39] 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 16/39] =?UTF-8?q?=F0=9F=93=9D=20`mkdocs.yml`=20-=20Fixed?=
 =?UTF-8?q?=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 17/39] 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 18/39] 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 19/39] 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))
 
 
 # ---------------------------------------------

From d4d57f00027d056ab94ce1eb7c3410f0370d8dcd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 16:09:56 +0200
Subject: [PATCH 20/39] Document expansion of `--pairs`, add download-inactive

---
 docs/data-download.md                    | 141 +++++++++++++----------
 freqtrade/commands/arguments.py          |   6 +-
 freqtrade/commands/cli_options.py        |   5 +
 freqtrade/commands/data_commands.py      |   9 +-
 freqtrade/configuration/configuration.py |   3 +
 tests/commands/test_commands.py          |  40 +++++++
 6 files changed, 138 insertions(+), 66 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 5f605c404..6c7d5312d 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -22,6 +22,7 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH]
                                [-p PAIRS [PAIRS ...]] [--pairs-file FILE]
                                [--days INT] [--new-pairs-days INT]
+                               [--include-inactive-pairs]
                                [--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} ...]]
@@ -38,6 +39,8 @@ optional arguments:
   --days INT            Download data for given number of days.
   --new-pairs-days INT  Download data of new pairs for given number of days.
                         Default: `None`.
+  --include-inactive-pairs
+                        Also download data from inactive pairs.
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --dl-trades           Download trades instead of OHLCV data. The bot will
@@ -52,10 +55,10 @@ optional arguments:
                         exchange/pairs/timeframes.
   --data-format-ohlcv {json,jsongz,hdf5}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `None`).
+                        (default: `json`).
   --data-format-trades {json,jsongz,hdf5}
                         Storage format for downloaded trades data. (default:
-                        `None`).
+                        `jsongz`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -80,6 +83,82 @@ Common arguments:
 
     For that reason, `download-data` does not care about the "startup-period" defined in a strategy. It's up to the user to download additional days if the backtest should start at a specific point in time (while respecting startup period).
 
+### Pairs file
+
+In alternative to the whitelist from `config.json`, a `pairs.json` file can be used.
+If you are using Binance for example:
+
+- create a directory `user_data/data/binance` and copy or create the `pairs.json` file in that directory.
+- update the `pairs.json` file to contain the currency pairs you are interested in.
+
+```bash
+mkdir -p user_data/data/binance
+touch user_data/data/binance/pairs.json
+```
+
+The format of the `pairs.json` file is a simple json list.
+Mixing different stake-currencies is allowed for this file, since it's only used for downloading.
+
+``` json
+[
+    "ETH/BTC",
+    "ETH/USDT",
+    "BTC/USDT",
+    "XRP/ETH"
+]
+```
+
+!!! Tip "Downloading all data for one quote currency"
+    Often, you'll want to download data for all pairs of a specific quote-currency. In such cases, you can use the following shorthand:
+    `freqtrade download-data --exchange binance --pairs .*/USDT <...>`. The provided "pairs" string will be expanded to contain all active pairs on the exchange.
+    To also download data for inactive (delisted) pairs, add `--include-inactive-pairs` to the command.
+
+??? Note "Permission denied errors"
+    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
+    ```
+
+    You can fix the permissions of your user-data directory as follows:
+
+    ```
+    sudo chown -R $UID:$GID user_data
+    ```
+
+### Start download
+
+Then run:
+
+```bash
+freqtrade download-data --exchange binance
+```
+
+This will download historical candle (OHLCV) data for all the currency pairs you defined in `pairs.json`.
+
+Alternatively, specify the pairs directly
+
+```bash
+freqtrade download-data --exchange binance --pairs ETH/USDT XRP/USDT BTC/USDT
+```
+
+or as regex (to download all active USDT pairs)
+
+```bash
+freqtrade download-data --exchange binance --pairs .*/USDT
+```
+
+### Other Notes
+
+- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
+- To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust rate limits etc.)
+- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
+- To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days).
+- To download historical candle (OHLCV) data from a fixed starting point, use `--timerange 20200101-` - which will download all data from January 1st, 2020. Eventually set end dates are ignored.
+- Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
+- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
+
+
 ### Data format
 
 Freqtrade currently supports 3 data-formats for both OHLCV and trades data:
@@ -312,64 +391,6 @@ ETH/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
 ETH/USDT    5m, 15m, 30m, 1h, 2h, 4h
 ```
 
-### Pairs file
-
-In alternative to the whitelist from `config.json`, a `pairs.json` file can be used.
-
-If you are using Binance for example:
-
-- create a directory `user_data/data/binance` and copy or create the `pairs.json` file in that directory.
-- update the `pairs.json` file to contain the currency pairs you are interested in.
-
-```bash
-mkdir -p user_data/data/binance
-cp tests/testdata/pairs.json user_data/data/binance
-```
-
-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
-```
-
-You can fix the permissions of your user-data directory as follows:
-
-```
-sudo chown -R $UID:$GID user_data
-```
-
-The format of the `pairs.json` file is a simple json list.
-Mixing different stake-currencies is allowed for this file, since it's only used for downloading.
-
-``` json
-[
-    "ETH/BTC",
-    "ETH/USDT",
-    "BTC/USDT",
-    "XRP/ETH"
-]
-```
-
-### Start download
-
-Then run:
-
-```bash
-freqtrade download-data --exchange binance
-```
-
-This will download historical candle (OHLCV) data for all the currency pairs you defined in `pairs.json`.
-
-### Other Notes
-
-- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
-- To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust rate limits etc.)
-- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
-- To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days).
-- To download historical candle (OHLCV) data from a fixed starting point, use `--timerange 20200101-` - which will download all data from January 1st, 2020. Eventually set end dates are ignored.
-- Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
-- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
-
 ### Trades (tick) data
 
 By default, `download-data` sub-command downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 5675eb096..86d7a1923 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -63,9 +63,9 @@ ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "d
 
 ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
 
-ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "timerange",
-                      "download_trades", "exchange", "timeframes", "erase", "dataformat_ohlcv",
-                      "dataformat_trades"]
+ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
+                      "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 0e08adb47..b60692c67 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -355,6 +355,11 @@ AVAILABLE_CLI_OPTIONS = {
         type=check_int_positive,
         metavar='INT',
     ),
+    "include_inactive": Arg(
+        '--include-inactive-pairs',
+        help='Also download data from inactive pairs.',
+        action='store_true',
+    ),
     "new_pairs_days": Arg(
         '--new-pairs-days',
         help='Download data of new pairs for given number of days. Default: `%(default)s`.',
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index ee05e6c69..5dc5fe7ea 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -11,6 +11,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_oh
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.exchange.exchange import market_is_active
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import ExchangeResolver
 
@@ -47,11 +48,13 @@ def start_download_data(args: Dict[str, Any]) -> None:
 
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+    markets = [p for p, m in exchange.markets.items() if market_is_active(m)
+               or config.get('include_inactive')]
+    expanded_pairs = expand_pairlist(config['pairs'], markets)
+
     # 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))
-
+        exchange.validate_pairs(expanded_pairs)
     logger.info(f"About to download pairs: {expanded_pairs}, "
                 f"intervals: {config['timeframes']} to {config['datadir']}")
 
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 12dcff46a..5db3379d2 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -407,6 +407,9 @@ class Configuration:
         self._args_to_config(config, argname='days',
                              logstring='Detected --days: {}')
 
+        self._args_to_config(config, argname='include_inactive',
+                             logstring='Detected --include-inactive-pairs: {}')
+
         self._args_to_config(config, argname='download_trades',
                              logstring='Detected --dl-trades: {}')
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 6a0e741d9..6e717afdf 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -754,6 +754,46 @@ def test_download_data_no_pairs(mocker, caplog):
         start_download_data(pargs)
 
 
+def test_download_data_all_pairs(mocker, markets):
+
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+
+    dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
+                           MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
+    )
+    args = [
+        "download-data",
+        "--exchange",
+        "binance",
+        "--pairs",
+        ".*/USDT"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_download_data(pargs)
+    expected = set(['ETH/USDT', 'XRP/USDT', 'NEO/USDT', 'TKN/USDT'])
+    assert set(dl_mock.call_args_list[0][1]['pairs']) == expected
+    assert dl_mock.call_count == 1
+
+    dl_mock.reset_mock()
+    args = [
+        "download-data",
+        "--exchange",
+        "binance",
+        "--pairs",
+        ".*/USDT",
+        "--include-inactive-pairs",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_download_data(pargs)
+    expected = set(['ETH/USDT', 'LTC/USDT', 'XRP/USDT', 'NEO/USDT', 'TKN/USDT'])
+    assert set(dl_mock.call_args_list[0][1]['pairs']) == expected
+
+
 def test_download_data_trades(mocker, caplog):
     dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_trades_data',
                            MagicMock(return_value=[]))

From 28483a795224ff6ac27383768136101fdc795ffb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 16:10:15 +0200
Subject: [PATCH 21/39] Fix doc-link in developer docs

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

diff --git a/docs/developer.md b/docs/developer.md
index bd138212b..a6c9ec322 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -8,7 +8,7 @@ All contributions, bug reports, bug fixes, documentation improvements, enhanceme
 
 Documentation is available at [https://freqtrade.io](https://www.freqtrade.io/) and needs to be provided with every new feature PR.
 
-Special fields for the documentation (like Note boxes, ...) can be found [here](https://squidfunk.github.io/mkdocs-material/extensions/admonition/).
+Special fields for the documentation (like Note boxes, ...) can be found [here](https://squidfunk.github.io/mkdocs-material/reference/admonitions/).
 
 To test the documentation locally use the following commands.
 

From 00fc38a5dccf2efb999e92cd8e50ba0a13ea1d51 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 19:23:51 +0200
Subject: [PATCH 22/39] Update setup.sh to correctly exit if ta-lib fails

part of #5734
---
 setup.sh | 20 ++++++++++++++------
 1 file changed, 14 insertions(+), 6 deletions(-)

diff --git a/setup.sh b/setup.sh
index aee7c80b5..1173b59b9 100755
--- a/setup.sh
+++ b/setup.sh
@@ -30,7 +30,7 @@ function check_installed_python() {
             check_installed_pip
             return
         fi
-    done 
+    done
 
     echo "No usable python found. Please make sure to have python3.7 or newer installed"
     exit 1
@@ -95,11 +95,19 @@ function install_talib() {
         return
     fi
 
-    cd build_helpers && ./install_ta-lib.sh && cd ..
+    cd build_helpers && ./install_ta-lib.sh
+
+    if [ $? -ne 0 ]; then
+        echo "Quitting. Please fix the above error before continuing."
+        cd ..
+        exit 1
+    fi;
+
+    cd ..
 }
 
-function install_mac_newer_python_dependencies() {    
-    
+function install_mac_newer_python_dependencies() {
+
     if [ ! $(brew --prefix --installed hdf5 2>/dev/null) ]
     then
         echo "-------------------------"
@@ -115,7 +123,7 @@ function install_mac_newer_python_dependencies() {
         echo "Installing c-blosc"
         echo "-------------------------"
         brew install c-blosc
-    fi    
+    fi
     export CBLOSC_DIR=$(brew --prefix)
 }
 
@@ -130,7 +138,7 @@ function install_macos() {
     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

From 6be40cb7c3d680303591de81bb895ed8cc3f4d52 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:07 +0000
Subject: [PATCH 23/39] Bump types-requests from 2.25.9 to 2.25.11

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.9 to 2.25.11.
- [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 74ebee479..7627e1022 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -22,5 +22,5 @@ nbconvert==6.2.0
 # mypy types
 types-cachetools==4.2.2
 types-filelock==3.2.0
-types-requests==2.25.9
+types-requests==2.25.11
 types-tabulate==0.8.2

From 12a041b46665caad023f7bbef1849b148cc7ef8e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:10 +0000
Subject: [PATCH 24/39] Bump pytest-asyncio from 0.15.1 to 0.16.0

Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.15.1 to 0.16.0.
- [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases)
- [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.15.1...v0.16.0)

---
updated-dependencies:
- dependency-name: pytest-asyncio
  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 74ebee479..8daaa0524 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==4.0.0
 flake8-tidy-imports==4.5.0
 mypy==0.910
 pytest==6.2.5
-pytest-asyncio==0.15.1
+pytest-asyncio==0.16.0
 pytest-cov==3.0.0
 pytest-mock==3.6.1
 pytest-random-order==1.0.4

From 9b0171ef3748b310b681fcd1262d16f21b6d2dc7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:14 +0000
Subject: [PATCH 25/39] Bump flake8 from 4.0.0 to 4.0.1

Bumps [flake8](https://github.com/pycqa/flake8) from 4.0.0 to 4.0.1.
- [Release notes](https://github.com/pycqa/flake8/releases)
- [Commits](https://github.com/pycqa/flake8/compare/4.0.0...4.0.1)

---
updated-dependencies:
- dependency-name: flake8
  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 74ebee479..83bd12843 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==3.2.0
-flake8==4.0.0
+flake8==4.0.1
 flake8-tidy-imports==4.5.0
 mypy==0.910
 pytest==6.2.5

From e7a2672f07ca15aa1a42b834f92f91e6ec8812ff Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:17 +0000
Subject: [PATCH 26/39] Bump filelock from 3.3.0 to 3.3.1

Bumps [filelock](https://github.com/tox-dev/py-filelock) from 3.3.0 to 3.3.1.
- [Release notes](https://github.com/tox-dev/py-filelock/releases)
- [Changelog](https://github.com/tox-dev/py-filelock/blob/main/docs/changelog.rst)
- [Commits](https://github.com/tox-dev/py-filelock/compare/3.3.0...3.3.1)

---
updated-dependencies:
- dependency-name: filelock
  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 e97e78638..b0f4343ae 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -5,7 +5,7 @@
 scipy==1.7.1
 scikit-learn==1.0
 scikit-optimize==0.9.0
-filelock==3.3.0
+filelock==3.3.1
 joblib==1.1.0
 psutil==5.8.0
 progressbar2==3.53.3

From b60371822f9b14bff45e16b9de7f8e8fe338afd3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:19 +0000
Subject: [PATCH 27/39] Bump pyjwt from 2.2.0 to 2.3.0

Bumps [pyjwt](https://github.com/jpadilla/pyjwt) from 2.2.0 to 2.3.0.
- [Release notes](https://github.com/jpadilla/pyjwt/releases)
- [Changelog](https://github.com/jpadilla/pyjwt/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/jpadilla/pyjwt/commits)

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

diff --git a/requirements.txt b/requirements.txt
index f3eb65c59..f85b9bb8e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -34,7 +34,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.70.0
 uvicorn==0.15.0
-pyjwt==2.2.0
+pyjwt==2.3.0
 aiofiles==0.7.0
 psutil==5.8.0
 

From d7756efe8b4e9b5aebb5534597b396bee5f94b5d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:28 +0000
Subject: [PATCH 28/39] Bump wrapt from 1.13.1 to 1.13.2

Bumps [wrapt](https://github.com/GrahamDumpleton/wrapt) from 1.13.1 to 1.13.2.
- [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/1.13.1...1.13.2)

---
updated-dependencies:
- dependency-name: wrapt
  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 f3eb65c59..858452e82 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -12,7 +12,7 @@ arrow==1.2.0
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
-wrapt==1.13.1
+wrapt==1.13.2
 jsonschema==4.1.0
 TA-Lib==0.4.21
 technical==1.3.0

From 035380d8a4b7f2826e2d33d9f36078a44c973231 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 05:18:42 +0000
Subject: [PATCH 29/39] Bump types-cachetools from 4.2.2 to 4.2.4

Bumps [types-cachetools](https://github.com/python/typeshed) from 4.2.2 to 4.2.4.
- [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 | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 74ebee479..93df93695 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==3.2.0
-flake8==4.0.0
+flake8==4.0.1
 flake8-tidy-imports==4.5.0
 mypy==0.910
 pytest==6.2.5
@@ -20,7 +20,7 @@ time-machine==2.4.0
 nbconvert==6.2.0
 
 # mypy types
-types-cachetools==4.2.2
+types-cachetools==4.2.4
 types-filelock==3.2.0
 types-requests==2.25.9
 types-tabulate==0.8.2

From 69c98c4141b1e9d1e74dfd55162fded3120625bf Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 05:18:47 +0000
Subject: [PATCH 30/39] Bump python-rapidjson from 1.4 to 1.5

Bumps [python-rapidjson](https://github.com/python-rapidjson/python-rapidjson) from 1.4 to 1.5.
- [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/v1.4...v1.5)

---
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 f3eb65c59..a78e8c7a3 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -26,7 +26,7 @@ blosc==1.10.6
 py_find_1st==1.1.5
 
 # Load ticker files 30% faster
-python-rapidjson==1.4
+python-rapidjson==1.5
 
 # Notify systemd
 sdnotify==0.3.2

From 82684f5de90eb5c1bfd8cd5c6ef8af631905b1c9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 05:19:03 +0000
Subject: [PATCH 31/39] Bump progressbar2 from 3.53.3 to 3.55.0

Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.53.3 to 3.55.0.
- [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/v3.53.3...v3.55.0)

---
updated-dependencies:
- dependency-name: progressbar2
  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 e97e78638..8e6ca9769 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -8,4 +8,4 @@ scikit-optimize==0.9.0
 filelock==3.3.0
 joblib==1.1.0
 psutil==5.8.0
-progressbar2==3.53.3
+progressbar2==3.55.0

From 4b02749019394ffef0046e53e0187f37cd06aa90 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:15:52 +0000
Subject: [PATCH 32/39] Bump mkdocs from 1.2.2 to 1.2.3

Bumps [mkdocs](https://github.com/mkdocs/mkdocs) from 1.2.2 to 1.2.3.
- [Release notes](https://github.com/mkdocs/mkdocs/releases)
- [Commits](https://github.com/mkdocs/mkdocs/compare/1.2.2...1.2.3)

---
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 9a733d8f7..e4bcf3c79 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
-mkdocs==1.2.2
+mkdocs==1.2.3
 mkdocs-material==7.3.2
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.0

From 44e6e134297301f97901a18e08f2bf4f22e4bf27 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:16:09 +0000
Subject: [PATCH 33/39] Bump ccxt from 1.57.94 to 1.58.47

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.57.94 to 1.58.47.
- [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/1.57.94...1.58.47)

---
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 | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/requirements.txt b/requirements.txt
index 858452e82..d38a0afce 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==1.57.94
+ccxt==1.58.47
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==35.0.0
 aiohttp==3.7.4.post0
@@ -26,7 +26,7 @@ blosc==1.10.6
 py_find_1st==1.1.5
 
 # Load ticker files 30% faster
-python-rapidjson==1.4
+python-rapidjson==1.5
 
 # Notify systemd
 sdnotify==0.3.2
@@ -34,7 +34,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.70.0
 uvicorn==0.15.0
-pyjwt==2.2.0
+pyjwt==2.3.0
 aiofiles==0.7.0
 psutil==5.8.0
 

From 618f0ffe68882a80677e36d41ab72bbf77dba8f0 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:38:42 +0000
Subject: [PATCH 34/39] Bump types-tabulate from 0.8.2 to 0.8.3

Bumps [types-tabulate](https://github.com/python/typeshed) from 0.8.2 to 0.8.3.
- [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 da12e5fcc..3a6913f53 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -23,4 +23,4 @@ nbconvert==6.2.0
 types-cachetools==4.2.4
 types-filelock==3.2.0
 types-requests==2.25.11
-types-tabulate==0.8.2
+types-tabulate==0.8.3

From 75e6a2d276912ab0b50630a6854276266e20da2c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:47:32 +0000
Subject: [PATCH 35/39] Bump mkdocs-material from 7.3.2 to 7.3.4

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.3.2 to 7.3.4.
- [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/7.3.2...7.3.4)

---
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 e4bcf3c79..72d1d0494 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.3
-mkdocs-material==7.3.2
+mkdocs-material==7.3.4
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.0

From 3af55cc8c775ea3d28fcc0207097e97f49d6b5e3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:58:47 +0000
Subject: [PATCH 36/39] Bump pandas from 1.3.3 to 1.3.4

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.3 to 1.3.4.
- [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/v1.3.3...v1.3.4)

---
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 d38a0afce..9f7a055e8 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.2
-pandas==1.3.3
+pandas==1.3.4
 pandas-ta==0.3.14b
 
 ccxt==1.58.47

From 8a7ea655313b64b6dc5f0009b728c9436c2ffcc8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 07:06:05 +0000
Subject: [PATCH 37/39] Bump types-filelock from 3.2.0 to 3.2.1

Bumps [types-filelock](https://github.com/python/typeshed) from 3.2.0 to 3.2.1.
- [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 3a6913f53..0e68e18a3 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,6 +21,6 @@ nbconvert==6.2.0
 
 # mypy types
 types-cachetools==4.2.4
-types-filelock==3.2.0
+types-filelock==3.2.1
 types-requests==2.25.11
 types-tabulate==0.8.3

From ddba4e32d7b904d6a54b273fd3ddee67b3a260f5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 18 Oct 2021 16:04:24 +0200
Subject: [PATCH 38/39] Fully remove flake8-type-annotations

---
 environment.yml | 1 -
 setup.py        | 1 -
 2 files changed, 2 deletions(-)

diff --git a/environment.yml b/environment.yml
index f58434c15..f62ac8105 100644
--- a/environment.yml
+++ b/environment.yml
@@ -64,7 +64,6 @@ dependencies:
         - py_find_1st
         - tables
         - pytest-random-order
-        - flake8-type-annotations
         - ccxt
         - flake8-tidy-imports
         - -e .
diff --git a/setup.py b/setup.py
index cf381bdd3..445155687 100644
--- a/setup.py
+++ b/setup.py
@@ -16,7 +16,6 @@ hyperopt = [
 develop = [
     'coveralls',
     'flake8',
-    'flake8-type-annotations',
     'flake8-tidy-imports',
     'mypy',
     'pytest',

From 0da5ef16e6170efad32d8b82533f620f129b04f7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 18 Oct 2021 19:16:56 +0200
Subject: [PATCH 39/39] Remove unnecessary dependency

---
 environment.yml  | 1 -
 requirements.txt | 1 -
 setup.py         | 1 -
 3 files changed, 3 deletions(-)

diff --git a/environment.yml b/environment.yml
index f62ac8105..84ab5ff6f 100644
--- a/environment.yml
+++ b/environment.yml
@@ -16,7 +16,6 @@ dependencies:
     - cachetools
     - requests
     - urllib3
-    - wrapt
     - jsonschema
     - TA-Lib
     - tabulate
diff --git a/requirements.txt b/requirements.txt
index 9f7a055e8..b10bbabf6 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -12,7 +12,6 @@ arrow==1.2.0
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
-wrapt==1.13.2
 jsonschema==4.1.0
 TA-Lib==0.4.21
 technical==1.3.0
diff --git a/setup.py b/setup.py
index 445155687..b23fa814d 100644
--- a/setup.py
+++ b/setup.py
@@ -50,7 +50,6 @@ setup(
         'cachetools',
         'requests',
         'urllib3',
-        'wrapt',
         'jsonschema',
         'TA-Lib',
         'pandas-ta',