From 5f1235a031a5b0c7d25a9f51fa89f6136167c014 Mon Sep 17 00:00:00 2001
From: Italo <45588475+italodamato@users.noreply.github.com>
Date: Tue, 18 Jan 2022 15:29:59 +0000
Subject: [PATCH] Safer exit_tag is not None check

the comparison using `is not None` fails if the column  `exit_tag` is stored with the more efficient dtype `Sparse[string]`. The reason is that none values are stored as np.nan which is a float. This would raise an error when `len` is called at the next condition.

```
2022-01-18 15:18:22,548 - freqtrade - ERROR - Fatal exception!
joblib.externals.loky.process_executor._RemoteTraceback:
"""
Traceback (most recent call last):
  File "/home/ftuser/.local/lib/python3.9/site-packages/joblib/externals/loky/process_executor.py", line 436, in _process_worker
    r = call_item()
  File "/home/ftuser/.local/lib/python3.9/site-packages/joblib/externals/loky/process_executor.py", line 288, in __call__
    return self.fn(*self.args, **self.kwargs)
  File "/home/ftuser/.local/lib/python3.9/site-packages/joblib/_parallel_backends.py", line 595, in __call__
    return self.func(*args, **kwargs)
  File "/home/ftuser/.local/lib/python3.9/site-packages/joblib/parallel.py", line 262, in __call__
    return [func(*args, **kwargs)
  File "/home/ftuser/.local/lib/python3.9/site-packages/joblib/parallel.py", line 262, in <listcomp>
    return [func(*args, **kwargs)
  File "/home/ftuser/.local/lib/python3.9/site-packages/joblib/externals/loky/cloudpickle_wrapper.py", line 38, in __call__
    return self._obj(*args, **kwargs)
  File "/freqtrade/freqtrade/optimize/hyperopt.py", line 317, in generate_optimizer
    bt_results = self.backtesting.backtest(
  File "/freqtrade/freqtrade/optimize/backtesting.py", line 658, in backtest
    trade_entry = self._get_sell_trade_entry(trade, row)
  File "/freqtrade/freqtrade/optimize/backtesting.py", line 461, in _get_sell_trade_entry
    return self._get_sell_trade_entry_for_candle(trade, sell_row)
  File "/freqtrade/freqtrade/optimize/backtesting.py", line 426, in _get_sell_trade_entry_for_candle
    and len(sell_row[EXIT_TAG_IDX]) > 0
TypeError: object of type 'float' has no len()
"""

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
  File "/freqtrade/freqtrade/main.py", line 37, in main
    return_code = args['func'](args)
  File "/freqtrade/freqtrade/commands/optimize_commands.py", line 103, in start_hyperopt
    hyperopt.start()
  File "/freqtrade/freqtrade/optimize/hyperopt.py", line 482, in start
    f_val = self.run_optimizer_parallel(parallel, asked, i)
  File "/freqtrade/freqtrade/optimize/hyperopt.py", line 396, in run_optimizer_parallel
    return parallel(delayed(
  File "/home/ftuser/.local/lib/python3.9/site-packages/joblib/parallel.py", line 1056, in __call__
    self.retrieve()
  File "/home/ftuser/.local/lib/python3.9/site-packages/joblib/parallel.py", line 935, in retrieve
    self._output.extend(job.get(timeout=self.timeout))
  File "/home/ftuser/.local/lib/python3.9/site-packages/joblib/_parallel_backends.py", line 542, in wrap_future_result
    return future.result(timeout=timeout)
  File "/usr/local/lib/python3.9/concurrent/futures/_base.py", line 445, in result
    return self.__get_result()
  File "/usr/local/lib/python3.9/concurrent/futures/_base.py", line 390, in __get_result
    raise self._exception
TypeError: object of type 'float' has no len()
ERROR: 1
```
---
 freqtrade/optimize/backtesting.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index a4a5fd140..931194083 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -9,7 +9,7 @@ from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from typing import Any, Dict, List, Optional, Tuple
 
-from pandas import DataFrame
+from pandas import DataFrame, notna
 
 from freqtrade.configuration import TimeRange, validate_config_consistency
 from freqtrade.constants import DATETIME_PRINT_FORMAT
@@ -420,7 +420,7 @@ class Backtesting:
             # sell_row has the length for an exit tag column
             if(
                 len(sell_row) > EXIT_TAG_IDX
-                and sell_row[EXIT_TAG_IDX] is not None
+                and notna(sell_row[EXIT_TAG_IDX])
                 and len(sell_row[EXIT_TAG_IDX]) > 0
             ):
                 trade.sell_reason = sell_row[EXIT_TAG_IDX]